diff --git a/vnpy/api/okexfuture/OkexFutureApi.py b/vnpy/api/okexfuture/OkexFutureApi.py index 905a3258..c5edfa9d 100644 --- a/vnpy/api/okexfuture/OkexFutureApi.py +++ b/vnpy/api/okexfuture/OkexFutureApi.py @@ -75,6 +75,7 @@ class OkexFutureUserInfo(object): #---------------------------------------------------------------------- def __init__(self): + self.easySymbol = None # 'etc', 'btc', 'eth', etc. self.accountRights = None self.keepDeposit = None self.profitReal = None @@ -277,6 +278,14 @@ class OkexFutureRestClient(OkexFutureRestBase): def queryPosition(self, symbol, contractType, onSuccess, onFailed=None, extra=None): # type: (str, OkexFutureContractType, Callable[[OkexFuturePosition, Any], Any], Callable[[int, Any], Any], Any)->Request + """ + :param symbol: OkexFutureSymbol + :param contractType: OkexFutureContractType + :param onSuccess: (pos:OkexFuturePosition, extra: any)->Any + :param onFailed: (errorCode: int, extra: any)->Any + :param extra: + :return: + """ data = { 'symbol': symbol, 'contractType': contractType @@ -361,8 +370,9 @@ class OkexFutureRestClient(OkexFutureRestBase): if success: infos = data['info'] uis = [] - for symbol, info in infos.items(): # type: str, dict + for easySymbol, info in infos.items(): # type: str, dict ui = OkexFutureUserInfo() + ui.easySymbol = easySymbol ui.accountRights = info['account_rights'] ui.keepDeposit = info['keep_deposit'] ui.profitReal = info['profit_real'] @@ -411,7 +421,7 @@ class OkexFutureRestClient(OkexFutureRestBase): code = data['error_code'] extra.onFailed(code, extra.extra) - #---------------------------------------------------------------------- + #--------------------------------------------------------------------- @staticmethod def errorCodeToString(code): assert code in errorCodeMap diff --git a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py index dfb4a97b..4bb6dfd5 100644 --- a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py +++ b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py @@ -25,6 +25,7 @@ _contractTypeMap = { 'NEXTWEEK': OkexFutureContractType.NextWeek, 'QUARTER': OkexFutureContractType.Quarter, } +_contractTypeMapReverse = {v: k for k, v in _contractTypeMap.items()} _remoteSymbols = { OkexFutureSymbol.BTC, @@ -39,7 +40,8 @@ _remoteSymbols = { # values: API接口使用的symbol和contractType字段 _symbolsForUi = {(remoteSymbol.upper() + '_' + upperContractType.upper()): (remoteSymbol, remoteContractType) for remoteSymbol in _remoteSymbols - for upperContractType, remoteContractType in _contractTypeMap.items()} # type: dict[str, [str, str]] + for upperContractType, remoteContractType in + _contractTypeMap.items()} # type: Dict[str, List[str, str]] _symbolsForUiReverse = {v: k for k, v in _symbolsForUi.items()} @@ -57,6 +59,16 @@ def remoteOrderTypeToLocal(orderType): # type: (str)->(str, str) return _orderTypeMapReverse[orderType] +#---------------------------------------------------------------------- +def localContractTypeToRemote(localContractType): + return _contractTypeMap[localContractType] + + +#---------------------------------------------------------------------- +def remoteContractTypeToLocal(remoteContractType): + return _contractTypeMapReverse[remoteContractType] + + #---------------------------------------------------------------------- def localSymbolToRemote(symbol): # type: (str)->(OkexFutureSymbol, OkexFutureContractType) """ @@ -65,6 +77,12 @@ def localSymbolToRemote(symbol): # type: (str)->(OkexFutureSymbol, OkexFutureCo return _symbolsForUi[symbol] +#---------------------------------------------------------------------- +def remoteSymbolToLocal(remoteSymbol, localContractType): + return remoteSymbol.upper() + localContractType + + + ######################################################################## class VnpyGateway(VtGateway): """ @@ -128,7 +146,7 @@ class OkexFutureGateway(VnpyGateway): """OKEX期货交易接口""" #---------------------------------------------------------------------- - def __init__(self, eventEngine, *args, **kwargs): # args, kwargs is needed for compatibility + def __init__(self, eventEngine, *_, **__): # args, kwargs is needed for compatibility """Constructor""" super(OkexFutureGateway, self).