diff --git a/vnpy/gateway/onetoken/__init__.py b/vnpy/gateway/onetoken/__init__.py new file mode 100644 index 00000000..ace37fbe --- /dev/null +++ b/vnpy/gateway/onetoken/__init__.py @@ -0,0 +1 @@ +from .onetoken_gateway import OnetokenGateway diff --git a/vnpy/gateway/onetoken/onetoken_gateway.py b/vnpy/gateway/onetoken/onetoken_gateway.py new file mode 100644 index 00000000..772a5913 --- /dev/null +++ b/vnpy/gateway/onetoken/onetoken_gateway.py @@ -0,0 +1,360 @@ +# encoding: UTF-8 +""" +""" + +import hashlib +import hmac +import json +import time +from datetime import datetime +from threading import Lock +from urllib.parse import urlparse + +from requests import ConnectionError + +from vnpy.api.rest import Request, RestClient +from vnpy.trader.constant import ( + Direction, + Exchange, + Status, + Offset, + Product +) +from vnpy.trader.gateway import BaseGateway +from vnpy.trader.object import ( + PositionData, + AccountData, + OrderRequest, + CancelRequest, + SubscribeRequest, + ContractData +) + +REST_HOST = 'https://1token.trade/api' + +DIRECTION_VT2ONETOKEN = {Direction.LONG: "b", Direction.SHORT: "s"} +DIRECTION_ONETOKEN2VT = {v: k for k, v in DIRECTION_VT2ONETOKEN.items()} + + +class OnetokenGateway(BaseGateway): + """ + VN Trader Gateway for 1Token connection + """ + + default_setting = { + "OT Key": "", + "OT Secret": "", + "交易所": "", + "账户": "", + "会话数": 3, + "代理地址": "127.0.0.1", + "代理端口": 1080, + } + + def __init__(self, event_engine): + """Constructor""" + super(OnetokenGateway, self).__init__(event_engine, "1Token") + + self.rest_api = OnetokenRestApi(self) + + def connect(self, setting: dict): + """""" + key = setting["OT Key"] + secret = setting["OT Secret"] + session_number = setting["会话数"] + exchange = setting["交易所"].lower() + account = setting["账户"] + proxy_host = setting["代理地址"] + proxy_port = setting["代理端口"] + self.rest_api.connect(key, secret, session_number, + exchange, account, proxy_host, proxy_port) + + def subscribe(self, req: SubscribeRequest): + """""" + pass + # self.ws_api.subscribe(req) + + def send_order(self, req: OrderRequest): + """""" + return self.rest_api.send_order(req) + + def cancel_order(self, req: CancelRequest): + """""" + self.rest_api.cancel_order(req) + + def query_account(self): + """""" + pass + + def query_position(self): + """""" + pass + + def close(self): + """""" + self.rest_api.stop() + + +class OnetokenRestApi(RestClient): + """ + 1Token REST API + """ + + def __init__(self, gateway: BaseGateway): + """""" + super(OnetokenRestApi, self).__init__() + + self.gateway = gateway + self.gateway_name = gateway.gateway_name + + self.key = "" + self.secret = "" + self.exchange = "" + + self.order_count = 1_000_000 + self.order_count_lock = Lock() + + self.connect_time = 0 + self.account = "" + + def sign(self, request): + """ + Generate 1Token signature. + """ + method = request.method + + endpoint = '/' + request.path.split('/', 3)[3] + # v1/trade/okex/mock-example/info -> okex/mock-example/info + parsed_url = urlparse(endpoint) + path = parsed_url.path + + nonce = str(int(time.time() * 1e6)) + data = request.data + json_str = data if data else '' + + message = method + path + nonce + json_str + + signature = hmac.new(bytes(self.secret, 'utf8'), bytes(message, 'utf8'), digestmod=hashlib.sha256).hexdigest() + + headers = {'Api-Nonce': nonce, + 'Api-Key': self.key, + 'Api-Signature': signature, + 'Content-Type': 'application/json'} + request.headers = headers + + return request + + def connect( + self, + key: str, + secret: str, + session_number: int, + exchange: str, + account: str, + proxy_host: str, + proxy_port: int, + ): + """ + Initialize connection to REST server. + """ + self.key = key + self.secret = secret + self.exchange = exchange + self.account = account + + self.connect_time = ( + int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count + ) + + self.init(REST_HOST, proxy_host, proxy_port) + + self.start(session_number) + + self.gateway.write_log("REST API启动成功") + + self.query_time() + self.query_contract() + self.query_account() + + def _new_order_id(self): + with self.order_count_lock: + self.order_count += 1 + return self.order_count + + def query_account(self): # get balance and positions at the same time + """""" + self.add_request( + "GET", + "/v1/trade/{}/{}/info".format(self.exchange, self.account), + callback=self.on_query_account + ) + + def on_query_account(self, data, request): + """This is for WS Example""" + for account_data in data["position"]: + _type = account_data['type'] + if 'spot' in _type: # 