[Add]初步完成福汇API的开发
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vn.py
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425
vnpy/api/fxcm/demo.py
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425
vnpy/api/fxcm/demo.py
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"""
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FXCM Trading RESTful API example.
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"""
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import json
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import time
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import requests
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from socketIO_client import SocketIO
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from prompt_toolkit import prompt
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from threading import Thread
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import signal
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import sys
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import io
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from datetime import datetime
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socketIO = None
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UPDATES = {}
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SYMBOLS = {}
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COLLECTIONS = None
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ACCESS_TOKEN = "48055b5d9afac0a300143ac067ce04cd2430a434"
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TRADING_API_URL = 'https://api-demo.fxcm.com:443'
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WEBSOCKET_PORT = 443
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list = ['Offer','Account','Order','OpenPosition','Summary','Properties', 'ClosedPosition']
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order_list = []
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logFile = "H:/Projects/RESTAPI-master/nodejs/PythonLog.txt"
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def timestamp():
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output = str(datetime.now().strftime('%Y%m%d-%H:%M:%S.%f')[:-3])
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return output
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def logging(mess, t):
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ts = timestamp()
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with io.FileIO(logFile, "a") as file:
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file.write('\n' +ts + ": " +t + " ==>" +'\n')
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for key in mess:
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file.write(str(key) +" - " +str(mess[key]) +'\n')
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def request_processor(method, params):
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""" Trading server request help function. """
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headers = {
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'User-Agent': 'request',
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'Authorization': bearer_access_token,
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'Accept': 'application/json',
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'Content-Type': 'application/x-www-form-urlencoded'
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}
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rresp = requests.get(TRADING_API_URL + method, headers=headers, params=params)
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if rresp.status_code == 200:
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data = rresp.json()
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if data["response"]["executed"] is True:
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return True, data
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return False, data["response"]["error"]
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else:
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return False, rresp.status_code
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def post_request_processor(method, params):
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""" Trading server request help function. """
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headers = {
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'User-Agent': 'request',
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'Authorization': bearer_access_token,
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'Accept': 'application/json',
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'Content-Type': 'application/x-www-form-urlencoded'
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}
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rresp = requests.post(TRADING_API_URL + method, headers=headers, data=params)
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if rresp.status_code == 200:
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data = rresp.json()
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if data["response"]["executed"] is True:
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return True, data
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return False, data["response"]["error"]
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else:
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return False, rresp.status_code
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def create_bearer_token(t,s):
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bt = "Bearer " +s +t
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return bt
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def on_price_update(msg):
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md = json.loads(msg)
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SYMBOLS[md["Symbol"]] = md
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print(SYMBOLS, "SYMBOLS")
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#logging(SYMBOLS, "SYMBOLS")
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def on_message(msg):
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message = json.loads(msg)
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UPDATES[message["t"]] = message
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print(UPDATES, "UPDATES")
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#logging(UPDATES, "UPDATES")
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def on_error(ws, error):
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print (error)
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def on_close():
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print ('Websocket closed.')
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def on_connect():
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### Get models
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status, response = request_processor('/trading/get_model', {'models': list})
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if status is True:
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COLLECTIONS = response
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print("*" * 50)
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print (COLLECTIONS["accounts"])
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print("*" * 50)
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else:
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print(status)
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print ("Error processing request /trading/get_model: " +str(response))
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### Subscribe message updates
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status, response = post_request_processor('/trading/subscribe', {'models': order_list})
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if status is True:
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for item in order_list:
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socketIO.on(item, on_message)
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else:
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print ("Error processing request: /trading/subscribe: " + response)
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thr = Thread(target=cli, args=(1, COLLECTIONS))
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try:
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thr.setDaemon(True)
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thr.start()
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socketIO.wait()
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except (KeyboardInterrupt, SystemExit):
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thr.join(0)
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sys.exit(1)
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def subscribe_prices(symbol):
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status, response = post_request_processor('/subscribe', {'pairs': symbol})
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if status is True:
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socketIO.on(symbol, on_price_update)
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else:
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print ("Error processing request: /subscribe: " + response)
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def unsubscribe_prices(symbol):
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status, response = post_request_processor('/unsubscribe', {'pairs': symbol})
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if status is True:
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socketIO.on(symbol, on_price_update)
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else:
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print ("Error processing request: /unsubscribe: " + response)
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def cli(args, COLLECTIONS):
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while True:
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try:
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inp = prompt(u'> ')
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except KeyboardInterrupt:
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print ("Press Ctrl+c again to quit.")
