[Mod]火币接口移除代理支持,增加自动订阅行情

examples/CryptoTrader/VT_setting.json

@@ -9,12 +9,12 @@
 	"darkStyle": true,
 	"language": "chinese",
 
-	"logActive": true,
+	"logActive": false,
 	"logLevel": "debug",
 	"logConsole": true,
 	"logFile": true,
 
-	"tdPenalty": ["IF", "IH", "IC"],
+	"tdPenalty": [],
 
-	"maxDecimal": 4
+	"maxDecimal": 10
 }

vnpy/api/huobi/vnhuobi.py

@@ -504,8 +504,6 @@ class DataApi(object):
         self.subDict = {}
         
         self.url = ''
-        self.proxyHost = ''
-        self.proxyPort = 0        
         
     #----------------------------------------------------------------------
     def run(self):
@@ -532,12 +530,7 @@ class DataApi(object):
     def reconnect(self):
         """重连"""
         try:
-            if not self.proxyHost:
-                self.ws = create_connection(self.url)
-            else:
-                self.ws = create_connection(self.url, 
-                                            http_proxy_host=self.proxyHost, 
-                                            http_proxy_port=self.proxyPort)
+            self.ws = create_connection(self.url)
             return True
         except:
             msg = traceback.format_exc()
@@ -553,20 +546,12 @@ class DataApi(object):
             self.subTopic(topic)
         
     #----------------------------------------------------------------------
-    def connect(self, url, proxyHost='', proxyPort=0):
+    def connect(self, url):
         """连接"""
         self.url = url
-        self.proxyHost = proxyHost
-        self.proxyPort = proxyPort
         
         try:
-            if not self.proxyHost:
-                self.ws = create_connection(self.url)
-            else:
-                self.ws = create_connection(self.url, 
-                                            http_proxy_host=self.proxyHost, 
-                                            http_proxy_port=self.proxyPort)
-            
+            self.ws = create_connection(self.url)
             self.active = True
             self.thread.start()
             

vnpy/trader/gateway/huobiGateway/huobiGateway.py

@@ -75,8 +75,6 @@ class HuobiGateway(VtGateway):
             accessKey = str(setting['accessKey'])
             secretKey = str(setting['secretKey'])
             symbols = setting['symbols']
-            proxyHost = str(setting['proxyHost'])
-            proxyPort = int(setting['proxyPort'])
         except KeyError:
             log = VtLogData()
             log.gatewayName = self.gatewayName
@@ -85,7 +83,7 @@ class HuobiGateway(VtGateway):
             return
 
         # 创建行情和交易接口对象
-        self.dataApi.connect(exchange, proxyHost, proxyPort)
+        self.dataApi.connect(exchange, symbols)
         self.tradeApi.connect(exchange, accessKey, secretKey, symbols)
 
         # 初始化并启动查询
@@ -94,7 +92,8 @@ class HuobiGateway(VtGateway):
     #----------------------------------------------------------------------
     def subscribe(self, subscribeReq):
         """订阅行情"""
-        self.dataApi.subscribe(subscribeReq)
+        pass
+        #self.dataApi.subscribe(subscribeReq)
 
     #----------------------------------------------------------------------
     def sendOrder(self, orderReq):
@@ -179,38 +178,40 @@ class HuobiDataApi(DataApi):
 
         self.tickDict = {}
 
-        self.subscribeDict = {}
+        #self.subscribeDict = {}
 
     #----------------------------------------------------------------------
-    def connect(self, exchange, proxyHost, proxyPort):
+    def connect(self, exchange, symbols):
         """连接服务器"""
         if exchange == 'huobi':
             url = 'wss://api.huobi.pro/ws'
         else:
             url = 'wss://api.hadax.com/ws'
+            
+        self.symbols = symbols
 
-        if proxyHost:
-            self.connectionStatus = super(HuobiDataApi, self).connect(url, proxyHost, proxyPort)
-        else:
-            self.connectionStatus = super(HuobiDataApi, self).connect(url)
+        self.connectionStatus = super(HuobiDataApi, self).connect(url)
         self.gateway.mdConnected = True
 
         if self.connectionStatus:
             self.writeLog(u'行情服务器连接成功')
-
+            
+            for symbol in self.symbols:
+                self.subscribe(symbol)
             # 订阅所有之前订阅过的行情
-            for req in self.subscribeDict.values():
-                self.subscribe(req)
+            #for req in self.subscribeDict.values():
+            #    self.subscribe(req)
+            
 
     #----------------------------------------------------------------------
-    def subscribe(self, subscribeReq):
+    def subscribe(self, symbol):
         """订阅合约"""
-        self.subscribeDict[subscribeReq.symbol] = subscribeReq
+        #self.subscribeDict[subscribeReq.symbol] = subscribeReq
 
         if not self.connectionStatus:
             return
 
-        symbol = subscribeReq.symbol
+        #symbol = subscribeReq.symbol
         if symbol in self.tickDict:
             return
 
@@ -354,7 +355,7 @@ class HuobiTradeApi(TradeApi):
         #self.activeOrderSet = set() # 活动委托集合
 
     #----------------------------------------------------------------------
-    def connect(self, exchange, accessKey, secretKey, symbols=''):
+    def connect(self, exchange, symbols, accessKey, secretKey):
         """初始化连接"""
         if not self.connectionStatus:
             self.symbols = symbols