[Add]huobi derivatives gateway
This commit is contained in:
vn.py
parent
4ec6ca2af7
commit
2da861d9e7
@ -17,6 +17,7 @@ from vnpy.gateway.bitfinex import BitfinexGateway
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from vnpy.gateway.onetoken import OnetokenGateway
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from vnpy.gateway.okexf import OkexfGateway
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from vnpy.gateway.xtp import XtpGateway
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from vnpy.gateway.hbdm import HbdmGateway
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from vnpy.app.cta_strategy import CtaStrategyApp
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from vnpy.app.csv_loader import CsvLoaderApp
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@ -44,6 +45,7 @@ def main():
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main_engine.add_gateway(BitfinexGateway)
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main_engine.add_gateway(OnetokenGateway)
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main_engine.add_gateway(OkexfGateway)
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main_engine.add_gateway(HbdmGateway)
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main_engine.add_app(CtaStrategyApp)
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main_engine.add_app(CtaBacktesterApp)
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1
vnpy/gateway/hbdm/__init__.py
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1
vnpy/gateway/hbdm/__init__.py
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@ -0,0 +1 @@
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from .hbdm_gateway import HbdmGateway
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819
vnpy/gateway/hbdm/hbdm_gateway.py
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819
vnpy/gateway/hbdm/hbdm_gateway.py
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@ -0,0 +1,819 @@
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"""
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火币合约接口
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"""
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import re
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import urllib
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import base64
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import json
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import zlib
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import hashlib
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import hmac
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from copy import copy
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from datetime import datetime
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from threading import Lock
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from vnpy.event import Event
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from vnpy.api.rest import RestClient, Request
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from vnpy.api.websocket import WebsocketClient
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from vnpy.trader.constant import (
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Direction,
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Offset,
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Exchange,
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Product,
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Status,
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OrderType
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)
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from vnpy.trader.gateway import BaseGateway
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from vnpy.trader.object import (
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TickData,
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OrderData,
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TradeData,
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AccountData,
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PositionData,
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ContractData,
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OrderRequest,
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CancelRequest,
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SubscribeRequest
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)
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from vnpy.trader.event import EVENT_TIMER
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REST_HOST = "https://api.hbdm.com"
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WEBSOCKET_DATA_HOST = "wss://www.hbdm.com/ws" # Market Data
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WEBSOCKET_TRADE_HOST = "wss://api.hbdm.com/notification" # Account and Order
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STATUS_HBDM2VT = {
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3: Status.NOTTRADED,
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4: Status.PARTTRADED,
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5: Status.CANCELLED,
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6: Status.ALLTRADED,
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7: Status.CANCELLED,
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}
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ORDERTYPE_VT2HBDM = {
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OrderType.MARKET: "opponent",
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OrderType.LIMIT: "limit",
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}
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ORDERTYPE_HBDM2VT = {v: k for k, v in ORDERTYPE_VT2HBDM.items()}
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DIRECTION_VT2HBDM = {
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Direction.LONG: "buy",
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Direction.SHORT: "sell",
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}
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DIRECTION_HBDM2VT = {v: k for k, v in DIRECTION_VT2HBDM.items()}
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OFFSET_VT2HBDM = {
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Offset.OPEN: "open",
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Offset.CLOSE: "close",
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}
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OFFSET_HBDM2VT = {v: k for k, v in OFFSET_VT2HBDM.items()}
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symbol_type_map = {}
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class HbdmGateway(BaseGateway):
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"""
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VN Trader Gateway for Hbdm connection.