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sys.exit(1)
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if not inp:
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continue
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try:
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if len(inp) > 3 and inp[0:3] == 'run':
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cmd = json.loads(inp[4:])
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command = cmd["c"]
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if command == 'book':
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for symbol in SYMBOLS:
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price = SYMBOLS[symbol]
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print (price)
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elif command == 'show':
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if cmd["opt"] == 'offers':
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for offer in COLLECTIONS['offers']:
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###print ('{}, {}, {}, {}, {}'.format(offer['currency'], offer['sell'], offer['buy'], offer['offerId'], offer['ratePrecision']))
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print (offer)
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elif cmd["opt"] == 'orders':
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for order in COLLECTIONS['orders']:
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print (order)
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elif cmd["opt"] == 'updates':
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for obj in UPDATES:
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print (obj)
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elif cmd["opt"] == 'accounts':
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for obj in COLLECTIONS['accounts']:
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print (obj)
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elif cmd["opt"] == 'open_positions':
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for obj in COLLECTIONS['open_positions']:
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print (obj)
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elif cmd["opt"] == 'closed_positions':
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for obj in COLLECTIONS['closed_positions']:
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print (obj)
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elif cmd["opt"] == 'summary':
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for obj in COLLECTIONS['summary']:
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print (obj)
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elif cmd["opt"] == 'properties':
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for obj in COLLECTIONS['properties']:
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print (obj)
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elif cmd["opt"] == 'LeverageProfile':
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for obj in COLLECTIONS['LeverageProfile']:
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print (obj)
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elif command == 'subscribe':
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for symbol in cmd["opt"]:
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subscribe_prices(symbol)
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elif command == 'unsubscribe':
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for symbol in cmd["opt"]:
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unsubscribe_prices(symbol)
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elif command == 'market_order':
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status, response = post_request_processor('/trading/open_trade', {
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'account_id': cmd['account_id'],
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'symbol': cmd['symbol'],
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'side': cmd['side'],
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'amount': cmd['amount'],
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'at_market': 0,
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'order_type': 'AtMarket',
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'time_in_force': cmd['time_in_force']
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})
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if status is True:
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print ('market_order has been executed: {}'.format(response))
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else:
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print ('market_order execution error: {}'.format(response))
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elif command == 'market_range':
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status, response = post_request_processor('/trading/open_trade', {
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'account_id': cmd['account_id'],
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'symbol': cmd['symbol'],
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'side': cmd['side'],
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'amount': cmd['amount'],
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'order_type': 'MarketRange',
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'at_market': 1
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})
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if status is True:
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print ('market_order has been executed: {}'.format(response))
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else:
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print ('market_order execution error: {}'.format(response))
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elif command == 'close_trade':
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status, response = post_request_processor('/trading/close_trade', {
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'trade_id': cmd['trade_id'],
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'rate': 0,
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'amount': cmd['amount'],
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'at_market': 0,
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'order_type': 'AtMarket',
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'time_in_force': cmd['time_in_force']
