From 63c84019317c2747ad2c13ccf2511254d0a4f6f0 Mon Sep 17 00:00:00 2001 From: nanoric Date: Fri, 12 Oct 2018 00:00:04 -0400 Subject: [PATCH 01/19] =?UTF-8?q?[Fix]=20=E4=BF=AE=E5=A4=8DOkexFutureClien?= =?UTF-8?q?t=E7=BC=BA=E5=B0=91=E7=AD=BE=E5=90=8D=E7=9A=84=E9=94=99?= =?UTF-8?q?=E8=AF=AF?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/api/okexfuture/vnokexFuture.py | 1 + 1 file changed, 1 insertion(+) diff --git a/vnpy/api/okexfuture/vnokexFuture.py b/vnpy/api/okexfuture/vnokexFuture.py index 535ea7af..87944aa4 100644 --- a/vnpy/api/okexfuture/vnokexFuture.py +++ b/vnpy/api/okexfuture/vnokexFuture.py @@ -39,5 +39,6 @@ class OkexFutureRestBase(RestClient): data += "&sign=" + sign req.headers = {'Content-Type': 'application/x-www-form-urlencoded'} + req.data = data return req From aad3b6c51e605ec56a0f99bb1d7ef7a127377c8e Mon Sep 17 00:00:00 2001 From: nanoric Date: Fri, 12 Oct 2018 00:02:41 -0400 Subject: [PATCH 02/19] =?UTF-8?q?[Fix]=20=E5=B0=86OkexzFutureRestClient.qu?= =?UTF-8?q?eryOrders=E5=8F=98=E4=B8=BA=E5=8F=AF=E7=94=A8=20[Mod]=20?= =?UTF-8?q?=E4=BF=AE=E6=94=B9=E4=B8=80=E4=BA=9B=E6=B3=A8=E9=87=8A?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/api/okexfuture/OkexFutureApi.py | 65 +++++++++++++++------------- 1 file changed, 35 insertions(+), 30 deletions(-) diff --git a/vnpy/api/okexfuture/OkexFutureApi.py b/vnpy/api/okexfuture/OkexFutureApi.py index 2849c8c9..507ae2c2 100644 --- a/vnpy/api/okexfuture/OkexFutureApi.py +++ b/vnpy/api/okexfuture/OkexFutureApi.py @@ -203,12 +203,14 @@ class OkexFutureRestClient(OkexFutureRestBase): #---------------------------------------------------------------------- def queryOrder(self, symbol, contractType, orderId, onSuccess, onFailed=None, - extra=None): # type: (str, OkexFutureContractType, str, Callable[[OkexFutureOrder, Any], Any], Callable[[int, Any], Any], Any)->Request + extra=None): # type: (str, OkexFutureContractType, str, Callable[[List[OkexFutureOrder], Any], Any], Callable[[int, Any], Any], Any)->Request """ + @note onSuccess接收的第一个参数是列表，并且有可能为空 + :param symbol: str :param contractType: OkexFutureContractType :param orderId: str - :param onSuccess: (OkexFutureOrder, extra:Any)->Any + :param onSuccess: (orders: List[OkexFutureOrder], extra:Any)->Any :param onFailed: (extra: Any)->Any :param extra: Any :return: Request @@ -227,27 +229,29 @@ class OkexFutureRestClient(OkexFutureRestBase): #---------------------------------------------------------------------- def queryOrders(self, symbol, contractType, status, onSuccess, onFailed=None, - pageIndex=None, pageLength=50, - extra=None): # type: (str, OkexFutureContractType, OkexFutureOrderStatus, Callable[[OkexFutureOrder, Any], Any], Callable[[int, Any], Any], int, int, Any)->Request + pageIndex=0, pageLength=50, + extra=None): # type: (str, OkexFutureContractType, OkexFutureOrderStatus, Callable[[List[OkexFutureOrder], Any], Any], Callable[[int, Any], Any], int, int, Any)->Request """ + @note onSuccess接收的第一个参数是列表，并且有可能为空 + :param symbol: str :param contractType: OkexFutureContractType - :param orderId: str - :param onSuccess: (OkexFutureOrder, extra:Any)->Any + :param onSuccess: (List[OkexFutureOrder], extra:Any)->Any :param onFailed: (extra: Any)->Any + :param pageIndex: 页码 + :param pageLength: 最大显示数量（最大值50） :param extra: Any :return: Request """ data = { 'symbol': symbol, - 'contractType': contractType, + 'contract_type': contractType, 'status': status, - 'order_id': '-1', - 'pageLength': 50 + 'order_id': -1, + 'current_page': pageIndex, + 'page_length': pageLength } - if pageIndex: - data['page_index'] = pageIndex - + return self.addReq('POST', '/future_order_info.do', callback=self.onOrder, @@ -323,24 +327,25 @@ class OkexFutureRestClient(OkexFutureRestBase): success = data['result'] extra = req.extra # type: _OkexFutureCustomExtra if success: - order = data['orders'][0] - okexOrder = OkexFutureOrder() - - okexOrder.volume = order['amount'] - okexOrder.contractName = order['contract_name'] - okexOrder.createDate = order['create_date'] - okexOrder.tradedVolume = order['deal_amount'] - okexOrder.fee = order['fee'] - okexOrder.leverRate = order['lever_rate'] - okexOrder.remoteId = order['order_id'] - okexOrder.price = order['price'] - okexOrder.priceAvg = order['price_avg'] - okexOrder.status = order['status'] - okexOrder.orderType = order['type'] - okexOrder.unitAmount = order['unit_amount'] - okexOrder.symbol = order['symbol'] - - extra.onSuccess(okexOrder, extra.extra) + orders = [] + for order in data['orders']: + okexOrder = OkexFutureOrder() + + okexOrder.volume = order['amount'] + okexOrder.contractName = order['contract_name'] + okexOrder.createDate = order['create_date'] + okexOrder.tradedVolume = order['deal_amount'] + okexOrder.fee = order['fee'] + okexOrder.leverRate = order['lever_rate'] + okexOrder.remoteId = order['order_id'] + okexOrder.price = order['price'] + okexOrder.priceAvg = order['price_avg'] + okexOrder.status = order['status'] + okexOrder.orderType = order['type'] + okexOrder.unitAmount = order['unit_amount'] + okexOrder.symbol = order['symbol'] + orders.append(okexOrder) + extra.onSuccess(orders, extra.extra) else: if extra.onFailed: code = 0 From abc82ecd964583b67a5996de8a03ccb51a3c0276 Mon Sep 17 00:00:00 2001 From: nanoric Date: Fri, 12 Oct 2018 01:30:40 -0400 Subject: [PATCH 03/19] =?UTF-8?q?[Fix]=20=E4=BF=AE=E6=94=B9=E4=B8=80?= =?UTF-8?q?=E4=B8=8BtypeHint?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/api/okexfuture/OkexFutureApi.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/vnpy/api/okexfuture/OkexFutureApi.py b/vnpy/api/okexfuture/OkexFutureApi.py index 507ae2c2..9d9809e8 100644 --- a/vnpy/api/okexfuture/OkexFutureApi.py +++ b/vnpy/api/okexfuture/OkexFutureApi.py @@ -142,7 +142,7 @@ class OkexFutureRestClient(OkexFutureRestBase): def sendOrder(self, symbol, contractType, orderType, volume, onSuccess, onFailed=None, price=None, useMarketPrice=False, leverRate=None, - extra=None): # type:(str, OkexFutureContractType, OkexFutureOrderType, float, Callable[[int, Any], Any], Callable[[int, Any], Any], float, bool, Union[int, None], Any)->Request + extra=None): # type:(str, OkexFutureContractType, OkexFutureOrderType, float, Callable[[str, Any], Any], Callable[[int, Any], Any], float, bool, Union[int, None], Any)->Request """ :param symbol: str :param contractType: OkexFutureContractType From c88f5b497a2426ba189da1fe812b356fdb9e072a Mon Sep 17 00:00:00 2001 From: nanoric Date: Fri, 12 Oct 2018 02:04:27 -0400 Subject: [PATCH 04/19] =?UTF-8?q?[Mod]=20errorCode2String=E6=94=B9?= =?UTF-8?q?=E5=90=8D=E4=B8=BAerrorCodeToString?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/api/okexfuture/OkexFutureApi.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/vnpy/api/okexfuture/OkexFutureApi.py b/vnpy/api/okexfuture/OkexFutureApi.py index 9d9809e8..905a3258 100644 --- a/vnpy/api/okexfuture/OkexFutureApi.py +++ b/vnpy/api/okexfuture/OkexFutureApi.py @@ -413,7 +413,7 @@ class OkexFutureRestClient(OkexFutureRestBase): #---------------------------------------------------------------------- @staticmethod - def errorCode2String(code): + def errorCodeToString(code): assert code in errorCodeMap return errorCodeMap[code] From 86586a71c74f632e74594a8a7f6301aeb01fceff Mon Sep 17 00:00:00 2001 From: nanoric Date: Fri, 12 Oct 2018 02:19:38 -0400 Subject: [PATCH 05/19] =?UTF-8?q?