diff --git a/examples/VnTrader/run.py b/examples/VnTrader/run.py index e174bd53..5aa78198 100644 --- 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) diff --git a/vnpy/api/okcoin/vnokcoin.py b/vnpy/api/okcoin/vnokcoin.py index 38565825..75c09c05 100644 --- 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' diff --git a/vnpy/trader/app/dataRecorder/DR_setting.json b/vnpy/trader/app/dataRecorder/DR_setting.json index f7c297c5..07030299 100644 --- 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" } } \ No newline at end of file diff --git a/vnpy/trader/gateway/okcoinGateway/okcoinGateway.py b/vnpy/trader/gateway/okcoinGateway/okcoinGateway.py index 2791c49f..4128592d 100644 --- 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