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})
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if status is True:
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print ('close_trade has been executed: {}'.format(response))
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else:
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print ('close_trade execution error: {}'.format(response))
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elif command == 'create_entry_order':
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status, response = post_request_processor('/trading/create_entry_order', {
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'account_id': cmd['account_id'],
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'symbol': cmd['symbol'],
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'is_buy': cmd['side'],
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'rate': cmd['rate'],
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'is_in_pips': 0,
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'amount': cmd['amount'],
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'order_type': 'AtMarket',
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'time_in_force': cmd['time_in_force']
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})
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if status is True:
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print ('create_entry_order has been executed: {}'.format(response))
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else:
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print ('create_entry_order execution error: {}'.format(response))
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elif command == 'change_order':
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status, response = post_request_processor('/trading/change_order', {
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'order_id': cmd['order_id'],
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'rate': cmd['rate'],
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'range': cmd['range'],
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'amount': cmd['amount'],
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'trailing_step': cmd['trailing_step']
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})
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if status is True:
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print ('change_order has been executed: {}'.format(response))
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else:
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print ('change_order execution error: {}'.format(response))
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elif command == 'delete_order':
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status, response = post_request_processor('/trading/delete_order', {
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'order_id': cmd['order_id']
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})
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if status is True:
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print ('delete_order has been executed: {}'.format(response))
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else:
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print ('delete_order execution error: {}'.format(response))
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elif command == 'get_instruments':
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status, response = request_processor('/trading/get_instruments', {})
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if status is True:
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print ('get_instruments has been executed: {}'.format(response))
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else:
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print ('get_instruments execution error: {}'.format(response))
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elif command == 'simple_oco':
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status, response = request_processor('/trading/simple_oco', {
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'account_id': cmd['account_id'],
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'symbol': cmd['symbol'],
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'amount': cmd['amount'],
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'time_in_force': cmd['time_in_force'],
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'is_buy': cmd['is_buy'],
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'rate': cmd['rate'],
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'is_buy2': cmd['is_buy2'],
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'rate2': cmd['rate2']
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})
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if status is True:
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print ('simple_oco has been executed: {}'.format(response))
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else:
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print ('simple_oco execution error: {}'.format(response))
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elif command == 'add_to_oco':
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status, response = request_processor('/trading/add_to_oco', {
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orderIds: cmd.orderIds,
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ocoBulkId: cmd.ocoBulkId
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})
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if status is True:
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print ('add_to_oco has been executed: {}'.format(response))
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else:
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print ('add_to_oco execution error: {}'.format(response))
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elif command == 'remove_from_oco':
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status, response = request_processor('/trading/remove_from_oco', {
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orderIds: cmd.orderIds
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})
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if status is True:
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print ('remove_from_oco has been executed: {}'.format(response))
