diff --git a/vnpy/trader/gateway/okexGateway/okexGateway.py b/vnpy/trader/gateway/okexGateway/okexGateway.py index d7d974c6..0c87d439 100644 --- a/vnpy/trader/gateway/okexGateway/okexGateway.py +++ b/vnpy/trader/gateway/okexGateway/okexGateway.py @@ -1,10 +1,10 @@ # encoding: UTF-8 ''' -vn.okex的gateway接入 +vnpy.api.okex的gateway接入 注意： -1. 前仅支持USD 现货交易，以及usd的期货交易 +1. 目前仅支持USD现货交易 ''' import os @@ -17,7 +17,7 @@ from Queue import Queue from threading import Thread from time import sleep -from vnpy.api.okex import OKEX_Sub_Spot_Api , OKEX_Contract_Api , okex_all_symbol_pairs , okex_all_contract_symbol , okex_all_symbol_type +from vnpy.api.okex import OkexSpotApi, CONTRACT_SYMBOL, SPOT_CURRENCY from vnpy.trader.vtGateway import * from vnpy.trader.vtFunction import getJsonPath @@ -40,13 +40,15 @@ statusMap[4] = STATUS_UNKNOWN ######################################################################## -class okexGateway(VtGateway): +class OkexGateway(VtGateway): + """OKEX交易接口""" + #---------------------------------------------------------------------- def __init__(self, eventEngine, gatewayName='OKEX'): """Constructor""" - super(okexGateway, self).__init__(eventEngine, gatewayName) + super(OkexGateway, self).__init__(eventEngine, gatewayName) - self.api_spot = Api_Spot(self) + self.api_spot = SpotApi(self) # self.api_contract = Api_contract(self) self.leverage = 0 @@ -85,9 +87,8 @@ class okexGateway(VtGateway): # 初始化接口 self.leverage = leverage - self.api_spot.active = True - self.api_spot.connect_Subpot( apiKey, secretKey, trace) + self.api_spot.connect(apiKey, secretKey, trace) log = VtLogData() log.gatewayName = self.gatewayName @@ -107,6 +108,7 @@ class okexGateway(VtGateway): def sendOrder(self, orderReq): """发单""" return self.api_spot.spotSendOrder(orderReq) + #---------------------------------------------------------------------- def cancelOrder(self, cancelOrderReq): """撤单""" @@ -116,6 +118,7 @@ class okexGateway(VtGateway): def qryAccount(self): """查询账户资金""" self.api_spot.spotUserInfo() + #---------------------------------------------------------------------- def qryOrderInfo(self): self.api_spot.spotAllOrders() @@ -136,7 +139,7 @@ class okexGateway(VtGateway): """初始化连续查询""" if self.qryEnabled: # 需要循环的查询函数列表 - #self.qryFunctionList = [self.qryAccount , self.qryOrderInfo] + #self.qryFunctionList = [self.qryAccount, self.qryOrderInfo] self.qryFunctionList = [ self.qryOrderInfo] #self.qryFunctionList = [] @@ -176,19 +179,17 @@ class okexGateway(VtGateway): ######################################################################## -class Api_Spot(OKEX_Sub_Spot_Api): +class SpotApi(OkexSpotApi): """okex的API实现""" #---------------------------------------------------------------------- def __init__(self, gateway): """Constructor""" - super(Api_Spot, self).__init__() + super(SpotApi, self).__init__() self.gateway = gateway # gateway对象 self.gatewayName = gateway.gatewayName # gateway对象名称 - - - self.active = False # 若为True则会在断线后自动重连 + self.active = False # 若为True则会在断线后自动重连 self.cbDict = {} self.tickDict = {} @@ -292,9 +293,9 @@ class Api_Spot(OKEX_Sub_Spot_Api): if symbol_pair not in self.registerSymbolPairArray: self.registerSymbolPairArray.add(symbol_pair) - self.subscribeSingleSymbol( symbol_pair) + self.subscribeSingleSymbol(symbol_pair) - self.spotOrderInfo(symbol_pair , '-1') + self.spotOrderInfo(symbol_pair, '-1') #---------------------------------------------------------------------- def subscribeSingleSymbol(self, symbol): @@ -308,13 +309,13 @@ class Api_Spot(OKEX_Sub_Spot_Api): print spotAllOrders for symbol in registerSymbolPairArray: if symbol in okex_all_symbol_pairs: - self.spotOrderInfo(symbol , '-1') + self.spotOrderInfo(symbol, '-1') for orderId in self.orderIdDict.keys(): - order = self.orderDict.get(orderId , None) + order = self.orderDict.get(orderId, None) if order != None: symbol_pair = (order.symbol.split('.'))