[Add] OkexFutureGateway:增加持仓查询接口
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nanoric
parent
e51e03f910
commit
7cf5825bbe
@ -75,6 +75,7 @@ class OkexFutureUserInfo(object):
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#----------------------------------------------------------------------
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def __init__(self):
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self.easySymbol = None # 'etc', 'btc', 'eth', etc.
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self.accountRights = None
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self.keepDeposit = None
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self.profitReal = None
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@ -277,6 +278,14 @@ class OkexFutureRestClient(OkexFutureRestBase):
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def queryPosition(self, symbol, contractType,
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onSuccess, onFailed=None,
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extra=None): # type: (str, OkexFutureContractType, Callable[[OkexFuturePosition, Any], Any], Callable[[int, Any], Any], Any)->Request
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"""
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:param symbol: OkexFutureSymbol
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:param contractType: OkexFutureContractType
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:param onSuccess: (pos:OkexFuturePosition, extra: any)->Any
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:param onFailed: (errorCode: int, extra: any)->Any
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:param extra:
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:return:
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"""
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data = {
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'symbol': symbol,
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'contractType': contractType
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@ -361,8 +370,9 @@ class OkexFutureRestClient(OkexFutureRestBase):
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if success:
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infos = data['info']
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uis = []
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for symbol, info in infos.items(): # type: str, dict
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for easySymbol, info in infos.items(): # type: str, dict
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ui = OkexFutureUserInfo()
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ui.easySymbol = easySymbol
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ui.accountRights = info['account_rights']
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ui.keepDeposit = info['keep_deposit']
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ui.profitReal = info['profit_real']
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@ -411,7 +421,7 @@ class OkexFutureRestClient(OkexFutureRestBase):
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code = data['error_code']
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extra.onFailed(code, extra.extra)
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#----------------------------------------------------------------------
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#---------------------------------------------------------------------
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@staticmethod
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def errorCodeToString(code):
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assert code in errorCodeMap
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@ -25,6 +25,7 @@ _contractTypeMap = {
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'NEXTWEEK': OkexFutureContractType.NextWeek,
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'QUARTER': OkexFutureContractType.Quarter,
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}
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_contractTypeMapReverse = {v: k for k, v in _contractTypeMap.items()}
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_remoteSymbols = {
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OkexFutureSymbol.BTC,
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@ -39,7 +40,8 @@ _remoteSymbols = {
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# values: API接口使用的symbol和contractType字段
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_symbolsForUi = {(remoteSymbol.upper() + '_' + upperContractType.upper()): (remoteSymbol, remoteContractType)
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for remoteSymbol in _remoteSymbols
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for upperContractType, remoteContractType in _contractTypeMap.items()} # type: dict[str, [str, str]]
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for upperContractType, remoteContractType in
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_contractTypeMap.items()} # type: Dict[str, List[str, str]]
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_symbolsForUiReverse = {v: k for k, v in _symbolsForUi.items()}
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@ -57,6 +59,16 @@ def remoteOrderTypeToLocal(orderType): # type: (str)->(str, str)
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return _orderTypeMapReverse[orderType]
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#----------------------------------------------------------------------
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def localContractTypeToRemote(localContractType):
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return _contractTypeMap[localContractType]
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#----------------------------------------------------------------------
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def remoteContractTypeToLocal(remoteContractType):
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return _contractTypeMapReverse[remoteContractType]
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#----------------------------------------------------------------------
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def localSymbolToRemote(symbol): # type: (str)->(OkexFutureSymbol, OkexFutureContractType)
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"""
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@ -65,6 +77,12 @@ def localSymbolToRemote(symbol): # type: (str)->(OkexFutureSymbol, OkexFutureCo
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return _symbolsForUi[symbol]
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#----------------------------------------------------------------------
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def remoteSymbolToLocal(remoteSymbol, localContractType):
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return remoteSymbol.upper() + localContractType
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########################################################################
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class VnpyGateway(VtGateway):
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"""
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@ -128,7 +146,7 @@ class OkexFutureGateway(VnpyGateway):
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"""OKEX期货交易接口"""
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#----------------------------------------------------------------------
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def __init__(self, eventEngine, *args, **kwargs): # args, kwargs is needed for compatibility
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def __init__(self, eventEngine, *_, **__): # args, kwargs is needed for compatibility
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"""Constructor"""
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super(OkexFutureGateway, self).__init__(eventEngine)
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self.apiKey = None # type: str
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@ -243,7 +261,7 @@ class OkexFutureGateway(VnpyGateway):
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def cancelOrder(self, vtCancel): # type: (VtCancelOrderReq)->None
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"""撤单"""
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myorder = self._getOrderByLocalId(vtCancel.orderID)
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symbol, contractType = self._contractTypeFromSymbol(vtCancel.symbol)
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symbol, contractType = localSymbolToRemote(vtCancel.symbol)
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self.api.cancelOrder(symbol=symbol,
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contractType=contractType,
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orderId=myorder.remoteId,
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@ -254,26 +272,48 @@ class OkexFutureGateway(VnpyGateway):
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#----------------------------------------------------------------------
