add gateway onetoken

vnpy/gateway/onetoken/__init__.py

@@ -0,0 +1 @@
+from .onetoken_gateway import OnetokenGateway

vnpy/gateway/onetoken/onetoken_gateway.py

@@ -0,0 +1,265 @@
+# encoding: UTF-8
+"""
+"""
+
+import hashlib
+import hmac
+import sys
+import time
+import json
+from copy import copy
+from datetime import datetime
+from threading import Lock
+from urllib.parse import urlencode
+
+from requests import ConnectionError
+
+from vnpy.api.rest import Request, RestClient
+from vnpy.api.websocket import WebsocketClient
+from vnpy.trader.constant import (
+    Direction,
+    Exchange,
+    OrderType,
+    Product,
+    Status,
+    Offset
+)
+from vnpy.trader.gateway import BaseGateway
+from vnpy.trader.object import (
+    TickData,
+    OrderData,
+    TradeData,
+    PositionData,
+    AccountData,
+    ContractData,
+    OrderRequest,
+    CancelRequest,
+    SubscribeRequest,
+)
+from urllib.parse import urlparse
+
+
+REST_HOST = 'https://1token.trade/api'
+
+DIRECTION_VT2ONETOKEN = {Direction.LONG: "b", Direction.SHORT: "s"}
+DIRECTION_ONETOKEN2VT = {v: k for k, v in DIRECTION_VT2ONETOKEN.items()}
+
+
+class OnetokenGateway(BaseGateway):
+    """
+    VN Trader Gateway for 1Token connection
+    """
+
+    default_setting = {
+        "OT Key": "",
+        "OT Secret": "",
+        "会话数": 3,
+        "服务器": ["REAL", "TESTNET"],
+        "代理地址": "127.0.0.1",
+        "代理端口": 1080,
+    }
+
+    def __init__(self, event_engine):
+        """Constructor"""
+        super(OnetokenGateway, self).__init__(event_engine, "1Token")
+
+        self.rest_api = OnetokenRestApi(self)
+
+    def connect(self, setting: dict):
+        """"""
+        key = setting["OT Key"]
+        secret = setting["OT Secret"]
+        session_number = setting["会话数"] # todo
+        server = setting["服务器"]
+        proxy_host = setting["代理地址"]
+        proxy_port = setting["代理端口"]
+        self.rest_api.connect(key, secret, session_number,
+                              server, proxy_host, proxy_port)
+
+    def subscribe(self, req: SubscribeRequest):
+        """"""
+        pass
+        # self.ws_api.subscribe(req)
+
+    def send_order(self, req: OrderRequest):
+        """"""
+        return self.rest_api.send_order(req)
+
+    def cancel_order(self, req: CancelRequest):
+        """"""
+        pass
+        # self.rest_api.cancel_order(req)
+
+    def query_account(self):
+        """"""
+        self.rest_api.get_account()
+
+    def query_position(self):
+        """"""
+        pass
+
+    def close(self):
+        """"""
+        self.rest_api.stop()
+
+
+class OnetokenRestApi(RestClient):
+    """
+    1Token REST API
+    """
+
+    def __init__(self, gateway: BaseGateway):
+        """"""
+        super(OnetokenRestApi, self).__init__()
+
+        self.gateway = gateway
+        self.gateway_name = gateway.gateway_name
+
+        self.key = ""
+        self.secret = ""
+
+        self.order_count = 1_000_000
+        self.order_count_lock = Lock()
+
+        self.connect_time = 0
+        self.account = "okex/mock-archer" # todo
+
+    def sign(self, request):
+        """
+        Generate 1Token signature.
+        """
+        timeout = 15
+        method = request.method
+
+        endpoint = request.path
+        parsed_url = urlparse(endpoint)
+        path = parsed_url.path
+
+        nonce = str(int(time.time() * 1000000))
+
+        data = request.data
+        json_str = json.dumps(data) if data else ''
+
+        message = method + path + nonce + json_str
+
+        signature = hmac.new(bytes(self.secret, 'utf8'), bytes(message, 'utf8'), digestmod=hashlib.sha256).hexdigest()
+
+        headers = {'Api-Nonce': nonce,
+                   'Api-Key': self.key,
+                   'Api-Signature': signature,
+                   'Content-Type': 'application/json'}
+        request.headers = headers
+        return request
+
+    def connect(
+            self,
+            key: str,
+            secret: str,
+            session_number: int,
+            server: str,
+            proxy_host: str,
+            proxy_port: int,
+    ):
+        """
+        Initialize connection to REST server.
+        """
+        self.key = key
+        self.secret = secret
+
+        self.connect_time = (
+                int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
+        )
+
+        self.init(REST_HOST, proxy_host, proxy_port)
+
+        self.start(session_number)
+
+        self.gateway.write_log("REST API启动成功")
+
+        self.query_account()
+
+    def _new_order_id(self):
+        with self.order_count_lock:
+            self.order_count += 1
+            return self.order_count
+
+    def query_account(self):
+        """"""
+        self.add_request(
+            "GET",
+            "/v1/trade/{}/info".format(self.account),
+            callback=self.on_query_account
+        )
+
+    def on_query_account(self, data, request):
+        """"""
+        for account_data in data["position"]:
+            account = AccountData(
+                accountid=account_data["contract"],
+                balance=float(account_data["total_amount"]),
+                frozen=float(account_data["frozen"]),
+                gateway_name=self.gateway_name
+            )
+            self.gateway.on_account(account)
+
+        self.gateway.write_log("账户资金查询成功")
+
+    def send_order(self, req: OrderRequest):
+        """"""
+        orderid = str(self.connect_time + self._new_order_id())
+
+        data = {
+            "contract": req.symbol,
+            'price': float(req.price),
+            "side": DIRECTION_VT2ONETOKEN[req.direction],
+            'amount': float(req.volume)
+        }
+
+        if req.offset == Offset.CLOSE:
+            data['options'] = {'close': True}
+
+        order = req.create_order_data(orderid, self.gateway_name)
+
+        self.add_request(
+            method="POST",
+            path="/v1/trade/{}/info".format(self.account),
+            callback=self.on_send_order,
+            data=data,
+            extra=order,
+            on_failed=self.on_send_order_failed,
+            on_error=self.on_send_order_error
+        )
+
+        self.gateway.on_order(order)
+        return order.vt_orderid
+
+    def on_send_order(self, data, request):
+        msg = request.response.text
+        self.gateway.write_log(msg)
+
+    #todo
+    def on_send_order_failed(self, status_code: str, request: Request):
+        """
+        Callback when sending order failed on server.
+        """
+        order = request.extra
+        order.status = Status.REJECTED
+        self.gateway.on_order(order)
+
+        msg = f"委托失败，状态码：{status_code}，信息：{request.response.text}"
+        self.gateway.write_log(msg)
+
+    #todo
+    def on_send_order_error(
+            self, exception_type: type, exception_value: Exception, tb, request: Request
+    ):
+        """
+        Callback when sending order caused exception.
+        """
+        order = request.extra
+        order.status = Status.REJECTED
+        self.gateway.on_order(order)
+
+        # Record exception if not ConnectionError
+        if not issubclass(exception_type, ConnectionError):
+            self.on_error(exception_type, exception_value, tb, request)