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[Mod] 重构RestClient, WebSocketClient

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主要有：
* beforeRequest改名为sign
* onFailed, onError由函数指针改为函数（利用Python的特性，可以重载，也可以仍然当函数指针用）
* sendData改名为sendBinary
* 优化了WebSocketClient的循环逻辑
This commit is contained in:
nanoric 2018-10-18 05:22:38 -04:00
parent 028d344fc0
commit 35518106a2
4 changed files with 82 additions and 111 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
tests/api/base/RestClientTest.py
View File

@ -22,7 +22,7 @@ class TestRestClient(RestClient):
self.p = Promise() self.p = Promise()
def beforeRequest(self, req): #type: (Request)->Request def sign(self, req): #type: (Request)->Request
req.data = json.dumps(req.data) req.data = json.dumps(req.data)
req.headers = {'Content-Type': 'application/json'} req.headers = {'Content-Type': 'application/json'}
return req return req

125
vnpy/api/rest/RestClient.py
View File

@ -10,9 +10,10 @@ from enum import Enum
from typing import Any, Callable from typing import Any, Callable
########################################################################
class RequestStatus(Enum): class RequestStatus(Enum):
ready = 0 # 刚刚构建 ready = 0 # 刚刚构建
success = 1 # 请求成功 code == 200 success = 1 # 请求成功 code == 2xx
failed = 2 failed = 2
error = 3 # 发生错误 网络错误、json解析错误，等等 error = 3 # 发生错误 网络错误、json解析错误，等等
@ -24,53 +25,26 @@ class Request(object):
""" """
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def __init__(self, method, path, callback, params, data, headers): def __init__(self, method, path, params, data, headers, callback):
self.method = method # type: str self.method = method # type: str
self.path = path # type: str self.path = path # type: str
self.callback = callback # type: callable self.callback = callback # type: callable
self.params = params # type: dict #, bytes, str self.params = params # type: dict #, bytes, str
self.data = data # type: dict #, bytes, str self.data = data # type: dict #, bytes, str
self.headers = headers # type: dict self.headers = headers # type: dict
self.onFailed = None # type: callable
self.skipDefaultOnFailed = None # type: callable
self.extra = None # type: Any
self._response = None # type: requests.Response self.onFailed = None # type: callable
self._status = RequestStatus.ready self.extra = None # type: Any
#----------------------------------------------------------------------
@property
def success(self):
assert self.finished, "'success' property is only available after request is finished"
return self._status == RequestStatus.success
#----------------------------------------------------------------------
@property
def failed(self):
assert self.finished, "'failed' property is only available after request is finished"
return self._status == RequestStatus.failed
#----------------------------------------------------------------------
@property
def finished(self):
return self._status != RequestStatus.ready
#----------------------------------------------------------------------
@property
def error(self):
return self._status == RequestStatus.error
#---------------------------------------------------------------------- self.response = None # type: requests.Response
@property self.status = RequestStatus.ready
def response(self): # type: ()->requests.Response
return self._response
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def __str__(self): def __str__(self):
statusCode = 'not finished' statusCode = 'not finished'
if self._response: if self.response:
statusCode = self._response.status_code statusCode = self.response.status_code
return "{} {} : {} {}\n".format(self.method, self.path, self._status, statusCode) return "{} {} : {} {}\n".format(self.method, self.path, self.status, statusCode)
