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增加vn.trader的链行接口

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This commit is contained in:
chenxy123 2017-02-25 02:05:06 +08:00
parent 926d093924
commit 8b253d0f0b
10 changed files with 858 additions and 6 deletions
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4
vn.huobi/vnhuobi.py
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@ -185,7 +185,9 @@ class TradeApi(object):
def exit(self):
"""退出"""
self.active = False
self.reqThread.join()
if self.reqThread.isAlive():
self.reqThread.join()
#----------------------------------------------------------------------
def getAccountInfo(self, market='cny'):

6
vn.lhang/test.py
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@ -6,13 +6,13 @@ from vnlhang import LhangApi
if __name__ == '__main__':
apiKey = '259ad3a4-3e19-489e-935d-71b43ad65be8'
secretKey = '9A4D9094315681F62FB4C7FB6494FBD2'
apiKey = ''
secretKey = ''
# 创建API对象并初始化
api = LhangApi()
api.DEBUG = True
api.init(apiKey, secretKey)
api.init(apiKey, secretKey, 2)
# 查询行情
api.getTicker('btc_cny')

4
vn.trader/huobiGateway/vnhuobi.py
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@ -185,7 +185,9 @@ class TradeApi(object):
def exit(self):
"""退出"""
self.active = False
self.reqThread.join()
if self.reqThread.isAlive():
self.reqThread.join()
#----------------------------------------------------------------------
def getAccountInfo(self, market='cny'):

6
vn.trader/lhangGateway/LHANG_connect.json Normal file
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@ -0,0 +1,6 @@
{
"apiKey": "请在链行官网申请",
"secretKey": "请在链行官网申请",
"interval": 1,
"debug": false
}

