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update: OnetokenRestApi

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This commit is contained in:
Archer 2019-04-16 15:24:25 +08:00
parent 3da8d4426c
commit 64e314a547
1 changed files with 92 additions and 36 deletions
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112
vnpy/gateway/onetoken/onetoken_gateway.py
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@ -53,8 +53,9 @@ class OnetokenGateway(BaseGateway):
default_setting = { default_setting = {
"OT Key": "", "OT Key": "",
"OT Secret": "", "OT Secret": "",
"交易所": "",
"账户": "",
"会话数": 3, "会话数": 3,
"服务器": ["REAL", "TESTNET"],
"代理地址": "127.0.0.1", "代理地址": "127.0.0.1",
"代理端口": 1080, "代理端口": 1080,
} }
@ -69,12 +70,13 @@ class OnetokenGateway(BaseGateway):
"""""" """"""
key = setting["OT Key"] key = setting["OT Key"]
secret = setting["OT Secret"] secret = setting["OT Secret"]
session_number = setting["会话数"] # todo session_number = setting["会话数"]
server = setting["服务器"] exchange = setting["交易所"].lower()
account = setting["账户"]
proxy_host = setting["代理地址"] proxy_host = setting["代理地址"]
proxy_port = setting["代理端口"] proxy_port = setting["代理端口"]
self.rest_api.connect(key, secret, session_number, self.rest_api.connect(key, secret, session_number,
server, proxy_host, proxy_port) exchange, account, proxy_host, proxy_port)
def subscribe(self, req: SubscribeRequest): def subscribe(self, req: SubscribeRequest):
"""""" """"""
@ -87,12 +89,11 @@ class OnetokenGateway(BaseGateway):
def cancel_order(self, req: CancelRequest): def cancel_order(self, req: CancelRequest):
"""""" """"""
pass self.rest_api.cancel_order(req)
# self.rest_api.cancel_order(req)
def query_account(self): def query_account(self):
"""""" """"""
self.rest_api.get_account() pass
def query_position(self): def query_position(self):
"""""" """"""
@ -117,38 +118,38 @@ class OnetokenRestApi(RestClient):
self.key = "" self.key = ""
self.secret = "" self.secret = ""
self.exchange = ""
self.order_count = 1_000_000 self.order_count = 1_000_000
self.order_count_lock = Lock() self.order_count_lock = Lock()
self.connect_time = 0 self.connect_time = 0
self.account = "okex/mock-archer" # todo self.account = ""
def sign(self, request): def sign(self, request):
""" """
Generate 1Token signature. Generate 1Token signature.
""" """
timeout = 15
method = request.method method = request.method
endpoint = request.path endpoint = request.path
parsed_url = urlparse(endpoint) parsed_url = urlparse(endpoint)
path = parsed_url.path path = parsed_url.path
nonce = str(int(time.time() * 1000000)) nonce = str(int(time.time() * 1e6))
data = request.data data = request.data
json_str = json.dumps(data) if data else '' json_str = data if data else ''
message = method + path + nonce + json_str message = method + path + nonce + json_str
signature = hmac.new(bytes(self.secret, 'utf8'), bytes(message, 'utf8'), digestmod=hashlib.sha256).hexdigest() signature = hmac.new(bytes(self.secret, 'utf8'), bytes(message, 'utf8'), digestmod=hashlib.sha256).hexdigest()
print('message:>>>', message)
print('signature:>>>>>', signature)
headers = {'Api-Nonce': nonce, headers = {'Api-Nonce': nonce,
'Api-Key': self.key, 'Api-Key': self.key,
'Api-Signature': signature, 'Api-Signature': signature,
'Content-Type': 'application/json'} 'Content-Type': 'application/json'}
request.headers = headers request.headers = headers
return request return request
def connect( def connect(
@ -156,7 +157,8 @@ class OnetokenRestApi(RestClient):
key: str, key: str,
secret: str, secret: str,
session_number: int, session_number: int,
server: str, exchange: str,
account: str,
proxy_host: str, proxy_host: str,
proxy_port: int, proxy_port: int,
): ):
@ -165,6 +167,8 @@ class OnetokenRestApi(RestClient):
""" """
self.key = key self.key = key
self.secret = secret self.secret = secret