######################################################################## ########################################################################
@ -79,8 +53,8 @@ class RestClient(object):
HTTP 客户端。目前是为了对接各种RESTfulAPI而设计的。 HTTP 客户端。目前是为了对接各种RESTfulAPI而设计的。
如果需要给请求加上签名，请设置beforeRequest, 函数类型请参考defaultBeforeRequest。 如果需要给请求加上签名，请设置beforeRequest, 函数类型请参考defaultBeforeRequest。
如果需要处理非200的请求，请设置onFailed，函数类型请参考defaultOnFailed。 如果需要处理非2xx的请求，请设置onFailed，函数类型请参考defaultOnFailed。
如果每一个请求的非200返回都需要单独处理，使用addReq函数的onFailed参数 如果每一个请求的非2xx返回都需要单独处理，使用addReq函数的onFailed参数
如果捕获Python内部错误，例如网络连接失败等等，请设置onError，函数类型请参考defaultOnError 如果捕获Python内部错误，例如网络连接失败等等，请设置onError，函数类型请参考defaultOnError
""" """
@ -90,11 +64,6 @@ class RestClient(object):
:param urlBase: 路径前缀。 例如'https://www.bitmex.com/api/v1/' :param urlBase: 路径前缀。 例如'https://www.bitmex.com/api/v1/'
""" """
self.urlBase = None # type: str self.urlBase = None # type: str
self.sessionProvider = requestsSessionProvider
self.beforeRequest = self.defaultBeforeRequest # 任何请求在发送之前都会经过这个函数，让其加工
self.onError = self.defaultOnError # Python内部错误处理
self.onFailed = self.defaultOnFailed # statusCode != 2xx 时触发
self._active = False self._active = False
self._queue = Queue() self._queue = Queue()
@ -102,16 +71,13 @@ class RestClient(object):
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def init(self, urlBase): def init(self, urlBase):
"""初始化"""
self.urlBase = urlBase self.urlBase = urlBase
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def setSessionProvider(self, sessionProvider): def _genereateSession(self):
""" """"""
设置sessionProvider可以使用自定义的requests实现。 return requests.session()
@:param sessionProvider: callable。调用后应该返回一个对象带request函数的对象，该request函数的用法应该和requests中的一致。 \
每个工作线程会调用该函数一次以期获得一个独立的session实例。
"""
self.sessionProvider = sessionProvider
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def start(self, n=3): def start(self, n=3):
@ -143,8 +109,8 @@ class RestClient(object):
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def addRequest(self, method, path, callback, def addRequest(self, method, path, callback,
params=None, data=None, headers = None, params=None, data=None, headers = None,
onFailed=None, skipDefaultOnFailed=True, onFailed=None,
extra=None): # type: (str, str, Callable[[dict, Request], Any], dict, dict, dict, Callable[[dict, Request], Any], bool, Any)->Request extra=None): # type: (str, str, Callable[[dict, Request], Any], dict, dict, dict, Callable[[dict, Request], Any], Any)->Request
""" """
发送一个请求 发送一个请求
:param method: GET, POST, PUT, DELETE, QUERY :param method: GET, POST, PUT, DELETE, QUERY
@ -153,22 +119,20 @@ class RestClient(object):
:param params: dict for query string :param params: dict for query string
:param data: dict for body :param data: dict for body
:param headers: dict for headers :param headers: dict for headers
:param onFailed: 请求失败后的回调(状态吗不为2xx时认为请求失败) type: (code, dict, Request) :param onFailed: 请求失败后的回调(状态吗不为2xx时认为请求失败)（如果指定该值，默认的onFailed将不会被调用） type: (code, dict, Request)
:param skipDefaultOnFailed: 仅当onFailed参数存在时有效：忽略对虚函数onFailed的调用
:param extra: 返回值的extra字段会被设置为这个值。当然，你也可以在函数调用之后再设置这个字段。 :param extra: 返回值的extra字段会被设置为这个值。当然，你也可以在函数调用之后再设置这个字段。
:return: Request :return: Request
""" """
request = Request(method, path, callback, params, data, headers) request = Request(method, path, params, data, headers, callback)
request.onFailed = onFailed
request.skipDefaultOnFailed = skipDefaultOnFailed
request.extra = extra request.extra = extra
request.onFailed = onFailed
self._queue.put(request) self._queue.put(request)
return request return request
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def _run(self): def _run(self):
