1.okcoin 添加eth

2.修改okcoin websocket 断开连接后系统找不到sleep函数
2017-07-03 20:59:40 +08:00 · 2017-07-03 20:59:40 +08:00 · 22d7795cb2
commit 22d7795cb2
parent 5fd3814ba5
4 changed files with 54 additions and 39 deletions
--- a/examples/VnTrader/run.py
+++ b/examples/VnTrader/run.py
@ -12,9 +12,11 @@ from vnpy.trader.uiQt import qApp
 from vnpy.trader.uiMainWindow import MainWindow

 # 加载底层接口
-from vnpy.trader.gateway import (ctpGateway, femasGateway, xspeedGateway, 
-                                 sgitGateway, oandaGateway, ibGateway, 
-                                 shzdGateway, huobiGateway, okcoinGateway)
+# from vnpy.trader.gateway import (ctpGateway, femasGateway, xspeedGateway,
+#                                  sgitGateway, oandaGateway, ibGateway,
+#                                  shzdGateway, huobiGateway, okcoinGateway)
+
+from vnpy.trader.gateway import ( huobiGateway, okcoinGateway)

 # 加载上层应用
 from vnpy.trader.app import (riskManager, dataRecorder,
@ -31,13 +33,13 @@ def main():
    me = MainEngine(ee)
    
    # 添加交易接口
-    me.addGateway(ctpGateway)
-    me.addGateway(femasGateway)
-    me.addGateway(xspeedGateway)
-    me.addGateway(sgitGateway)
-    me.addGateway(oandaGateway)
-    me.addGateway(ibGateway)
-    me.addGateway(shzdGateway)
+    # me.addGateway(ctpGateway)
+    # me.addGateway(femasGateway)
+    # me.addGateway(xspeedGateway)
+    # me.addGateway(sgitGateway)
+    # me.addGateway(oandaGateway)
+    # me.addGateway(ibGateway)
+    # me.addGateway(shzdGateway)
    me.addGateway(huobiGateway)
    me.addGateway(okcoinGateway)
    
--- a/vnpy/api/okcoin/vnokcoin.py
+++ b/vnpy/api/okcoin/vnokcoin.py
@ -20,6 +20,7 @@ CURRENCY_USD = 'usd'
 # 电子货币代码
 SYMBOL_BTC = 'btc'
 SYMBOL_LTC = 'ltc'
+SYMBOL_ETH = 'eth'

 # 行情深度
 DEPTH_20 = 20
@ -42,6 +43,7 @@ INTERVAL_1W = 'week'
 # 交易代码，需要后缀货币名才能完整
 TRADING_SYMBOL_BTC = 'btc_'
 TRADING_SYMBOL_LTC = 'ltc_'
+TRADING_SYMBOL_ETH = 'eth_'

 # 委托类型
 TYPE_BUY = 'buy'
--- a/vnpy/trader/app/dataRecorder/DR_setting.json
+++ b/vnpy/trader/app/dataRecorder/DR_setting.json
@ -1,32 +1,18 @@
 {
-    "working": false,
+    "working": true,

    "tick":
    [
-        ["m1609", "XSPEED"],
-        ["IF1606", "SGIT"],
-        ["IH1606", "SGIT"],
-        ["IH1606", "SGIT"],
-        ["IC1606", "SGIT"],
-        ["IC1606", "SGIT"],
-        ["600036", "LTS", "SZSE"],
-        ["EUR.USD", "IB", "IDEALPRO", "USD", "外汇"]
    ],

    "bar":
    [
-        ["IF1605", "SGIT"],
-        ["IF1606", "SGIT"],
-        ["IH1606", "SGIT"],
-        ["IH1606", "SGIT"],
-        ["IC1606", "SGIT"],
-        ["IC1606", "SGIT"]
+        ["BTC_CNY_SPOT", "OKCOIN"],
+        ["LTC_CNY_SPOT", "OKCOIN"],
+        ["ETH_CNY_SPOT", "OKCOIN"]
    ],

