[Del] remove _split_url
This commit is contained in:
vn.py
parent
4ae3b2acae
commit
93b4ff40a3
@ -11,7 +11,6 @@ import time
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from copy import copy
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from datetime import datetime
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from vnpy.event import Event
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from vnpy.api.rest import RestClient, Request
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from vnpy.api.websocket import WebsocketClient
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from vnpy.trader.constant import (
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@ -21,7 +20,7 @@ from vnpy.trader.constant import (
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Status,
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OrderType
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)
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from vnpy.trader.gateway import BaseGateway, LocalOrderManager
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from vnpy.trader.gateway import BaseGateway
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from vnpy.trader.object import (
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TickData,
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OrderData,
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@ -32,11 +31,11 @@ from vnpy.trader.object import (
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CancelRequest,
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SubscribeRequest
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)
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from vnpy.trader.event import EVENT_TIMER
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REST_HOST = "https://www.binance.com"
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WEBSOCKET_TRADE_HOST = "wss://stream.binance.com:9443/ws/" # Account and Order
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# Account and Order
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WEBSOCKET_TRADE_HOST = "wss://stream.binance.com:9443/ws/"
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WEBSOCKET_DATA_HOST = "wss://stream.binance.com:9443/stream?streams=" # Market Data
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STATUS_BINANCE2VT = {
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@ -84,8 +83,6 @@ class BinanceGateway(BaseGateway):
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"""Constructor"""
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super().__init__(event_engine, "BINANCE")
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self.order_manager = LocalOrderManager(self)
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self.rest_api = BinanceRestApi(self)
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self.trade_ws_api = BinanceTradeWebsocketApi(self)
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self.market_ws_api = BinanceDataWebsocketApi(self)
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@ -100,13 +97,13 @@ class BinanceGateway(BaseGateway):
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self.rest_api.connect(key, secret, session_number,
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proxy_host, proxy_port)
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# self.trade_ws_api.connect(key, secret, proxy_host, proxy_port)
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# self.market_ws_api.connect(key, secret, proxy_host, proxy_port)
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self.trade_ws_api.connect(key, secret, proxy_host, proxy_port)
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self.market_ws_api.connect(key, secret, proxy_host, proxy_port)
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def subscribe(self, req: SubscribeRequest):
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""""""
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self.market_ws_api.subscribe(req)
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# self.trade_ws_api.subscribe(req)
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self.trade_ws_api.subscribe(req)
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def send_order(self, req: OrderRequest):
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""""""
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@ -136,21 +133,21 @@ class BinanceRestApi(RestClient):
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BINANCE REST API
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"""
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def __init__(self, gateway: BaseGateway):
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def __init__(self, gateway: BinanceGateway):
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""""""
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super(BinanceRestApi, self).__init__()
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super().__init__()
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self.gateway = gateway
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self.gateway_name = gateway.gateway_name
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self.order_manager = gateway.order_manager
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self.trade_ws_api = BinanceTradeWebsocketApi(self.gateway)
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self.host = ""
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self.trade_ws_api = self.gateway.trade_ws_api
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self.key = ""
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self.secret = ""
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self.userStreamKey = ""
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self.keepaliveCount = 0
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self.recvWindow = 5000
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self.user_stream_key = ""
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self.keep_alive_count = 0
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self.recv_window = 5000
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self.time_offset = 0
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self.cancel_requests = {}
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@ -165,34 +162,44 @@ class BinanceRestApi(RestClient):
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else:
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request.params = dict()
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path = request.path
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security = "NONE"
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if request.data:
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security = request.data['security']
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if security == "SIGNED":
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timestamp = int(time.time() * 1000)
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if self.time_offset > 0:
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timestamp -= abs(self.time_offset)
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elif self.time_offset < 0:
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timestamp += abs(self.time_offset)
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request.params['timestamp'] = timestamp
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request.params['recvWindow'] = self.recvWindow
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request.params['recv_window'] = self.recv_window
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query = urllib.parse.urlencode(sorted(request.params.items()))
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signature = hmac.new(self.secret, query.encode('utf-8'), hashlib.sha256).hexdigest()
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signature = hmac.new(self.secret, query.encode(
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'utf-8'), hashlib.sha256).hexdigest()
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query += "&signature={}".format(signature)
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path = request.path + "?" + query
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request.path = path
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request.params = {}