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else:
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print ('remove_from_oco execution error: {}'.format(response))
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elif command == 'edit_oco':
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status, response = request_processor('/trading/edit_oco', {
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ocoBulkId: cmd.ocoBulkId,
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addOrderIds: cmd.addOrderIds,
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removeOrderIds: cmd.removeOrderIds
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})
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if status is True:
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print ('edit_oco has been executed: {}'.format(response))
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else:
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print ('edit_oco execution error: {}'.format(response))
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elif command == 'change_trade_stop_limit':
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status, response = request_processor('/trading/change_trade_stop_limit', {
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trade_id: cmd.trade_id,
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is_stop: cmd.is_stop,
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rate: cmd.rate,
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is_in_pips: cmd.is_in_pips,
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trailing_step: cmd.trailing_step
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})
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if status is True:
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print ('change_trade_stop_limit has been executed: {}'.format(response))
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else:
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print ('change_trade_stop_limit execution error: {}'.format(response))
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elif command == 'change_order_stop_limit':
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status, response = request_processor('/trading/change_order_stop_limit', {
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order_id: cmd.order_id,
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is_stop: cmd.is_stop,
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rate: cmd.rate,
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is_in_pips: cmd.is_in_pips,
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trailing_step: cmd.trailing_step
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})
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if status is True:
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print ('change_order_stop_limit has been executed: {}'.format(response))
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else:
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print ('change_order_stop_limit execution error: {}'.format(response))
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elif command == 'change_net_stop_limit':
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status, response = request_processor('/trading/change_net_stop_limit', {
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account_id: cmd.account_id,
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symbol: cmd.symbol,
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is_buy: cmd.is_buy,
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is_stop: cmd.is_stop,
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rate: cmd.rate,
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trailing_step: cmd.trailing_step
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})
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if status is True:
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print ('change_net_stop_limit has been executed: {}'.format(response))
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else:
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print ('change_net_stop_limit execution error: {}'.format(response))
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elif command == 'close_all_for_symbol':
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status, response = request_processor('/trading/close_all_for_symbol', {
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account_id: cmd.account_id,
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forSymbol: cmd.forSymbol,
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symbol: cmd.symbol,
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order_type: cmd.order_type,
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time_in_force: cmd.time_in_force
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})
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if status is True:
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print ('close_all_for_symbol has been executed: {}'.format(response))
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else:
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print ('close_all_for_symbol execution error: {}'.format(response))
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elif command == 'candles':
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req="/"+command+"/"+str(cmd['instrumentid'])+"/"+str(cmd['periodid'])
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status, response = request_processor(req, {
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'num': cmd['num'],
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'from': cmd['from'],
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'to': cmd['to']
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})
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if status is True:
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print ('has been executed: {}'.format(response))
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else:
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print ('execution error: {}'.format(response))
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else:
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print ("Unknown command: " + command)
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else:
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print ('Unknown command.')
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except ValueError:
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print ('Invalid command')