0
vn.trader/lhangGateway/__init__.py Normal file
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528
vn.trader/lhangGateway/lhangGateway.py Normal file
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@ -0,0 +1,528 @@
# encoding: UTF-8
'''
vn.lhang的gateway接入
'''
import os
import json
from datetime import datetime
from time import sleep
import vnlhang
from vtGateway import *
SYMBOL_BTCCNY = 'BTCCNY'
SYMBOL_ZECCNY = 'ZECCNY'
SYMBOL_MAP = {}
SYMBOL_MAP['btc_cny'] = SYMBOL_BTCCNY
SYMBOL_MAP['zec_cny'] = SYMBOL_ZECCNY
SYMBOL_MAP_REVERSE = {v: k for k, v in SYMBOL_MAP.items()}
DIRECTION_MAP = {}
DIRECTION_MAP['buy'] = DIRECTION_LONG
DIRECTION_MAP['sell'] = DIRECTION_SHORT
STATUS_MAP = {}
STATUS_MAP[0] = STATUS_NOTTRADED
STATUS_MAP[1] = STATUS_PARTTRADED
STATUS_MAP[2] = STATUS_ALLTRADED
STATUS_MAP[4] = STATUS_UNKNOWN
STATUS_MAP[-1] = STATUS_CANCELLED
########################################################################
class LhangGateway(VtGateway):
"""链行接口"""
#----------------------------------------------------------------------
def __init__(self, eventEngine, gatewayName='LHANG'):
"""Constructor"""
super(LhangGateway, self).__init__(eventEngine, gatewayName)
self.api = LhangApi(self)
#----------------------------------------------------------------------
def connect(self):
"""连接"""
# 载入json文件
fileName = self.gatewayName + '_connect.json'
path = os.path.abspath(os.path.dirname(__file__))
fileName = os.path.join(path, fileName)
try:
f = file(fileName)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = u'读取连接配置出错，请检查'
self.onLog(log)
return
# 解析json文件
setting = json.load(f)
try:
accessKey = str(setting['apiKey'])
secretKey = str(setting['secretKey'])
interval = setting['interval']
debug = setting['debug']
except KeyError:
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = u'连接配置缺少字段，请检查'
self.onLog(log)
return
# 初始化接口
self.api.connect(accessKey, secretKey, interval, debug)
self.writeLog(u'接口初始化成功')
# 启动查询
self.initQuery()
self.startQuery()
#----------------------------------------------------------------------
def writeLog(self, content):
"""发出日志"""
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = content
self.onLog(log)
#----------------------------------------------------------------------
def subscribe(self, subscribeReq):
"""订阅行情，自动订阅全部行情，无需实现"""
pass
#----------------------------------------------------------------------
def sendOrder(self, orderReq):
"""发单"""
self.api.sendOrder(orderReq)
#----------------------------------------------------------------------
def cancelOrder(self, cancelOrderReq):
"""撤单"""
self.api.cancel(cancelOrderReq)
#----------------------------------------------------------------------
def qryAccount(self):
"""查询账户资金"""
pass
#----------------------------------------------------------------------
def qryPosition(self):
"""查询持仓"""
pass
#----------------------------------------------------------------------
def close(self):
"""关闭"""
self.api.exit()
#----------------------------------------------------------------------
def initQuery(self):
"""初始化连续查询"""
if self.qryEnabled:
self.qryFunctionList = [self.api.queryPrice,
self.api.queryWorkingOrders,
self.api.queryAccount]
self.startQuery()
#----------------------------------------------------------------------
def query(self, event):
"""注册到事件处理引擎上的查询函数"""
for function in self.qryFunctionList:
function()
#----------------------------------------------------------------------
def startQuery(self):
"""启动连续查询"""
self.eventEngine.register(EVENT_TIMER, self.query)
#----------------------------------------------------------------------
def setQryEnabled(self, qryEnabled):
"""设置是否要启动循环查询"""
self.qryEnabled = qryEnabled
########################################################################
class LhangApi(vnlhang.LhangApi):
""""""
#----------------------------------------------------------------------
def __init__(self, gateway):
"""Constructor"""
super(LhangApi, self).__init__()
self.gateway = gateway
self.gatewayName = gateway.gatewayName
self.interval = 1
self.localID = 0 # 本地委托号
self.localSystemDict = {} # key:localID, value:systemID
self.systemLocalDict = {} # key:systemID, value:localID
self.workingOrderDict = {} # key:localID, value:order
self.reqLocalDict = {} # key:reqID, value:localID
self.cancelDict = {} # key:localID, value:cancelOrderReq
self.tradeID = 0
self.tickDict = {} # key:symbol, value:tick
#----------------------------------------------------------------------
def onError(self, error, req, reqID):
"""错误推送"""
err = VtErrorData()
err.gatewayName = self.gatewayName
err.errorMsg = str(error)
err.errorTime = datetime.now().strftime('%H:%M:%S')
self.gateway.onError(err)
#----------------------------------------------------------------------
def onGetTicker(self, data, req, reqID):
"""查询行情回调"""
ticker = data['ticker']