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"""
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default_setting = {
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"API Key": "",
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"Secret Key": "",
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"会话数": 3,
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"代理地址": "",
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"代理端口": "",
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}
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def __init__(self, event_engine):
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"""Constructor"""
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super().__init__(event_engine, "HBDM")
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self.rest_api = HbdmRestApi(self)
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self.trade_ws_api = HbdmTradeWebsocketApi(self)
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self.market_ws_api = HbdmDataWebsocketApi(self)
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def connect(self, setting: dict):
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""""""
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key = setting["API Key"]
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secret = setting["Secret Key"]
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session_number = setting["会话数"]
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proxy_host = setting["代理地址"]
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proxy_port = setting["代理端口"]
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if proxy_port.isdigit():
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proxy_port = int(proxy_port)
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else:
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proxy_port = 0
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self.rest_api.connect(key, secret, session_number,
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proxy_host, proxy_port)
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self.trade_ws_api.connect(key, secret, proxy_host, proxy_port)
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self.market_ws_api.connect(key, secret, proxy_host, proxy_port)
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self.init_query()
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def subscribe(self, req: SubscribeRequest):
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""""""
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self.market_ws_api.subscribe(req)
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def send_order(self, req: OrderRequest):
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""""""
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return self.rest_api.send_order(req)
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def cancel_order(self, req: CancelRequest):
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""""""
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self.rest_api.cancel_order(req)
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def query_account(self):
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""""""
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self.rest_api.query_account()
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def query_position(self):
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""""""
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self.rest_api.query_position()
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def close(self):
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""""""
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self.rest_api.stop()
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self.trade_ws_api.stop()
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self.market_ws_api.stop()
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def process_timer_event(self, event: Event):
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""""""
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self.count += 1
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if self.count < 3:
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return
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self.query_account()
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self.query_position()
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def init_query(self):
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""""""
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self.count = 0
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self.event_engine.register(EVENT_TIMER, self.process_timer_event)
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class HbdmRestApi(RestClient):
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"""
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HBDM REST API
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"""
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def __init__(self, gateway: BaseGateway):
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""""""
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super().__init__()
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self.gateway = gateway
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self.gateway_name = gateway.gateway_name
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self.host = ""
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self.key = ""
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self.secret = ""
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self.account_id = ""
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self.order_count = 10000
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self.order_count_lock = Lock()
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self.connect_time = 0
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self.positions = {}
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self.currencies = set()
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def sign(self, request):
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"""
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Generate HBDM signature.
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"""
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request.headers = {
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"User-Agent": "Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.71 Safari/537.36"
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}
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params_with_signature = create_signature(
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self.key,
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request.method,
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self.host,
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request.path,
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self.secret,
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request.params
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)
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request.params = params_with_signature
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if request.method == "POST":
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request.headers["Content-Type"] = "application/json"
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if request.data:
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request.data = json.dumps(request.data)
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return request
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def connect(
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self,
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key: str,
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secret: str,
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session_number: int,
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proxy_host: str,
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proxy_port: int
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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.host, _ = _split_url(REST_HOST)
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self.connect_time = int(datetime.now().strftime("%y%m%d%H%M%S"))
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self.init(REST_HOST, proxy_host, proxy_port)
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self.start(session_number)
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self.gateway.write_log("REST API启动成功")
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self.query_contract()
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def query_account(self):
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""""""
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self.add_request(
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method="POST",
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path="/api/v1/contract_account_info",
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callback=self.on_query_account
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)
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def query_position(self):
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""""""
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self.add_request(
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method="POST",
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path="/api/v1/contract_position_info",
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callback=self.on_query_position
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)
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def query_order(self):
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""""""
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for currency in self.currencies:
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data = {"symbol": currency}
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self.add_request(
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method="POST",
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path="/api/v1/contract_openorders",
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callback=self.on_query_order,
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data=data,
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extra=currency
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)
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def query_contract(self):
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""""""
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self.add_request(
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method="GET",
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path="/api/v1/contract_contract_info",
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callback=self.on_query_contract
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)
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def new_local_orderid(self):
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""""""
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with self.order_count_lock:
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self.order_count += 1
