[Mod]修改WebTrader样例支持无人值守模式
This commit is contained in:
vn.py
parent
a2b04def63
commit
8c85c73d4c
@ -15,7 +15,6 @@ RUN apt-get install git bzip2 -y
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RUN apt-get install libgl1-mesa-glx libglib2.0 libsm6 libxrender1 -y
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# Install Anaconda
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#RUN wget https://repo.continuum.io/archive/Anaconda2-4.0.0-Linux-x86_64.sh
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ADD https://repo.continuum.io/archive/Anaconda2-4.0.0-Linux-x86_64.sh .
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RUN bash Anaconda2-4.0.0-Linux-x86_64.sh -b -p /opt/conda/
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@ -26,4 +25,5 @@ RUN git clone https://github.com/vnpy/vnpy.git
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WORKDIR vnpy
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RUN bash install.sh
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# Set Entry Point
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ENTRYPOINT python /vnpy/examples/WebTrader/run.py
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@ -1,673 +1,68 @@
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# encoding: UTF-8
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# 修改编码
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"""
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无人值守运行服务
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"""
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from __future__ import print_function
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import sys
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try:
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reload(sys) # Python 2
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sys.setdefaultencoding('utf8')
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except NameError:
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pass # Python 3
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# 创建主引擎代理对象
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from vnpy.event import EventEngine2
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from vnpy.trader.vtEvent import (EVENT_TICK, EVENT_ORDER, EVENT_TRADE,
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EVENT_ACCOUNT, EVENT_POSITION, EVENT_LOG,
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EVENT_ERROR, EVENT_CONTRACT)
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from vnpy.trader.vtObject import VtSubscribeReq, VtOrderReq, VtCancelOrderReq
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from vnpy.trader.app.rpcService.rsClient import MainEngineProxy
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from vnpy.trader.app.ctaStrategy.ctaBase import EVENT_CTA_LOG, EVENT_CTA_STRATEGY
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from time import sleep
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from datetime import datetime, time
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from multiprocessing import Process
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reqAddress = 'tcp://localhost:6688'
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subAddress = 'tcp://localhost:8866'
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from webServer import run as runWebServer
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from tradingServer import main as runTradingServer
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from vnpy.trader.vtEngine import LogEngine
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ee = EventEngine2()
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me = MainEngineProxy(ee)
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me.init(reqAddress, subAddress)
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#----------------------------------------------------------------------
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def printLog(event):
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"""打印日志"""
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log = event.dict_['data']
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print(log.logTime, log.logContent)
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ee.register(EVENT_LOG, printLog)
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# 载入Web密码
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import json
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import base64
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import datetime
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TODAY = str(datetime.datetime.now().date())
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with open("WEB_setting.json") as f:
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setting = json.load(f)
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USERNAME = setting['username']
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PASSWORD = setting['password']
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TOKEN = base64.encodestring(TODAY+PASSWORD).replace('\n','')
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# 创建Flask对象
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from flask import Flask, send_file
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from flask.ext.restful import Api, Resource, reqparse
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from flask.ext.socketio import SocketIO
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from flask_cors import *
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app = Flask(__name__)
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CORS(app, supports_credentials=True)
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api = Api(app)
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socketio = SocketIO(app)
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# 创建资源
