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[Mod]change function name and complete test of OkexfGateway

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This commit is contained in:
vn.py 2019-04-21 23:08:06 +08:00
parent 723efbcf1e
commit 62397fafc0
2 changed files with 15 additions and 10 deletions
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2
tests/trader/run.py
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@ -14,6 +14,7 @@ from vnpy.gateway.okex import OkexGateway
from vnpy.gateway.huobi import HuobiGateway
from vnpy.gateway.bitfinex import BitfinexGateway
from vnpy.gateway.onetoken import OnetokenGateway
from vnpy.gateway.okexf import OkexfGateway
from vnpy.app.cta_strategy import CtaStrategyApp
from vnpy.app.csv_loader import CsvLoaderApp
@ -38,6 +39,7 @@ def main():
main_engine.add_gateway(HuobiGateway)
main_engine.add_gateway(BitfinexGateway)
main_engine.add_gateway(OnetokenGateway)
main_engine.add_gateway(OkexfGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)

23
vnpy/gateway/okexf/okexf_gateway.py
View File

@ -11,7 +11,7 @@ import json
import base64
import zlib
from copy import copy
from datetime import datetime
from datetime import datetime, timedelta
from threading import Lock
from urllib.parse import urlencode
@ -228,8 +228,12 @@ class OkexfRestApi(RestClient):
def send_order(self, req: OrderRequest):
""""""
orderid = f"a{self.connect_time}{self._new_order_id()}"
# Need both offset and direction for sending order.
if (req.offset, req.direction) not in TYPE_VT2OKEXF:
return ""
orderid = f"a{self.connect_time}{self._new_order_id()}"
data = {
"client_oid": orderid,
"type": TYPE_VT2OKEXF[(req.offset, req.direction)],
@ -407,7 +411,7 @@ class OkexfRestApi(RestClient):
traded=int(order_data["filled_qty"]),
price=float(order_data["price"]),
volume=float(order_data["size"]),
time=UTC2LOCAL(order_data["timestamp"]).strftime("%H:%M:%S"),
time=utc_to_local(order_data["timestamp"]).strftime("%H:%M:%S"),
status=STATUS_OKEXF2VT[order_data["status"]],
gateway_name=self.gateway_name,
)
@ -698,7 +702,7 @@ class OkexfWebsocketApi(WebsocketClient):
tick.high_price = d["high_24h"]
tick.low_price = d["low_24h"]
tick.volume = d["volume_24h"]
tick.datetime = UTC2LOCAL(d["timestamp"])
tick.datetime = utc_to_local(d["timestamp"])
self.gateway.on_tick(copy(tick))
@ -722,7 +726,7 @@ class OkexfWebsocketApi(WebsocketClient):
tick.__setattr__("ask_price_%s" % (n + 1), price)
tick.__setattr__("ask_volume_%s" % (n + 1), volume)
tick.datetime = UTC2LOCAL(d["timestamp"])
tick.datetime = utc_to_local(d["timestamp"])
self.gateway.on_tick(copy(tick))
def on_order(self, d):
@ -738,7 +742,7 @@ class OkexfWebsocketApi(WebsocketClient):
price=float(d["price"]),
volume=float(d["size"]),
traded=float(d["filled_qty"]),
time=UTC2LOCAL(d["timestamp"]).strftime("%H:%M:%S"),
time=utc_to_local(d["timestamp"]).strftime("%H:%M:%S"),
status=STATUS_OKEXF2VT[d["status"]],
gateway_name=self.gateway_name,
)
@ -816,8 +820,7 @@ def get_timestamp():
return timestamp + "Z"
def UTC2LOCAL(timestamp):
import datetime
time = datetime.datetime.strptime(timestamp, "%Y-%m-%dT%H:%M:%S.%fZ")
utc_time = time + datetime.timedelta(hours=8)
def utc_to_local(timestamp):
time = datetime.strptime(timestamp, "%Y-%m-%dT%H:%M:%S.%fZ")
utc_time = time + timedelta(hours=8)
return utc_time