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local_orderid = f"{self.connect_time}{self.order_count}"
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return local_orderid
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def send_order(self, req: OrderRequest):
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""""""
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local_orderid = self.new_local_orderid()
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order = req.create_order_data(
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local_orderid,
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self.gateway_name
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)
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order.time = datetime.now().strftime("%H:%M:%S")
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data = {
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"contract_code": req.symbol,
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"client_order_id": int(local_orderid),
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"price": req.price,
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"volume": int(req.volume),
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"direction": DIRECTION_VT2HBDM[req.direction],
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"offset": OFFSET_VT2HBDM[req.offset],
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"order_price_type": ORDERTYPE_VT2HBDM.get(req.type, ""),
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"lever_rate": 20
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}
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self.add_request(
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method="POST",
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path="/api/v1/contract_order",
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callback=self.on_send_order,
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data=data,
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extra=order,
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on_error=self.on_send_order_error,
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on_failed=self.on_send_order_failed
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)
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self.gateway.on_order(order)
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return order.vt_orderid
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def cancel_order(self, req: CancelRequest):
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""""""
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buf = [i for i in req.symbol if not i.isdigit()]
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data = {
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"symbol": "".join(buf),
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}
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if req.orderid > 1000000:
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data["client_order_id"] = int(req.orderid)
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else:
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data["order_id"] = int(req.orderid)
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self.add_request(
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method="POST",
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path="/api/v1/contract_cancel",
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callback=self.on_cancel_order,
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on_failed=self.on_cancel_order_failed,
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data=data,
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extra=req
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)
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def on_query_account(self, data, request):
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""""""
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if self.check_error(data, "查询账户"):
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return
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for d in data["data"]:
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account = AccountData(
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accountid=d["symbol"],
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balance=d["margin_balance"],
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frozen=d["margin_frozen"],
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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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def on_query_position(self, data, request):
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""""""
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if self.check_error(data, "查询持仓"):
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return
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# Clear all buf data
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for position in self.positions.values():
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position.volume = 0
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position.frozen = 0
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position.price = 0
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position.pnl = 0
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for d in data["data"]:
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key = f"{d['contract_code']}_{d['direction']}"
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position = self.positions.get(key, None)
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if not position:
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position = PositionData(
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symbol=d["contract_code"],
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exchange=Exchange.HUOBI,
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direction=DIRECTION_HBDM2VT[d["direction"]],
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gateway_name=self.gateway_name
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)
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self.positions[key] = position
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position.volume = d["volume"]
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position.frozen = d["frozen"]
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position.price = d["cost_hold"]
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position.pnl = d["profit"]
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for position in self.positions.values():
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self.gateway.on_position(position)
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def on_query_order(self, data, request):
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""""""
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if self.check_error(data, "查询委托"):
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return
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for d in data["data"]["orders"]:
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dt = datetime.fromtimestamp(d["created_at"] / 1000)
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time = dt.strftime("%H:%M:%S")
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if d["client_order_id"]:
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orderid = d["client_order_id"]
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else:
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orderid = d["order_id"]
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order = OrderData(
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orderid=orderid,
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symbol=d["contract_code"],
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exchange=Exchange.HUOBI,
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price=d["price"],
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volume=d["volume"],
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type=ORDERTYPE_HBDM2VT[d["order_price_type"]],
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direction=DIRECTION_HBDM2VT[d["direction"]],
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offset=OFFSET_HBDM2VT[d["offset"]],
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traded=d["trade_volume"],
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status=STATUS_HBDM2VT[d["status"]],
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time=time,
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gateway_name=self.gateway_name,
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)
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self.gateway.on_order(order)
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self.gateway.write_log(f"{request.extra}委托信息查询成功")
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def on_query_contract(self, data, request): # type: (dict, Request)->None
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""""""
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if self.check_error(data, "查询合约"):
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return
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for d in data["data"]:
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self.currencies.add(d["symbol"])
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contract = ContractData(
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symbol=d["contract_code"],
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exchange=Exchange.HUOBI,
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name=d["contract_code"],
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pricetick=d["price_tick"],
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size=int(d["contract_size"]),
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min_volume=1,
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product=Product.FUTURES,
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gateway_name=self.gateway_name,
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)
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self.gateway.on_contract(contract)
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symbol_type_map[contract.symbol] = d['contract_type']
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self.gateway.write_log("合约信息查询成功")
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self.query_order()
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def on_send_order(self, data, request):
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""""""
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order = request.extra
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if self.check_error(data, "委托"):
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order.status = Status.REJECTED
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self.gateway.on_order(order)
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def on_send_order_failed(self, status_code: str, request: Request):
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"""
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Callback when sending order failed on server.