[0] - self.spotOrderInfo(symbol_pair , orderId) + self.spotOrderInfo(symbol_pair, orderId) #---------------------------------------------------------------------- def onOpen(self, ws): @@ -445,11 +446,11 @@ class Api_Spot(OKEX_Sub_Spot_Api): tick.volume = float(rawData['vol'].replace(',', '')) # tick.date, tick.time = self.generateDateTime(rawData['timestamp']) - # print "ticker", tick.date , tick.time + # print "ticker", tick.date, tick.time # newtick = copy(tick) # self.gateway.onTick(newtick) except Exception,ex: - print "Error in onTicker " , channel + print "Error in onTicker ", channel #---------------------------------------------------------------------- def onDepth(self, data): @@ -492,7 +493,7 @@ class Api_Spot(OKEX_Sub_Spot_Api): tick.askPrice5, tick.askVolume5 = rawData['asks'][-5] tick.date, tick.time = self.generateDateTime(rawData['timestamp']) - # print "Depth", tick.date , tick.time + # print "Depth", tick.date, tick.time newtick = copy(tick) self.gateway.onTick(newtick) @@ -572,7 +573,7 @@ etc': u'0', u'act': u'0', u'eth': u'0', u'ltc': u'0', u'bcs': u'0'}, u'free': {u # 持仓信息 #for symbol in ['btc', 'ltc','eth', self.currency]: - for symbol in okex_all_symbol_type: + for symbol in : if symbol in funds['free']: pos = VtPositionData() pos.gatewayName = self.gatewayName @@ -608,7 +609,7 @@ etc': u'0', u'act': u'0', u'eth': u'0', u'ltc': u'0', u'bcs': u'0'}, u'free': {u # 持仓信息 #for symbol in ['btc', 'ltc','eth', self.currency]: - for symbol in okex_all_symbol_type: + for symbol in SPOT_CURRENCY: if symbol in info['free']: pos = VtPositionData() pos.gatewayName = self.gatewayName @@ -664,19 +665,19 @@ nel': u'ok_sub_spot_etc_usdt_order'} # 本地和系统委托号 orderId = str(rawData['orderId']) - # 这时候出现None , 情况是 已经发出了单子，但是系统这里还没建立 索引 + # 这时候出现None, 情况是 已经发出了单子，但是系统这里还没建立 索引 # 先这样返回试一下 # 因为 发完单，订单变化是先推送的。。导致不清楚他的localID # 现在的处理方式是， 先缓存这里的信息，等到出现了 localID，再来处理这一段 - localNo = self.orderIdDict.get(orderId , None) + localNo = self.orderIdDict.get(orderId, None) if localNo == None: - arr = self.cache_some_order.get(orderId , None) + arr = self.cache_some_order.get(orderId, None) if arr == None: arr = [] - arr.append( data) + arr.append(data) self.cache_some_order[orderId] = arr else: - arr.append( data) + arr.append(data) return # 委托信息 @@ -684,7 +685,7 @@ nel': u'ok_sub_spot_etc_usdt_order'} order = VtOrderData() order.gatewayName = self.gatewayName - order.symbol = '.'.join([rawData['symbol'] , EXCHANGE_OKEX]) + order.symbol = '.'.join([rawData['symbol'], EXCHANGE_OKEX]) #order.symbol = spotSymbolMap[rawData['symbol']] order.vtSymbol = order.symbol @@ -705,7 +706,7 @@ nel': u'ok_sub_spot_etc_usdt_order'} self.gateway.onOrder(copy(order)) - bef_volume = self.recordOrderId_BefVolume.get( orderId , 0.0 ) + bef_volume = self.recordOrderId_BefVolume.get(orderId, 0.0 ) now_volume = float(rawData['completedTradeAmount']) - bef_volume if now_volume > 0.000001: @@ -800,7 +801,7 @@ nel': u'ok_sub_spot_etc_usdt_order'} order.gatewayName = self.gatewayName #order.symbol = spotSymbolMap[d['symbol']] - order.symbol = '.'.join([d["symbol"] , EXCHANGE_OKEX]) + order.symbol = '.'.join([d["symbol"], EXCHANGE_OKEX]) order.vtSymbol = order.symbol order.orderID = localNo @@ -843,7 +844,7 @@ nel': u'ok_sub_spot_etc_usdt_order'} # 符合先发现回的规律，因此这里通过queue获取之前发送的 # 本地委托号，并把它和推送的系统委托号进行映射 - # localNo = self.orderIdDict.get(orderId , None) + # localNo = self.orderIdDict.get(orderId, None) # if localNo == None: localNo = self.localNoQueue.get_nowait() @@ -851,7 +852,7 @@ nel': u'ok_sub_spot_etc_usdt_order'} self.localNoDict[localNo] = orderId self.orderIdDict[orderId] = localNo - # print orderId , self.cache_some_order + # print orderId, self.cache_some_order if orderId in self.cache_some_order.keys(): arr = self.cache_some_order[orderId] for d in arr: @@ -899,7 +900,7 @@ nel': u'ok_sub_spot_etc_usdt_order'} order = VtOrderData() order.gatewayName = self.gatewayName - order.symbol = '.'.join([rawData['symbol'] , EXCHANGE_OKEX]) + order.symbol = '.'.join([rawData['symbol'], EXCHANGE_OKEX]) order.vtSymbol = order.symbol order.orderID = localNo