From 41f80de940d74b660229964d863b10835fb6ef59 Mon Sep 17 00:00:00 2001 From: Archer Date: Mon, 15 Apr 2019 17:59:55 +0800 Subject: [PATCH] add gateway onetoken --- vnpy/gateway/onetoken/__init__.py | 1 + vnpy/gateway/onetoken/onetoken_gateway.py | 265 ++++++++++++++++++++++ 2 files changed, 266 insertions(+) create mode 100644 vnpy/gateway/onetoken/__init__.py create mode 100644 vnpy/gateway/onetoken/onetoken_gateway.py diff --git a/vnpy/gateway/onetoken/__init__.py b/vnpy/gateway/onetoken/__init__.py new file mode 100644 index 00000000..ace37fbe --- /dev/null +++ b/vnpy/gateway/onetoken/__init__.py @@ -0,0 +1 @@ +from .onetoken_gateway import OnetokenGateway diff --git a/vnpy/gateway/onetoken/onetoken_gateway.py b/vnpy/gateway/onetoken/onetoken_gateway.py new file mode 100644 index 00000000..653ffe7f --- /dev/null +++ b/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) \ No newline at end of file