[Add]=20OkexFutureGateway=E5=A2=9E?= =?UTF-8?q?=E5=8A=A0=E4=BA=86queryOrders=E7=9A=84=E6=8E=A5=E5=8F=A3?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../okexFutureGateway/okexFutureGateway.py | 172 +++++++++++++----- 1 file changed, 131 insertions(+), 41 deletions(-) diff --git a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py index 3b5287c3..67e7337a 100644 --- a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py +++ b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py @@ -4,6 +4,7 @@ from __future__ import print_function import json from abc import abstractmethod, abstractproperty +from datetime import datetime from typing import Dict @@ -11,32 +12,57 @@ from vnpy.api.okexfuture.OkexFutureApi import * from vnpy.trader.vtFunction import getJsonPath from vnpy.trader.vtGateway import * -orderTypeMap = { +_orderTypeMap = { (constant.DIRECTION_LONG, constant.OFFSET_OPEN): OkexFutureOrderType.OpenLong, (constant.DIRECTION_SHORT, constant.OFFSET_OPEN): OkexFutureOrderType.OpenShort, (constant.DIRECTION_LONG, constant.OFFSET_CLOSE): OkexFutureOrderType.CloseLong, (constant.DIRECTION_SHORT, constant.OFFSET_CLOSE): OkexFutureOrderType.CloseShort, } -orderTypeMapReverse = {v: k for k, v in orderTypeMap.items()} +_orderTypeMapReverse = {v: k for k, v in _orderTypeMap.items()} -contracts = ( - 'btc_usd', 'ltc_usd', 'eth_usd', 'etc_usd', 'bch_usd', -) - -contractTypeMap = { +_contractTypeMap = { 'THISWEEK': OkexFutureContractType.ThisWeek, 'NEXTWEEK': OkexFutureContractType.NextWeek, 'QUARTER': OkexFutureContractType.Quarter, } +_remoteSymbols = { + OkexFutureSymbol.BTC, + OkexFutureSymbol.LTC, + OkexFutureSymbol.ETH, + OkexFutureSymbol.ETC, + OkexFutureSymbol.BCH, +} + # symbols for ui, -# keys:给用户看的symbols +# keys:给用户看的symbols : f"{internalSymbol}_{contractType}" # values: API接口使用的symbol和contractType字段 -symbolsForUi = {} # type: dict[str, [str, str]] -for s in contracts: - for vtContractType, contractType_ in contractTypeMap.items(): - vtSymbol = s + '_' + vtContractType - symbolsForUi[vtSymbol] = (s, contractType_) +_symbolsForUi = {(remoteSymbol.upper() + '_' + upperContractType.upper()): (remoteSymbol, remoteContractType) + for remoteSymbol in _remoteSymbols + for upperContractType, remoteContractType in _contractTypeMap.items()} # type: dict[str, [str, str]] +_symbolsForUiReverse = {v: k for k, v in _symbolsForUi.items()} + + +#---------------------------------------------------------------------- +def localOrderTypeToRemote(direction, offset): # type: (str, str)->str + return _orderTypeMap[(direction, offset)] + + +#---------------------------------------------------------------------- +def remoteOrderTypeToLocal(orderType): # type: (str)->(str, str) + """ + :param orderType: + :return: direction, offset + """ + return _orderTypeMapReverse[orderType] + + +#---------------------------------------------------------------------- +def localSymbolToRemote(symbol): # type: (str)->(OkexFutureSymbol, OkexFutureContractType) + """ + :return: remoteSymbol, remoteContractType + """ + return _symbolsForUi[symbol] ######################################################################## @@ -111,7 +137,9 @@ class OkexFutureGateway(VnpyGateway): self.leverRate = 1 self.symbols = [] + self.tradeID = 0 self._orders = {} # type: Dict[str, _Order] + self._remoteIds = {} # type: Dict[str, _Order] #---------------------------------------------------------------------- @property def gatewayName(self): @@ -153,48 +181,58 @@ class OkexFutureGateway(VnpyGateway): pass #---------------------------------------------------------------------- - @staticmethod - def _contractTypeFromSymbol(symbol): - return symbolsForUi[symbol] + def _getOrderByLocalId(self, localId): + return self._orders[localId] #---------------------------------------------------------------------- - def _getOrder(self, localId): - return self._orders[localId] - + def _getOrderByRemoteId(self, remoteId): + return self._remoteIds[remoteId] + #---------------------------------------------------------------------- - def sendOrder(self, vtRequest): # type: (VtOrderReq)->str - """发单""" + def _saveRemoteId(self, remoteId, myorder): + myorder.remoteId = remoteId + self._remoteIds[remoteId] = myorder + + #---------------------------------------------------------------------- + def _genereteLocalOrder(self, symbol, price, volume, direction): myorder = _Order() localId = myorder.localId - + self._orders[localId] = myorder vtOrder = VtOrderData() vtOrder.orderID = localId vtOrder.vtOrderID = ".".join([self.gatewayName, localId]) vtOrder.exchange = self.exchange - - vtOrder.symbol = vtRequest.symbol + vtOrder.symbol = symbol vtOrder.vtSymbol = '.'.join([vtOrder.symbol, vtOrder.exchange]) - vtOrder.price = vtRequest.price - vtOrder.totalVolume = vtRequest.volume - vtOrder.direction = vtRequest.direction - + vtOrder.price = price + vtOrder.totalVolume = volume + vtOrder.direction = direction myorder.vtOrder = vtOrder + return myorder - symbol, contractType = self._contractTypeFromSymbol(vtRequest.symbol) - orderType = orderTypeMap[(vtRequest.priceType, vtRequest.offset)] # 开多、开空、平多、平空 + #---------------------------------------------------------------------- + def sendOrder(self, vtRequest): # type: (VtOrderReq)->str + """发单""" + myorder = self._genereteLocalOrder(vtRequest.symbol, + vtRequest.price, + vtRequest.volume, + vtRequest.direction) + + remoteSymbol, remoteContractType = localSymbolToRemote(vtRequest.symbol) + orderType = _orderTypeMap[(vtRequest.priceType, vtRequest.offset)] # 开多、开空、平多、平空 userMarketPrice = False if vtRequest.priceType == constant.PRICETYPE_MARKETPRICE: userMarketPrice = True - - self.api.sendOrder(symbol=symbol, - contractType=contractType, + + self.api.sendOrder(symbol=remoteSymbol, + contractType=remoteContractType, orderType=orderType, volume=vtRequest.volume, price=vtRequest.price, useMarketPrice=userMarketPrice, leverRate=self.leverRate, - onSuccess=self.onOrderSent, + onSuccess=self._onOrderSent, extra=None, ) @@ -203,18 +241,23 @@ class OkexFutureGateway(VnpyGateway): #---------------------------------------------------------------------- def cancelOrder(self, vtCancel): # type: (VtCancelOrderReq)->None """撤单""" - myorder = self._getOrder(vtCancel.orderID) + myorder = self._getOrderByLocalId(vtCancel.orderID) symbol, contractType = self._contractTypeFromSymbol(vtCancel.symbol) self.api.cancelOrder(symbol=symbol, contractType=contractType, orderId=myorder.remoteId, - onSuccess=self.onOrderCanceled, + onSuccess=self._onOrderCanceled, extra=myorder, ) # cancelDict: 不存在的，没有localId就没有remoteId，没有remoteId何来cancel #---------------------------------------------------------------------- - def queryOrder(self): + def queryOrders(self, symbol, contractType, + status): # type: (str, OkexFutureContractType, OkexFutureOrderStatus)->None + """订单查询""" + self.api.queryOrders(symbol, contractType=contractType, status=status, + onSuccess=self._onQueryOrders, + extra=contractType) #---------------------------------------------------------------------- def qryAccount(self): @@ -232,15 +275,62 @@ class OkexFutureGateway(VnpyGateway): self.api.close() #---------------------------------------------------------------------- - def onOrderSent(self, remoteId, myorder): #type: (int, _Order)->None + def _onOrderSent(self, remoteId, myorder): #type: (str, _Order)->None myorder.remoteId = remoteId myorder.vtOrder.status = constant.STATUS_NOTTRADED + self._saveRemoteId(remoteId, myorder) self.onOrder(myorder.vtOrder) - + + #---------------------------------------------------------------------- + def _pushOrderAsTraded(self, order): + trade = VtTradeData() + trade.gatewayName = order.gatewayName + trade.symbol = order.symbol + trade.vtSymbol = order.vtSymbol + trade.orderID = order.orderID + trade.vtOrderID = order.vtOrderID + self.tradeID += 1 + trade.tradeID = str(self.tradeID) + trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID]) + trade.direction = order.direction + trade.price = order.price + trade.volume = order.tradedVolume + trade.tradeTime = datetime.now().strftime('%H:%M:%S') + self.onTrade(trade) + #---------------------------------------------------------------------- @staticmethod - def onOrderCanceled(myorder): #type: (_Order)->None + def _onOrderCanceled(myorder): #type: (_Order)->None myorder.vtOrder.status = constant.STATUS_CANCELLED + + #---------------------------------------------------------------------- + def _onQueryOrders(self, orders, extra): # type: (List[OkexFutureOrder], Any)->None + contractType = extra + for order in orders: + remoteId = order.remoteId + if remoteId in self._remoteIds: + # 如果订单已经缓存在本地，则尝试更新订单状态 + myorder = self._getOrderByRemoteId(remoteId) + + # 有新交易才推送更新 + if order.tradedVolume != myorder.vtOrder.tradedVolume: + myorder.vtOrder.tradedVolume = order.tradedVolume + myorder.vtOrder.status = constant.STATUS_PARTTRADED + self.onOrder(myorder.vtOrder) + else: + # 本地无此订单的缓存（例如，用其他工具的下单） + # 缓存该订单，并推送 + symbol = order.symbol + contractType + direction, offset = remoteOrderTypeToLocal(order.orderType) + myorder = self._genereteLocalOrder(symbol, order.price, order.volume, direction) + myorder.vtOrder.tradedVolume = order.tradedVolume + myorder.remoteId = order.remoteId + self._saveRemoteId(myorder.remoteId, myorder) + self.onOrder(myorder.vtOrder) - + # 如果该订单已经交易完成，推送交易完成消息 + # todo: 这样写会导致同一个订单产生多次交易完成消息 + if order.status == OkexFutureOrderStatus.Finished: + myorder.vtOrder.status = constant.STATUS_ALLTRADED + self._pushOrderAsTraded(myorder.vtOrder) From e51e03f910c81138fb79293a2f48596d881109af Mon Sep 17 00:00:00 2001 From: nanoric Date: Fri, 12 Oct 2018 02:21:38 -0400 Subject: [PATCH 06/19] =?UTF-8?q?[Fix]=20=E4=BF=AE=E6=AD=A3=E5=AF=B9?= =?UTF-8?q?=E9=BD=90?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py | 1 + 1 file changed, 1 insertion(+) diff --git a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py index 67e7337a..dfb4a97b 100644 --- a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py +++ b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py @@ -140,6 +140,7 @@ class OkexFutureGateway(VnpyGateway): self.tradeID = 0 self._orders = {} # type: Dict[str, _Order] self._remoteIds = {} # type: Dict[str, _Order] + #---------------------------------------------------------------------- @property def gatewayName(self): From 7cf5825bbe11ffd601e48383e860d5015297b01d Mon Sep 17 00:00:00 2001 From: nanoric Date: Fri, 12 Oct 2018 03:07:47 -0400 Subject: [PATCH 07/19] =?UTF-8?q?[Add]=20OkexFutureGateway:=E5=A2=9E?= =?UTF-8?q?=E5=8A=A0=E6=8C=81=E4=BB=93=E6=9F=A5=E8=AF=A2=E6=8E=A5=E5=8F=A3?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/api/okexfuture/OkexFutureApi.py | 14 ++- .../okexFutureGateway/okexFutureGateway.py | 104 ++++++++++++++++-- 2 files changed, 105 insertions(+), 13 deletions(-) diff --git a/vnpy/api/okexfuture/OkexFutureApi.py b/vnpy/api/okexfuture/OkexFutureApi.py index 905a3258..c5edfa9d 100644 --- a/vnpy/api/okexfuture/OkexFutureApi.py +++ b/vnpy/api/okexfuture/OkexFutureApi.py @@ -75,6 +75,7 @@ class OkexFutureUserInfo(object): #---------------------------------------------------------------------- def __init__(self): + self.easySymbol = None # 'etc', 'btc', 'eth', etc. self.accountRights = None self.keepDeposit = None self.profitReal = None @@ -277,6 +278,14 @@ class OkexFutureRestClient(OkexFutureRestBase): def queryPosition(self, symbol, contractType, onSuccess, onFailed=None, extra=None): # type: (str, OkexFutureContractType, Callable[[OkexFuturePosition, Any], Any], Callable[[int, Any], Any], Any)->Request + """ + :param symbol: OkexFutureSymbol + :param contractType: OkexFutureContractType + :param onSuccess: (pos:OkexFuturePosition, extra: any)->Any + :param onFailed: (errorCode: int, extra: any)->Any + :param extra: + :return: + """ data = { 'symbol': symbol, 'contractType': contractType @@ -361,8 +370,9 @@ class OkexFutureRestClient(OkexFutureRestBase): if success: infos = data['info'] uis = [] - for symbol, info in infos.items(): # type: str, dict + for easySymbol, info in infos.items(): # type: str, dict ui = OkexFutureUserInfo() + ui.easySymbol = easySymbol ui.accountRights = info['account_rights'] ui.keepDeposit = info['keep_deposit'] ui.profitReal = info['profit_real'] @@ -411,7 +421,7 @@ class OkexFutureRestClient(OkexFutureRestBase): code = data['error_code'] extra.onFailed(code, extra.extra) - #---------------------------------------------------------------------- + #--------------------------------------------------------------------- @staticmethod def errorCodeToString(code): assert code in errorCodeMap diff --git a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py index dfb4a97b..4bb6dfd5 100644 --- a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py +++ b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py @@ -25,6 +25,7 @@ _contractTypeMap = { 'NEXTWEEK': OkexFutureContractType.NextWeek, 'QUARTER': OkexFutureContractType.Quarter, } +_contractTypeMapReverse = {v: k for k, v in _contractTypeMap.items()} _remoteSymbols = { OkexFutureSymbol.BTC, @@ -39,7 +40,8 @@ _remoteSymbols = { # values: API接口使用的symbol和contractType字段 _symbolsForUi = {(remoteSymbol.upper() + '_' + upperContractType.upper()): (remoteSymbol, remoteContractType) for remoteSymbol in _remoteSymbols - for upperContractType, remoteContractType in _contractTypeMap.items()} # type: dict[str, [str, str]] + for upperContractType, remoteContractType in + _contractTypeMap.items()} # type: Dict[str, List[str, str]] _symbolsForUiReverse = {v: k for k, v in _symbolsForUi.items()} @@ -57,6 +59,16 @@ def remoteOrderTypeToLocal(orderType): # type: (str)->(str, str) return _orderTypeMapReverse[orderType] +#---------------------------------------------------------------------- +def localContractTypeToRemote(localContractType): + return _contractTypeMap[localContractType] + + +#---------------------------------------------------------------------- +def