[Mod]更新富途接口为futu-api
This commit is contained in:
vn.py
parent
dbd967bb6d
commit
97fcd7f19a
@ -3,7 +3,6 @@ websocket-client
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msgpack-python
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qdarkstyle
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SortedContainers
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futuquant
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wmi
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future
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flask-socketio
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@ -16,4 +15,4 @@ pyqtgraph
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qtpy
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psutil
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ta-lib
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futu-api
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@ -1,742 +0,0 @@
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# encoding: UTF-8
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'''
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vnpy.api.bithumb的gateway接入
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'''
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import json
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from collections import defaultdict
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from datetime import datetime
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from vnpy.api.bithumb import BithumbRestApi
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from vnpy.trader.vtFunction import getJsonPath
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from vnpy.trader.vtGateway import *
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# 方向映射
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directionMap = {
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constant.DIRECTION_LONG: 'bid',
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constant.DIRECTION_SHORT: 'ask'
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}
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directionMapReverse = {v: k for k, v in directionMap.items()}
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# 从https://www.bithumb.com/u1/US127中https://api.bithumb.com/trade/place的API说明中得到
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minimum_ticks = {
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'BTC': 0.001,
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'ETH': 0.01,
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'DASH': 0.01,
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'LTC': 0.01,
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'ETC': 0.1,
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'XRP': 10,
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'BCH': 0.001,
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'XMR': 0.01,
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'ZEC': 0.01,
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'QTUM': 0.1,
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'BTG': 0.1,
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'EOS': 0.1,
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'ICX': 1,
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'VEN': 1,
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'TRX': 100,
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'ELF': 10,
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'MITH': 10,
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'MCO': 10,
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'OMG': 0.1,
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'KNC': 1,
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'GNT': 10,
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'HSR': 1,
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'ZIL': 100,
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'ETHOS': 1,
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'PAY': 1,
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'WAX': 10,
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'POWR': 10,
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'LRC': 10,
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'GTO': 10,
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'STEEM': 10,
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'STRAT': 1,
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'ZRX': 1,
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'REP': 0.1,
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'AE': 1,
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'XEM': 10,
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'SNT': 10,
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'ADA': 10
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}
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########################################################################
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class BithumbGateway(VtGateway):
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#----------------------------------------------------------------------
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def __init__(self, eventEngine, gatewayName='BithumbGateway'):
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super(BithumbGateway, self).__init__(eventEngine, gatewayName)
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self.restApi = RestApi(self) # type: RestApi
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self.qryEnabled = False
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self.fileName = self.gatewayName + '_connect.json'
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self.filePath = getJsonPath(self.fileName, __file__)
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#----------------------------------------------------------------------
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def connect(self):
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"""连接"""
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try:
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f = open(self.filePath)
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except IOError:
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log = VtLogData()
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log.gatewayName = self.gatewayName
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log.logContent = u'读取连接配置出错，请检查'
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self.onLog(log)
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return
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# 解析json文件
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setting = json.load(f)
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f.close()
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try:
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apiKey = str(setting['apiKey'])
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apiSecret = str(setting['apiSecret'])
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# symbols = setting['symbols']
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except KeyError:
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log = VtLogData()
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log.gatewayName = self.gatewayName
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log.logContent = u'连接配置缺少字段，请检查'
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self.onLog(log)
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return
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# 创建行情和交易接口对象
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self.restApi.connect(apiKey, apiSecret)
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# 初始化并启动查询
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self.initQuery()
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#----------------------------------------------------------------------
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def subscribe(self, subscribeReq):
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"""订阅行情"""
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pass
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#----------------------------------------------------------------------
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def sendOrder(self, orderReq):
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"""发单"""
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return self.restApi.sendOrder(orderReq)
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#----------------------------------------------------------------------
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def cancelOrder(self, cancelOrderReq):
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"""撤单"""
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self.restApi.cancelOrder(cancelOrderReq)
