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[Mod] change function names

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This commit is contained in:
vn.py 2019-10-18 19:22:35 +08:00
parent d518566e55
commit 4336ccf065
3 changed files with 28 additions and 50 deletions
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2
examples/vn_trader/run.py
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@ -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)

2
vnpy/gateway/gateios/__init__.py
View File

@ -1 +1 @@
from .gateiof_gateway import GateiofGateway
from .gateios_gateway import GateiosGateway

72
vnpy/gateway/gateios/gateios_gateway.py
View File

@ -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
@ -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)