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"""
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order = request.extra
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order.status = Status.REJECTED
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self.gateway.on_order(order)
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msg = f"委托失败，状态码：{status_code}，信息：{request.response.text}"
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self.gateway.write_log(msg)
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def on_send_order_error(
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self, exception_type: type, exception_value: Exception, tb, request: Request
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):
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"""
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Callback when sending order caused exception.
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"""
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order = request.extra
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order.status = Status.REJECTED
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self.gateway.on_order(order)
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# Record exception if not ConnectionError
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if not issubclass(exception_type, ConnectionError):
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self.on_error(exception_type, exception_value, tb, request)
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def on_cancel_order(self, data, request):
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""""""
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self.check_error(data, "撤单")
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def on_cancel_order_failed(self, status_code: str, request: Request):
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"""
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Callback when canceling order failed on server.
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"""
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msg = f"撤单失败，状态码：{status_code}，信息：{request.response.text}"
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self.gateway.write_log(msg)
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def check_error(self, data: dict, func: str = ""):
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""""""
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if data["status"] != "error":
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return False
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error_code = data["err_code"]
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error_msg = data["err_msg"]
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self.gateway.write_log(f"{func}请求出错，代码：{error_code}，信息：{error_msg}")
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return True
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class HbdmWebsocketApiBase(WebsocketClient):
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""""""
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||||
|
||||
def __init__(self, gateway):
|
||||
""""""
|
||||
super(HbdmWebsocketApiBase, self).__init__()
|
||||
|
||||
self.gateway = gateway
|
||||
self.gateway_name = gateway.gateway_name
|
||||
|
||||
self.key = ""
|
||||
self.secret = ""
|
||||