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#----------------------------------------------------------------------
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def close(self):
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"""关闭"""
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self.restApi.close()
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#----------------------------------------------------------------------
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def initQuery(self):
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"""初始化连续查询"""
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# if self.qryEnabled:
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# 需要循环的查询函数列表
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# self.qryFunctionList = [self.restApi.qryTickers,
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# self.restApi.qryDepth,
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# self.restApi.qryPosition,
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# self.restApi.qryOrder]
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#
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# self.qryCount = 0 # 查询触发倒计时
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# self.qryTrigger = 1 # 查询触发点
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# self.qryNextFunction = 0 # 上次运行的查询函数索引
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#
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# self.startQuery()
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pass
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#----------------------------------------------------------------------
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def query(self, event):
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"""注册到事件处理引擎上的查询函数"""
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# self.qryCount += 1
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#
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# if self.qryCount > self.qryTrigger:
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# # 清空倒计时
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# self.qryCount = 0
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#
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# # 执行查询函数
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# function = self.qryFunctionList[self.qryNextFunction]
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# function()
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#
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# # 计算下次查询函数的索引，如果超过了列表长度，则重新设为0
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# self.qryNextFunction += 1
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# if self.qryNextFunction == len(self.qryFunctionList):
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# self.qryNextFunction = 0
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pass
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#----------------------------------------------------------------------
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def startQuery(self):
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"""启动连续查询"""
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self.eventEngine.register(EVENT_TIMER, self.query)
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#----------------------------------------------------------------------
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def setQryEnabled(self, qryEnabled):
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"""设置是否要启动循环查询"""
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self.qryEnabled = qryEnabled
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########################################################################
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# noinspection PyUnusedLocal
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class RestApi(BithumbRestApi):
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"""REST API实现"""
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#----------------------------------------------------------------------
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def __init__(self, gateway):
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"""Constructor"""
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super(RestApi, self).__init__()
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self.gateway = gateway # type: BithumbGateway # gateway对象
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self.gatewayName = gateway.gatewayName # gateway对象名称
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self.localID = 0
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self.tradeID = 0
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self.orders = {} # type: dict[str, VtOrderData] # localID:order
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self.sysLocalDict = {} # type: dict[str, str] # sysID: localID
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self.localSysDict = {} # type: dict[str, str] # localID: sysID
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self.reqOrderDict = {} # type: dict[int, VtOrderData] # reqID:order
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self.cancelDict = {} # type: dict[str, VtCancelOrderReq] # localID:req
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self.tickDict = {}
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#----------------------------------------------------------------------
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def connect(self, apiKey, apiSecret):
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"""连接服务器"""
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self.init(apiKey, apiSecret)
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self.start()
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# self.symbols = symbols
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self.writeLog(u'REST API启动成功')
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self.qryContract()
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#----------------------------------------------------------------------
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def writeLog(self, content):
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"""发出日志"""
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log = VtLogData()
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log.gatewayName = self.gatewayName
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log.logContent = content
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self.gateway.onLog(log)
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#----------------------------------------------------------------------
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def generateLocalOrder(self, ):
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self.localID += 1
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localID = str(self.localID)
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order = VtOrderData()
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order.gatewayName = self.gatewayName
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order.status = constant.STATUS_UNKNOWN
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order.exchange = constant.EXCHANGE_BITHUMB
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order.orderID = localID
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order.vtOrderID = '.'.join([self.gatewayName, localID])
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self.orders[localID] = order
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return order
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#----------------------------------------------------------------------
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def sendOrder(self, orderReq):
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"""下单"""
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req = {
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'order_currency': orderReq.symbol,
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'Payment_currency': orderReq.currency, # todo: 无论如何服务器都会以KRW作为单位
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'type': directionMap[orderReq.direction],
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'price': int(orderReq.price),
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'units': orderReq.volume
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}
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reqid = self.addReq('POST', '/trade/place', self.onSendOrder, postdict=req)
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# 缓存委托数据对象
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order = self.generateLocalOrder()
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self.fillLocalOrder(order,
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orderReq.symbol,