params = req['params']
symbol = SYMBOL_MAP[params['symbol']]
if symbol not in self.tickDict:
tick = VtTickData()
tick.gatewayName = self.gatewayName
tick.symbol = symbol
tick.exchange = EXCHANGE_LHANG
tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
self.tickDict[symbol] = tick
else:
tick = self.tickDict[symbol]
tick.highPrice = float(ticker['high'])
tick.lowPrice = float(ticker['low'])
tick.lastPrice = float(ticker['latest'])
tick.openPrice = tick.lastPrice - float(ticker['change'])
tick.volume = ticker['vol']
# ----------------------------------------------------------------------
def onGetDepth(self, data, req, reqID):
"""查询深度回调"""
params = req['params']
symbol = SYMBOL_MAP[params['symbol']]
if symbol not in self.tickDict:
tick = VtTickData()
tick.gatewayName = self.gatewayName
tick.symbol = symbol
tick.exchange = EXCHANGE_LHANG
tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
self.tickDict[symbol] = tick
else:
tick = self.tickDict[symbol]
tick.bidPrice1, tick.bidVolume1 = data['bids'][0]
tick.bidPrice2, tick.bidVolume2 = data['bids'][1]
tick.bidPrice3, tick.bidVolume3 = data['bids'][2]
tick.bidPrice4, tick.bidVolume4 = data['bids'][3]
tick.bidPrice5, tick.bidVolume5 = data['bids'][4]
tick.askPrice1, tick.askVolume1 = data['asks'][0]
tick.askPrice2, tick.askVolume2 = data['asks'][1]
tick.askPrice3, tick.askVolume3 = data['asks'][2]
tick.askPrice4, tick.askVolume4 = data['asks'][3]
tick.askPrice5, tick.askVolume5 = data['asks'][4]
now = datetime.now()
tick.time = now.strftime('%H:%M:%S')
tick.date = now.strftime('%Y%m%d')
self.gateway.onTick(tick)
# ----------------------------------------------------------------------
def onGetTrades(self, data, req, reqID):
"""查询历史成交"""
print data, reqID
# ----------------------------------------------------------------------
def onGetKline(self, data, req, reqID):
print data, reqID
# ----------------------------------------------------------------------
def onGetUserInfo(self, data, req, reqID):
"""查询Ｋ线回报"""
d = data['info']
account = VtAccountData()
account.gatewayName = self.gatewayName
account.accountID = self.gatewayName
account.vtAccountID = '.'.join([account.accountID, self.gatewayName])
account.balance = d['asset']['net']
self.gateway.onAccount(account)
# 推送持仓数据
posCny = VtPositionData()
posCny.gatewayName = self.gatewayName
posCny.symbol = 'CNY'
posCny.exchange = EXCHANGE_LHANG
posCny.vtSymbol = '.'.join([posCny.symbol, posCny.exchange])
posCny.vtPositionName = posCny.vtSymbol
posCny.frozen = d['freeze']['cny']
posCny.position = posCny.frozen + d['free']['cny']
self.gateway.onPosition(posCny)
posBtc = VtPositionData()
posBtc.gatewayName = self.gatewayName
posBtc.symbol = 'BTC'
posBtc.exchange = EXCHANGE_LHANG
posBtc.vtSymbol = '.'.join([posBtc.symbol, posBtc.exchange])
posBtc.vtPositionName = posBtc.vtSymbol
posBtc.frozen = d['freeze']['btc']
posBtc.position = posBtc.frozen + d['free']['btc']
self.gateway.onPosition(posBtc)
posZec = VtPositionData()
posZec.gatewayName = self.gatewayName
posZec.symbol = 'ZEC'
posZec.exchange = EXCHANGE_LHANG
posZec.vtSymbol = '.'.join([posZec.symbol, posZec.exchange])
posZec.vtPositionName = posZec.vtSymbol
posZec.frozen = d['freeze']['zec']
posZec.position = posZec.frozen + d['free']['zec']
self.gateway.onPosition(posZec)
# 查询历史委托
self.queryOrders()
# ----------------------------------------------------------------------
def onCreateOrder(self, data, req, reqID):
"""发单回调"""
localID = self.reqLocalDict[reqID]
systemID = data['id']
self.localSystemDict[localID] = systemID
self.systemLocalDict[systemID] = localID
# 撤单
if localID in self.cancelDict:
req = self.cancelDict[localID]
self.cancel(req)
del self.cancelDict[localID]
# 推送委托信息
order = self.workingOrderDict[localID]
if data['result'] == 'success':
order.status = STATUS_NOTTRADED
self.gateway.onOrder(order)
# ----------------------------------------------------------------------
def onCancelOrder(self, data, req, reqID):
"""撤单回调"""
if data['result'] == 'success':
systemID = req['params']['id']
localID = self.systemLocalDict[systemID]
order = self.workingOrderDict[localID]
order.status = STATUS_CANCELLED
del self.workingOrderDict[localID]
self.gateway.onOrder(order)
# ----------------------------------------------------------------------
def onGetOrdersInfo(self, data, req, reqID):
"""查询委托回报"""
if 'orders' in data:
for d in data['orders']:
systemID = d['order_id']
localID = self.systemLocalDict[systemID]
order = self.workingOrderDict.get(localID, None)
if not order:
return
# 记录最新成交的金额
newTradeVolume = float(d['deal_amount']) - order.tradedVolume
if newTradeVolume:
trade = VtTradeData()
trade.gatewayName = self.gatewayName
trade.symbol = order.symbol
trade.vtSymbol = order.vtSymbol
self.tradeID += 1
trade.tradeID = str(self.tradeID)