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########################################################################
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class Token(Resource):
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"""登录验证"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('username')
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self.parser.add_argument('password')
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super(Token, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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username = args['username']
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password = args['password']
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if username == USERNAME and password == PASSWORD:
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return {'result_code':'success','data':TOKEN}
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else:
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return {'result_code':'error','message':'wrong username or password'}
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########################################################################
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class Gateway(Resource):
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"""接口"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('gatewayName')
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self.parser.add_argument('token')
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super(Gateway, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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l = me.getAllGatewayDetails()
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return {'result_code':'success','data':l}
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#----------------------------------------------------------------------
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def post(self):
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"""连接"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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print('token error')
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return {'result_code':'error','message':'token error'}
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gatewayName = args['gatewayName']
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me.connect(gatewayName)
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return {'result_code':'success','data':''}
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########################################################################
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class Order(Resource):
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"""委托"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.getParser = reqparse.RequestParser()
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self.getParser.add_argument('token')
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self.postParser = reqparse.RequestParser()
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self.postParser.add_argument('vtSymbol')
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self.postParser.add_argument('price')
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self.postParser.add_argument('volume')
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self.postParser.add_argument('priceType')
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self.postParser.add_argument('direction')
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self.postParser.add_argument('offset')
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self.postParser.add_argument('token')
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self.deleteParser = reqparse.RequestParser()
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self.deleteParser.add_argument('vtOrderID')
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self.deleteParser.add_argument('token')
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super(Order, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.getParser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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data = me.getAllOrders()
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l = [o.__dict__ for o in data]
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return {'result_code':'success','data':l}
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#----------------------------------------------------------------------
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def post(self):
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"""发单"""
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args = self.postParser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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print(args)
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vtSymbol = args['vtSymbol']
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price = args['price']
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volume = args['volume']
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priceType = args['priceType']
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direction = args['direction']
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offset = args['offset']
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contract = me.getContract(vtSymbol)
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if not contract:
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return {'result_code':'error','message':'contract error'}
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priceType_map = {'PRICETYPE_LIMITPRICE' : u'限价','PRICETYPE_MARKETPRICE' : u'市价','PRICETYPE_FAK' : u'FAK','PRICETYPE_FOK' : u'FOK'}
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direction_map = {'DIRECTION_LONG' : u'多','DIRECTION_SHORT' : u'空'}