self.sign_host = ""
|
||||
self.path = ""
|
||||
self.req_id = 0
|
||||
|
||||
def connect(
|
||||
self,
|
||||
key: str,
|
||||
secret: str,
|
||||
url: str,
|
||||
proxy_host: str,
|
||||
proxy_port: int
|
||||
):
|
||||
""""""
|
||||
self.key = key
|
||||
self.secret = secret
|
||||
|
||||
host, path = _split_url(url)
|
||||
self.sign_host = host
|
||||
self.path = path
|
||||
|
||||
self.init(url, proxy_host, proxy_port)
|
||||
self.start()
|
||||
|
||||
def login(self):
|
||||
""""""
|
||||
self.req_id += 1
|
||||
|
||||
params = {
|
||||
"op": "auth",
|
||||
"type": "api",
|
||||
"cid": str(self.req_id),
|
||||
}
|
||||
params.update(create_signature(self.key, "GET", self.sign_host, self.path, self.secret))
|
||||
return self.send_packet(params)
|
||||
|
||||
def on_login(self, packet):
|
||||
""""""
|
||||
pass
|
||||
|
||||
@staticmethod
|
||||
def unpack_data(data):
|
||||
""""""
|
||||
return json.loads(zlib.decompress(data, 31))
|
||||
|
||||
def on_packet(self, packet):
|
||||
""""""
|
||||
if "ping" in packet:
|
||||
req = {"pong": packet["ping"]}
|
||||
self.send_packet(req)
|
||||
elif "op" in packet and packet["op"] == "ping":
|
||||
req = {
|
||||
"op": "pong",
|
||||
"ts": packet["ts"]
|
||||
}
|
||||
self.send_packet(req)
|
||||
elif "err-msg" in packet:
|
||||
return self.on_error_msg(packet)
|
||||
elif "op" in packet and packet["op"] == "auth":
|
||||
return self.on_login()
|
||||
else:
|
||||
self.on_data(packet)
|
||||
|
||||
def on_data(self, packet):
|
||||
""""""
|
||||
print("data : {}".format(packet))
|
||||
|
||||
def on_error_msg(self, packet):
|
||||
""""""
|
||||
msg = packet["err-msg"]
|
||||
if msg == "invalid pong":
|
||||
return
|
||||
|
||||
self.gateway.write_log(packet["err-msg"])
|
||||
|
||||
|
||||
class HbdmTradeWebsocketApi(HbdmWebsocketApiBase):
|
||||
""""""
|
||||
def __init__(self, gateway):
|
||||
""""""
|
||||
super().__init__(gateway)
|
||||
|
||||
def connect(self, key, secret, proxy_host, proxy_port):
|
||||
""""""
|
||||
super().connect(key, secret, WEBSOCKET_TRADE_HOST, proxy_host, proxy_port)
|
||||
|
||||
def subscribe(self):
|
||||
""""""
|
||||
self.req_id += 1
|
||||
req = {
|
||||
"op": "sub",
|
||||
"cid": str(self.req_id),
|
||||
"topic": f"orders.*"
|
||||
}
|
||||
self.send_packet(req)
|
||||
|
||||
def on_connected(self):
|
||||
""""""
|
||||
self.gateway.write_log("交易Websocket API连接成功")
|
||||
self.login()
|
||||
|
||||
def on_login(self):
|
||||
""""""
|
||||
self.gateway.write_log("交易Websocket API登录成功")
|
||||
self.subscribe()
|
||||
|
||||
def on_data(self, packet): # type: (dict)->None
|
||||
""""""
|
||||
op = packet.get("op", None)
|
||||
if op != "notify":
|
||||
return
|
||||
|
||||
topic = packet["topic"]
|
||||
if "orders" in topic:
|
||||
self.on_order(packet)
|
||||
|
||||
def on_order(self, data: dict):
|
||||
""""""
|
||||
dt = datetime.fromtimestamp(data["created_at"] / 1000)
|
||||
time = dt.strftime("%H:%M:%S")
|
||||
|
||||
if data["client_order_id"]:
|
||||
orderid = data["client_order_id"]
|
||||
else:
|
||||
orderid = data["order_id"]
|
||||
|
||||
order = OrderData(
|
||||
symbol=data["contract_code"],
|
||||
exchange=Exchange.HUOBI,
|
||||
orderid=orderid,
|
||||
type=ORDERTYPE_HBDM2VT[data["order_price_type"]],
|
||||
direction=DIRECTION_HBDM2VT[data["direction"]],
|
||||
offset=OFFSET_HBDM2VT[data["offset"]],
|
||||
price=data["price"],
|
||||
volume=data["volume"],
|
||||