trade.vtTradeID = '.'.join([trade.tradeID, trade.gatewayName])
trade.volume = newTradeVolume
trade.price = d['avg_price']
trade.direction = order.direction
trade.offset = order.offset
trade.exchange = order.exchange
trade.tradeTime = datetime.now().strftime('%H:%M:%S')
self.gateway.onTrade(trade)
# 更新委托状态
order.tradedVolume = float(d['deal_amount'])
order.status = STATUS_MAP.get(d['status'], STATUS_UNKNOWN)
if newTradeVolume:
self.gateway.onOrder(order)
if order.status == STATUS_ALLTRADED or order.status == STATUS_CANCELLED:
del self.workingOrderDict[order.orderID]
# ----------------------------------------------------------------------
def onGetOrdersInfoHistory(self, data, req, reqID):
"""撤单回报"""
if 'orders' in data:
for d in data['orders']:
order = VtOrderData()
order.gatewayName = self.gatewayName
order.symbol = SYMBOL_MAP[data['symbol']]
order.exchange = EXCHANGE_LHANG
order.vtSymbol = '.'.join([order.symbol, order.exchange])
systemID = d['order_id']
self.localID += 1
localID = str(self.localID)
self.systemLocalDict[systemID] = localID
self.localSystemDict[localID] = systemID
order.orderID = localID
order.vtOrderID = '.'.join([order.orderID, order.gatewayName])
order.totalVolume = float(d['amount'])
order.tradedVolume = float(d['deal_amount'])
order.price = float(d['price'])
order.direction = DIRECTION_MAP[d['type']]
order.offset = OFFSET_NONE
order.orderTime = datetime.fromtimestamp(d['create_time'], '%H:%M:%S')
# 委托状态
if order.tradedVolume == 0:
order.status = STATUS_NOTTRADED
else:
order.status = STATUS_PARTTRADED
# 缓存病推送
self.workingOrderDict[localID] = order
self.gateway.onOrder(order)
#----------------------------------------------------------------------
def connect(self, apiKey, secretKey, interval, debug):
"""初始化"""
self.interval = interval
self.DEBUG = debug
self.init(apiKey, secretKey, self.interval)
# 推送合约信息
contract = VtContractData()
contract.gatewayName = self.gatewayName
contract.symbol = SYMBOL_BTCCNY
contract.exchange = EXCHANGE_LHANG
contract.vtSymbol = '.'.join([contract.symbol, contract.exchange])
contract.name = u'人民币现货BTC'
contract.size = 1
contract.priceTick = 0.01
contract.productClass = PRODUCT_SPOT
self.gateway.onContract(contract)
contract = VtContractData()
contract.gatewayName = self.gatewayName
contract.symbol = SYMBOL_ZECCNY
contract.exchange = EXCHANGE_LHANG
contract.vtSymbol = '.'.join([contract.symbol, contract.exchange])
contract.name = u'人民币现货ZEC'
contract.size = 1
contract.priceTick = 0.01
contract.productClass = PRODUCT_SPOT
self.gateway.onContract(contract)
#----------------------------------------------------------------------
def sendOrder(self, req):
"""发单"""
"""发送委托"""
# 检查是否填入了价格，禁止市价委托
if req.priceType != PRICETYPE_LIMITPRICE:
err = VtErrorData()
err.gatewayName = self.gatewayName
err.errorMsg = u'链行接口仅支持限价单'
err.errorTime = datetime.now().strftime('%H:%M:%S')
self.gateway.onError(err)
return None
# 发送限价委托
s = SYMBOL_MAP_REVERSE[req.symbol]
if req.direction == DIRECTION_LONG:
type_ = 'buy'
else:
type_ = 'sell'
reqID = self.createOrder(s, type_, req.price, req.volume)
self.localID += 1
localID = str(self.localID)
self.reqLocalDict[reqID] = localID
# 推送委托信息
order = VtOrderData()
order.gatewayName = self.gatewayName
order.symbol = req.symbol
order.exchange = EXCHANGE_LHANG
order.vtSymbol = '.'.join([order.symbol, order.exchange])
order.orderID = localID
order.vtOrderID = '.'.join([order.orderID, order.gatewayName])
order.direction = req.direction
order.offset = OFFSET_UNKNOWN
order.price = req.price
order.volume = req.volume
order.orderTime = datetime.now().strftime('%H:%M:%S')
order.status = STATUS_UNKNOWN
self.workingOrderDict[localID] = order
self.gateway.onOrder(order)
# 返回委托号
return order.vtOrderID
#----------------------------------------------------------------------
def cancel(self, req):
"""撤单"""
localID = req.orderID
if localID in self.localSystemDict:
systemID = self.localSystemDict[localID]
s = SYMBOL_MAP_REVERSE[req.symbol]
self.cancelOrder(s, systemID)
else:
self.cancelDict[localID] = req
#----------------------------------------------------------------------
def queryOrders(self):
"""查询委托"""
for s in SYMBOL_MAP.keys():
self.getOrdersInfoHistory(s, '0', '1', '200')
#----------------------------------------------------------------------
def queryWorkingOrders(self):
"""查询活动委托"""
for localID, order in self.workingOrderDict.items():
if localID in self.localSystemDict:
systemID = self.localSystemDict[localID]
s = SYMBOL_MAP_REVERSE[order.symbol]
self.getOrdersInfo(s, systemID)
#----------------------------------------------------------------------
def queryPrice(self):
"""查询行情"""
for s in SYMBOL_MAP.keys():
self.getTicker(s)
self.getDepth(s, 5, 0)
#----------------------------------------------------------------------
def queryAccount(self):
"""查询资金和资产"""
self.getUserInfo()