统计balance + account = AccountData( + accountid=account_data["contract"], + balance=float(account_data["total_amount"]), + frozen=float(account_data["frozen"]), + gateway_name=self.gateway_name + ) + self.gateway.on_account(account) + elif _type == 'future': # 期货合约 + long_position = PositionData( + symbol=account_data["contract"], + exchange=Exchange.OKEX, # todo add Exchange + direction=Direction.LONG, + volume=account_data['total_amount_long'], + frozen=account_data['total_amount_long'] - account_data['available_long'], + gateway_name=self.gateway_name, + # yd_volume=? + ) + short_position = PositionData( + symbol=account_data["contract"], + exchange=Exchange.OKEX, # todo add Exchange + direction=Direction.SHORT, + volume=account_data['total_amount_short'], + frozen=account_data['total_amount_short'] - account_data['available_short'], + gateway_name=self.gateway_name, + # yd_volume=? + ) + self.gateway.on_position(long_position) + self.gateway.on_position(short_position) + + self.gateway.write_log("账户资金查询成功") + self.gateway.write_log("账户持仓查询成功") + + def query_time(self): + """""" + self.add_request( + "GET", + "/v1/basic/time", + callback=self.on_query_time + ) + + def on_query_time(self, data, request): + """""" + server_timestamp = data["server_time"] + dt = datetime.utcfromtimestamp(server_timestamp) + server_time = dt.isoformat() + 'Z' + local_time = datetime.utcnow().isoformat() + msg = f"服务器时间：{server_time}，本机时间：{local_time}" + self.gateway.write_log(msg) + + def query_contract(self): + """""" + self.add_request( + "GET", + "/v1/basic/contracts?exchange={}".format(self.exchange), + callback=self.on_query_contract + ) + + def on_query_contract(self, data, request): + """""" + for instrument_data in data: + symbol = instrument_data["name"] + contract = ContractData( + symbol=symbol, + exchange=Exchange.OKEX, # todo + name=symbol, + product=Product.SPOT, # todo + size=float(instrument_data['min_amount']), + pricetick=float(instrument_data['unit_amount']), + gateway_name=self.gateway_name + ) + self.gateway.on_contract(contract) + self.gateway.write_log("合约信息查询成功") + + # Start websocket api after instruments data collected + # self.gateway.ws_api.start() + + def send_order(self, req: OrderRequest): + """""" + orderid = str(self.connect_time + self._new_order_id()) + + data = { + 'contract': self.exchange + '/' + req.symbol, + 'price': float(req.price), + "bs": DIRECTION_VT2ONETOKEN[req.direction], + 'amount': float(req.volume), + 'client_oid': orderid + } + + if req.offset == Offset.CLOSE: + data['options'] = {'close': True} + data = json.dumps(data) + order = req.create_order_data(orderid, self.gateway_name) + + self.add_request( + method="POST", + path="/v1/trade/{}/{}/orders".format(self.exchange, self.account), + callback=self.on_send_order, + data=data, + params={}, + extra=order, + on_failed=self.on_send_order_failed, + on_error=self.on_send_order_error + ) + + self.gateway.on_order(order) + return order.vt_orderid + + def cancel_order(self, req: CancelRequest): + """""" + params = { + 'client_oid': req.orderid + } + + self.add_request( + method="DELETE", + path="/v1/trade/{}/{}/orders".format(self.exchange, self.account), + callback=self.on_cancel_order, + params=params, + on_error=self.on_cancel_order_error, + extra=req + ) + + def on_send_order(self, data, request): + """Websocket will push a new order status""" + pass + + def on_send_order_failed(self, status_code: str, request: Request): + """ + Callback when sending order failed on server. + """ + order = request.extra + order.status = Status.REJECTED + self.gateway.on_order(order) + + msg = f"委托失败，状态码：{status_code}，信息：{request.response.text}" + self.gateway.write_log(msg) + + def on_send_order_error( + self, exception_type: type, exception_value: Exception, tb, request: Request + ): + """ + Callback when sending order caused exception. + """ + order = request.extra + order.status = Status.REJECTED + self.gateway.on_order(order) + + # Record exception if not ConnectionError + if not issubclass(exception_type, ConnectionError): + self.on_error(exception_type, exception_value, tb, request) + + def on_cancel_order(self, data, request): + """Websocket will push a new order status""" + pass + + def on_cancel_order_error( + self, exception_type: type, exception_value: Exception, tb, request: Request + ): + """ + Callback when cancelling order failed on server. + """ + # Record exception if not ConnectionError + if not issubclass(exception_type, ConnectionError): + self.on_error(exception_type, exception_value, tb, request)