traded=data["trade_volume"],
|
||||
status=STATUS_HBDM2VT[data["status"]],
|
||||
time=time,
|
||||
gateway_name=self.gateway_name
|
||||
)
|
||||
self.gateway.on_order(order)
|
||||
|
||||
# Push trade event
|
||||
trades = data["trade"]
|
||||
if not trades:
|
||||
return
|
||||
|
||||
for d in trades:
|
||||
dt = datetime.fromtimestamp(d["created_at"] / 1000)
|
||||
time = dt.strftime("%H:%M:%S")
|
||||
|
||||
trade = TradeData(
|
||||
symbol=order.symbol,
|
||||
exchange=Exchange.HUOBI,
|
||||
orderid=order.orderid,
|
||||
tradeid=str(d["trade_id"]),
|
||||
direction=order.direction,
|
||||
offset=order.offset,
|
||||
price=d["trade_price"],
|
||||
volume=d["trade_volume"],
|
||||
time=time,
|
||||
gateway_name=self.gateway_name,
|
||||
)
|
||||
self.gateway.on_trade(trade)
|
||||
|
||||
|
||||
class HbdmDataWebsocketApi(HbdmWebsocketApiBase):
|
||||
""""""
|
||||
CONTRACT_TYPE_MAP = {
|
||||
"this_week": "CW",
|
||||
"next_week": "NW",
|
||||
"this_quarter": "CQ"
|
||||
}
|
||||
|
||||
def __init__(self, gateway):
|
||||
""""""
|
||||
super().__init__(gateway)
|
||||
|
||||
self.ticks = {}
|
||||
|
||||
def connect(self, key: str, secret: str, proxy_host: str, proxy_port: int):
|
||||
""""""
|
||||
super().connect(key, secret, WEBSOCKET_DATA_HOST, proxy_host, proxy_port)
|
||||
|
||||
def on_connected(self):
|
||||
""""""
|
||||
self.gateway.write_log("行情Websocket API连接成功")
|
||||
|
||||
def subscribe(self, req: SubscribeRequest):
|
||||
""""""
|
||||
contract_type = symbol_type_map.get(req.symbol, "")
|
||||
if not contract_type:
|
||||
return
|
||||
|
||||
buf = [i for i in req.symbol if not i.isdigit()]
|
||||
symbol = "".join(buf)
|
||||
|
||||
ws_contract_type = self.CONTRACT_TYPE_MAP[contract_type]
|
||||
ws_symbol = f"{symbol}_{ws_contract_type}"
|
||||
|
||||
# Create tick data buffer
|
||||
tick = TickData(
|
||||
symbol=req.symbol,
|
||||
name=req.symbol,
|
||||
exchange=Exchange.HUOBI,
|
||||
datetime=datetime.now(),
|
||||
gateway_name=self.gateway_name,
|
||||
)
|
||||
self.ticks[ws_symbol] = tick
|
||||
|
||||
# Subscribe to market depth update
|
||||
self.req_id += 1
|
||||
req = {
|
||||
"sub": f"market.{ws_symbol}.depth.step0",
|
||||
"id": str(self.req_id)
|
||||
}
|
||||
self.send_packet(req)
|
||||
|
||||
# Subscribe to market detail update
|
||||
self.req_id += 1
|
||||
req = {
|
||||
"sub": f"market.{ws_symbol}.detail",
|
||||
"id": str(self.req_id)
|
||||
}
|
||||
self.send_packet(req)
|
||||
|
||||
def on_data(self, packet): # type: (dict)->None
|
||||
""""""
|
||||
channel = packet.get("ch", None)
|
||||
if channel:
|
||||
if "depth.step" in channel:
|
||||
self.on_market_depth(packet)
|
||||
elif "detail" in channel:
|
||||
self.on_market_detail(packet)
|
||||
elif "err_code" in packet:
|
||||
code = packet["err_code"]
|
||||
msg = packet["err_msg"]
|
||||
self.gateway.write_log(f"错误代码：{code}, 错误信息：{msg}")
|
||||
|
||||
def on_market_depth(self, data):
|
||||
"""行情深度推送 """
|
||||
ws_symbol = data["ch"].split(".")[1]
|
||||
tick = self.ticks[ws_symbol]
|
||||
tick.datetime = datetime.fromtimestamp(data["ts"] / 1000)
|
||||
|
||||
bids = data["tick"]["bids"]
|
||||
for n in range(5):
|
||||
price, volume = bids[n]
|
||||
tick.__setattr__("bid_price_" + str(n + 1), float(price))
|
||||
tick.__setattr__("bid_volume_" + str(n + 1), float(volume))
|
||||
|
||||
asks = data["tick"]["asks"]
|
||||
for n in range(5):
|
||||
price, volume = asks[n]
|
