增加vn.trader的链行接口

vn.huobi/vnhuobi.py

@@ -185,6 +185,8 @@ class TradeApi(object):
     def exit(self):
         """退出"""
         self.active = False
+        
+        if self.reqThread.isAlive():
             self.reqThread.join()    
     
     #----------------------------------------------------------------------

vn.lhang/test.py

@@ -6,13 +6,13 @@ from vnlhang import LhangApi
 
 
 if __name__ == '__main__':
-    apiKey = '259ad3a4-3e19-489e-935d-71b43ad65be8'
+    apiKey = ''
-    secretKey = '9A4D9094315681F62FB4C7FB6494FBD2'
+    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')

vn.trader/huobiGateway/vnhuobi.py

@@ -185,6 +185,8 @@ class TradeApi(object):
     def exit(self):
         """退出"""
         self.active = False
+        
+        if self.reqThread.isAlive():
             self.reqThread.join()    
     
     #----------------------------------------------------------------------

vn.trader/lhangGateway/LHANG_connect.json

@@ -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
+}

vn.trader/lhangGateway/lhangGateway.py

@@ -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()

vn.trader/lhangGateway/vnlhang.py

@@ -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
+

vn.trader/uiMainWindow.py

@@ -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')
         

vn.trader/vtConstant.py

@@ -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

vn.trader/vtEngine.py

@@ -154,6 +154,13 @@ 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"""