remoteContractTypeToLocal(remoteContractType): + return _contractTypeMapReverse[remoteContractType] + + #---------------------------------------------------------------------- def localSymbolToRemote(symbol): # type: (str)->(OkexFutureSymbol, OkexFutureContractType) """ @@ -65,6 +77,12 @@ def localSymbolToRemote(symbol): # type: (str)->(OkexFutureSymbol, OkexFutureCo return _symbolsForUi[symbol] +#---------------------------------------------------------------------- +def remoteSymbolToLocal(remoteSymbol, localContractType): + return remoteSymbol.upper() + localContractType + + + ######################################################################## class VnpyGateway(VtGateway): """ @@ -128,7 +146,7 @@ class OkexFutureGateway(VnpyGateway): """OKEX期货交易接口""" #---------------------------------------------------------------------- - def __init__(self, eventEngine, *args, **kwargs): # args, kwargs is needed for compatibility + def __init__(self, eventEngine, *_, **__): # args, kwargs is needed for compatibility """Constructor""" super(OkexFutureGateway, self).__init__(eventEngine) self.apiKey = None # type: str @@ -243,7 +261,7 @@ class OkexFutureGateway(VnpyGateway): def cancelOrder(self, vtCancel): # type: (VtCancelOrderReq)->None """撤单""" myorder = self._getOrderByLocalId(vtCancel.orderID) - symbol, contractType = self._contractTypeFromSymbol(vtCancel.symbol) + symbol, contractType = localSymbolToRemote(vtCancel.symbol) self.api.cancelOrder(symbol=symbol, contractType=contractType, orderId=myorder.remoteId, @@ -254,26 +272,48 @@ class OkexFutureGateway(VnpyGateway): #---------------------------------------------------------------------- def queryOrders(self, symbol, contractType, - status): # type: (str, OkexFutureContractType, OkexFutureOrderStatus)->None - """订单查询""" - self.api.queryOrders(symbol, contractType=contractType, status=status, + status): # type: (str, str, OkexFutureOrderStatus)->None + """ + :param symbol: + :param contractType: 这个参数可以传'THISWEEK', 'NEXTWEEK', 'QUARTER'，也可以传OkexFutureContractType + :param status: OkexFutureOrderStatus + :return: + """ + + if contractType in _contractTypeMap: + localContractType = contractType + remoteContractType = localContractTypeToRemote(localContractType) + else: + remoteContractType = contractType + localContractType = remoteContractTypeToLocal(remoteContractType) + + self.api.queryOrders(symbol=symbol, + contractType=remoteContractType, + status=status, onSuccess=self._onQueryOrders, - extra=contractType) + extra=localContractType) #---------------------------------------------------------------------- def qryAccount(self): + self.api.queryUserInfo(onSuccess=self._onQueryAccount) """查询账户资金""" pass #---------------------------------------------------------------------- def qryPosition(self): """查询持仓""" - self.api.spotUserInfo() + for remoteSymbol in _remoteSymbols: + for localContractType, remoteContractType in _contractTypeMap.items(): + self.api.queryPosition(remoteSymbol, + remoteContractType, + onSuccess=self._onQueryPosition, + extra=localContractType + ) #---------------------------------------------------------------------- def close(self): """关闭""" - self.api.close() + self.api.stop() #---------------------------------------------------------------------- def _onOrderSent(self, remoteId, myorder): #type: (str, _Order)->None @@ -306,7 +346,7 @@ class OkexFutureGateway(VnpyGateway): #---------------------------------------------------------------------- def _onQueryOrders(self, orders, extra): # type: (List[OkexFutureOrder], Any)->None - contractType = extra + localContractType = extra for order in orders: remoteId = order.remoteId @@ -322,7 +362,7 @@ class OkexFutureGateway(VnpyGateway): else: # 本地无此订单的缓存（例如，用其他工具的下单） # 缓存该订单，并推送 - symbol = order.symbol + contractType + symbol = remoteSymbolToLocal(order.symbol, localContractType) direction, offset = remoteOrderTypeToLocal(order.orderType) myorder = self._genereteLocalOrder(symbol, order.price, order.volume, direction) myorder.vtOrder.tradedVolume = order.tradedVolume @@ -335,3 +375,45 @@ class OkexFutureGateway(VnpyGateway): if order.status == OkexFutureOrderStatus.Finished: myorder.vtOrder.status = constant.STATUS_ALLTRADED self._pushOrderAsTraded(myorder.vtOrder) + + #---------------------------------------------------------------------- + def _onQueryAccount(self, infos, extra): # type: (List[OkexFutureUserInfo], Any)->None + for info in infos: + vtAccount = VtAccountData() + vtAccount.accountID = info.easySymbol + vtAccount.vtAccountID = self.gatewayName + '.' + vtAccount.accountID + vtAccount.balance = info.accountRights + vtAccount.margin = info.keepDeposit + vtAccount.closeProfit = info.profitReal + vtAccount.positionProfit = info.profitUnreal + self.onAccount(vtAccount) + + #---------------------------------------------------------------------- + def _onQueryPosition(self, posinfo, extra): # type: (OkexFuturePosition, Any)->None + localContractType = extra + for info in posinfo.holding: + # 先生成多头持仓 + pos = VtPositionData() + pos.gatewayName = self.gatewayName + pos.symbol = remoteSymbolToLocal(pos.symbol, localContractType) + pos.exchange = self.exchange + pos.vtSymbol = '.'.join([pos.symbol, pos.exchange]) + + pos.direction = constant.DIRECTION_NET + pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction]) + pos.position = float(info.buyAmount) + + self.onPosition(pos) + + # 再生存空头持仓 + pos = VtPositionData() + pos.gatewayName = self.gatewayName + pos.symbol = remoteSymbolToLocal(pos.symbol, localContractType) + pos.exchange = self.exchange + pos.vtSymbol = '.'.join([pos.symbol, pos.exchange]) + + pos.direction = constant.DIRECTION_SHORT + pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction]) + pos.position = float(info.sellAmount) + + self.onPosition(pos) From c8a071f38e028d095a74612810b742ea6febe145 Mon Sep 17 00:00:00 2001 From: nanoric Date: Fri, 12 Oct 2018 03:11:09 -0400 Subject: [PATCH 08/19] =?UTF-8?q?[Mod]=20=E6=95=B4=E7=90=86=E6=A0=BC?= =?UTF-8?q?=E5=BC=8F?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../gateway/okexFutureGateway/okexFutureGateway.py | 9 ++++++--- 1 file changed, 6 insertions(+), 3 deletions(-) diff --git a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py index 4bb6dfd5..aa258fe9 100644 --- a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py +++ b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py @@ -82,7 +82,6 @@ def remoteSymbolToLocal(remoteSymbol, localContractType): return remoteSymbol.upper() + localContractType - ######################################################################## class VnpyGateway(VtGateway): """ @@ -132,9 +131,13 @@ class VnpyGateway(VtGateway): """ pass + +######################################################################## class _Order(object): _lastLocalId = 0 - def __init__(self): + + #---------------------------------------------------------------------- + def __ini__(self): _Order._lastLocalId += 1 self.localId = str(_Order._lastLocalId) self.remoteId = None @@ -377,7 +380,7 @@ class OkexFutureGateway(VnpyGateway): self._pushOrderAsTraded(myorder.vtOrder) #---------------------------------------------------------------------- - def _onQueryAccount(self, infos, extra): # type: (List[OkexFutureUserInfo], Any)->None + def _onQueryAccount(self, infos, _): # type: (List[OkexFutureUserInfo], Any)->None for info in infos: vtAccount = VtAccountData() vtAccount.accountID = info.easySymbol From a3129a80079de37358698f4d0ce5e1c9829f1518 Mon Sep 17 00:00:00 2001 From: nanoric Date: Mon, 15 Oct 2018 03:11:17 -0400 Subject: [PATCH 09/19] =?UTF-8?q?