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request.data = {}
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# Add headers
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headers = {
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"Content-Type": "application/x-www-form-urlencoded",
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"Accept": "application/json",
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"X-MBX-APIKEY": self.key
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}
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if security == "SIGNED" or security == "API-KEY":
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request.headers = headers
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return request
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def connect(
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@ -211,8 +218,6 @@ class BinanceRestApi(RestClient):
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self.proxy_port = proxy_port
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self.proxy_host = proxy_host
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self.host, _ = _split_url(REST_HOST)
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self.init(REST_HOST, proxy_host, proxy_port)
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self.start(session_number)
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@ -222,7 +227,7 @@ class BinanceRestApi(RestClient):
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self.query_account()
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self.query_order()
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self.query_contract()
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self.start_userStream()
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self.start_user_stream()
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def query_time(self):
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""""""
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@ -230,6 +235,7 @@ class BinanceRestApi(RestClient):
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"security": "NONE"
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}
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path = '/api/v1/time'
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return self.add_request(
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"GET",
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path,
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@ -331,7 +337,7 @@ class BinanceRestApi(RestClient):
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print("撤单本地id：", req.orderid, "撤单远端id：", sys_orderid)
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def start_userStream(self):
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def start_user_stream(self):
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""""""
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data = {
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"security": "API-KEY"
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@ -339,20 +345,20 @@ class BinanceRestApi(RestClient):
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self.add_request(
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method="POST",
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path='/api/v1/userDataStream',
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callback=self.on_start_userStream,
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callback=self.on_start_user_stream,
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data=data
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)
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def keepalive_userStream(self):
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""""""
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self.keepaliveCount += 1
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if self.keepaliveCount < 1800:
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self.keep_alive_count += 1
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if self.keep_alive_count < 1800:
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return
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data = {
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"security": "SIGNED"
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}
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params = {
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'listenKey': self.userStreamKey
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'listenKey': self.user_stream_key
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}
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self.add_request(
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method='PUT',
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@ -514,10 +520,10 @@ class BinanceRestApi(RestClient):
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self.order_manager.on_order(order)
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def on_start_userStream(self, data, request):
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self.userStreamKey = data['listenKey']
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self.keepaliveCount = 0
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url = WEBSOCKET_TRADE_HOST + self.userStreamKey
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def on_start_user_stream(self, data, request):
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self.user_stream_key = data['listenKey']
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self.keep_alive_count = 0
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url = WEBSOCKET_TRADE_HOST + self.user_stream_key
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self.trade_ws_api.connect(
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key=self.key,
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secret=self.secret,
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@ -527,9 +533,9 @@ class BinanceRestApi(RestClient):
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def on_keepalive_userStream(self, data, request):
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self.gateway.write_log("交易推送刷新成功")
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if self.keepaliveCount >= 1800:
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self.keepaliveCount = 0
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self.keepalive_userStream(self.userStreamKey)
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if self.keep_alive_count >= 1800:
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self.keep_alive_count = 0
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self.keepalive_userStream(self.user_stream_key)
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def on_close_userStream(self, listenKey):
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self.gateway.write_log("交易推送关闭")
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@ -635,6 +641,7 @@ class BinanceWebsocketApiBase(WebsocketClient):
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class BinanceTradeWebsocketApi(BinanceWebsocketApiBase):
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""""""
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def __init__(self, gateway):
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""""""
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super().__init__(gateway)
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@ -843,13 +850,3 @@ class BinanceDataWebsocketApi(BinanceWebsocketApiBase):
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if tick.bid_price_1:
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self.gateway.on_tick(copy(tick))
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def _split_url(url):
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"""
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将url拆分为host和path
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:return: host, path
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"""
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result = re.match("\w+://([^/]*)(.*)", url) # noqa
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if result:
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return result.group(1), result.group(2)
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