||||
tick.__setattr__("ask_price_" + str(n + 1), float(price))
|
||||
tick.__setattr__("ask_volume_" + str(n + 1), float(volume))
|
||||
|
||||
if tick.last_price:
|
||||
self.gateway.on_tick(copy(tick))
|
||||
|
||||
def on_market_detail(self, data):
|
||||
"""市场细节推送"""
|
||||
ws_symbol = data["ch"].split(".")[1]
|
||||
tick = self.ticks[ws_symbol]
|
||||
tick.datetime = datetime.fromtimestamp(data["ts"] / 1000)
|
||||
|
||||
tick_data = data["tick"]
|
||||
tick.open_price = tick_data["open"]
|
||||
tick.high_price = tick_data["high"]
|
||||
tick.low_price = tick_data["low"]
|
||||
tick.last_price = tick_data["close"]
|
||||
tick.volume = tick_data["vol"]
|
||||
|
||||
if tick.bid_price_1:
|
||||
self.gateway.on_tick(copy(tick))
|
||||
|
||||
|
||||
def _split_url(url):
|
||||
"""
|
||||
将url拆分为host和path
|
||||
:return: host, path
|
||||
"""
|
||||
result = re.match("\w+://([^/]*)(.*)", url) # noqa
|
||||
if result:
|
||||
return result.group(1), result.group(2)
|
||||
|
||||
|
||||
def create_signature(api_key, method, host, path, secret_key, get_params=None):
|
||||
"""
|
||||
创建签名
|
||||
:param get_params: dict 使用GET方法时附带的额外参数(urlparams)
|
||||
:return:
|
||||
"""
|
||||
sorted_params = [
|
||||
("AccessKeyId", api_key),
|
||||
("SignatureMethod", "HmacSHA256"),
|
||||
("SignatureVersion", "2"),
|
||||
("Timestamp", datetime.utcnow().strftime("%Y-%m-%dT%H:%M:%S"))
|
||||
]
|
||||
|
||||
if get_params:
|
||||
sorted_params.extend(list(get_params.items()))
|
||||
sorted_params = list(sorted(sorted_params))
|
||||
encode_params = urllib.parse.urlencode(sorted_params)
|
||||
|
||||
payload = [method, host, path, encode_params]
|
||||
payload = "\n".join(payload)
|
||||
payload = payload.encode(encoding="UTF8")
|
||||
|
||||
secret_key = secret_key.encode(encoding="UTF8")
|
||||
|
||||
digest = hmac.new(secret_key, payload, digestmod=hashlib.sha256).digest()
|
||||
signature = base64.b64encode(digest)
|
||||
|
||||
params = dict(sorted_params)
|
||||
params["Signature"] = signature.decode("UTF8")
|
||||
return params
|
||||
@ -1,5 +1,3 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
"""
|
||||
火币交易接口
|
||||
"""
|
||||
@ -77,11 +75,9 @@ class HuobiGateway(BaseGateway):
|
||||
"代理端口": "",
|
||||
}
|
||||
|
||||
exchanges = [Exchange.HUOBI]
|
||||
|
||||
def __init__(self, event_engine):
|
||||
"""Constructor"""
|
||||
super(HuobiGateway, self).__init__(event_engine, "HUOBI")
|
||||
super().__init__(event_engine, "HUOBI")
|
||||
|
||||
self.order_manager = LocalOrderManager(self)
|
||||
|
||||
@ -157,7 +153,7 @@ class HuobiRestApi(RestClient):
|
||||
|
||||
def __init__(self, gateway: BaseGateway):
|
||||
""""""
|
||||
super(HuobiRestApi, self).__init__()
|
||||
super().__init__()
|
||||
|
||||
self.gateway = gateway
|
||||
self.gateway_name = gateway.gateway_name
|
||||
@ -168,9 +164,6 @@ class HuobiRestApi(RestClient):
|
||||
self.secret = ""
|
||||
self.account_id = ""
|
||||
|
||||
self.cancel_requests = {}
|
||||
self.orders = {}
|
||||
|
||||
def sign(self, request):
|
||||
"""
|
||||
Generate HUOBI signature.
|
||||
@ -463,7 +456,7 @@ class HuobiWebsocketApiBase(WebsocketClient):
|
||||
|
||||
def __init__(self, gateway):
|
||||
""""""
|
||||
super(HuobiWebsocketApiBase, self).__init__()
|
||||
super().__init__()
|
||||
|
||||
self.gateway = gateway
|
||||
self.gateway_name = gateway.gateway_name
|
||||
|
||||
Loading…
Reference in New Issue
Block a user