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orderReq.price,
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orderReq.volume,
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orderReq.direction)
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self.reqOrderDict[reqid] = order
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return order.vtOrderID
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#----------------------------------------------------------------------
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def onSendOrder(self, data, reqid): # type: (dict, int)->None
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"""下单回执"""
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if self.checkError(u'委托', data):
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return
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order = self.reqOrderDict[reqid]
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localID = order.orderID
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sysID = data['order_id']
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self.saveSysIDForOrder(order, sysID)
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self.gateway.onOrder(order)
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# 发出等待的撤单委托
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if localID in self.cancelDict:
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req = self.cancelDict[localID]
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self.cancelOrder(req)
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del self.cancelDict[localID]
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#----------------------------------------------------------------------
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@staticmethod
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def fillLocalOrder(order, symbol, price, totalVolume, direction):
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order.symbol = symbol
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order.vtSymbol = '.'.join([order.symbol, order.exchange])
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order.price = price
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order.totalVolume = totalVolume
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order.direction = direction
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#----------------------------------------------------------------------
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def saveSysIDForOrder(self, order, sysID): # type: (VtOrderData, str)->None
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self.sysLocalDict[sysID] = order.orderID
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self.localSysDict[order.orderID] = sysID
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#----------------------------------------------------------------------
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def qryOrder(self, order): # type: (VtOrderData)->None
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sysID = self.getSysIDForOrder(order)
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req = {
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'currency': order.symbol,
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'order_id': sysID
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}
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self.addReq('POST', '/info/orders', self.onQryOrders, postdict=req)
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#----------------------------------------------------------------------
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def qryOrders(self, currency='XML'): # type: (VtOrderData)->None
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sysID = self.getSysIDForOrder(order)
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req = {
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'currency': order.symbol,
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}
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self.addReq('POST', '/info/orders', self.onQryOrders, postdict=req)
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#----------------------------------------------------------------------
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def onQryOrders(self, data, reqid):
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if self.checkError(u'订单查询', data):
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return
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orders = data['data']
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for detail in orders:
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sysID = detail['order_id']
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order = self.getOrderBySysID(sysID)
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if not order:
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# 查询到了新的order(以前的order)
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order = self.generateLocalOrder()
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self.fillLocalOrder(order,
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detail['order_currency'],
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detail['price'],
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detail['units'],
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directionMapReverse[detail['type']])
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order.tradedVolume = order.totalVolume - detail['units_remaining']
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# todo: payment_currency
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# payment_currency = detail['payment_currency']
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self.saveSysIDForOrder(order, sysID)
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# 推送
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self.gateway.onOrder(order)
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continue
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originalTradeVolume = order.tradedVolume
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order.tradedVolume = newTradeVolume = order.totalVolume - detail['units_remaining']
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if newTradeVolume != originalTradeVolume:
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# 推送更新
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self.gateway.onOrder(order)
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# 尝试更新状态
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# todo: 这一句还未测试，不知道成交之后date_completed是不是就会有值
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order.status = constant.STATUS_ALLTRADED if detail['date_completed'] else order.status
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if order.status == constant.STATUS_ALLTRADED:
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# 推送成交
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self.pushOrderAsTraded(order)
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#----------------------------------------------------------------------
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def pushOrderAsTraded(self, order):
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trade = VtTradeData()
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trade.gatewayName = order.gatewayName
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trade.symbol = order.symbol
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trade.vtSymbol = order.vtSymbol
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trade.orderID = order.orderID
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trade.vtOrderID = order.vtOrderID
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self.tradeID += 1
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trade.tradeID = str(self.tradeID)
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trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID])
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trade.direction = order.direction
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trade.price = order.price
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trade.volume = order.tradedVolume
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trade.tradeTime = datetime.now().strftime('%H:%M:%S')
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self.gateway.onTrade(trade)
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#----------------------------------------------------------------------
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def cancelOrder(self, cancelOrderReq): # type: (self, VtCancelOrderReq)->None
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""""""
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localID = cancelOrderReq.orderID
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order = self.getOrderByLocalID(localID)
