add swicht {real, paper} url function
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vigarbuaa
parent
e8e2e1121d
commit
1e0248ce5c
@ -36,19 +36,19 @@ from vnpy.trader.object import (
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)
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REST_HOST = "https://api.alpaca.markets"
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WEBSOCKET_HOST = "wss://api.alpaca.markets/stream" # Market Data
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PAPER_REST_HOST = "https://paper-api.alpaca.markets"
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WEBSOCKET_HOST = "wss://paper-api.alpaca.markets/stream" # Market Data
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PAPER_WEBSOCKET_HOST = "wss://paper-api.alpaca.markets/stream" # Market Data
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KEY = ""
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SECRET = ""
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STATUS_ALPACA2VT = {
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"new": Status.SUBMITTING,
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"open": Status.NOTTRADED,
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"part_filled": Status.PARTTRADED,
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"filled": Status.ALLTRADED,
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"partial_fill": Status.PARTTRADED,
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"fill": Status.ALLTRADED,
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"cancelled": Status.CANCELLED,
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"cancelling": Status.CANCELLED,
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"failure": Status.REJECTED,
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#"done_for_day": Status.CANCELLED,
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"expired": Status.NOTTRADED
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}
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DIRECTION_VT2ALPACA = {Direction.LONG: "buy", Direction.SHORT: "sell"}
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@ -71,6 +71,7 @@ class AlpacaGateway(BaseGateway):
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"key": "",
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"secret": "",
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"session": 3,
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"服务器": ["REAL", "PAPER"],
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"proxy_host": "127.0.0.1",
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"proxy_port": 1080,
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}
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@ -85,15 +86,17 @@ class AlpacaGateway(BaseGateway):
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def connect(self, setting: dict):
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""""""
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print("[debug] gateway setting: ",setting)
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key = setting["key"]
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secret = setting["secret"]
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session = setting["session"]
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proxy_host = setting["proxy_host"]
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proxy_port = setting["proxy_port"]
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self.rest_api.connect(key, secret, session, proxy_host, proxy_port)
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self.ws_api.connect(key, secret, proxy_host, proxy_port)
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env=setting['服务器']
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rest_url = REST_HOST if env == "REAL" else PAPER_REST_HOST
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websocket_url = WEBSOCKET_HOST if env == "REAL" else PAPER_WEBSOCKET_HOST
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self.rest_api.connect(key, secret, session, proxy_host, proxy_port,rest_url)
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self.ws_api.connect(key, secret, proxy_host, proxy_port,websocket_url)
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def subscribe(self, req: SubscribeRequest):
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""""""
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@ -152,6 +155,7 @@ class AlpacaRestApi(RestClient):
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)
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def on_query_account(self, data, request):
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print("on_query_account debug: " , data)
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account = AccountData(
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accountid=data['id'],
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balance=float(data['cash']),
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@ -207,15 +211,15 @@ class AlpacaRestApi(RestClient):
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session_num: int,
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proxy_host: str,
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proxy_port: int,
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url: str,
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):
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"""
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Initialize connection to REST server.
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"""
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self.key = key
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self.secret = secret
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self.init(PAPER_REST_HOST, proxy_host, proxy_port)
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print("rest connect: ", PAPER_REST_HOST, proxy_host, proxy_port)
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self.init(url, proxy_host, proxy_port)
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print("rest connect: ", url, proxy_host, proxy_port)
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self.start(session_num)
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self.connect_time = (
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int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
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@ -227,7 +231,6 @@ class AlpacaRestApi(RestClient):
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#self.query_contracts()
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def on_send_order(self, data, request ):
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print("debug on_send_order data is {} request is {} ---".format( data, request))
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remote_order_id = data['id']
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order = request.extra
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self.order_list.append(remote_order_id)
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@ -384,12 +387,12 @@ class AlpacaWebsocketApi(WebsocketClient):
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self.channelDict = {} # ChannelID : (Channel, Symbol)
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def connect(
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self, key: str, secret: str, proxy_host: str, proxy_port: int
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self, key: str, secret: str, proxy_host: str, proxy_port: int,url:str
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):
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""""""
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self.key = key
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self.secret = secret
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self.init(WEBSOCKET_HOST, proxy_host, proxy_port)
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self.init(url, proxy_host, proxy_port)
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self.start()
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def authenticate(self):
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@ -397,16 +400,13 @@ class AlpacaWebsocketApi(WebsocketClient):
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params={"action":"authenticate", "data": {
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"key_id":self.key,"secret_key":self.secret
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}}
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print("string is {} ===".format(params))
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self.send_packet(params)
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def on_authenticate(self):
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""""""
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print("websocket authenticate success!!! msg: " )
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params={"action":"listen", "data": {
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"streams":["account_updates", "trade_updates"]
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}}
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print("on_authenticate func", params)
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self.send_packet(params)
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def subscribe(self, req: SubscribeRequest):
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@ -446,7 +446,36 @@ class AlpacaWebsocketApi(WebsocketClient):
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# ----------------------------------------------------------------------
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def on_data(self, data):
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pass
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print("on_data is {}".format(data))
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stream_ret = data['stream']
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data_ret = data['data']
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if(stream_ret == "account_updates"):
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#handle account
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account = AccountData(
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accountid=data_ret['id'],
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balance=float(data_ret['cash']),
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frozen=float(data_ret['cash']) - float(data_ret['cash_withdrawable']),
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gateway_name=self.gateway_name
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)
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self.gateway.on_account(account)
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elif(stream_ret == "trade_updates"):
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d=data_ret['order']
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trade = TradeData(
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symbol=d["symbol"],
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exchange=Exchange.ALPACA,
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orderid=d['id'],
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tradeid=None,
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direction=DIRECTION_ALPACA2VT[d["side"]],
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price=data_ret["price"],
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volume=data_ret["qty"],
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time=data_ret["timestamp"][11:19],
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gateway_name=self.gateway_name,
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)
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self.gateway.on_trade(trade)
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#self.gateway.on_order(order) # udpate order status
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else:
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pass
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# ----------------------------------------------------------------------
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def handle_auth(self, data):
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