[Fix]Close #906,Bitfinex接口新增onConnect回调函数

vnpy/api/bitfinex/vnbitfinex.py

@@ -39,11 +39,15 @@ class BitfinexApi(object):
         self.restThread = Thread(target=self.runRest)
         self.restThread.start()
         
+        self.onConnect()
+    
     #----------------------------------------------------------------------
     def reconnect(self):
         """"""
         self.ws = websocket.create_connection(WEBSOCKET_V2_URL)   
         
+        self.onConnect()
+        
     #----------------------------------------------------------------------
     def run(self):
         """"""
@@ -57,6 +61,12 @@ class BitfinexApi(object):
                 self.onError(msg)
                 self.reconnect()
     
+    #----------------------------------------------------------------------
+    def onConnect(self):
+        """"""
+        print 'connected'
+        
+    
     #----------------------------------------------------------------------
     def onData(self, data):
         """"""

vnpy/trader/gateway/bitfinexGateway/bitfinexGateway.py

@@ -182,7 +182,10 @@ class GatewayApi(BitfinexApi):
         self.start()
         self.writeLog(u'交易API启动成功')
         
-        for symbol in symbols:
+    #----------------------------------------------------------------------
+    def onConnect(self):
+        """"""
+        for symbol in self.symbols:
             self.subscribe(symbol, 'ticker')
             self.subscribe(symbol, 'book')
         self.writeLog(u'行情推送订阅成功')