    "active":
    {
-    	"IF0000": "IF1605",
-        "IH0000": "IH1605",
-        "IC0000": "IC1605"
    }
 }
--- a/vnpy/trader/gateway/okcoinGateway/okcoinGateway.py
+++ b/vnpy/trader/gateway/okcoinGateway/okcoinGateway.py
@ -15,6 +15,7 @@ from copy import copy
 from threading import Condition
 from Queue import Queue
 from threading import Thread
+from time import sleep

 from vnpy.api.okcoin import vnokcoin
 from vnpy.trader.vtGateway import *
@ -54,16 +55,24 @@ LTC_USD_THISWEEK = 'LTC_USD_THISWEEK'
 LTC_USD_NEXTWEEK = 'LTC_USD_NEXTWEEK'
 LTC_USD_QUARTER = 'LTC_USD_QUARTER'

+ETH_USD_SPOT = 'ETH_USD_SPOT'
+ETH_USD_THISWEEK = 'ETH_USD_THISWEEK'
+ETH_USD_NEXTWEEK = 'ETH_USD_NEXTWEEK'
+ETH_USD_QUARTER = 'ETH_USD_QUARTER'
+
 # CNY
 BTC_CNY_SPOT = 'BTC_CNY_SPOT'
 LTC_CNY_SPOT = 'LTC_CNY_SPOT'
+ETH_CNY_SPOT = 'ETH_CNY_SPOT'

 # 印射字典
 spotSymbolMap = {}
 spotSymbolMap['ltc_usd'] = LTC_USD_SPOT
 spotSymbolMap['btc_usd'] = BTC_USD_SPOT
+spotSymbolMap['ETH_usd'] = ETH_USD_SPOT
 spotSymbolMap['ltc_cny'] = LTC_CNY_SPOT
 spotSymbolMap['btc_cny'] = BTC_CNY_SPOT
+spotSymbolMap['eth_cny'] = ETH_CNY_SPOT
 spotSymbolMapReverse = {v: k for k, v in spotSymbolMap.items()}


@ -75,16 +84,20 @@ channelSymbolMap = {}
 # USD
 channelSymbolMap['ok_sub_spotusd_btc_ticker'] = BTC_USD_SPOT
 channelSymbolMap['ok_sub_spotusd_ltc_ticker'] = LTC_USD_SPOT
+channelSymbolMap['ok_sub_spotusd_eth_ticker'] = ETH_USD_SPOT

 channelSymbolMap['ok_sub_spotusd_btc_depth_20'] = BTC_USD_SPOT
 channelSymbolMap['ok_sub_spotusd_ltc_depth_20'] = LTC_USD_SPOT
+channelSymbolMap['ok_sub_spotusd_eth_depth_20'] = ETH_USD_SPOT

 # CNY
 channelSymbolMap['ok_sub_spotcny_btc_ticker'] = BTC_CNY_SPOT
 channelSymbolMap['ok_sub_spotcny_ltc_ticker'] = LTC_CNY_SPOT
+channelSymbolMap['ok_sub_spotcny_eth_ticker'] = ETH_CNY_SPOT

 channelSymbolMap['ok_sub_spotcny_btc_depth_20'] = BTC_CNY_SPOT
 channelSymbolMap['ok_sub_spotcny_ltc_depth_20'] = LTC_CNY_SPOT
+channelSymbolMap['ok_sub_spotcny_eth_depth_20'] = ETH_CNY_SPOT



@ -305,17 +318,20 @@ class Api(vnokcoin.OkCoinApi):
        
        self.spotOrderInfo(vnokcoin.TRADING_SYMBOL_LTC, '-1')
        self.spotOrderInfo(vnokcoin.TRADING_SYMBOL_BTC, '-1')
-        
+        self.spotOrderInfo(vnokcoin.TRADING_SYMBOL_ETH, '-1')
+
        # 连接后订阅现货的成交和账户数据
        self.subscribeSpotTrades()
        self.subscribeSpotUserInfo()   
        