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### Main
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if __name__ == '__main__':
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#signal.getsignal(signal.SIGINT, exit_gracefully)
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COLLECTIONS = {}
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print '000'
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socketIO = SocketIO(TRADING_API_URL, WEBSOCKET_PORT, params={'access_token': ACCESS_TOKEN, 'agent': "leiwang-rest-api"})
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print 1
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#print (socketIO._engineIO_session.id)
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bearer_access_token = create_bearer_token(ACCESS_TOKEN, socketIO._engineIO_session.id)
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print (bearer_access_token)
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socketIO.on('disconnec', on_close)
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socketIO.on('connect', on_connect)
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socketIO.wait()
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352
vnpy/api/fxcm/vnfxcm.py
Normal file
352
vnpy/api/fxcm/vnfxcm.py
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@ -0,0 +1,352 @@
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# encoding: UTF-8
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import json
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import requests
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from socketIO_client import SocketIO
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from threading import Thread
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from queue import Queue, Empty
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from datetime import datetime
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########################################################################
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class FxcmApi(object):
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"""FXCM"""
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API_URL = 'https://api-demo.fxcm.com:443'
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WEBSOCKET_PORT = 443
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METHOD_GET = 'get'
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METHOD_POST = 'post'
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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self.url = ''
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self.port = ''
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self.token = ''
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self.sio = None
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self.bearer = ''
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self.headers = None
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self.queue = Queue()
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self.reqid = 0
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self.active = False
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self.thread = Thread(target=self.run)
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#----------------------------------------------------------------------
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def connect(self, url, port, token):
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"""连接"""
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self.url = url
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self.port = port
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self.token = token
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self.initSocketIO()
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self.generateBearer()
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self.generateHeaders()
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self.active = True
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self.thread.start()
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#----------------------------------------------------------------------
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def stop(self):
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"""停止"""
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self.active = False
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self.thread.join()
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#----------------------------------------------------------------------
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def initSocketIO(self):
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"""初始化SocketIO客户端"""
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params = {
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'access_token': self.token,
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'agent': "leiwang-rest-api"
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}
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self.sio = SocketIO(self.url, self.port, params=params)
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|
||||
self.sio.on('connect', self.onConnect)
|
||||
self.sio.on('disconnect', self.onDisconnect)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def generateBearer(self):
|
||||
"""创建通讯授权码"""
|
||||
self.bearer = "Bearer " + self.sio._engineIO_session.id + self.token
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def generateHeaders(self):
|
||||
"""生成通讯头部"""
|
||||
self.headers = {
|
||||
'User-Agent': 'request',
|
||||
'Authorization': self.bearer,
|
||||
'Accept': 'application/json',
|
||||
'Content-Type': 'application/x-www-form-urlencoded'
|
||||
}
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def run(self):
|
||||
"""连续运行"""
|
||||
while self.active:
|
||||
try:
|
||||
d = self.queue.get(timeout=1)
|
||||
self.processReq(d)
|
||||
except Empty:
|
||||
pass
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def sendReq(self, method, uri, params, callback):
|
||||
"""发出请求"""
|
||||
self.reqid += 1
|
||||
|
||||
d = {
|
||||
'method': method,
|
||||
'uri': uri,
|
||||
'params': params,
|
||||
'callback': callback,
|
||||
'reqid': self.reqid
|
||||
}
|
||||
|
||||
self.queue.put(d)
|
||||
|
||||
return self.reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def processReq(self, d):
|
||||
"""处理请求"""
|
||||
method = d['method']
|
||||
uri = d['uri']
|
||||
params = d['params']
|
||||