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offset_map = {'OFFSET_OPEN' : u'开仓', 'OFFSET_CLOSE' : u'平仓','OFFSET_CLOSETODAY' : u'平今','OFFSET_CLOSEYESTERDAY' : u'平昨'}
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req = VtOrderReq()
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req.symbol = contract.symbol
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req.exchange = contract.exchange
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req.price = float(price)
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req.volume = int(volume)
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req.priceType = priceType_map[ priceType ]
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req.direction = direction_map[ direction ]
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req.offset = offset_map[ offset ]
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vtOrderID = me.sendOrder(req, contract.gatewayName)
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return {'result_code':'success','data':vtOrderID}
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#----------------------------------------------------------------------
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def delete(self):
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"""撤单"""
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args = self.deleteParser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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vtOrderID = args['vtOrderID']
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# 撤单某一委托
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if vtOrderID:
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order = me.getOrder(vtOrderID)
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if not order:
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return {'result_code':'error','message':'vtOrderID error'}
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self.cancel(order)
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# 全撤
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else:
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l = me.getAllWorkingOrders()
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for order in l:
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self.cancel(order)
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return {'result_code':'success','data':""}
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#----------------------------------------------------------------------
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def cancel(self, order):
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"""撤单"""
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req = VtCancelOrderReq()
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req.orderID = order.orderID
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req.exchange = order.exchange
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req.symbol = order.symbol
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req.frontID = order.frontID
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req.sessionID = order.sessionID
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me.cancelOrder(req, order.gatewayName)
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########################################################################
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class Trade(Resource):
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"""成交"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(Trade, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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data = me.getAllTrades()
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l = [o.__dict__ for o in data]
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return {'result_code':'success','data':l}
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########################################################################
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class Account(Resource):
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"""账户"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(Account, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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data = me.getAllAccounts()
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l = [o.__dict__ for o in data]
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return {'result_code':'success','data':l}
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########################################################################
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class Position(Resource):
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"""持仓"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(Position, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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data = me.getAllPositions()
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print('position',data)
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l = [o.__dict__ for o in data]
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return {'result_code':'success','data':l}
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########################################################################
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class Contract(Resource):
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"""合约"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(Contract, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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data = me.getAllContracts()
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print('Contract',data)
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l = [o.__dict__ for o in data]
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return {'result_code':'success','data':l}