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if self.isOrderPosted(order):
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sysID = self.getSysIDForOrder(order)
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req = {
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'type': directionMap[order.direction],
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'order_id': sysID,
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'currency': cancelOrderReq.symbol
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}
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self.addReq('POST',
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'/trade/cancel',
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callback=lambda data, reqid: self.onCancelOrder(localID, data, reqid),
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postdict=req)
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else:
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self.cancelDict[localID] = cancelOrderReq
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#----------------------------------------------------------------------
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def onCancelOrder(self, localID, data, reqid):
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if self.checkError(u'撤单', data):
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return
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order = self.getOrderByLocalID(localID)
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order.status = constant.STATUS_CANCELLED
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#----------------------------------------------------------------------
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def qryContract(self):
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""""""
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contract = VtContractData()
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contract.gatewayName = self.gatewayName
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for symbol, tick in minimum_ticks.items():
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contract.symbol = symbol
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contract.exchange = constant.EXCHANGE_BITHUMB
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contract.vtSymbol = '.'.join([contract.symbol, contract.exchange])
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contract.name = contract.vtSymbol
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contract.productClass = constant.PRODUCT_SPOT
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contract.priceTick = tick
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contract.size = 1
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self.gateway.onContract(contract)
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#----------------------------------------------------------------------
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def qryPublicTick(self, symbol='ALL'):
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""" symbol 可以是'BTC', 'ETC'等等电子货币符号；也可以使用'ALL'，表示要获取所有货币的行情"""
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url = '/public/ticker/' + symbol
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if symbol.upper() == 'ALL':
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self.addReq('GET', url, self.onQryMultiPublicTicker)
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else:
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self.addReq('GET', url,
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callback=lambda data, reqid: self.onQrySinglePublicTicker(symbol, data, id))
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#----------------------------------------------------------------------
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def qryPublicOrderBook(self, symbol='ALL'):
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""" symbol 可以是'BTC', 'ETC'等等电子货币符号；也可以使用'ALL'，表示要获取所有货币的行情"""
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url = '/public/orderbook/' + symbol
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if symbol.upper() == 'ALL':
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self.addReq('GET', url, self.onQryMultiPublicOrderBook)
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else:
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self.addReq('GET', url,
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callback=lambda data, reqid: self.onQrySinglePublicOrderBook(symbol, data, id))
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#----------------------------------------------------------------------
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def qryPrivateTick(self, symbol, currency='CNY'):
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""""""
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req = {
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'order_currency': symbol,
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'payment_currency': currency,
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}
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self.addReq('POST', '/info/ticker', self.onQryPrivateTicker, postdict=req)
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#----------------------------------------------------------------------
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def qryPosition(self, symbol='ALL'):
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""""""
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req = {
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'currency': symbol,
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}
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self.addReq('POST', '/info/balance', self.onQryPosition, postdict=req)
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pass
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#----------------------------------------------------------------------
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def onQryPosition(self, data, reqid): # type: (self, dict, int)->None
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""""""
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if self.checkError(u'查询持仓', data):
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return
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datas = data['data'] # type: dict
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# 先分类一下
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infos = defaultdict(dict) # type: dict[str, dict[str, str]]
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for key, val in datas.items(): # type: str, str
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split_position = key.rfind('_')
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infoType, symbol = key[:split_position], key[split_position+1:]
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infos[symbol.upper()][infoType] = val
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for symbol in infos.keys():
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info = infos[symbol]
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if symbol == u'LAST': # 过滤掉xcoin_last，这个值表示的是最后一次交易量
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continue
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if symbol == u'KRW':
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accountData = VtAccountData()
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# todo: accountID必须从另一个API获取
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# accountData.accountID =
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accountData.balance = info['total']
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accountData.available = info['available']
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self.gateway.onAccount(accountData)
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pass
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else:
|
||||
pos = VtPositionData()
|
||||
pos.gatewayName = self.gatewayName
|
||||
|
||||
pos.symbol = symbol
|
||||
pos.exchange = constant.EXCHANGE_BITHUMB
|
||||
pos.vtSymbol = '.'.join([pos.symbol, pos.exchange])
|
||||
pos.direction = constant.DIRECTION_NET
|
||||
pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])
|
||||
pos.position = float(info['total'])
|
||||
pos.frozen = float(info['in_use'])
|
||||
|
||||
self.gateway.onPosition(pos)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def parsePublicTickerData(self, symbol, info):
|
||||
dt = datetime.now()
|
||||
date = dt.strftime('%Y%m%d')
|
||||
time = dt.strftime('%H:%M:%S')
|
||||
|
||||
tick = self.getTick(symbol)
|
||||
|
||||
tick.openPrice = float(info['opening_price'])
|
||||
tick.highPrice = float(info['max_price'])
|
||||
tick.lowPrice = float(info['min_price'])
|
||||
tick.lastPrice = float(info['closing_price']) # todo: 也许应该是'buy_price'?
