diff --git a/examples/vn_trader/run.py b/examples/vn_trader/run.py index 95ac966c..6aa6332c 100644 --- a/examples/vn_trader/run.py +++ b/examples/vn_trader/run.py @@ -30,6 +30,7 @@ from vnpy.gateway.okexs import OkexsGateway from vnpy.gateway.da import DaGateway from vnpy.gateway.coinbase import CoinbaseGateway from vnpy.gateway.bitstamp import BitstampGateway +from vnpy.gateway.gateios import GateiosGateway from vnpy.app.cta_strategy import CtaStrategyApp # from vnpy.app.csv_loader import CsvLoaderApp @@ -76,6 +77,7 @@ def main(): # main_engine.add_gateway(DaGateway) # main_engine.add_gateway(CoinbaseGateway) main_engine.add_gateway(BitstampGateway) + main_engine.add_gateway(GateiosGateway) main_engine.add_app(CtaStrategyApp) main_engine.add_app(CtaBacktesterApp) diff --git a/vnpy/gateway/gateios/__init__.py b/vnpy/gateway/gateios/__init__.py index d39ab445..0234aa20 100644 --- a/vnpy/gateway/gateios/__init__.py +++ b/vnpy/gateway/gateios/__init__.py @@ -1 +1 @@ -from .gateiof_gateway import GateiofGateway +from .gateios_gateway import GateiosGateway diff --git a/vnpy/gateway/gateios/gateios_gateway.py b/vnpy/gateway/gateios/gateios_gateway.py index 4ca2a6ae..c42a6825 100644 --- a/vnpy/gateway/gateios/gateios_gateway.py +++ b/vnpy/gateway/gateios/gateios_gateway.py @@ -49,7 +49,7 @@ TIMEDELTA_MAP = { } -class GateiofGateway(BaseGateway): +class GateiosGateway(BaseGateway): """ VN Trader Gateway for Gate.io future connection. """ @@ -69,8 +69,8 @@ class GateiofGateway(BaseGateway): super().__init__(event_engine, "GATEIOS") self.order_manager = LocalOrderManager(self) - self.ws_api = GateiofWebsocketApi(self) - self.rest_api = GateiofRestApi(self) + self.ws_api = GateiosWebsocketApi(self) + self.rest_api = GateiosRestApi(self) def connect(self, setting: dict): """""" @@ -128,9 +128,9 @@ class GateiofGateway(BaseGateway): self.event_engine.register(EVENT_TIMER, self.process_timer_event) -class GateiofRestApi(RestClient): +class GateiosRestApi(RestClient): """ - Gateiof REST API + Gateios REST API """ def __init__(self, gateway: BaseGateway): @@ -455,7 +455,6 @@ class GateiofRestApi(RestClient): 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) def on_send_order_error( @@ -478,40 +477,28 @@ class GateiofRestApi(RestClient): local_orderid = cancel_request.orderid order = self.order_manager.get_order_with_local_orderid(local_orderid) - if self.check_error(data, "撤单"): - order.status = Status.REJECTED + if data["status"] == "error": + error_code = data["err_code"] + error_msg = data["err_msg"] + self.gateway.write_log(f"撤单失败，错误代码：{error_code}，信息：{error_msg}") else: order.status = Status.CANCELLED - self.gateway.write_log(f"委托撤单成功：{order.orderid}") - - self.order_manager.on_order(order) + self.order_manager.on_order(order) def on_cancel_order_failed(self, status_code: str, request: Request): """ Callback when canceling order failed on server. """ - msg = f"撤单失败，状态码：{status_code}，信息：{request.response.text}" self.gateway.write_log(msg) - def check_error(self, data: dict, func: str = ""): - """""" - if data["status"] != "error": - return False - error_code = data["err_code"] - error_msg = data["err_msg"] - - self.gateway.write_log(f"{func}请求出错，代码：{error_code}，信息：{error_msg}") - return True - - -class GateiofWebsocketApi(WebsocketClient): +class GateiosWebsocketApi(WebsocketClient): """""" def __init__(self, gateway): """""" - super(GateiofWebsocketApi, self).__init__() + super(GateiosWebsocketApi, self).__init__() self.gateway = gateway self.gateway_name = gateway.gateway_name @@ -545,7 +532,7 @@ class GateiofWebsocketApi(WebsocketClient): self.init(WEBSOCKET_HOST, proxy_host, proxy_port) else: self.init(TESTNET_WEBSOCKET_HOST, proxy_host, proxy_port) - + self.start() def on_connected(self): @@ -553,14 +540,14 @@ class GateiofWebsocketApi(WebsocketClient): self.gateway.write_log("Websocket API连接成功") for symbol in self.symbols: - update_order = self.construct_req( + update_order = self.generate_req( channel="futures.orders", event="subscribe", pay_load=[self.account_id, symbol] ) self.send_packet(update_order) - update_position = self.construct_req( + update_position = self.generate_req( channel="futures.position_closes", event="subscribe", pay_load=[self.account_id, symbol] @@ -580,27 +567,19 @@ class GateiofWebsocketApi(WebsocketClient): ) self.ticks[req.symbol] = tick - self.subscribe_data(req.symbol) - - def subscribe_data(self, symbol: str): - """""" - update_tick = self.construct_req( + tick_req = self.generate_req( channel="futures.tickers", event="subscribe", - pay_load=[symbol] + pay_load=[req.symbol] ) - self.send_packet(update_tick) + self.send_packet(tick_req) - update_depth = self.construct_req( + depth_req = self.generate_req( channel="futures.order_book", event="subscribe", - pay_load=[symbol, "5", "0"] + pay_load=[req.symbol, "5", "0"] ) - self.send_packet(update_depth) - - def update_info(self, symbol: str, account_id: str): - """""" - + self.send_packet(depth_req) def on_disconnected(self): """""" @@ -608,7 +587,6 @@ class GateiofWebsocketApi(WebsocketClient): def on_packet(self, packet: dict): """""" - timestamp = packet["time"] channel = packet["channel"] event = packet["event"] @@ -619,14 +597,14 @@ class GateiofWebsocketApi(WebsocketClient): self.gateway.write_log("Websocket API报错：%s" % error) return + print(packet) + if channel == "futures.tickers": if event == "update": self.on_tick(result, timestamp) - elif channel == "futures.order_book": if event == "all": self.on_depth(result, timestamp) - elif channel == "futures.orders": if event == "update": self.on_order(result, timestamp) @@ -639,11 +617,10 @@ class GateiofWebsocketApi(WebsocketClient): sys.stderr.write(self.exception_detail( exception_type, exception_value, tb)) - def construct_req(self, channel: str, event: str, pay_load: list): + def generate_req(self, channel: str, event: str, pay_load: list): """""" expires = int(time.time()) - signature = generate_websocket_sign( - self.secret, channel, event, expires) + signature = generate_websocket_sign(self.secret, channel, event, expires) req = { "time": expires, @@ -661,7 +638,6 @@ class GateiofWebsocketApi(WebsocketClient): def on_tick(self, l: list, t: int): """""" - d = l[0] symbol = d["contract"] tick = self.ticks.get(symbol, None)