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########################################################################
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class Log(Resource):
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"""日志"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(Log, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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data = me.getLog()
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l = [o.__dict__ for o in data]
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return {'result_code':'success','data':l}
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########################################################################
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class Error(Resource):
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"""错误"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('token')
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super(Error, self).__init__()
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#----------------------------------------------------------------------
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def get(self):
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"""查询"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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data = me.getError()
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l = [o.__dict__ for o in data]
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return {'result_code':'success','data':l}
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########################################################################
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class Tick(Resource):
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"""行情"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('vtSymbol')
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self.parser.add_argument('token')
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super(Tick, self).__init__()
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#----------------------------------------------------------------------
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def post(self):
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"""订阅"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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vtSymbol = args['vtSymbol']
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contract = me.getContract(vtSymbol)
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if not contract:
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return {'result_code':'error','message':'contract error'}
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req = VtSubscribeReq()
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req.symbol = contract.symbol
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req.exchange = contract.exchange
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req.vtSymbol = contract.vtSymbol
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me.subscribe(req, contract.gatewayName)
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return {'result_code':'success','data':''}
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########################################################################
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class CtaStrategyInit(Resource):
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"""初始化策略"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('name')
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self.parser.add_argument('token')
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super(CtaStrategyInit, self).__init__()
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#----------------------------------------------------------------------
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def post(self):
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"""订阅"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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name = args['name']
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engine = me.getApp('CtaStrategy')
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if not name:
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engine.initAll()
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else:
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engine.initStrategy(name)
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return {'result_code':'success','data':''}
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########################################################################
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class CtaStrategyStart(Resource):
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"""启动策略"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('name')
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self.parser.add_argument('token')
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super(CtaStrategyStart, self).__init__()
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#----------------------------------------------------------------------
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def post(self):
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"""订阅"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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name = args['name']
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engine = me.getApp('CtaStrategy')
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if not name:
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engine.startAll()
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else:
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engine.startStrategy(name)
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return {'result_code':'success','data':''}