305
vn.trader/lhangGateway/vnlhang.py Normal file
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@ -0,0 +1,305 @@
# encoding: utf-8
import urllib
import hashlib
import requests
from Queue import Queue, Empty
from threading import Thread
from time import sleep
LHANG_API_ROOT ="https://api.lhang.com/v1/"
FUNCTION_TICKER = ('ticker.do', 'get')
FUNCTION_DEPTH = ('depth.do', 'get')
FUNCTION_TRADES = ('trades.do', 'get')
FUNCTION_KLINE = ('kline.do', 'get')
FUNCTION_USERINFO = ('user_info.do', 'post')
FUNCTION_CREATEORDER = ('create_order.do', 'post')
FUNCTION_CANCELORDER = ('cancel_order.do', 'post')
FUNCTION_ORDERSINFO = ('orders_info.do', 'post')
FUNCTION_ORDERSINFOHISTORY = ('orders_info_history.do', 'post')
#----------------------------------------------------------------------
def signature(params, secretKey):
"""生成签名"""
params = sorted(params.iteritems(), key=lambda d:d[0], reverse=False)
params.append(('secret_key', secretKey))
message = urllib.urlencode(params)
m = hashlib.md5()
m.update(message)
m.digest()
sig=m.hexdigest()
return sig
########################################################################
class LhangApi(object):
""""""
DEBUG = True
#----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
self.apiKey = ''
self.secretKey = ''
self.interval = 1 # 每次请求的间隔等待
self.active = False # API工作状态
self.reqID = 0 # 请求编号
self.reqQueue = Queue() # 请求队列
self.reqThread = Thread(target=self.processQueue) # 请求处理线程
#----------------------------------------------------------------------
def init(self, apiKey, secretKey, interval):
"""初始化"""
self.apiKey = apiKey
self.secretKey = secretKey
self.interval = interval
self.active = True
self.reqThread.start()
#----------------------------------------------------------------------
def exit(self):
"""退出"""
self.active = False
self.reqThread.join()
#----------------------------------------------------------------------
def processRequest(self, req):
"""处理请求"""
# 读取方法和参数
api, method = req['function']
params = req['params']
url = LHANG_API_ROOT + api
# 在参数中增加必须的字段
params['api_key'] = self.apiKey
# 添加签名
sign = signature(params, self.secretKey)
params['sign'] = sign
# 发送请求
payload = urllib.urlencode(params)
r = requests.request(method, url, params=payload)
if r.status_code == 200:
data = r.json()
return data
else:
return None
#----------------------------------------------------------------------
def processQueue(self):
"""处理请求队列中的请求"""
while self.active:
try:
req = self.reqQueue.get(block=True, timeout=1) # 获取请求的阻塞为一秒
callback = req['callback']
reqID = req['reqID']
data = self.processRequest(req)
# 请求失败
if data is None:
error = u'请求失败'
self.onError(error, req, reqID)
elif 'error_code' in data:
error = u'请求出错，错误代码：%s' % data['error_code']
self.onError(error, req, reqID)
# 请求成功
else:
if self.DEBUG:
print callback.__name__
callback(data, req, reqID)
# 流控等待
sleep(self.interval)
except Empty:
pass
#----------------------------------------------------------------------
def sendRequest(self, function, params, callback):
"""发送请求"""
# 请求编号加1
self.reqID += 1
# 生成请求字典并放入队列中
req = {}
req['function'] = function
req['params'] = params
req['callback'] = callback
req['reqID'] = self.reqID
self.reqQueue.put(req)
# 返回请求编号
return self.reqID
#----------------------------------------------------------------------
def onError(self, error, req, reqID):
"""错误推送"""
print error, req, reqID
###############################################
# 行情接口
###############################################
#----------------------------------------------------------------------
def getTicker(self, symbol):
"""查询行情"""
function = FUNCTION_TICKER
params = {'symbol': symbol}
callback = self.onGetTicker
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def getDepth(self, symbol, size, merge):
"""查询深度"""
function = FUNCTION_DEPTH
params = {
'symbol': symbol,
'size': size,
'mege': merge
}
callback = self.onGetDepth
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def getTrades(self, symbol, size, time):
"""查询历史成交"""
function = FUNCTION_TRADES
params = {
'symbol': symbol,
'size': size,
'time': time
}
callback = self.onGetTrades
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def getKline(self, symbol, size, type_, time):
"""查询K线"""
function = FUNCTION_TRADES
params = {
'symbol': symbol,
'size': size,
'type': type_,
'time': time
}
callback = self.onGetKline
return self.sendRequest(function, params, callback)
#----------------------------------------------------------------------
def onGetTicker(self, data, req, reqID):
"""查询行情回调"""
print data, reqID
# ----------------------------------------------------------------------
def onGetDepth(self, data, req, reqID):
"""查询深度回调"""
print data, reqID
# ----------------------------------------------------------------------
def onGetTrades(self, data, req, reqID):
"""查询历史成交"""
print data, reqID
# ----------------------------------------------------------------------
def onGetKline(self, data, req, reqID):
"""查询Ｋ线回报"""
print data, reqID
###############################################
# 交易接口
###############################################
# ----------------------------------------------------------------------
def getUserInfo(self):
"""查询K线"""
function = FUNCTION_USERINFO
params = {}
callback = self.onGetUserInfo
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def createOrder(self, symbol, type_, price, amount):
"""发送委托"""
function = FUNCTION_CREATEORDER
params = {
'symbol': symbol,
'type': type_,
'price': price,
'amount': amount
}
callback = self.onCreateOrder
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def cancelOrder(self, symbol, orderId):
"""撤单"""
function = FUNCTION_CANCELORDER
params = {
'symbol': symbol,
'order_id': orderId
}
callback = self.onCancelOrder
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def getOrdersInfo(self, symbol, orderId):
"""查询委托"""
function = FUNCTION_ORDERSINFO
params = {
'symbol': symbol,
'order_id': orderId
}
callback = self.onGetOrdersInfo
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def getOrdersInfoHistory(self, symbol, status, currentPage, pageLength):
"""撤单"""
function = FUNCTION_ORDERSINFOHISTORY
params = {
'symbol': symbol,
'status': status,
'current_page': currentPage,
'page_length': pageLength
}
callback = self.onGetOrdersInfoHistory
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def onGetUserInfo(self, data, req, reqID):
"""查询Ｋ线回报"""
print data, reqID
# ----------------------------------------------------------------------
def onCreateOrder(self, data, req, reqID):
"""委托回报"""
print data, reqID
# ----------------------------------------------------------------------
def onCancelOrder(self, data, req, reqID):
"""撤单回报"""
print data, reqID
# ----------------------------------------------------------------------
def onGetOrdersInfo(self, data, req, reqID):
"""查询委托回报"""
print data, reqID
# ----------------------------------------------------------------------
def onGetOrdersInfoHistory(self, data, req, reqID):
"""撤单回报"""
print data, reqID