session = self.sessionProvider() session = self._genereateSession()
while self._active: while self._active:
try: try:
request = self._queue.get(timeout=1) request = self._queue.get(timeout=1)
@ -180,8 +144,7 @@ class RestClient(object):
pass pass
#---------------------------------------------------------------------- #----------------------------------------------------------------------
@staticmethod def sign(self, request): # type: (Request)->Request
def defaultBeforeRequest(request): # type: (Request)->Request
""" """
所有请求在发送之前都会经过这个函数 所有请求在发送之前都会经过这个函数
签名之类的前奏可以在这里面实现 签名之类的前奏可以在这里面实现
@ -191,10 +154,9 @@ class RestClient(object):
return request return request
#---------------------------------------------------------------------- #----------------------------------------------------------------------
@staticmethod def onFailed(self, httpStatusCode, request): # type:(int, Request)->None
def defaultOnFailed(httpStatusCode, request): # type:(int, Request)->None
""" """
请求失败处理函数（HttpStatusCode!=200）. 请求失败处理函数（HttpStatusCode!=2xx）.
默认行为是打印到stderr 默认行为是打印到stderr
""" """
print("reuqest : {} {} failed with {}: \n" print("reuqest : {} {} failed with {}: \n"
@ -207,11 +169,10 @@ class RestClient(object):
request.headers, request.headers,
request.params, request.params,
request.data, request.data,
request._response.raw)) request.response.raw))
#---------------------------------------------------------------------- #----------------------------------------------------------------------
@staticmethod def onError(self, exceptionType, exceptionValue, tb, request):
def defaultOnError(exceptionType, exceptionValue, tb, request):
""" """
Python内部错误处理：默认行为是仍给excepthook Python内部错误处理：默认行为是仍给excepthook
""" """
@ -224,37 +185,37 @@ class RestClient(object):
用于内部：将请求发送出去 用于内部：将请求发送出去
""" """
try: try:
request = self.beforeRequest(request) request = self.sign(request)
url = self.makeFullUrl(request.path) url = self.makeFullUrl(request.path)
response = session.request(request.method, url, headers=request.headers, params=request.params, data=request.data) response = session.request(request.method, url, headers=request.headers, params=request.params, data=request.data)
request._response = response request.response = response
httpStatusCode = response.status_code httpStatusCode = response.status_code
if httpStatusCode/100 == 2: if httpStatusCode / 100 == 2: # 2xx都算成功，尽管交易所都用200
jsonBody = response.json() jsonBody = response.json()
request.callback(jsonBody, request) request.callback(jsonBody, request)
request._status = RequestStatus.success request.status = RequestStatus.success
else: else:
request._status = RequestStatus.failed request.status = RequestStatus.failed
if request.onFailed: if request.onFailed:
request.onFailed(httpStatusCode, response.raw, request) request.onFailed(httpStatusCode, request)
else:
# 若没有onFailed或者没设置skipDefaultOnFailed，则调用默认的处理函数
if not request.onFailed or not request.skipDefaultOnFailed:
self.onFailed(httpStatusCode, request) self.onFailed(httpStatusCode, request)
except: except:
request._status = RequestStatus.error request.status = RequestStatus.error
t, v, tb = sys.exc_info() t, v, tb = sys.exc_info()
self.onError(t, v, tb, request) self.onError(t, v, tb, request)
#----------------------------------------------------------------------
def makeFullUrl(self, path): def makeFullUrl(self, path):
"""
将相对路径补充成绝对路径：
eg: makeFullUrl('/get') == 'http://xxxxx/get'
:param path:
:return:
"""
url = self.urlBase + path url = self.urlBase + path
return url return url
########################################################################
def requestsSessionProvider():
return requests.session()