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########################################################################
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class CtaStrategyStop(Resource):
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"""停止策略"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""初始化"""
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self.parser = reqparse.RequestParser()
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self.parser.add_argument('name')
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self.parser.add_argument('token')
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super(CtaStrategyStop, self).__init__()
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#----------------------------------------------------------------------
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def post(self):
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"""订阅"""
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args = self.parser.parse_args()
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token = args['token']
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if token != TOKEN:
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return {'result_code':'error','message':'token error'}
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name = args['name']
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engine = me.getApp('CtaStrategy')
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if not name:
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engine.stopAll()
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else:
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engine.stopStrategy(name)
|
||||
return {'result_code':'success','data':''}
|
||||
|
||||
########################################################################
|
||||
class CtaStrategyName(Resource):
|
||||
"""»ñÈ¡²ßÂÔÃû"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""³õʼ»¯"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('token')
|
||||
super(CtaStrategyName, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""»ñÈ¡²ßÂÔÃû"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
engine = me.getApp('CtaStrategy')
|
||||
l = engine.getStrategyNames()
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
########################################################################
|
||||
class CtaStrategyLoad(Resource):
|
||||
"""加载策略"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('token')
|
||||
super(CtaStrategyLoad, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def post(self):
|
||||
"""订阅"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
engine = me.getApp('CtaStrategy')
|
||||
engine.loadSetting()
|
||||
l = engine.getStrategyNames()
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
|
||||
########################################################################
|
||||
class CtaStrategyParam(Resource):
|
||||
"""查询策略参数"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('name')
|
||||
self.parser.add_argument('token')
|
||||
super(CtaStrategyParam, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""订阅"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
name = args['name']
|
||||
|
||||
engine = me.getApp('CtaStrategy')
|
||||
l = engine.getStrategyParam(name)
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
|
||||
########################################################################
|
||||
class CtaStrategyVar(Resource):
|
||||
"""查询策略变量"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('name')
|
||||
self.parser.add_argument('token')
|
||||
super(CtaStrategyVar, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""订阅"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
name = args['name']
|
||||
|
||||
engine = me.getApp('CtaStrategy')
|
||||
l = engine.getStrategyVar(name)
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
|
||||
########################################################################
|
||||
@app.route('/')
|
||||
def index_html():
|
||||
"""首页"""
|
||||
return send_file('./templates/index.html')
|
||||
|
||||
|
||||
# 注册资源
|
||||
api.add_resource(Token, '/token')
|
||||
api.add_resource(Gateway, '/gateway')
|
||||
api.add_resource(Order, '/order')
|
||||
api.add_resource(Trade, '/trades')
|
||||
api.add_resource(Account, '/account')
|
||||
api.add_resource(Position, '/position')
|
||||
api.add_resource(Contract, '/contract')
|
||||
api.add_resource(Log, '/log')
|
||||
api.add_resource(Error, '/error')
|
||||
api.add_resource(Tick, '/tick')
|
||||
|
||||
api.add_resource(CtaStrategyLoad, '/ctastrategy/load')
|
||||
api.add_resource(CtaStrategyInit, '/ctastrategy/init')
|
||||
api.add_resource(CtaStrategyStart, '/ctastrategy/start')
|
||||
api.add_resource(CtaStrategyStop, '/ctastrategy/stop')
|
||||
api.add_resource(CtaStrategyParam, '/ctastrategy/param')
|
||||
api.add_resource(CtaStrategyVar, '/ctastrategy/var')
|
||||
api.add_resource(CtaStrategyName, '/ctastrategy/name')
|
||||
|
||||
|
||||
# SocketIO
|
||||
#----------------------------------------------------------------------
|
||||
def handleEvent(event):
|
||||
"""处理事件"""
|
||||
eventType = event.type_
|
||||
|
||||
eventData = event.dict_['data']
|
||||
|
||||
if not isinstance(eventData, dict):
|
||||
eventData = eventData.__dict__
|
||||
|
||||
if eventType == 'eTick.':
|
||||
del eventData['datetime']
|
||||
|
||||
socketio.emit(eventType, eventData)
|
||||
|
||||
|
||||
ee.register(EVENT_TICK, handleEvent)
|
||||
ee.register(EVENT_ORDER, handleEvent)
|
||||
ee.register(EVENT_TRADE, handleEvent)
|
||||
ee.register(EVENT_ACCOUNT, handleEvent)
|
||||
ee.register(EVENT_POSITION, handleEvent)
|
||||
ee.register(EVENT_CONTRACT, handleEvent)
|
||||
ee.register(EVENT_LOG, handleEvent)
|
||||
ee.register(EVENT_ERROR, handleEvent)
|
||||
ee.register(EVENT_CTA_LOG, handleEvent)
|
||||
ee.register(EVENT_CTA_STRATEGY, handleEvent)
|
||||
START_TIME = time(20, 45)