callback = d['callback']
|
||||
reqid = d['reqid']
|
||||
|
||||
url = self.url + uri
|
||||
|
||||
if method == self.METHOD_GET:
|
||||
resp = requests.get(url, headers=self.headers, params=params)
|
||||
elif method == self.METHOD_POST:
|
||||
resp = requests.post(url, headers=self.headers, params=params)
|
||||
|
||||
if resp.status_code == 200:
|
||||
data = resp.json()
|
||||
if data["response"]["executed"] is True:
|
||||
callback(data, reqid)
|
||||
return
|
||||
self.onError(data["response"]["error"], reqid)
|
||||
else:
|
||||
self.onError(u'HTTP请求失败，错误代码%s' %resp.status_code)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onConnect(self):
|
||||
"""连接回调"""
|
||||
print 'onConnect'
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onDisconnect(self):
|
||||
"""断开回调"""
|
||||
print 'onClose'
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onError(self, error, reqid):
|
||||
"""错误回调"""
|
||||
print 'onError', error
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def getInstruments(self):
|
||||
"""查询合约代码"""
|
||||
uri = '/trading/get_instruments'
|
||||
reqid = self.sendReq(self.METHOD_GET, uri, {}, self.onGetInstruments)
|
||||
return reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def getModel(self, model):
|
||||
"""查询表"""
|
||||
uri = '/trading/get_model'
|
||||
params = {'models': model}
|
||||
reqid = self.sendReq(self.METHOD_GET, uri, params, self.onGetModel)
|
||||
return reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def subscribe(self, symbol):
|
||||
"""订阅行情"""
|
||||
uri = '/subscribe'
|
||||
params = {'pairs': symbol}
|
||||
reqid = self.sendReq(self.METHOD_POST, uri, params, self.onSubscribe)
|
||||
self.sio.on(pair, self.onPriceUpdate)
|
||||
return reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def unsubscribe(self, symbol):
|
||||
"""退订行情"""
|
||||
uri = '/unsubscribe'
|
||||
params = {'pairs': symbol}
|
||||
reqid = self.sendReq(self.METHOD_POST, uri, params, self.onUnsubscribe)
|
||||
return reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def subscribeTable(self, model):
|
||||
"""订阅表"""
|
||||
uri = '/trading/subscribe'
|
||||
params = {'models': model}
|
||||
reqid = self.sendReq(self.METHOD_POST, uri, params, self.onSubscribeTable)
|
||||
self.sio.on(model, self.onTableUpdate)
|
||||
return reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def unsubscribeTable(self, model):
|
||||
"""退订表"""
|
||||
uri = '/trading/unsubscribe'
|
||||
params = {'models': model}
|
||||
reqid = self.sendReq(self.METHOD_POST, uri, params, self.onUnsubscribeTable)
|
||||
return reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def openTrade(self, accountID, symbol, isBuy, amount, limit,
|
||||
isInPips, atMarket, orderType, timeInForce,
|
||||
rate=0, stop=0, trailingStep=0):
|
||||
"""开仓交易"""
|
||||
uri = '/trading/open_trade'
|
||||
params = {
|
||||
'account_id': accountID,
|
||||
'symbol': symbol,
|
||||
'is_buy': isBuy,
|
||||
'amount': amount,
|
||||
'limit': limit,
|
||||
'is_in_pips': isInPips,
|
||||
'at_market': atMarket,
|
||||
'order_type': orderType,
|
||||
'time_in_force': timeInForce
|
||||
}
|
||||
|
||||
if rate:
|
||||
params['rate'] = rate
|
||||
|
||||
if stop:
|
||||
params['stop'] = stop
|
||||
|
||||
if trailingStep:
|
||||
params['trailing_step'] = trailingStep
|
||||
|
||||
reqid = self.sendReq(self.METHOD_POST, uri, params, self.onOpenTrade)
|
||||
return reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def closeTrade(self, tradeID, amount, atMarket, orderType, timeInForce, rate=0):
|
||||
"""平仓交易"""
|
||||
uri = '/trading/close_trade'
|
||||
params = {
|
||||
'trade_id': tradeID,
|
||||
'amount': amount,
|
||||
'at_market': atMarket,
|
||||
'order_type': orderType,
|
||||
'time_in_force': timeInForce
|
||||
}
|
||||
|
||||
if rate:
|
||||
params['rate'] = rate
|
||||
|
||||
reqid = self.sendReq(self.METHOD_POST, uri, params, self.onCloseTrade)
|
||||
return reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def changeOrder(self, orderID, rate, range_, amount, trailingStep=0):
|
||||
"""修改委托"""
|
||||
uri = '/trading/change_order'
|
||||
params = {
|
||||
'order_id': orderID,
|
||||
'rate': rate,
|
||||
'range': range_,
|
||||
'amount': amount
|
||||
}
|
||||
|
||||
if trailingStep:
|
||||
params['trailing_step'] = trailingStep
|
||||
|
||||
reqid = self.sendReq(self.METHOD_POST, uri, params, self.onChangeOrder)
|
||||
return reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def deleteOrder(self, orderID):
|
||||
"""撤销委托"""
|
||||
uri = '/trading/delete_order'
|
||||
params = {'order_id': orderID}
|
||||
reqid = self.sendReq(self.METHOD_POST, uri, params, self.onDeleteOrder)
|
||||
return reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onGetInstruments(self, data, reqid):
|
||||
"""查询合约代码回调"""
|
||||
print data, reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onGetTable(self, data, reqid):
|
||||
"""查询表回调"""
|
||||
print data, reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onSubscribe(self, data, reqid):
|
||||
"""订阅行情回调"""
|
||||
print data, reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onUnsubscribe(self, data, reqid):
|
||||
"""退订行情回调"""
|
||||
print data, reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onSubscribeTable(self, data, reqid):
|
||||
"""订阅表回调"""
|
||||
print data, reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onUnsubscribeTable(self, data, reqid):
|
||||
"""退订表回调"""
|
||||
print data, reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onOpenTrade(self, data, reqid):
|
||||
"""开仓回调"""
|
||||
print data, reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onCloseTrade(self, data, reqid):
|
||||
"""平仓回调"""
|
||||
print data, reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onChangeOrder(self, data, reqid):
|
||||
"""改单回调"""
|
||||
print data, reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onDeleteOrder(self, data, reqid):
|
||||
"""撤单回调"""
|
||||
print data, reqid
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onPriceUpdate(self, data):
|
||||
"""行情推送"""
|
||||
print data
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onTableUpdate(self, data):
|
||||
"""表推送"""
|
||||
print data
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
url = 'https://api-demo.fxcm.com:443'
|
||||
port = 443
|
||||
token = '48055b5d9afac0a300143ac067ce04cd2430a434'
|
||||
|
||||
api = FxcmApi()
|
||||
print 'api created'
|
||||
|
||||
api.connect(url, port, token)
|
||||
print api.bearer
|
||||
|
||||
api.getInstruments()
|
||||
|
||||
input()
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user