|
||||
tick.volume = float(info['volume_1day'])
|
||||
tick.datetime = datetime
|
||||
tick.date = date
|
||||
tick.time = time
|
||||
|
||||
# 只有订阅了深度行情才推送
|
||||
if tick.bidPrice1:
|
||||
self.gateway.onTick(tick)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onQrySinglePublicTicker(self, symbol, data, reqid):
|
||||
if self.checkError(u'查询行情', data):
|
||||
return
|
||||
|
||||
info = data['data']
|
||||
self.parsePublicTickerData(symbol=symbol, info=info)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onQryMultiPublicTicker(self, data, reqid):
|
||||
if self.checkError(u'查询行情', data):
|
||||
return
|
||||
|
||||
for symbol, info in data['data'].items():
|
||||
# 里面可能会出现一对：date: int这样的值，所以要过滤掉
|
||||
if isinstance(info, dict):
|
||||
self.parsePublicTickerData(symbol=symbol, info=info)
|
||||
pass
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def parsePublicOrderBookData(self, symbol, info):
|
||||
dt = datetime.now()
|
||||
date = dt.strftime('%Y%m%d')
|
||||
time = dt.strftime('%H:%M:%S')
|
||||
|
||||
tick = self.getTick(symbol)
|
||||
|
||||
for i in range(5):
|
||||
tick.__setattr__('askPrice' + str(i + 1), float(info['asks'][i]['price']))
|
||||
tick.__setattr__('askVolume' + str(i + 1), float(info['asks'][i]['quantity']))
|
||||
|
||||
for i in range(5):
|
||||
tick.__setattr__('bidPrice' + str(i + 1), float(info['bids'][i]['price']))
|
||||
tick.__setattr__('bidVolume' + str(i + 1), float(info['bids'][i]['quantity']))
|
||||
|
||||
tick.datetime = datetime
|
||||
tick.date = date
|
||||
tick.time = time
|
||||
|
||||
# 只有订阅了深度行情才推送
|
||||
if tick.bidPrice1:
|
||||
self.gateway.onTick(tick)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onQrySinglePublicOrderBook(self, symbol, data, reqid):
|
||||
if self.checkError(u'五档行情', data):
|
||||
return
|
||||
|
||||
info = data['data']
|
||||
self.parsePublicTickerData(symbol=symbol, info=info)
|
||||
pass
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onQryMultiPublicOrderBook(self, data, reqid):
|
||||
if self.checkError(u'五档行情', data):
|
||||
return
|
||||
|
||||
for symbol, info in data['data'].items():
|
||||
self.parsePublicTickerData(symbol=symbol, info=info)
|
||||
pass
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onQryPrivateTicker(self, data, reqid):
|
||||
pass
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def getTick(self, symbol):
|
||||
""""""
|
||||
tick = self.tickDict.get(symbol, None) # type: VtTickData
|
||||
|
||||
if not tick:
|
||||
tick = VtTickData()
|
||||
tick.gatewayName = self.gatewayName
|
||||
tick.symbol = symbol
|
||||
tick.exchange = constant.EXCHANGE_BITHUMB
|
||||
tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
|
||||
self.tickDict[symbol] = tick
|
||||
|
||||
return tick
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def checkError(self, name, data):
|
||||
""""""
|
||||
status = data.get('status', None)
|
||||
if status == u'0000':
|
||||
return False
|
||||
elif not status:
|
||||
self.writeLog(u'%s触发错误：%s' % (name, u"未知的响应报文 : %s".format(data)))
|
||||
return True
|
||||
|
||||
msg = data.get('message', u'unknown')
|
||||
self.writeLog(u'%s触发错误：%s' % (name, msg))
|
||||
return True
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def getOrderByLocalID(self, localID): # type: (str)->VtOrderData