|
||||
CLOSE_TIME = time(15, 30)
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
socketio.run(app,debug=True,host='0.0.0.0',port=5000)
|
||||
# 创建日志引擎
|
||||
le = LogEngine()
|
||||
le.setLogLevel(le.LEVEL_INFO)
|
||||
le.addConsoleHandler()
|
||||
|
||||
# 进入循环
|
||||
pWeb = None
|
||||
pTrading = None
|
||||
|
||||
while True:
|
||||
le.info('-'*30)
|
||||
|
||||
dt = datetime.now()
|
||||
le.info(u'当前时间：%s' %dt)
|
||||
|
||||
currentTime = dt.time()
|
||||
|
||||
if currentTime >= START_TIME and currentTime <= CLOSE_TIME:
|
||||
le.info(u'当前处于交易时间段')
|
||||
|
||||
if not pTrading:
|
||||
pTrading = Process(target=runTradingServer)
|
||||
pTrading.start()
|
||||
le.info(u'启动交易服务器进程')
|
||||
|
||||
if not pWeb:
|
||||
pWeb = Process(target=runWebServer)
|
||||
pWeb.start()
|
||||
le.info(u'启动WEB服务器进程')
|
||||
|
||||
else:
|
||||
le.info(u'当前处于非交易时间段')
|
||||
|
||||
if pTrading:
|
||||
pTrading.terminate()
|
||||
pTrading.join()
|
||||
pTrading = None
|
||||
le.info(u'关闭交易服务器进程')
|
||||
|
||||
if pWeb:
|
||||
pWeb.terminate()
|
||||
pWeb.join()
|
||||
pWeb = None
|
||||
le.info(u'关闭WEB服务器进程')
|
||||
|
||||
sleep(60)
|
||||
|
||||
679
examples/WebTrader/webServer.py
Normal file
679
examples/WebTrader/webServer.py
Normal file
@ -0,0 +1,679 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
# 修改编码
|
||||
from __future__ import print_function
|
||||
import sys
|
||||
try:
|
||||
reload(sys) # Python 2
|
||||
sys.setdefaultencoding('utf8')
|
||||
except NameError:
|
||||
pass # Python 3
|
||||
|
||||
# 创建主引擎代理对象
|
||||
from vnpy.event import EventEngine2
|
||||
from vnpy.trader.vtEvent import (EVENT_TICK, EVENT_ORDER, EVENT_TRADE,
|
||||
EVENT_ACCOUNT, EVENT_POSITION, EVENT_LOG,
|
||||
EVENT_ERROR, EVENT_CONTRACT)
|
||||
from vnpy.trader.vtObject import VtSubscribeReq, VtOrderReq, VtCancelOrderReq
|
||||
from vnpy.trader.app.rpcService.rsClient import MainEngineProxy
|
||||
from vnpy.trader.app.ctaStrategy.ctaBase import EVENT_CTA_LOG, EVENT_CTA_STRATEGY
|
||||
|
||||
reqAddress = 'tcp://localhost:6688'
|
||||
subAddress = 'tcp://localhost:8866'
|
||||
|
||||
ee = EventEngine2()
|
||||
me = MainEngineProxy(ee)
|
||||
me.init(reqAddress, subAddress)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def printLog(event):
|
||||
"""打印日志"""
|
||||
log = event.dict_['data']
|
||||
print(log.logTime, log.logContent)
|
||||
|
||||
ee.register(EVENT_LOG, printLog)
|
||||
|
||||
|
||||
# 载入Web密码
|
||||
import json
|
||||
import base64
|
||||
import datetime
|
||||
|
||||
TODAY = str(datetime.datetime.now().date())
|
||||
|
||||
with open("WEB_setting.json") as f:
|
||||
setting = json.load(f)
|
||||
USERNAME = setting['username']
|
||||
PASSWORD = setting['password']
|
||||
TOKEN = base64.encodestring(TODAY+PASSWORD).replace('\n','')
|
||||
|
||||
|
||||
# 创建Flask对象
|
||||
from flask import Flask, send_file
|
||||
from flask.ext.restful import Api, Resource, reqparse
|
||||
from flask.ext.socketio import SocketIO
|
||||
from flask_cors import *
|
||||
|
||||
app = Flask(__name__)
|
||||
CORS(app, supports_credentials=True)
|
||||
api = Api(app)
|
||||
socketio = SocketIO(app)
|
||||
|
||||
# 创建资源
|
||||
########################################################################
|
||||
class Token(Resource):
|
||||
"""登录验证"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('username')
|
||||
self.parser.add_argument('password')
|
||||
super(Token, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""查询"""
|
||||
args = self.parser.parse_args()
|
||||
username = args['username']
|
||||
password = args['password']
|
||||
|
||||
if username == USERNAME and password == PASSWORD:
|
||||
return {'result_code':'success','data':TOKEN}
|
||||
else:
|
||||
return {'result_code':'error','message':'wrong username or password'}
|
||||
|
||||
|
||||
########################################################################
|
||||
class Gateway(Resource):
|
||||
"""接口"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('gatewayName')
|
||||
self.parser.add_argument('token')
|
||||
|
||||
super(Gateway, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""查询"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
l = me.getAllGatewayDetails()
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def post(self):
|
||||
"""连接"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
print('token error')
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
gatewayName = args['gatewayName']
|
||||
me.connect(gatewayName)
|
||||
return {'result_code':'success','data':''}
|
||||
|
||||
|
||||
########################################################################
|
||||
class Order(Resource):
|
||||
"""委托"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.getParser = reqparse.RequestParser()
|
||||
self.getParser.add_argument('token')
|
||||
|
||||
self.postParser = reqparse.RequestParser()
|
||||
self.postParser.add_argument('vtSymbol')
|
||||
self.postParser.add_argument('price')
|
||||
self.postParser.add_argument('volume')
|
||||
self.postParser.add_argument('priceType')
|
||||
self.postParser.add_argument('direction')
|
||||
self.postParser.add_argument('offset')
|
||||
self.postParser.add_argument('token')
|
||||
|
||||
self.deleteParser = reqparse.RequestParser()
|
||||
self.deleteParser.add_argument('vtOrderID')
|
||||
self.deleteParser.add_argument('token')
|
||||
|
||||
super(Order, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""查询"""
|
||||
args = self.getParser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
data = me.getAllOrders()
|
||||
l = [o.__dict__ for o in data]
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def post(self):
|
||||
"""发单"""
|
||||
args = self.postParser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
print(args)
|
||||
vtSymbol = args['vtSymbol']
|
||||
price = args['price']
|
||||
volume = args['volume']
|
||||
priceType = args['priceType']
|
||||
direction = args['direction']
|
||||
offset = args['offset']
|
||||
