Modernize recent changes
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parent
30be00063c
commit
6b85efa3d9
@ -1,5 +1,6 @@
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# encoding: UTF-8
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# encoding: UTF-8
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from __future__ import print_function
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import hashlib
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import hashlib
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import hmac
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import hmac
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import json
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import json
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@ -14,6 +15,8 @@ from copy import copy
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from urllib import urlencode
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from urllib import urlencode
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from threading import Thread
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from threading import Thread
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from six.moves import input
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import requests
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import requests
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import websocket
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import websocket
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@ -138,14 +141,14 @@ class BitmexRestApi(object):
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def onError(self, code, error):
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def onError(self, code, error):
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"""错误回调"""
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"""错误回调"""
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print 'on error'
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print('on error')
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print code, error
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print(code, error)
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def onData(self, data, reqid):
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def onData(self, data, reqid):
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"""通用回调"""
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"""通用回调"""
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print 'on data'
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print('on data')
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print data, reqid
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print(data, reqid)
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########################################################################
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########################################################################
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@ -203,21 +206,21 @@ class BitmexWebsocketApi(object):
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def onConnect(self):
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def onConnect(self):
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"""连接回调"""
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"""连接回调"""
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print 'connected'
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print('connected')
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def onData(self, data):
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def onData(self, data):
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"""数据回调"""
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"""数据回调"""
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print '-' * 30
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print('-' * 30)
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l = data.keys()
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l = data.keys()
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l.sort()
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l.sort()
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for k in l:
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for k in l:
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print k, data[k]
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print(k, data[k])
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def onError(self, msg):
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def onError(self, msg):
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"""错误回调"""
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"""错误回调"""
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print msg
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print(msg)
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def sendReq(self, req):
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def sendReq(self, req):
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@ -267,6 +270,4 @@ if __name__ == '__main__':
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#req = {"op": "subscribe", "args": ['instrument']}
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#req = {"op": "subscribe", "args": ['instrument']}
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#ws.sendReq(req)
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#ws.sendReq(req)
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raw_input()
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input()
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@ -12,6 +12,7 @@ from vnpy.trader.uiQt import QtWidgets
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from .algoTemplate import AlgoTemplate
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from .algoTemplate import AlgoTemplate
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from .uiAlgoWidget import AlgoWidget, QtWidgets
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from .uiAlgoWidget import AlgoWidget, QtWidgets
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from six import text_type
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STATUS_FINISHED = set([STATUS_ALLTRADED, STATUS_CANCELLED, STATUS_REJECTED])
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STATUS_FINISHED = set([STATUS_ALLTRADED, STATUS_CANCELLED, STATUS_REJECTED])
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@ -30,9 +31,9 @@ class DmaAlgo(AlgoTemplate):
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# 参数,强制类型转换,保证从CSV加载的配置正确
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# 参数,强制类型转换,保证从CSV加载的配置正确
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self.vtSymbol = str(setting['vtSymbol']) # 合约代码
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self.vtSymbol = str(setting['vtSymbol']) # 合约代码
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self.direction = unicode(setting['direction']) # 买卖
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self.direction = text_type(setting['direction']) # 买卖
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self.offset = unicode(setting['offset']) # 开平
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self.offset = text_type(setting['offset']) # 开平
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self.priceType = unicode(setting['priceType']) # 价格类型
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self.priceType = text_type(setting['priceType']) # 价格类型
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self.price = float(setting['price']) # 价格
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self.price = float(setting['price']) # 价格
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self.totalVolume = float(setting['totalVolume']) # 数量
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self.totalVolume = float(setting['totalVolume']) # 数量
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@ -178,11 +179,11 @@ class DmaWidget(AlgoWidget):