[Mod]=20sendReq=E6=94=B9=E5=90=8D?= =?UTF-8?q?=E4=B8=BAsendRequest=EF=BC=88=E5=90=8C=E6=AD=A5=EF=BC=89?= =?UTF-8?q?=EF=BC=8CaddReq=E6=94=B9=E5=90=8D=E4=B8=BAaddRequest=EF=BC=88?= =?UTF-8?q?=E5=BC=82=E6=AD=A5=EF=BC=89?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- tests/api/base/RestClientTest.py | 8 ++--- tests/api/base/WebSocketClientTest.py | 2 +- vnpy/api/okexfuture/OkexFutureApi.py | 46 +++++++++++++-------------- vnpy/api/rest/RestClient.py | 16 ++++++---- vnpy/api/websocket/WebSocketClient.py | 14 ++++---- 5 files changed, 44 insertions(+), 42 deletions(-) diff --git a/tests/api/base/RestClientTest.py b/tests/api/base/RestClientTest.py index 36da9289..6f350638 100644 --- a/tests/api/base/RestClientTest.py +++ b/tests/api/base/RestClientTest.py @@ -51,7 +51,7 @@ class RestfulClientTest(unittest.TestCase): def callback(data, req): self.c.p.set_result(data['args']) - self.c.addReq('GET', '/get', callback, params=args) + self.c.addRequest('GET', '/get', callback, params=args) res = self.c.p.get(3) self.assertEqual(args, res) @@ -63,7 +63,7 @@ class RestfulClientTest(unittest.TestCase): def callback(data, req): self.c.p.set_result(data['json']) - self.c.addReq('POST', '/post', callback, data=body) + self.c.addRequest('POST', '/post', callback, data=body) res = self.c.p.get(3) self.assertEqual(body, res) @@ -72,7 +72,7 @@ class RestfulClientTest(unittest.TestCase): def callback(data, req): pass - self.c.addReq('POST', '/status/401', callback) + self.c.addRequest('POST', '/status/401', callback) with self.assertRaises(FailedError): self.c.p.get(3) @@ -80,7 +80,7 @@ class RestfulClientTest(unittest.TestCase): def callback(data, req): pass - self.c.addReq('GET', '/image/svg', callback) + self.c.addRequest('GET', '/image/svg', callback) with self.assertRaises(JSONDecodeError): self.c.p.get(3) diff --git a/tests/api/base/WebSocketClientTest.py b/tests/api/base/WebSocketClientTest.py index 8361f647..0592f2c1 100644 --- a/tests/api/base/WebSocketClientTest.py +++ b/tests/api/base/WebSocketClientTest.py @@ -38,7 +38,7 @@ class WebsocketClientTest(unittest.TestCase): req = { 'name': 'val' } - self.c.sendReq(req) + self.c.sendRequest(req) res = self.c.p.get(3) self.assertEqual(res, req) diff --git a/vnpy/api/okexfuture/OkexFutureApi.py b/vnpy/api/okexfuture/OkexFutureApi.py index c5edfa9d..b6d801c9 100644 --- a/vnpy/api/okexfuture/OkexFutureApi.py +++ b/vnpy/api/okexfuture/OkexFutureApi.py @@ -172,11 +172,11 @@ class OkexFutureRestClient(OkexFutureRestBase): if leverRate: data['lever_rate'] = leverRate # 杠杆倍数 - request = self.addReq('POST', + request = self.addRequest('POST', '/future_trade.do', - callback=self.onOrderSent, - data=data, - extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra)) + callback=self.onOrderSent, + data=data, + extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra)) return request #---------------------------------------------------------------------- @@ -196,11 +196,11 @@ class OkexFutureRestClient(OkexFutureRestBase): 'contractType': contractType, 'order_id': orderId } - return self.addReq('POST', + return self.addRequest('POST', '/future_cancel.do', - callback=self.onOrderCanceled, - data=data, - extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra)) + callback=self.onOrderCanceled, + data=data, + extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra)) #---------------------------------------------------------------------- def queryOrder(self, symbol, contractType, orderId, onSuccess, onFailed=None, @@ -221,11 +221,11 @@ class OkexFutureRestClient(OkexFutureRestBase): 'contractType': contractType, 'order_id': orderId } - return self.addReq('POST', + return self.addRequest('POST', '/future_order_info.do', - callback=self.onOrder, - data=data, - extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra)) + callback=self.onOrder, + data=data, + extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra)) #---------------------------------------------------------------------- def queryOrders(self, symbol, contractType, status, @@ -253,11 +253,11 @@ class OkexFutureRestClient(OkexFutureRestBase): 'page_length': pageLength } - return self.addReq('POST', + return self.addRequest('POST', '/future_order_info.do', - callback=self.onOrder, - data=data, - extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra)) + callback=self.onOrder, + data=data, + extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra)) #---------------------------------------------------------------------- def queryUserInfo(self, onSuccess, onFailed=None, @@ -269,10 +269,10 @@ class OkexFutureRestClient(OkexFutureRestBase): :param extra: Any :return: Request """ - return self.addReq('POST', + return self.addRequest('POST', '/future_userinfo.do', - callback=self.onOrder, - extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra)) + callback=self.onOrder, + extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra)) #---------------------------------------------------------------------- def queryPosition(self, symbol, contractType, @@ -290,11 +290,11 @@ class OkexFutureRestClient(OkexFutureRestBase): 'symbol': symbol, 'contractType': contractType } - return self.addReq('POST', + return self.addRequest('POST', '/future_position.do', - data=data, - callback=self.onPosition, - extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra)) + data=data, + callback=self.onPosition, + extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra)) #---------------------------------------------------------------------- @staticmethod diff --git a/vnpy/api/rest/RestClient.py b/vnpy/api/rest/RestClient.py index a1f5c06e..420637b1 100644 --- a/vnpy/api/rest/RestClient.py +++ b/vnpy/api/rest/RestClient.py @@ -139,10 +139,10 @@ class RestClient(object): self._queue.join() #---------------------------------------------------------------------- - def addReq(self, method, path, callback, - params=None, data=None, headers = None, - onFailed=None, skipDefaultOnFailed=True, - extra=None): # type: (str, str, Callable[[dict, Request], Any], dict, dict, dict, Callable[[dict, Request], Any], bool, Any)->Request + def addRequest(self, method, path, callback, + params=None, data=None, headers = None, + onFailed=None, skipDefaultOnFailed=True, + extra=None): # type: (str, str, Callable[[dict, Request], Any], dict, dict, dict, Callable[[dict, Request], Any], bool, Any)->Request """ 发送一个请求 :param method: GET, POST, PUT, DELETE, QUERY @@ -171,7 +171,7 @@ class RestClient(object): try: req = self._queue.get(timeout=1) try: - self._processReq(req, session) + self._processRequest(req, session) finally: self._queue.task_done() except Empty: @@ -215,8 +215,10 @@ class RestClient(object): sys.excepthook(exceptionType, exceptionValue, tb) #---------------------------------------------------------------------- - def _processReq(self, req, session): # type: (Request, requests.Session)->None - """处理请求""" + def _processRequest(self, req, session): # type: (Request, requests.Session)->None + """ + 用于内部：将请求发送出去 + """ try: req = self.beforeRequest(req) diff --git a/vnpy/api/websocket/WebSocketClient.py b/vnpy/api/websocket/WebSocketClient.py index 12cbfca5..7cc82429 100644 --- a/vnpy/api/websocket/WebSocketClient.py +++ b/vnpy/api/websocket/WebSocketClient.py @@ -9,7 +9,7 @@ import time from abc import abstractmethod from threading import Thread, Lock -import vnpy.api.websocket +import websocket class WebsocketClient(object): @@ -55,18 +55,18 @@ class WebsocketClient(object): self._disconnect() #---------------------------------------------------------------------- - def sendReq(self, req): # type: (dict)->None - """发出请求""" - return self._get_ws().send(json.dumps(req), opcode=vnpy.api.websocket.ABNF.OPCODE_TEXT) + def sendRequest(self, dictObj): # type: (dict)->None + """发出请求:相当于sendText(json.dumps(dictObj))""" + return self._get_ws().send(json.dumps(dictObj), opcode=vnpy.api.websocket.ABNF.OPCODE_TEXT) #---------------------------------------------------------------------- def sendText(self, text): # type: (str)->None - """发出请求""" + """发送文本数据""" return self._get_ws().send(text, opcode=vnpy.api.websocket.ABNF.OPCODE_TEXT) #---------------------------------------------------------------------- def sendData(self, data): # type: (bytes)->None - """发出请求""" + """发送字节数据""" return self._get_ws().send_binary(data) #---------------------------------------------------------------------- @@ -78,7 +78,7 @@ class WebsocketClient(object): #---------------------------------------------------------------------- def _connect(self): """""" - self._ws = vnpy.api.websocket.create_connection(self.host, sslopt={'cert_reqs': ssl.CERT_NONE}) + self._ws = websocket.create_connection(self.host, sslopt={'cert_reqs': ssl.CERT_NONE}) self.onConnect() #---------------------------------------------------------------------- From f2f4669123d50b143048793415fbfd896f248322 Mon Sep 17 00:00:00 2001 From: nanoric Date: Mon, 15 Oct 2018 03:20:52 -0400 Subject: [PATCH 10/19] =?UTF-8?q?[Fix]=20=E4=BF=AE=E6=AD=A3=E9=94=99?= =?UTF-8?q?=E8=AF=AF=E7=9A=84=E5=AF=B9websocket=E7=9A=84=E5=BC=95=E7=94=A8?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/api/websocket/WebSocketClient.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/vnpy/api/websocket/WebSocketClient.py b/vnpy/api/websocket/WebSocketClient.py index 7cc82429..0726e13b 100644 --- a/vnpy/api/websocket/WebSocketClient.py +++ b/vnpy/api/websocket/WebSocketClient.py @@ -57,12 +57,12 @@ class WebsocketClient(object): #---------------------------------------------------------------------- def sendRequest(self, dictObj): # type: (dict)->None """发出请求:相当于sendText(json.dumps(dictObj))""" - return self._get_ws().send(json.dumps(dictObj), opcode=vnpy.api.websocket.ABNF.OPCODE_TEXT) + return self._get_ws().send(json.dumps(dictObj), opcode=websocket.ABNF.OPCODE_TEXT) #---------------------------------------------------------------------- def sendText(self, text): # type: (str)->None """发送文本数据""" - return self._get_ws().send(text, opcode=vnpy.api.websocket.ABNF.OPCODE_TEXT) + return self._get_ws().send(text, opcode=websocket.ABNF.OPCODE_TEXT) #---------------------------------------------------------------------- def sendData(self, data): # type: (bytes)->None @@ -125,7 +125,7 @@ class WebsocketClient(object): #---------------------------------------------------------------------- def _ping(self): - return self._get_ws().send('ping', vnpy.api.websocket.ABNF.OPCODE_PING) + return self._get_ws().send('ping', websocket.ABNF.OPCODE_PING) #---------------------------------------------------------------------- @abstractmethod From 66cb55ef26944d9eb46d0dab634df01141e1b6aa Mon Sep 17 00:00:00 2001 From: nanoric Date: Mon, 15 Oct 2018 03:46:55 -0400 Subject: [PATCH 11/19] =?UTF-8?q?[Add]=20=E5=A2=9E=E5=8A=A0=E4=B8=80?= =?UTF-8?q?=E4=BA=9B=E7=94=A8=E4=BA=8E=E5=88=9B=E5=BB=BAVtObject=E7=9A=84?= =?UTF-8?q?=E9=9D=99=E6=80=81=E6=96=B9=E6=B3=95?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/trader/vtObject.py | 90 +++++++++++++++++++++++++++++++++++++---- 1 file changed, 82 insertions(+), 8 deletions(-) diff --git a/vnpy/trader/vtObject.py b/vnpy/trader/vtObject.py index 9aa62507..1a844183 100644 --- a/vnpy/trader/vtObject.py +++ b/vnpy/trader/vtObject.py @@ -1,10 +1,11 @@ # encoding: UTF-8 import time +from datetime import datetime from logging import INFO -from vnpy.trader.vtConstant import (EMPTY_STRING, EMPTY_UNICODE, - EMPTY_FLOAT, EMPTY_INT) +from vnpy.trader.language import constant +from vnpy.trader.vtConstant import (EMPTY_FLOAT, EMPTY_INT, EMPTY_STRING, EMPTY_UNICODE) ######################################################################## @@ -105,7 +106,10 @@ class VtBarData(VtBaseData): ######################################################################## class VtTradeData(VtBaseData): - """成交数据类""" + """ + 成交数据类 + 一般来说，一个VtOrderData可能对应多个VtTradeData：一个订单可能多次部分成交 + """ #---------------------------------------------------------------------- def __init__(self): @@ -116,8 +120,8 @@ class VtTradeData(VtBaseData): self.symbol = EMPTY_STRING # 合约代码 self.exchange = EMPTY_STRING # 交易所代码 self.vtSymbol = EMPTY_STRING # 合约在vt系统中的唯一代码，通常是 合约代码.交易所代码 - - self.tradeID = EMPTY_STRING # 成交编号 + + self.tradeID = EMPTY_STRING # 成交编号 gateway内部自己生成的编号 self.vtTradeID = EMPTY_STRING # 成交在vt系统中的唯一编号，通常是 Gateway名.成交编号 self.orderID = EMPTY_STRING # 订单编号 @@ -129,7 +133,27 @@ class VtTradeData(VtBaseData): self.price = EMPTY_FLOAT # 成交价格 self.volume = EMPTY_INT # 成交数量 self.tradeTime = EMPTY_STRING # 成交时间 - + + #---------------------------------------------------------------------- + @staticmethod + def createFromOrderData(order, + tradeID, + tradePrice, + tradeVolume): # type: (VtOrderData, str, float, float)->VtTradeData + trade = VtTradeData() + trade.gatewayName = order.gatewayName + trade.symbol = order.symbol + trade.vtSymbol = order.vtSymbol + trade.orderID = order.orderID + trade.vtOrderID = order.vtOrderID + trade.tradeID = tradeID + trade.vtTradeID = trade.gatewayName + '.' + tradeID + trade.direction = order.direction + trade.price = tradePrice + trade.volume = tradeVolume + trade.tradeTime = datetime.now().strftime('%H:%M:%S') + return trade + ######################################################################## class VtOrderData(VtBaseData): @@ -143,10 +167,10 @@ class VtOrderData(VtBaseData): # 代码编号相关 self.symbol = EMPTY_STRING # 合约代码 self.exchange = EMPTY_STRING # 交易所代码 - self.vtSymbol = EMPTY_STRING # 统一格式：f"{symbol}.{exchange}" + self.vtSymbol = EMPTY_STRING # 索引，统一格式：f"{symbol}.{exchange}" self.orderID = EMPTY_STRING # 订单编号 gateway内部自己生成的编号 - self.vtOrderID = EMPTY_STRING # 统一格式：f"{gatewayName}.