|
||||
contract = me.getContract(vtSymbol)
|
||||
if not contract:
|
||||
return {'result_code':'error','message':'contract error'}
|
||||
|
||||
priceType_map = {'PRICETYPE_LIMITPRICE' : u'限价','PRICETYPE_MARKETPRICE' : u'市价','PRICETYPE_FAK' : u'FAK','PRICETYPE_FOK' : u'FOK'}
|
||||
direction_map = {'DIRECTION_LONG' : u'多','DIRECTION_SHORT' : u'空'}
|
||||
offset_map = {'OFFSET_OPEN' : u'开仓', 'OFFSET_CLOSE' : u'平仓','OFFSET_CLOSETODAY' : u'平今','OFFSET_CLOSEYESTERDAY' : u'平昨'}
|
||||
|
||||
req = VtOrderReq()
|
||||
req.symbol = contract.symbol
|
||||
req.exchange = contract.exchange
|
||||
req.price = float(price)
|
||||
req.volume = int(volume)
|
||||
req.priceType = priceType_map[ priceType ]
|
||||
req.direction = direction_map[ direction ]
|
||||
req.offset = offset_map[ offset ]
|
||||
vtOrderID = me.sendOrder(req, contract.gatewayName)
|
||||
return {'result_code':'success','data':vtOrderID}
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def delete(self):
|
||||
"""撤单"""
|
||||
args = self.deleteParser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
vtOrderID = args['vtOrderID']
|
||||
|
||||
# 撤单某一委托
|
||||
if vtOrderID:
|
||||
order = me.getOrder(vtOrderID)
|
||||
if not order:
|
||||
return {'result_code':'error','message':'vtOrderID error'}
|
||||
|
||||
self.cancel(order)
|
||||
# 全撤
|
||||
else:
|
||||
l = me.getAllWorkingOrders()
|
||||
|
||||
for order in l:
|
||||
self.cancel(order)
|
||||
|
||||
return {'result_code':'success','data':""}
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def cancel(self, order):
|
||||
"""撤单"""
|
||||
req = VtCancelOrderReq()
|
||||
req.orderID = order.orderID
|
||||
req.exchange = order.exchange
|
||||
req.symbol = order.symbol
|
||||
req.frontID = order.frontID
|
||||
req.sessionID = order.sessionID
|
||||
me.cancelOrder(req, order.gatewayName)
|
||||
|
||||
|
||||
########################################################################
|
||||
class Trade(Resource):
|
||||
"""成交"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('token')
|
||||
|
||||
super(Trade, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""查询"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
data = me.getAllTrades()
|
||||
l = [o.__dict__ for o in data]
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
|
||||
########################################################################
|
||||
class Account(Resource):
|
||||
"""账户"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('token')
|
||||
|
||||
super(Account, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""查询"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
data = me.getAllAccounts()
|
||||
l = [o.__dict__ for o in data]
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
|
||||
########################################################################
|
||||
class Position(Resource):
|
||||
"""持仓"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('token')
|
||||
|
||||
super(Position, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""查询"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
data = me.getAllPositions()
|
||||
print('position',data)
|
||||
l = [o.__dict__ for o in data]
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
|
||||
########################################################################
|
||||
class Contract(Resource):
|
||||
"""合约"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('token')
|
||||
|
||||
super(Contract, self).__init__()
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""查询"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
data = me.getAllContracts()
|
||||
print('Contract',data)
|
||||
l = [o.__dict__ for o in data]
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
|
||||
########################################################################
|
||||
class Log(Resource):
|
||||
"""日志"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('token')
|
||||
|
||||
super(Log, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""查询"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
data = me.getLog()
|
||||
l = [o.__dict__ for o in data]
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
|
||||
########################################################################
|
||||
class Error(Resource):
|
||||
"""错误"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('token')
|
||||
|
||||
super(Error, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""查询"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
data = me.getError()
|
||||
l = [o.__dict__ for o in data]
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
|
||||
########################################################################
|
||||
class Tick(Resource):
|
||||
"""行情"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('vtSymbol')
|
||||
self.parser.add_argument('token')
|
||||
super(Tick, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def post(self):
|
||||
"""订阅"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
vtSymbol = args['vtSymbol']
|
||||
|
||||
contract = me.getContract(vtSymbol)
|
||||
if not contract:
|
||||
return {'result_code':'error','message':'contract error'}
|
||||
|
||||
req = VtSubscribeReq()
|
||||
req.symbol = contract.symbol
|
||||
req.exchange = contract.exchange
|
||||
req.vtSymbol = contract.vtSymbol
|
||||
|
||||
me.subscribe(req, contract.gatewayName)
|
||||
return {'result_code':'success','data':''}
|
||||
|
||||
|
||||
########################################################################
|
||||
class CtaStrategyInit(Resource):
|
||||
"""初始化策略"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('name')
|
||||
self.parser.add_argument('token')
|
||||
super(CtaStrategyInit, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def post(self):
|
||||
"""订阅"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
name = args['name']
|
||||
|
||||
engine = me.getApp('CtaStrategy')
|
||||
if not name:
|
||||
engine.initAll()
|
||||
else:
|
||||
engine.initStrategy(name)