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def queryOrders(self, symbol, contractType,
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status): # type: (str, OkexFutureContractType, OkexFutureOrderStatus)->None
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"""订单查询"""
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self.api.queryOrders(symbol, contractType=contractType, status=status,
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status): # type: (str, str, OkexFutureOrderStatus)->None
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"""
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:param symbol:
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:param contractType: 这个参数可以传'THISWEEK', 'NEXTWEEK', 'QUARTER'，也可以传OkexFutureContractType
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:param status: OkexFutureOrderStatus
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:return:
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"""
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if contractType in _contractTypeMap:
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localContractType = contractType
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remoteContractType = localContractTypeToRemote(localContractType)
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else:
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remoteContractType = contractType
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localContractType = remoteContractTypeToLocal(remoteContractType)
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self.api.queryOrders(symbol=symbol,
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contractType=remoteContractType,
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status=status,
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onSuccess=self._onQueryOrders,
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extra=contractType)
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extra=localContractType)
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#----------------------------------------------------------------------
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def qryAccount(self):
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self.api.queryUserInfo(onSuccess=self._onQueryAccount)
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"""查询账户资金"""
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pass
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#----------------------------------------------------------------------
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def qryPosition(self):
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"""查询持仓"""
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self.api.spotUserInfo()
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for remoteSymbol in _remoteSymbols:
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for localContractType, remoteContractType in _contractTypeMap.items():
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self.api.queryPosition(remoteSymbol,
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remoteContractType,
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onSuccess=self._onQueryPosition,
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extra=localContractType
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)
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#----------------------------------------------------------------------
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def close(self):
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"""关闭"""
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self.api.close()
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self.api.stop()
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#----------------------------------------------------------------------
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def _onOrderSent(self, remoteId, myorder): #type: (str, _Order)->None
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@ -306,7 +346,7 @@ class OkexFutureGateway(VnpyGateway):
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#----------------------------------------------------------------------
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def _onQueryOrders(self, orders, extra): # type: (List[OkexFutureOrder], Any)->None
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contractType = extra
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localContractType = extra
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for order in orders:
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remoteId = order.remoteId
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@ -322,7 +362,7 @@ class OkexFutureGateway(VnpyGateway):
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else:
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# 本地无此订单的缓存（例如，用其他工具的下单）
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# 缓存该订单，并推送
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symbol = order.symbol + contractType
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symbol = remoteSymbolToLocal(order.symbol, localContractType)
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direction, offset = remoteOrderTypeToLocal(order.orderType)
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myorder = self._genereteLocalOrder(symbol, order.price, order.volume, direction)
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myorder.vtOrder.tradedVolume = order.tradedVolume
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@ -335,3 +375,45 @@ class OkexFutureGateway(VnpyGateway):
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if order.status == OkexFutureOrderStatus.Finished:
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myorder.vtOrder.status = constant.STATUS_ALLTRADED
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self._pushOrderAsTraded(myorder.vtOrder)
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#----------------------------------------------------------------------
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def _onQueryAccount(self, infos, extra): # type: (List[OkexFutureUserInfo], Any)->None
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for info in infos:
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vtAccount = VtAccountData()
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vtAccount.accountID = info.easySymbol
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vtAccount.vtAccountID = self.gatewayName + '.' + vtAccount.accountID
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vtAccount.balance = info.accountRights
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vtAccount.margin = info.keepDeposit
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vtAccount.closeProfit = info.profitReal
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vtAccount.positionProfit = info.profitUnreal
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self.onAccount(vtAccount)
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#----------------------------------------------------------------------
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def _onQueryPosition(self, posinfo, extra): # type: (OkexFuturePosition, Any)->None
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localContractType = extra
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for info in posinfo.holding:
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# 先生成多头持仓
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pos = VtPositionData()
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pos.gatewayName = self.gatewayName
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pos.symbol = remoteSymbolToLocal(pos.symbol, localContractType)
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pos.exchange = self.exchange
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pos.vtSymbol = '.'.join([pos.symbol, pos.exchange])
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pos.direction = constant.DIRECTION_NET
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pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])
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pos.position = float(info.buyAmount)
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self.onPosition(pos)
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# 再生存空头持仓
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pos = VtPositionData()
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pos.gatewayName = self.gatewayName
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pos.symbol = remoteSymbolToLocal(pos.symbol, localContractType)
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pos.exchange = self.exchange
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pos.vtSymbol = '.'.join([pos.symbol, pos.exchange])
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pos.direction = constant.DIRECTION_SHORT
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pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])
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pos.position = float(info.sellAmount)
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self.onPosition(pos)
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