{orderId}" + self.vtOrderID = EMPTY_STRING # 索引，统一格式：f"{gatewayName}.{orderId}" # 报单相关 self.direction = EMPTY_UNICODE # 报单方向 @@ -163,6 +187,33 @@ class VtOrderData(VtBaseData): self.frontID = EMPTY_INT # 前置机编号 self.sessionID = EMPTY_INT # 连接编号 + #---------------------------------------------------------------------- + @staticmethod + def createFromGateway(gateway, orderId, symbol, exchange, price, volume, direction, + offset=EMPTY_UNICODE, + tradedVolume=EMPTY_INT, + status=constant.STATUS_UNKNOWN, + orderTime=EMPTY_UNICODE, + cancelTime=EMPTY_UNICODE, + ): # type: (VtGateway, str, str, str, float, float, str, str, int, str, str, str)->VtOrderData + vtOrder = VtOrderData() + vtOrder.gatewayName = gateway.gatewayName + vtOrder.symbol = symbol + vtOrder.exchange = exchange + vtOrder.vtSymbol = symbol + '.' + exchange + vtOrder.orderID = orderId + vtOrder.vtOrderID = gateway.gatewayName + '.' + orderId + + vtOrder.direction = direction + vtOrder.offset = offset + vtOrder.price = price + vtOrder.totalVolume = volume + vtOrder.tradedVolume = tradedVolume + vtOrder.status = status + vtOrder.orderTime = orderTime + vtOrder.cancelTime = cancelTime + return vtOrder + ######################################################################## class VtPositionData(VtBaseData): @@ -187,6 +238,29 @@ class VtPositionData(VtBaseData): self.ydPosition = EMPTY_INT # 昨持仓 self.positionProfit = EMPTY_FLOAT # 持仓盈亏 + #---------------------------------------------------------------------- + @staticmethod + def createFromGateway(gateway, exchange, symbol, direction, position, + frozen=EMPTY_INT, + price=EMPTY_FLOAT, + yestordayPosition=EMPTY_INT, + profit=EMPTY_FLOAT + ): # type: (VtGateway, str, str, str, float, int, float, int, float)->VtPositionData + vtPosition = VtPositionData() + vtPosition.gatewayName = gateway.gatewayName + vtPosition.symbol = symbol + vtPosition.exchange = exchange + vtPosition.vtSymbol = symbol + '.' + exchange + + vtPosition.direction = direction + vtPosition.position = position + vtPosition.frozen = frozen + vtPosition.price = price + vtPosition.vtPositionName = vtPosition.vtSymbol + '.' + direction + vtPosition.ydPosition = yestordayPosition + vtPosition.positionProfit = profit + return vtPosition + ######################################################################## class VtAccountData(VtBaseData): From a55246eb77b2506c329df9df65f8ea2a3e93290b Mon Sep 17 00:00:00 2001 From: nanoric Date: Mon, 15 Oct 2018 04:29:39 -0400 Subject: [PATCH 12/19] =?UTF-8?q?[Mod]=20WebSocketClient.onMessage?= =?UTF-8?q?=E6=94=B9=E5=90=8D=E4=B8=BAonPacket=EF=BC=8C=E4=BB=A5=E5=85=8D?= =?UTF-8?q?=E5=92=8C=E6=AD=A3=E5=B8=B8WebSocket=E7=9A=84onMessage=E6=90=9E?= =?UTF-8?q?=E6=B7=B7=E3=80=82?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- tests/api/base/WebSocketClientTest.py | 2 +- vnpy/api/websocket/WebSocketClient.py | 4 ++-- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/tests/api/base/WebSocketClientTest.py b/tests/api/base/WebSocketClientTest.py index 0592f2c1..9f5d3da8 100644 --- a/tests/api/base/WebSocketClientTest.py +++ b/tests/api/base/WebSocketClientTest.py @@ -13,7 +13,7 @@ class TestWebsocketClient(WebsocketClient): self.init(host) self.p = Promise() - def onMessage(self, packet): + def onPacket(self, packet): self.p.set_result(packet) pass diff --git a/vnpy/api/websocket/WebSocketClient.py b/vnpy/api/websocket/WebSocketClient.py index 0726e13b..f1dee894 100644 --- a/vnpy/api/websocket/WebSocketClient.py +++ b/vnpy/api/websocket/WebSocketClient.py @@ -109,7 +109,7 @@ class WebsocketClient(object): continue data = json.loads(stream) - self.onMessage(data) + self.onPacket(data) except: et, ev, tb = sys.exc_info() self.onError(et, ev, tb) @@ -135,7 +135,7 @@ class WebsocketClient(object): #---------------------------------------------------------------------- @abstractmethod - def onMessage(self, packet): + def onPacket(self, packet): """ 数据回调。 只有在数据为json包的时候才会触发这个回调 From 4d7c3bf417f13dbe16e0b3a9bc03bdd250811c76 Mon Sep 17 00:00:00 2001 From: nanoric Date: Mon, 15 Oct 2018 04:35:38 -0400 Subject: [PATCH 13/19] =?UTF-8?q?[Add]=20WebSocketClient:=E5=A2=9E?= =?UTF-8?q?=E5=8A=A0onDisconnected?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- tests/api/base/WebSocketClientTest.py | 2 +- vnpy/api/websocket/WebSocketClient.py | 19 ++++++++++++++----- 2 files changed, 15 insertions(+), 6 deletions(-) diff --git a/tests/api/base/WebSocketClientTest.py b/tests/api/base/WebSocketClientTest.py index 9f5d3da8..1bf1b923 100644 --- a/tests/api/base/WebSocketClientTest.py +++ b/tests/api/base/WebSocketClientTest.py @@ -17,7 +17,7 @@ class TestWebsocketClient(WebsocketClient): self.p.set_result(packet) pass - def onConnect(self): + def onConnected(self): pass def onError(self, exceptionType, exceptionValue, tb): diff --git a/vnpy/api/websocket/WebSocketClient.py b/vnpy/api/websocket/WebSocketClient.py index f1dee894..750a593f 100644 --- a/vnpy/api/websocket/WebSocketClient.py +++ b/vnpy/api/websocket/WebSocketClient.py @@ -43,7 +43,7 @@ class WebsocketClient(object): self._pingThread = Thread(target=self._runPing) self._pingThread.start() - self.onConnect() + self.onConnected() #---------------------------------------------------------------------- def stop(self): @@ -79,7 +79,7 @@ class WebsocketClient(object): def _connect(self): """""" self._ws = websocket.create_connection(self.host, sslopt={'cert_reqs': ssl.CERT_NONE}) - self.onConnect() + self.onConnected() #---------------------------------------------------------------------- def _disconnect(self): @@ -104,6 +104,7 @@ class WebsocketClient(object): try: stream = ws.recv() if not stream: + self.onDisconnected() if self._active: self._reconnect() continue @@ -128,9 +129,17 @@ class WebsocketClient(object): return self._get_ws().send('ping', websocket.ABNF.OPCODE_PING) #---------------------------------------------------------------------- - @abstractmethod - def onConnect(self): - """连接回调""" + def onConnected(self): + """ + 连接成功回调 + """ + pass + + #---------------------------------------------------------------------- + def onDisconnected(self): + """ + 连接断开回调 + """ pass #---------------------------------------------------------------------- From b8c6c92c43294f261ae31d7c279c4a0c80174d64 Mon Sep 17 00:00:00 2001 From: nanoric Date: Mon, 15 Oct 2018 04:36:00 -0400 Subject: [PATCH 14/19] =?UTF-8?q?[Mod]=20=E4=BD=BF=E7=94=A8=E4=B8=80?= =?UTF-8?q?=E4=BA=9BVtObject=E7=9B=B8=E5=85=B3=E7=9A=84=E9=9D=99=E6=80=81?= =?UTF-8?q?=E5=87=BD=E6=95=B0?