diff --git a/vnpy/gateway/onetoken/onetoken_gateway.py b/vnpy/gateway/onetoken/onetoken_gateway.py index 592d78e1..360c3c39 100644 --- a/vnpy/gateway/onetoken/onetoken_gateway.py +++ b/vnpy/gateway/onetoken/onetoken_gateway.py @@ -53,8 +53,9 @@ class OnetokenGateway(BaseGateway): default_setting = { "OT Key": "", "OT Secret": "", + "交易所": "", + "账户": "", "会话数": 3, - "服务器": ["REAL", "TESTNET"], "代理地址": "127.0.0.1", "代理端口": 1080, } @@ -69,12 +70,13 @@ class OnetokenGateway(BaseGateway): """""" key = setting["OT Key"] secret = setting["OT Secret"] - session_number = setting["会话数"] # todo - server = setting["服务器"] + session_number = setting["会话数"] + exchange = setting["交易所"].lower() + account = setting["账户"] 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) + exchange, account, proxy_host, proxy_port) def subscribe(self, req: SubscribeRequest): """""" @@ -87,12 +89,11 @@ class OnetokenGateway(BaseGateway): def cancel_order(self, req: CancelRequest): """""" - pass - # self.rest_api.cancel_order(req) + self.rest_api.cancel_order(req) def query_account(self): """""" - self.rest_api.get_account() + pass def query_position(self): """""" @@ -117,38 +118,38 @@ class OnetokenRestApi(RestClient): self.key = "" self.secret = "" + self.exchange = "" self.order_count = 1_000_000 self.order_count_lock = Lock() self.connect_time = 0 - self.account = "okex/mock-archer" # todo + self.account = "" 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)) + nonce = str(int(time.time() * 1e6)) data = request.data - json_str = json.dumps(data) if data else '' + json_str = data if data else '' message = method + path + nonce + json_str signature = hmac.new(bytes(self.secret, 'utf8'), bytes(message, 'utf8'), digestmod=hashlib.sha256).hexdigest() - print('message:>>>', message) - print('signature:>>>>>', signature) + headers = {'Api-Nonce': nonce, 'Api-Key': self.key, 'Api-Signature': signature, 'Content-Type': 'application/json'} request.headers = headers + return request def connect( @@ -156,7 +157,8 @@ class OnetokenRestApi(RestClient): key: str, secret: str, session_number: int, - server: str, + exchange: str, + account: str, proxy_host: str, proxy_port: int, ): @@ -165,6 +167,8 @@ class OnetokenRestApi(RestClient): """ self.key = key self.secret = secret + self.exchange = exchange + self.account = account self.connect_time = ( int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count @@ -183,49 +187,74 @@ class OnetokenRestApi(RestClient): self.order_count += 1 return self.order_count - def query_account(self): + def query_account(self): # get balance and positions at the same time """""" self.add_request( "GET", - "/{}/info".format(self.account), + "/{}/{}/info".format(self.exchange, self.account), callback=self.on_query_account ) def on_query_account(self, data, request): - """""" - print('on response>>>>>>>>>>>>>>>>>>>>', data, request) + """This is for WS Example""" 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) + _type = account_data['type'] + if 'spot' in _type: #统计balance + 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) + elif _type == 'future': #期货合约 + long_position = PositionData( + symbol=account_data["contract"], + exchange=Exchange.OKEX, # todo add Exchange + direction=Direction.LONG, + volume=account_data['total_amount_long'], + frozen=account_data['total_amount_long'] - account_data['available_long'], + gateway_name=self.gateway_name, + # yd_volume=? + ) + short_position = PositionData( + symbol=account_data["contract"], + exchange=Exchange.OKEX, # todo add Exchange + direction=Direction.SHORT, + volume=account_data['total_amount_short'], + frozen=account_data['total_amount_short'] - account_data['available_short'], + gateway_name=self.gateway_name, + # yd_volume=? + ) + self.gateway.on_position(long_position) + self.gateway.on_position(short_position) self.gateway.write_log("账户资金查询成功") + self.gateway.write_log("账户持仓查询成功") def send_order(self, req: OrderRequest): """""" orderid = str(self.connect_time + self._new_order_id()) data = { - 'contract': req.symbol, - 'price': int(req.price), + 'contract': self.exchange + '/' + req.symbol, + 'price': float(req.price), "bs": DIRECTION_VT2ONETOKEN[req.direction], - 'amount': int(req.volume) + 'amount': float(req.volume), + 'client_oid': orderid } if req.offset == Offset.CLOSE: data['options'] = {'close': True} - + data = json.dumps(data) order = req.create_order_data(orderid, self.gateway_name) self.add_request( method="POST", - path="/{}/orders".format(self.account), + path="/{}/{}/orders".format(self.exchange, self.account), callback=self.on_send_order, data=data, + params={}, extra=order, on_failed=self.on_send_order_failed, on_error=self.on_send_order_error @@ -234,11 +263,25 @@ class OnetokenRestApi(RestClient): 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) + def cancel_order(self, req: CancelRequest): + """""" + params = { + 'client_oid': req.orderid + } + + self.add_request( + method="DELETE", + path="/{}/{}/orders".format(self.exchange, self.account), + callback=self.on_cancel_order, + params=params, + on_error=self.on_cancel_order_error, + extra=req + ) + + def on_send_order(self, data, request): + """Websocket will push a new order status""" + pass - #todo def on_send_order_failed(self, status_code: str, request: Request): """ Callback when sending order failed on server. @@ -250,7 +293,6 @@ class OnetokenRestApi(RestClient): 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 ): @@ -263,4 +305,18 @@ class OnetokenRestApi(RestClient): # 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 + self.on_error(exception_type, exception_value, tb, request) + + def on_cancel_order(self, data, request): + """Websocket will push a new order status""" + pass + + def on_cancel_order_error( + self, exception_type: type, exception_value: Exception, tb, request: Request + ): + """ + Callback when cancelling order failed on server. + """ + # Record exception if not ConnectionError + if not issubclass(exception_type, ConnectionError): + self.on_error(exception_type, exception_value, tb, request)