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setting = OrderedDict()
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setting = OrderedDict()
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setting['templateName'] = DmaAlgo.templateName
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setting['templateName'] = DmaAlgo.templateName
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setting['vtSymbol'] = str(self.lineSymbol.text())
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setting['vtSymbol'] = str(self.lineSymbol.text())
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setting['direction'] = unicode(self.comboDirection.currentText())
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setting['direction'] = text_type(self.comboDirection.currentText())
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setting['price'] = float(self.spinPrice.value())
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setting['price'] = float(self.spinPrice.value())
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setting['totalVolume'] = float(self.spinVolume.value())
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setting['totalVolume'] = float(self.spinVolume.value())
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setting['priceType'] = unicode(self.comboPriceType.currentText())
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setting['priceType'] = text_type(self.comboPriceType.currentText())
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setting['offset'] = unicode(self.comboOffset.currentText())
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setting['offset'] = text_type(self.comboOffset.currentText())
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return setting
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return setting
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@ -10,6 +10,7 @@ from vnpy.trader.uiQt import QtWidgets
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from .algoTemplate import AlgoTemplate
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from .algoTemplate import AlgoTemplate
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from .uiAlgoWidget import AlgoWidget, QtWidgets
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from .uiAlgoWidget import AlgoWidget, QtWidgets
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from six import text_type
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########################################################################
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########################################################################
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@ -25,10 +26,10 @@ class StopAlgo(AlgoTemplate):
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# 参数,强制类型转换,保证从CSV加载的配置正确
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# 参数,强制类型转换,保证从CSV加载的配置正确
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self.vtSymbol = str(setting['vtSymbol']) # 合约代码
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self.vtSymbol = str(setting['vtSymbol']) # 合约代码
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self.direction = unicode(setting['direction']) # 买卖
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self.direction = text_type(setting['direction']) # 买卖
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self.stopPrice = float(setting['stopPrice']) # 触发价格
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self.stopPrice = float(setting['stopPrice']) # 触发价格
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self.totalVolume = float(setting['totalVolume']) # 数量
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self.totalVolume = float(setting['totalVolume']) # 数量
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self.offset = unicode(setting['offset']) # 开平
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self.offset = text_type(setting['offset']) # 开平
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self.priceAdd = float(setting['priceAdd']) # 下单时的超价
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self.priceAdd = float(setting['priceAdd']) # 下单时的超价
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self.vtOrderID = '' # 委托号
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self.vtOrderID = '' # 委托号
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@ -195,10 +196,10 @@ class StopWidget(AlgoWidget):
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setting = OrderedDict()
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setting = OrderedDict()
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setting['templateName'] = StopAlgo.templateName
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setting['templateName'] = StopAlgo.templateName
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setting['vtSymbol'] = str(self.lineSymbol.text())
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setting['vtSymbol'] = str(self.lineSymbol.text())
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setting['direction'] = unicode(self.comboDirection.currentText())
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setting['direction'] = text_type(self.comboDirection.currentText())
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setting['stopPrice'] = float(self.spinPrice.value())
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setting['stopPrice'] = float(self.spinPrice.value())
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setting['totalVolume'] = float(self.spinVolume.value())
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setting['totalVolume'] = float(self.spinVolume.value())
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setting['offset'] = unicode(self.comboOffset.currentText())
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setting['offset'] = text_type(self.comboOffset.currentText())
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setting['priceAdd'] = float(self.spinPriceAdd.value())
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setting['priceAdd'] = float(self.spinPriceAdd.value())
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return setting
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return setting
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@ -3,6 +3,7 @@
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'''
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'''
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vnpy.api.bitmex的gateway接入
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vnpy.api.bitmex的gateway接入
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'''
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'''
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from __future__ import print_function
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import os
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import os
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import json
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import json
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@ -528,9 +529,9 @@ class WebsocketApi(BitmexWebsocketApi):
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def printDict(d):
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def printDict(d):
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""""""
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""""""
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print '-' * 30
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print('-' * 30)
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l = d.keys()
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l = d.keys()
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l.sort()
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l.sort()
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for k in l:
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for k in l:
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print k, d[k]
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print(k, d[k])
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