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[Mod] simplify market data process

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vn.py 2019-10-21 11:01:50 +08:00
parent 3c24365ae6
commit 7a2007ddbd
2 changed files with 379 additions and 787 deletions
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12
examples/vn_trader/run.py
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@ -31,6 +31,7 @@ from vnpy.gateway.da import DaGateway
from vnpy.gateway.coinbase import CoinbaseGateway
from vnpy.gateway.bitstamp import BitstampGateway
from vnpy.gateway.gateios import GateiosGateway
from vnpy.gateway.bybit import BybitGateway
from vnpy.app.cta_strategy import CtaStrategyApp
# from vnpy.app.csv_loader import CsvLoaderApp
@ -52,7 +53,7 @@ def main():
main_engine = MainEngine(event_engine)
# main_engine.add_gateway(BinanceGateway)
main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(MiniGateway)
# main_engine.add_gateway(SoptGateway)
@ -60,12 +61,12 @@ def main():
# main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(FutuGateway)
main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(TigerGateway)
# main_engine.add_gateway(OesGateway)
# main_engine.add_gateway(OkexGateway)
# main_engine.add_gateway(HuobiGateway)
main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway)
# main_engine.add_gateway(OkexfGateway)
# main_engine.add_gateway(HbdmGateway)
@ -76,8 +77,9 @@ def main():
# main_engine.add_gateway(OkexsGateway)
# main_engine.add_gateway(DaGateway)
# main_engine.add_gateway(CoinbaseGateway)
main_engine.add_gateway(BitstampGateway)
main_engine.add_gateway(GateiosGateway)
# main_engine.add_gateway(BitstampGateway)
# main_engine.add_gateway(GateiosGateway)
main_engine.add_gateway(BybitGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)

1154
vnpy/gateway/bybit/bybit_gateway.py
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