1
vn.trader/uiMainWindow.py
View File

@ -82,6 +82,7 @@ class MainWindow(QtGui.QMainWindow):
sysMenu.addSeparator()
self.addConnectAction(sysMenu, 'OKCOIN')
self.addConnectAction(sysMenu, 'HUOBI', u'火币')
self.addConnectAction(sysMenu, 'LHANG', u'链行')
sysMenu.addSeparator()
self.addConnectAction(sysMenu, 'Wind')

1
vn.trader/vtConstant.py
View File

@ -75,6 +75,7 @@ EXCHANGE_ICE = 'ICE' # ICE交易所
EXCHANGE_OANDA = 'OANDA' # OANDA外汇做市商
EXCHANGE_OKCOIN = 'OKCOIN' # OKCOIN比特币交易所
EXCHANGE_HUOBI = 'HUOBI' # 火币比特币交易所
EXCHANGE_LHANG = 'LHANG' # 链行比特币交易所
# 货币类型
CURRENCY_USD = 'USD' # 美元

9
vn.trader/vtEngine.py
View File

@ -154,7 +154,14 @@ class MainEngine(object):
except Exception, e:
print e
#----------------------------------------------------------------------
try:
from lhangGateway.lhangGateway import LhangGateway
self.addGateway(LhangGateway, 'LHANG')
self.gatewayDict['LHANG'].setQryEnabled(True)
except Exception, e:
print e
#----------------------------------------------------------------------
def addGateway(self, gateway, gatewayName=None):
"""创建接口"""
self.gatewayDict[gatewayName] = gateway(self.eventEngine, gatewayName)