        self.subscribeSpotTicker(vnokcoin.SYMBOL_BTC)
        self.subscribeSpotTicker(vnokcoin.SYMBOL_LTC)
-        
+        self.subscribeSpotTicker(vnokcoin.SYMBOL_ETH)
+
        self.subscribeSpotDepth(vnokcoin.SYMBOL_BTC, vnokcoin.DEPTH_20)
        self.subscribeSpotDepth(vnokcoin.SYMBOL_LTC, vnokcoin.DEPTH_20)
-        
+        self.subscribeSpotDepth(vnokcoin.SYMBOL_ETH, vnokcoin.DEPTH_20)
+
        # 如果连接的是USD网站则订阅期货相关回报数据
        if self.currency == vnokcoin.CURRENCY_USD:
            self.subscribeFutureTrades()
@ -346,10 +362,12 @@ class Api(vnokcoin.OkCoinApi):
        # USD_SPOT
        self.cbDict['ok_sub_spotusd_btc_ticker'] = self.onTicker
        self.cbDict['ok_sub_spotusd_ltc_ticker'] = self.onTicker
-        
+        self.cbDict['ok_sub_spotusd_eth_ticker'] = self.onTicker
+
        self.cbDict['ok_sub_spotusd_btc_depth_20'] = self.onDepth
        self.cbDict['ok_sub_spotusd_ltc_depth_20'] = self.onDepth
-        
+        self.cbDict['ok_sub_spotusd_eth_depth_20'] = self.onDepth
+
        self.cbDict['ok_spotusd_userinfo'] = self.onSpotUserInfo
        self.cbDict['ok_spotusd_orderinfo'] = self.onSpotOrderInfo
        
@ -362,10 +380,12 @@ class Api(vnokcoin.OkCoinApi):
        # CNY_SPOT
        self.cbDict['ok_sub_spotcny_btc_ticker'] = self.onTicker
        self.cbDict['ok_sub_spotcny_ltc_ticker'] = self.onTicker        
-        
+        self.cbDict['ok_sub_spotcny_eth_ticker'] = self.onTicker
+
        self.cbDict['ok_sub_spotcny_btc_depth_20'] = self.onDepth
        self.cbDict['ok_sub_spotcny_ltc_depth_20'] = self.onDepth
-        
+        self.cbDict['ok_sub_spotcny_eth_depth_20'] = self.onDepth
+
        self.cbDict['ok_spotcny_userinfo'] = self.onSpotUserInfo
        self.cbDict['ok_spotcny_orderinfo'] = self.onSpotOrderInfo
        
@ -452,7 +472,7 @@ class Api(vnokcoin.OkCoinApi):
        funds = rawData['info']['funds']
        
        # 持仓信息
-        for symbol in ['btc', 'ltc', self.currency]:
+        for symbol in ['btc', 'ltc','eth', self.currency]:
            if symbol in funds['free']:
                pos = VtPositionData()
                pos.gatewayName = self.gatewayName
@ -485,7 +505,7 @@ class Api(vnokcoin.OkCoinApi):
        info = rawData['info']
        
        # 持仓信息
-        for symbol in ['btc', 'ltc', self.currency]:
+        for symbol in ['btc', 'ltc','eth', self.currency]:
            if symbol in info['free']:
                pos = VtPositionData()
                pos.gatewayName = self.gatewayName
@ -616,7 +636,8 @@ class Api(vnokcoin.OkCoinApi):
        
        contractList.append(self.generateSpecificContract(contract, BTC_CNY_SPOT))
        contractList.append(self.generateSpecificContract(contract, LTC_CNY_SPOT))
-        
+        contractList.append(self.generateSpecificContract(contract, ETH_CNY_SPOT))
+
        return contractList
    
    #----------------------------------------------------------------------
@ -633,7 +654,8 @@ class Api(vnokcoin.OkCoinApi):
        
        contractList.append(self.generateSpecificContract(contract, BTC_USD_SPOT))
        contractList.append(self.generateSpecificContract(contract, LTC_USD_SPOT))
-        
+        contractList.append(self.generateSpecificContract(contract, ETH_USD_SPOT))
+
        # 期货
        contract.productClass = PRODUCT_FUTURES
        
@ -643,6 +665,9 @@ class Api(vnokcoin.OkCoinApi):
        contractList.append(self.generateSpecificContract(contract, LTC_USD_THISWEEK))
        contractList.append(self.generateSpecificContract(contract, LTC_USD_NEXTWEEK))
        contractList.append(self.generateSpecificContract(contract, LTC_USD_QUARTER))
+        contractList.append(self.generateSpecificContract(contract, ETH_USD_THISWEEK))
+        contractList.append(self.generateSpecificContract(contract, ETH_USD_NEXTWEEK))
+        contractList.append(self.generateSpecificContract(contract, ETH_USD_QUARTER))
        
        return contractList