2
vnpy/api/rest/__init__.py
View File

@ -1 +1 @@
from .RestClient import Request, RequestStatus, RestClient, requestsSessionProvider from .RestClient import Request, RequestStatus, RestClient

64
vnpy/api/websocket/WebSocketClient.py
View File

@ -42,7 +42,7 @@ class WebSocketClient(object):
self.onPacket = self.defaultOnPacket self.onPacket = self.defaultOnPacket
self.onError = self.defaultOnError self.onError = self.defaultOnError
self.createConnection = websocket.create_connection self._createConnection = websocket.create_connection
self._ws_lock = Lock() self._ws_lock = Lock()
self._ws = None # type: websocket.WebSocket self._ws = None # type: websocket.WebSocket
@ -57,7 +57,7 @@ class WebSocketClient(object):
for internal usage for internal usage
:param func: a function like websocket.create_connection :param func: a function like websocket.create_connection
""" """
self.createConnection = func self._createConnection = func
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def init(self, host): def init(self, host):
@ -87,28 +87,29 @@ class WebSocketClient(object):
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def sendPacket(self, dictObj): # type: (dict)->None def sendPacket(self, dictObj): # type: (dict)->None
"""发出请求:相当于sendText(json.dumps(dictObj))""" """发出请求:相当于sendText(json.dumps(dictObj))"""
return self._get_ws().send(json.dumps(dictObj), opcode=websocket.ABNF.OPCODE_TEXT) return self._getWs().send(json.dumps(dictObj), opcode=websocket.ABNF.OPCODE_TEXT)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def sendText(self, text): # type: (str)->None def sendText(self, text): # type: (str)->None
"""发送文本数据""" """发送文本数据"""
return self._get_ws().send(text, opcode=websocket.ABNF.OPCODE_TEXT) return self._getWs().send(text, opcode=websocket.ABNF.OPCODE_TEXT)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def sendData(self, data): # type: (bytes)->None def sendBinary(self, data): # type: (bytes)->None
"""发送字节数据""" """发送字节数据"""
return self._get_ws().send_binary(data) return self._getWs().send_binary(data)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def _reconnect(self): def _reconnect(self):
"""重连""" """重连"""
self._disconnect() if self._active:
self._connect() self._disconnect()
self._connect()
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def _connect(self): def _connect(self):
"""""" """"""
self._ws = self.createConnection(self.host, sslopt={'cert_reqs': ssl.CERT_NONE}) self._ws = self._createConnection(self.host, sslopt={'cert_reqs': ssl.CERT_NONE})
self.onConnected() self.onConnected()
#---------------------------------------------------------------------- #----------------------------------------------------------------------
@ -122,36 +123,43 @@ class WebSocketClient(object):
self._ws = None self._ws = None
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def _get_ws(self): def _getWs(self):
with self._ws_lock: with self._ws_lock:
return self._ws return self._ws
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def _run(self): def _run(self):
"""运行""" """
ws = self._get_ws() 运行，直到stop()被调用
"""
# todo: onDisconnect
while self._active: while self._active:
try: try:
stream = ws.recv() ws = self._getWs()
if not stream: if ws:
self.onDisconnected() stream = ws.recv()
if self._active: if not stream: # recv在阻塞的时候ws被关闭
self._reconnect() self._reconnect()
continue
data = json.loads(stream)
data = json.loads(stream) self.onPacket(data)
self.onPacket(data) except websocket.WebSocketConnectionClosedException: # 在调用recv之前ws就被关闭了
except websocket.WebSocketConnectionClosedException: self._reconnect()
if self._active: except: # Python内部错误（onPacket内出错）
self._reconnect()
except:
et, ev, tb = sys.exc_info() et, ev, tb = sys.exc_info()
self.onError(et, ev, tb) self.onError(et, ev, tb)
self._reconnect()
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def _runPing(self): def _runPing(self):
while self._active: while self._active:
self._ping() try:
self._ping()
except:
et, ev, tb = sys.exc_info()
# todo: just log this, notifying user is not necessary
self.onError(et, ev, tb)
for i in range(60): for i in range(60):
if not self._active: if not self._active:
break break
@ -159,7 +167,9 @@ class WebSocketClient(object):
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def _ping(self): def _ping(self):
return self._get_ws().send('ping', websocket.ABNF.OPCODE_PING) ws = self._getWs()
if ws:
ws.send('ping', websocket.ABNF.OPCODE_PING)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
@staticmethod @staticmethod