|
||||
"""如果没有该订单，这个函数会出错"""
|
||||
return self.orders[localID]
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def getOrderByVtOrderID(self, vtOrderId): # type: (str)->VtOrderData
|
||||
"""如果没有该订单，这个函数会出错"""
|
||||
localID = vtOrderId[vtOrderId.rfind('.') + 1:]
|
||||
return self.getOrderByLocalID(localID)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def getOrderBySysID(self, sysID): # type: (str)->VtOrderData
|
||||
return self.getOrderByLocalID(self.getLocalIDBySysID(sysID))
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def getLocalIDBySysID(self, sysID): # type: (str)->str
|
||||
return self.sysLocalDict[sysID]
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def isOrderPosted(self, order): # type: (VtOrderData)->bool
|
||||
"""检查服务器是否响应了一个下单请求，如果已经响应了返回True，否则False"""
|
||||
return order.orderID in self.localSysDict
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def getSysIDForOrder(self, order): # type: (VtOrderData)->str
|
||||
return self.localSysDict[order.orderID]
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def hasSysID(self, sysID):
|
||||
return sysID in self.sysLocalDict
|
||||
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
# default test secret:
|
||||
API_KEY = '0c2f5621ac18d26d51ce640b25eb44f9'
|
||||
API_SECRET = '62bb8b4e263476f443f8d3dbf0aad6bc'
|
||||
|
||||
api = BithumbRestApi()
|
||||
api.init(apiKey=API_KEY, apiSecret=API_SECRET)
|
||||
api.start(1)
|
||||
|
||||
eventEngine = EventEngine2()
|
||||
rest = RestApi(BithumbGateway(eventEngine=eventEngine))
|
||||
rest.connect(API_KEY, API_SECRET)
|
||||
|
||||
translateDict = {
|
||||
u'\uac70\ub798 \uccb4\uacb0\ub0b4\uc5ed\uc774 '
|
||||
u'\uc874\uc7ac\ud558\uc9c0 \uc54a\uc2b5\ub2c8\ub2e4.': "交易记录不存在",
|
||||
|
||||
u'\uac70\ub798 \uc9c4\ud589\uc911\uc778 \ub0b4\uc5ed\uc774 '
|
||||
u'\uc874\uc7ac\ud558\uc9c0 \uc54a\uc2b5\ub2c8\ub2e4.': "没有正在进行的交易",
|
||||
|
||||
u'\ub9e4\uc218\uae08\uc561\uc774 \uc0ac\uc6a9\uac00\ub2a5 KRW'
|
||||
u' \ub97c \ucd08\uacfc\ud558\uc600\uc2b5\ub2c8\ub2e4.': "购买金额超过可用KRW",
|
||||
|
||||
u'\ub9e4\uc218\uac74\uc758 \uc0c1\ud0dc\uac00 \uc9c4\ud589\uc911\uc774 \uc544\ub2d9\ub2c8\ub2e4. '
|
||||
u'\ucde8\uc18c\ud560 \uc218 \uc5c6\uc2b5\ub2c8\ub2e4.': "购买查询的状态未在进行中。 它无法取消。",
|
||||
|
||||
u'\uc9c0\uc6d0\ud558\uc9c0 \uc54a\ub294 \ud654\ud3d0\uc785\ub2c8\ub2e4. [347]': "不支持该货币单位。[347]",
|
||||
}
|
||||
|
||||
def printError(jsonObj):
|
||||
if rest.checkError('', data=jsonObj):
|
||||
print('error : ')
|
||||
msg = jsonObj['message']
|
||||
print(translateDict.get(msg, msg))
|
||||
|
||||
def manualCancelOrder(sysID):
|
||||
def onTradeCancel(jsonObj, reqid):
|
||||
print('onTradeCancel : \n{}'.format(jsonObj))
|
||||
printError(jsonObj)
|
||||
|
||||
rest.addReq('POST', '/trade/cancel', onTradeCancel,
|
||||
postdict={'type': 'bid', 'order_id': sysID, 'currency': 'XMR'})
|
||||
|
||||
def apiCancelOrder(localId):
|
||||
cancelReq = VtCancelOrderReq()
|
||||
cancelReq.symbol = order.symbol
|
||||
cancelReq.orderID = localId
|
||||
rest.cancelOrder(cancelReq)
|
||||
|
||||
# query tick
|
||||
rest.qryPublicTick('BTC')
|
||||
rest.qryPublicTick('ALL')
|
||||
rest.qryPosition('BTC')
|
||||
rest.qryPosition('ALL')
|
||||
|
||||
# send order
|
||||