self.exchange = exchange
self.account = account
self.connect_time = ( self.connect_time = (
int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
@ -183,18 +187,19 @@ class OnetokenRestApi(RestClient):
self.order_count += 1 self.order_count += 1
return self.order_count return self.order_count
def query_account(self): def query_account(self): # get balance and positions at the same time
"""""" """"""
self.add_request( self.add_request(
"GET", "GET",
"/{}/info".format(self.account), "/{}/{}/info".format(self.exchange, self.account),
callback=self.on_query_account callback=self.on_query_account
) )
def on_query_account(self, data, request): def on_query_account(self, data, request):
"""""" """This is for WS Example"""
print('on response>>>>>>>>>>>>>>>>>>>>', data, request)
for account_data in data["position"]: for account_data in data["position"]:
_type = account_data['type']
if 'spot' in _type: #统计balance
account = AccountData( account = AccountData(
accountid=account_data["contract"], accountid=account_data["contract"],
balance=float(account_data["total_amount"]), balance=float(account_data["total_amount"]),
@ -202,30 +207,54 @@ class OnetokenRestApi(RestClient):
gateway_name=self.gateway_name gateway_name=self.gateway_name
) )
self.gateway.on_account(account) 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("账户资金查询成功")
self.gateway.write_log("账户持仓查询成功")
def send_order(self, req: OrderRequest): def send_order(self, req: OrderRequest):
"""""" """"""
orderid = str(self.connect_time + self._new_order_id()) orderid = str(self.connect_time + self._new_order_id())
data = { data = {
'contract': req.symbol, 'contract': self.exchange + '/' + req.symbol,
'price': int(req.price), 'price': float(req.price),
"bs": DIRECTION_VT2ONETOKEN[req.direction], "bs": DIRECTION_VT2ONETOKEN[req.direction],
'amount': int(req.volume) 'amount': float(req.volume),
'client_oid': orderid
} }
if req.offset == Offset.CLOSE: if req.offset == Offset.CLOSE:
data['options'] = {'close': True} data['options'] = {'close': True}
data = json.dumps(data)
order = req.create_order_data(orderid, self.gateway_name) order = req.create_order_data(orderid, self.gateway_name)
self.add_request( self.add_request(
method="POST", method="POST",
path="/{}/orders".format(self.account), path="/{}/{}/orders".format(self.exchange, self.account),
callback=self.on_send_order, callback=self.on_send_order,
data=data, data=data,
params={},
extra=order, extra=order,
on_failed=self.on_send_order_failed, on_failed=self.on_send_order_failed,
on_error=self.on_send_order_error on_error=self.on_send_order_error
@ -234,11 +263,25 @@ class OnetokenRestApi(RestClient):
self.gateway.on_order(order) self.gateway.on_order(order)
return order.vt_orderid return order.vt_orderid
def on_send_order(self, data, request): def cancel_order(self, req: CancelRequest):
msg = request.response.text """"""
self.gateway.write_log(msg) 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): def on_send_order_failed(self, status_code: str, request: Request):
""" """
Callback when sending order failed on server. 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}" msg = f"委托失败，状态码：{status_code}，信息：{request.response.text}"
self.gateway.write_log(msg) self.gateway.write_log(msg)
#todo
def on_send_order_error( def on_send_order_error(
self, exception_type: type, exception_value: Exception, tb, request: Request self, exception_type: type, exception_value: Exception, tb, request: Request
): ):
@ -264,3 +306,17 @@ class OnetokenRestApi(RestClient):
# Record exception if not ConnectionError # Record exception if not ConnectionError
if not issubclass(exception_type, ConnectionError): if not issubclass(exception_type, ConnectionError):
self.on_error(exception_type, exception_value, tb, request) 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)