__init__(eventEngine) self.apiKey = None # type: str @@ -243,7 +261,7 @@ class OkexFutureGateway(VnpyGateway): def cancelOrder(self, vtCancel): # type: (VtCancelOrderReq)->None """撤单""" myorder = self._getOrderByLocalId(vtCancel.orderID) - symbol, contractType = self._contractTypeFromSymbol(vtCancel.symbol) + symbol, contractType = localSymbolToRemote(vtCancel.symbol) self.api.cancelOrder(symbol=symbol, contractType=contractType, orderId=myorder.remoteId, @@ -254,26 +272,48 @@ class OkexFutureGateway(VnpyGateway): #---------------------------------------------------------------------- def queryOrders(self, symbol, contractType, - status): # type: (str, OkexFutureContractType, OkexFutureOrderStatus)->None - """订单查询""" - self.api.queryOrders(symbol, contractType=contractType, status=status, + status): # type: (str, str, OkexFutureOrderStatus)->None + """ + :param symbol: + :param contractType: 这个参数可以传'THISWEEK', 'NEXTWEEK', 'QUARTER'，也可以传OkexFutureContractType + :param status: OkexFutureOrderStatus + :return: + """ + + if contractType in _contractTypeMap: + localContractType = contractType + remoteContractType = localContractTypeToRemote(localContractType) + else: + remoteContractType = contractType + localContractType = remoteContractTypeToLocal(remoteContractType) + + self.api.queryOrders(symbol=symbol, + contractType=remoteContractType, + status=status, onSuccess=self._onQueryOrders, - extra=contractType) + extra=localContractType) #---------------------------------------------------------------------- def qryAccount(self): + self.api.queryUserInfo(onSuccess=self._onQueryAccount) """查询账户资金""" pass #---------------------------------------------------------------------- def qryPosition(self): """查询持仓""" - self.api.spotUserInfo() + for remoteSymbol in _remoteSymbols: + for localContractType, remoteContractType in _contractTypeMap.items(): + self.api.queryPosition(remoteSymbol, + remoteContractType, + onSuccess=self._onQueryPosition, + extra=localContractType + ) #---------------------------------------------------------------------- def close(self): """关闭""" - self.api.close() + self.api.stop() #---------------------------------------------------------------------- def _onOrderSent(self, remoteId, myorder): #type: (str, _Order)->None @@ -306,7 +346,7 @@ class OkexFutureGateway(VnpyGateway): #---------------------------------------------------------------------- def _onQueryOrders(self, orders, extra): # type: (List[OkexFutureOrder], Any)->None - contractType = extra + localContractType = extra for order in orders: remoteId = order.remoteId @@ -322,7 +362,7 @@ class OkexFutureGateway(VnpyGateway): else: # 本地无此订单的缓存（例如，用其他工具的下单） # 缓存该订单，并推送 - symbol = order.symbol + contractType + symbol = remoteSymbolToLocal(order.symbol, localContractType) direction, offset = remoteOrderTypeToLocal(order.orderType) myorder = self._genereteLocalOrder(symbol, order.price, order.volume, direction) myorder.vtOrder.tradedVolume = order.tradedVolume @@ -335,3 +375,45 @@ class OkexFutureGateway(VnpyGateway): if order.status == OkexFutureOrderStatus.Finished: myorder.vtOrder.status = constant.STATUS_ALLTRADED self._pushOrderAsTraded(myorder.vtOrder) + + #---------------------------------------------------------------------- + def _onQueryAccount(self, infos, extra): # type: (List[OkexFutureUserInfo], Any)->None + for info in infos: + vtAccount = VtAccountData() + vtAccount.accountID = info.easySymbol + vtAccount.vtAccountID = self.gatewayName + '.' + vtAccount.accountID + vtAccount.balance = info.accountRights + vtAccount.margin = info.keepDeposit + vtAccount.closeProfit = info.profitReal + vtAccount.positionProfit = info.profitUnreal + self.onAccount(vtAccount) + + #---------------------------------------------------------------------- + def _onQueryPosition(self, posinfo, extra): # type: (OkexFuturePosition, Any)->None + localContractType = extra + for info in posinfo.holding: + # 先生成多头持仓 + pos = VtPositionData() + pos.gatewayName = self.gatewayName + pos.symbol = remoteSymbolToLocal(pos.symbol, localContractType) + pos.exchange = self.exchange + pos.vtSymbol = '.'.join([pos.symbol, pos.exchange]) + + pos.direction = constant.DIRECTION_NET + pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction]) + pos.position = float(info.buyAmount) + + self.onPosition(pos) + + # 再生存空头持仓 + pos = VtPositionData() + pos.gatewayName = self.gatewayName + pos.symbol = remoteSymbolToLocal(pos.symbol, localContractType) + pos.exchange = self.exchange + pos.vtSymbol = '.'.join([pos.symbol, pos.exchange]) + + pos.direction = constant.DIRECTION_SHORT + pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction]) + pos.position = float(info.sellAmount) + + self.onPosition(pos)