sendOrderReq = VtOrderReq()
|
||||
sendOrderReq.symbol = 'XMR'
|
||||
sendOrderReq.direction = constant.DIRECTION_LONG
|
||||
sendOrderReq.volume = minimum_ticks['XMR']
|
||||
# sendOrderReq.price = 700
|
||||
# sendOrderReq.currency = 'CNY' # 不可用
|
||||
# sendOrderReq.price = 16.6461
|
||||
# sendOrderReq.currency = 'USD' # 不可用
|
||||
sendOrderReq.price = 17500
|
||||
sendOrderReq.currency = 'KRW'
|
||||
|
||||
vtOrderId = rest.sendOrder(sendOrderReq)
|
||||
order = rest.getOrderByVtOrderID(vtOrderId)
|
||||
|
||||
# todo: order的状态表示不够清晰
|
||||
while not rest.isOrderPosted(order):
|
||||
time.sleep(0.1)
|
||||
|
||||
sysID = rest.getSysIDForOrder(order)
|
||||
print("sysID : ")
|
||||
print(sysID)
|
||||
|
||||
def onOrders(jsonObj, reqid):
|
||||
print('on_orders : \n{}'.format(jsonObj))
|
||||
printError(jsonObj)
|
||||
|
||||
for detail in jsonObj['data']:
|
||||
sysID = detail['order_id']
|
||||
if rest.hasSysID(sysID):
|
||||
apiCancelOrder(rest.getLocalIDBySysID(sysID))
|
||||
else:
|
||||
manualCancelOrder(sysID)
|
||||
|
||||
after = '1531926544794' # 2018-07-18T15:09:04.794Z
|
||||
# rest.addReq('POST', '/info/orders', on_orders,
|
||||
# postdict={'order_id': sysID, 'type': 'bid', 'after': after, 'currency': 'XMR'}) # got
|
||||
#
|
||||
# rest.addReq('POST', '/info/orders', on_orders,
|
||||
# postdict={'order_id': sysID, 'type': 'bid', 'currency': 'XMR'}) # got
|
||||
#
|
||||
# rest.addReq('POST', '/info/orders', on_orders,
|
||||
# postdict={'after': after, 'currency': 'XMR'}) # got
|
||||
rest.addReq('POST', '/info/orders', onOrders, postdict={'currency': 'XMR'}) # got
|
||||
|
||||
# rest.addReq('POST', '/info/orders', on_orders,
|
||||
# postdict={'order_id': sysID, 'type': 'bid', 'after': after}) # 没有正在进行的交易
|
||||
#
|
||||
# rest.addReq('POST', '/info/orders', on_orders, postdict={'after': after}) # 没有正在进行的交易
|
||||
# rest.addReq('POST', '/info/orders', on_orders, postdict={}) # 没有正在进行的交易
|
||||
# rest.addReq('POST', '/info/orders', on_orders, postdict={'currency': 'ALL'}) # 不支持该货币单位
|
||||
|
||||
raw_input()
|
||||
@ -11,11 +11,11 @@ from time import sleep
|
||||
from datetime import datetime
|
||||
from copy import copy
|
||||
|
||||
from futuquant import (OpenQuoteContext, OpenHKTradeContext, OpenUSTradeContext,
|
||||
RET_ERROR, RET_OK,
|
||||
TrdEnv, TrdSide, OrderType, OrderStatus, ModifyOrderOp,
|
||||
StockQuoteHandlerBase, OrderBookHandlerBase,
|
||||
TradeOrderHandlerBase, TradeDealHandlerBase)
|
||||
from futu import (OpenQuoteContext, OpenHKTradeContext, OpenUSTradeContext,
|
||||
RET_ERROR, RET_OK,
|
||||
TrdEnv, TrdSide, OrderType, OrderStatus, ModifyOrderOp,
|
||||
StockQuoteHandlerBase, OrderBookHandlerBase,
|
||||
TradeOrderHandlerBase, TradeDealHandlerBase)
|
||||
|
||||
from vnpy.trader.vtGateway import *
|
||||
from vnpy.trader.vtConstant import GATEWAYTYPE_INTERNATIONAL
|
||||
|
||||
@ -36,7 +36,7 @@ class MainWindow(QtWidgets.QMainWindow):
|
||||
#----------------------------------------------------------------------
|
||||
def initUi(self):
|
||||
"""初始化界面"""
|
||||
self.setWindowTitle('VnTrader')
|
||||
self.setWindowTitle('VN Trader')
|
||||
self.initCentral()
|
||||
self.initMenu()
|
||||
self.initStatusBar()
|
||||
|
||||
Loading…
Reference in New Issue
Block a user