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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.coinbase import CoinbaseGateway
from vnpy.gateway.bitstamp import BitstampGateway from vnpy.gateway.bitstamp import BitstampGateway
from vnpy.gateway.gateios import GateiosGateway from vnpy.gateway.gateios import GateiosGateway
from vnpy.gateway.bybit import BybitGateway
from vnpy.app.cta_strategy import CtaStrategyApp from vnpy.app.cta_strategy import CtaStrategyApp
# from vnpy.app.csv_loader import CsvLoaderApp # from vnpy.app.csv_loader import CsvLoaderApp
@ -52,7 +53,7 @@ def main():
main_engine = MainEngine(event_engine) main_engine = MainEngine(event_engine)
# main_engine.add_gateway(BinanceGateway) # main_engine.add_gateway(BinanceGateway)
main_engine.add_gateway(CtpGateway) # main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway) # main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(MiniGateway) # main_engine.add_gateway(MiniGateway)
# main_engine.add_gateway(SoptGateway) # main_engine.add_gateway(SoptGateway)
@ -60,12 +61,12 @@ def main():
# main_engine.add_gateway(FemasGateway) # main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(IbGateway) # main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(FutuGateway) # main_engine.add_gateway(FutuGateway)
main_engine.add_gateway(BitmexGateway) # main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(TigerGateway) # main_engine.add_gateway(TigerGateway)
# main_engine.add_gateway(OesGateway) # main_engine.add_gateway(OesGateway)
# main_engine.add_gateway(OkexGateway) # main_engine.add_gateway(OkexGateway)
# main_engine.add_gateway(HuobiGateway) # main_engine.add_gateway(HuobiGateway)
main_engine.add_gateway(BitfinexGateway) # main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway) # main_engine.add_gateway(OnetokenGateway)
# main_engine.add_gateway(OkexfGateway) # main_engine.add_gateway(OkexfGateway)
# main_engine.add_gateway(HbdmGateway) # main_engine.add_gateway(HbdmGateway)
@ -76,8 +77,9 @@ def main():
# main_engine.add_gateway(OkexsGateway) # main_engine.add_gateway(OkexsGateway)
# main_engine.add_gateway(DaGateway) # main_engine.add_gateway(DaGateway)
# main_engine.add_gateway(CoinbaseGateway) # main_engine.add_gateway(CoinbaseGateway)
main_engine.add_gateway(BitstampGateway) # main_engine.add_gateway(BitstampGateway)
main_engine.add_gateway(GateiosGateway) # main_engine.add_gateway(GateiosGateway)
main_engine.add_gateway(BybitGateway)
main_engine.add_app(CtaStrategyApp) main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp) main_engine.add_app(CtaBacktesterApp)

1116
vnpy/gateway/bybit/bybit_gateway.py
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