|
||||
return {'result_code':'success','data':''}
|
||||
|
||||
|
||||
########################################################################
|
||||
class CtaStrategyStart(Resource):
|
||||
"""启动策略"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('name')
|
||||
self.parser.add_argument('token')
|
||||
super(CtaStrategyStart, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def post(self):
|
||||
"""订阅"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
name = args['name']
|
||||
|
||||
engine = me.getApp('CtaStrategy')
|
||||
if not name:
|
||||
engine.startAll()
|
||||
else:
|
||||
engine.startStrategy(name)
|
||||
return {'result_code':'success','data':''}
|
||||
|
||||
|
||||
########################################################################
|
||||
class CtaStrategyStop(Resource):
|
||||
"""停止策略"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('name')
|
||||
self.parser.add_argument('token')
|
||||
super(CtaStrategyStop, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def post(self):
|
||||
"""订阅"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
name = args['name']
|
||||
|
||||
engine = me.getApp('CtaStrategy')
|
||||
if not name:
|
||||
engine.stopAll()
|
||||
else:
|
||||
engine.stopStrategy(name)
|
||||
return {'result_code':'success','data':''}
|
||||
|
||||
########################################################################
|
||||
class CtaStrategyName(Resource):
|
||||
"""»ñÈ¡²ßÂÔÃû"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""³õʼ»¯"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('token')
|
||||
super(CtaStrategyName, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""»ñÈ¡²ßÂÔÃû"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
engine = me.getApp('CtaStrategy')
|
||||
l = engine.getStrategyNames()
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
########################################################################
|
||||
class CtaStrategyLoad(Resource):
|
||||
"""加载策略"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('token')
|
||||
super(CtaStrategyLoad, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def post(self):
|
||||
"""订阅"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
engine = me.getApp('CtaStrategy')
|
||||
engine.loadSetting()
|
||||
l = engine.getStrategyNames()
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
|
||||
########################################################################
|
||||
class CtaStrategyParam(Resource):
|
||||
"""查询策略参数"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('name')
|
||||
self.parser.add_argument('token')
|
||||
super(CtaStrategyParam, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""订阅"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
name = args['name']
|
||||
|
||||
engine = me.getApp('CtaStrategy')
|
||||
l = engine.getStrategyParam(name)
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
|
||||
########################################################################
|
||||
class CtaStrategyVar(Resource):
|
||||
"""查询策略变量"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""初始化"""
|
||||
self.parser = reqparse.RequestParser()
|
||||
self.parser.add_argument('name')
|
||||
self.parser.add_argument('token')
|
||||
super(CtaStrategyVar, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def get(self):
|
||||
"""订阅"""
|
||||
args = self.parser.parse_args()
|
||||
token = args['token']
|
||||
if token != TOKEN:
|
||||
return {'result_code':'error','message':'token error'}
|
||||
|
||||
name = args['name']
|
||||
|
||||
engine = me.getApp('CtaStrategy')
|
||||
l = engine.getStrategyVar(name)
|
||||
return {'result_code':'success','data':l}
|
||||
|
||||
|
||||
########################################################################
|
||||
@app.route('/')
|
||||
def index_html():
|
||||
"""首页"""
|
||||
return send_file('./templates/index.html')
|
||||
|
||||
|
||||
# 注册资源
|
||||
api.add_resource(Token, '/token')
|
||||
api.add_resource(Gateway, '/gateway')
|
||||
api.add_resource(Order, '/order')
|
||||
api.add_resource(Trade, '/trades')
|
||||
api.add_resource(Account, '/account')
|
||||
api.add_resource(Position, '/position')
|
||||
api.add_resource(Contract, '/contract')
|
||||
api.add_resource(Log, '/log')
|
||||
api.add_resource(Error, '/error')
|
||||
api.add_resource(Tick, '/tick')
|
||||
|
||||
api.add_resource(CtaStrategyLoad, '/ctastrategy/load')
|
||||
api.add_resource(CtaStrategyInit, '/ctastrategy/init')
|
||||
api.add_resource(CtaStrategyStart, '/ctastrategy/start')
|
||||
api.add_resource(CtaStrategyStop, '/ctastrategy/stop')
|
||||
api.add_resource(CtaStrategyParam, '/ctastrategy/param')
|
||||
api.add_resource(CtaStrategyVar, '/ctastrategy/var')
|
||||
api.add_resource(CtaStrategyName, '/ctastrategy/name')
|
||||
|
||||
|
||||
# SocketIO
|
||||
#----------------------------------------------------------------------
|
||||
def handleEvent(event):
|
||||
"""处理事件"""
|
||||
eventType = event.type_
|
||||
|
||||
eventData = event.dict_['data']
|
||||
|
||||
if not isinstance(eventData, dict):
|
||||
eventData = eventData.__dict__
|
||||
|
||||
if eventType == 'eTick.':
|
||||
del eventData['datetime']
|
||||
|
||||
socketio.emit(eventType, eventData)
|
||||
|
||||
|
||||
ee.register(EVENT_TICK, handleEvent)
|
||||
ee.register(EVENT_ORDER, handleEvent)
|
||||
ee.register(EVENT_TRADE, handleEvent)
|
||||
ee.register(EVENT_ACCOUNT, handleEvent)
|
||||
ee.register(EVENT_POSITION, handleEvent)
|
||||
ee.register(EVENT_CONTRACT, handleEvent)
|
||||
ee.register(EVENT_LOG, handleEvent)
|
||||
ee.register(EVENT_ERROR, handleEvent)
|
||||
ee.register(EVENT_CTA_LOG, handleEvent)
|
||||
ee.register(EVENT_CTA_STRATEGY, handleEvent)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def run():
|
||||
"""启动Web服务"""
|
||||
socketio.run(app,debug=True,host='0.0.0.0',port=5000)
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
run()
|
||||
Loading…
Reference in New Issue
Block a user