update: OnetokenRestApi
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Archer
parent
3da8d4426c
commit
64e314a547
@ -53,8 +53,9 @@ class OnetokenGateway(BaseGateway):
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default_setting = {
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"OT Key": "",
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"OT Secret": "",
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"交易所": "",
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"账户": "",
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"会话数": 3,
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"服务器": ["REAL", "TESTNET"],
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"代理地址": "127.0.0.1",
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"代理端口": 1080,
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}
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@ -69,12 +70,13 @@ class OnetokenGateway(BaseGateway):
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""""""
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key = setting["OT Key"]
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secret = setting["OT Secret"]
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session_number = setting["会话数"] # todo
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server = setting["服务器"]
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session_number = setting["会话数"]
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exchange = setting["交易所"].lower()
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account = setting["账户"]
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proxy_host = setting["代理地址"]
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proxy_port = setting["代理端口"]
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self.rest_api.connect(key, secret, session_number,
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server, proxy_host, proxy_port)
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exchange, account, proxy_host, proxy_port)
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def subscribe(self, req: SubscribeRequest):
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""""""
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@ -87,12 +89,11 @@ class OnetokenGateway(BaseGateway):
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def cancel_order(self, req: CancelRequest):
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""""""
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pass
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# self.rest_api.cancel_order(req)
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self.rest_api.cancel_order(req)
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def query_account(self):
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""""""
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self.rest_api.get_account()
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pass
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def query_position(self):
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""""""
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@ -117,38 +118,38 @@ class OnetokenRestApi(RestClient):
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self.key = ""
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self.secret = ""
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self.exchange = ""
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self.order_count = 1_000_000
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self.order_count_lock = Lock()
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self.connect_time = 0
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self.account = "okex/mock-archer" # todo
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self.account = ""
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def sign(self, request):
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"""
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Generate 1Token signature.
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"""
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timeout = 15
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method = request.method
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endpoint = request.path
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parsed_url = urlparse(endpoint)
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path = parsed_url.path
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nonce = str(int(time.time() * 1000000))
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nonce = str(int(time.time() * 1e6))
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data = request.data
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json_str = json.dumps(data) if data else ''
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json_str = data if data else ''
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message = method + path + nonce + json_str
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signature = hmac.new(bytes(self.secret, 'utf8'), bytes(message, 'utf8'), digestmod=hashlib.sha256).hexdigest()
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print('message:>>>', message)
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print('signature:>>>>>', signature)
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headers = {'Api-Nonce': nonce,
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'Api-Key': self.key,
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'Api-Signature': signature,
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'Content-Type': 'application/json'}
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request.headers = headers
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return request
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def connect(
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@ -156,7 +157,8 @@ class OnetokenRestApi(RestClient):
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key: str,
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secret: str,
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session_number: int,
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server: str,
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exchange: str,
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account: str,
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proxy_host: str,
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proxy_port: int,
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):
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@ -165,6 +167,8 @@ class OnetokenRestApi(RestClient):
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"""
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self.key = key
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self.secret = secret
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self.exchange = exchange
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self.account = account
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self.connect_time = (
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int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
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@ -183,18 +187,19 @@ class OnetokenRestApi(RestClient):
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self.order_count += 1
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return self.order_count
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def query_account(self):
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def query_account(self): # get balance and positions at the same time
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""""""
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self.add_request(
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"GET",
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"/{}/info".format(self.account),
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"/{}/{}/info".format(self.exchange, self.account),
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callback=self.on_query_account
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)
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def on_query_account(self, data, request):
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""""""
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print('on response>>>>>>>>>>>>>>>>>>>>', data, request)
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"""This is for WS Example"""
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for account_data in data["position"]:
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_type = account_data['type']
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if 'spot' in _type: #统计balance
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account = AccountData(
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accountid=account_data["contract"],
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balance=float(account_data["total_amount"]),
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@ -202,30 +207,54 @@ class OnetokenRestApi(RestClient):
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gateway_name=self.gateway_name
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)
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self.gateway.on_account(account)
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elif _type == 'future': #期货合约
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long_position = PositionData(
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symbol=account_data["contract"],
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exchange=Exchange.OKEX, # todo add Exchange
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direction=Direction.LONG,
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volume=account_data['total_amount_long'],
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frozen=account_data['total_amount_long'] - account_data['available_long'],
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gateway_name=self.gateway_name,
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# yd_volume=?
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)
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short_position = PositionData(
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symbol=account_data["contract"],
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exchange=Exchange.OKEX, # todo add Exchange
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direction=Direction.SHORT,
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volume=account_data['total_amount_short'],
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frozen=account_data['total_amount_short'] - account_data['available_short'],
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gateway_name=self.gateway_name,
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# yd_volume=?
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)
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self.gateway.on_position(long_position)
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self.gateway.on_position(short_position)
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self.gateway.write_log("账户资金查询成功")
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self.gateway.write_log("账户持仓查询成功")
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def send_order(self, req: OrderRequest):
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""""""
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orderid = str(self.connect_time + self._new_order_id())
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data = {
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'contract': req.symbol,
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'price': int(req.price),
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'contract': self.exchange + '/' + req.symbol,
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'price': float(req.price),
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"bs": DIRECTION_VT2ONETOKEN[req.direction],
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'amount': int(req.volume)
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'amount': float(req.volume),
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'client_oid': orderid
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}
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if req.offset == Offset.CLOSE:
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data['options'] = {'close': True}
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data = json.dumps(data)
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order = req.create_order_data(orderid, self.gateway_name)
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self.add_request(
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method="POST",
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path="/{}/orders".format(self.account),
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path="/{}/{}/orders".format(self.exchange, self.account),
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callback=self.on_send_order,
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data=data,
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params={},
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extra=order,
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on_failed=self.on_send_order_failed,
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on_error=self.on_send_order_error
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@ -234,11 +263,25 @@ class OnetokenRestApi(RestClient):
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self.gateway.on_order(order)
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return order.vt_orderid
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def on_send_order(self, data, request):
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msg = request.response.text
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self.gateway.write_log(msg)
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def cancel_order(self, req: CancelRequest):
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""""""
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params = {
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'client_oid': req.orderid
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}
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self.add_request(
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method="DELETE",
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path="/{}/{}/orders".format(self.exchange, self.account),
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callback=self.on_cancel_order,
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params=params,
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on_error=self.on_cancel_order_error,
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extra=req
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)
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def on_send_order(self, data, request):
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"""Websocket will push a new order status"""
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pass
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#todo
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def on_send_order_failed(self, status_code: str, request: Request):
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"""
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Callback when sending order failed on server.
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@ -250,7 +293,6 @@ class OnetokenRestApi(RestClient):
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msg = f"委托失败，状态码：{status_code}，信息：{request.response.text}"
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self.gateway.write_log(msg)
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#todo
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def on_send_order_error(
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self, exception_type: type, exception_value: Exception, tb, request: Request
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):
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@ -264,3 +306,17 @@ class OnetokenRestApi(RestClient):
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# Record exception if not ConnectionError
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if not issubclass(exception_type, ConnectionError):
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self.on_error(exception_type, exception_value, tb, request)
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def on_cancel_order(self, data, request):
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"""Websocket will push a new order status"""
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pass
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def on_cancel_order_error(
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self, exception_type: type, exception_value: Exception, tb, request: Request
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):
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"""
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Callback when cancelling order failed on server.
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"""
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# Record exception if not ConnectionError
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if not issubclass(exception_type, ConnectionError):
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self.on_error(exception_type, exception_value, tb, request)
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