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../okexFutureGateway/okexFutureGateway.py | 74 +++++++++---------- 1 file changed, 34 insertions(+), 40 deletions(-) diff --git a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py index aa258fe9..23bc9bed 100644 --- a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py +++ b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py @@ -98,11 +98,6 @@ class VnpyGateway(VtGateway): def gatewayName(self): # type: ()->str return 'VnpyGateway' - #---------------------------------------------------------------------- - @abstractproperty - def exchange(self): # type: ()->str - return constant.EXCHANGE_UNKNOWN - #---------------------------------------------------------------------- def readConfig(self): """ @@ -168,7 +163,7 @@ class OkexFutureGateway(VnpyGateway): return 'OkexFutureGateway' #---------------------------------------------------------------------- - @abstractproperty + @property def exchange(self): # type: ()->str return constant.EXCHANGE_OKEXFUTURE @@ -216,20 +211,18 @@ class OkexFutureGateway(VnpyGateway): self._remoteIds[remoteId] = myorder #---------------------------------------------------------------------- - def _genereteLocalOrder(self, symbol, price, volume, direction): + def _genereteLocalOrder(self, symbol, price, volume, direction, offset): myorder = _Order() localId = myorder.localId self._orders[localId] = myorder - vtOrder = VtOrderData() - vtOrder.orderID = localId - vtOrder.vtOrderID = ".".join([self.gatewayName, localId]) - vtOrder.exchange = self.exchange - vtOrder.symbol = symbol - vtOrder.vtSymbol = '.'.join([vtOrder.symbol, vtOrder.exchange]) - vtOrder.price = price - vtOrder.totalVolume = volume - vtOrder.direction = direction - myorder.vtOrder = vtOrder + myorder.vtOrder = VtOrderData.createFromGateway(self, + self.exchange, + localId, + symbol, + price, + volume, + direction, + offset) return myorder #---------------------------------------------------------------------- @@ -238,7 +231,8 @@ class OkexFutureGateway(VnpyGateway): myorder = self._genereteLocalOrder(vtRequest.symbol, vtRequest.price, vtRequest.volume, - vtRequest.direction) + vtRequest.direction, + vtRequest.offset) remoteSymbol, remoteContractType = localSymbolToRemote(vtRequest.symbol) orderType = _orderTypeMap[(vtRequest.priceType, vtRequest.offset)] # 开多、开空、平多、平空 @@ -325,22 +319,22 @@ class OkexFutureGateway(VnpyGateway): self._saveRemoteId(remoteId, myorder) self.onOrder(myorder.vtOrder) - #---------------------------------------------------------------------- - def _pushOrderAsTraded(self, order): - trade = VtTradeData() - trade.gatewayName = order.gatewayName - trade.symbol = order.symbol - trade.vtSymbol = order.vtSymbol - trade.orderID = order.orderID - trade.vtOrderID = order.vtOrderID - self.tradeID += 1 - trade.tradeID = str(self.tradeID) - trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID]) - trade.direction = order.direction - trade.price = order.price - trade.volume = order.tradedVolume - trade.tradeTime = datetime.now().strftime('%H:%M:%S') - self.onTrade(trade) + # #---------------------------------------------------------------------- + # def _pushOrderAsTraded(self, order): + # trade = VtTradeData() + # trade.gatewayName = order.gatewayName + # trade.symbol = order.symbol + # trade.vtSymbol = order.vtSymbol + # trade.orderID = order.orderID + # trade.vtOrderID = order.vtOrderID + # self.tradeID += 1 + # trade.tradeID = str(self.tradeID) + # trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID]) + # trade.direction = order.direction + # trade.price = order.price + # trade.volume = order.tradedVolume + # trade.tradeTime = datetime.now().strftime('%H:%M:%S') + # self.onTrade(trade) #---------------------------------------------------------------------- @staticmethod @@ -367,17 +361,17 @@ class OkexFutureGateway(VnpyGateway): # 缓存该订单，并推送 symbol = remoteSymbolToLocal(order.symbol, localContractType) direction, offset = remoteOrderTypeToLocal(order.orderType) - myorder = self._genereteLocalOrder(symbol, order.price, order.volume, direction) + myorder = self._genereteLocalOrder(symbol, order.price, order.volume, direction, offset) myorder.vtOrder.tradedVolume = order.tradedVolume myorder.remoteId = order.remoteId self._saveRemoteId(myorder.remoteId, myorder) self.onOrder(myorder.vtOrder) - # 如果该订单已经交易完成，推送交易完成消息 - # todo: 这样写会导致同一个订单产生多次交易完成消息 - if order.status == OkexFutureOrderStatus.Finished: - myorder.vtOrder.status = constant.STATUS_ALLTRADED - self._pushOrderAsTraded(myorder.vtOrder) + # # 如果该订单已经交易完成，推送交易完成消息 + # # todo: 这样写会导致同一个订单产生多次交易完成消息 + # if order.status == OkexFutureOrderStatus.Finished: + # myorder.vtOrder.status = constant.STATUS_ALLTRADED + # self._pushOrderAsTraded(myorder.vtOrder) #---------------------------------------------------------------------- def _onQueryAccount(self, infos, _): # type: (List[OkexFutureUserInfo], Any)->None From c50c31a6bd392bfe8c886834a4c0aac0b3284296 Mon Sep 17 00:00:00 2001 From: nanoric Date: Mon, 15 Oct 2018 04:37:43 -0400 Subject: [PATCH 15/19] =?UTF-8?q?[Mod]=20sendRequest=E6=94=B9=E5=90=8D?= =?UTF-8?q?=E4=B8=BAsendPacket?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 和onPacket对应。 --- tests/api/base/WebSocketClientTest.py | 2 +- vnpy/api/websocket/WebSocketClient.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/tests/api/base/WebSocketClientTest.py b/tests/api/base/WebSocketClientTest.py index 1bf1b923..dc9651dd 100644 --- a/tests/api/base/WebSocketClientTest.py +++ b/tests/api/base/WebSocketClientTest.py @@ -38,7 +38,7 @@ class WebsocketClientTest(unittest.TestCase): req = { 'name': 'val' } - self.c.sendRequest(req) + self.c.sendPacket(req) res = self.c.p.get(3) self.assertEqual(res, req) diff --git a/vnpy/api/websocket/WebSocketClient.py b/vnpy/api/websocket/WebSocketClient.py index 750a593f..9ae7cafb 100644 --- a/vnpy/api/websocket/WebSocketClient.py +++ b/vnpy/api/websocket/WebSocketClient.py @@ -55,7 +55,7 @@ class WebsocketClient(object): self._disconnect() #---------------------------------------------------------------------- - def sendRequest(self, dictObj): # type: (dict)->None + def sendPacket(self, dictObj): # type: (dict)->None """发出请求:相当于sendText(json.dumps(dictObj))""" return self._get_ws().send(json.dumps(dictObj), opcode=websocket.ABNF.OPCODE_TEXT) From 562fae9a2564cc4860608dffc7e14a9ca21778ca Mon Sep 17 00:00:00 2001 From: nanoric Date: Mon, 15 Oct 2018 04:38:29 -0400 Subject: [PATCH 16/19] =?UTF-8?q?[Mod]=20WebSocketClient:=E9=9D=9E?= =?UTF-8?q?=E7=BA=AF=E8=99=9A=E5=87=BD=E6=95=B0=E4=B8=8D=E4=BD=BF=E7=94=A8?= =?UTF-8?q?abstractmethod?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/api/websocket/WebSocketClient.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/vnpy/api/websocket/WebSocketClient.py b/vnpy/api/websocket/WebSocketClient.py index 9ae7cafb..3cde4ef7 100644 --- a/vnpy/api/websocket/WebSocketClient.py +++ b/vnpy/api/websocket/WebSocketClient.py @@ -154,7 +154,6 @@ class WebsocketClient(object): pass #---------------------------------------------------------------------- - @abstractmethod def onError(self, exceptionType, exceptionValue, tb): """Python错误回调""" - pass + return sys.excepthook(exceptionType, exceptionValue, tb) From 788677370f516606ca65284df5e5b19b4ac7da0e Mon Sep 17 00:00:00 2001 From: nanoric Date: Mon, 15 Oct 2018 04:45:41 -0400 Subject: [PATCH 17/19] =?UTF-8?q?[Mod]=20WebsocketClient=E6=94=B9=E5=90=8D?= =?UTF-8?q?=E4=B8=BAWebSocketClient?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- tests/api/base/WebSocketClientTest.py | 4 ++-- vnpy/api/websocket/WebSocketClient.py | 2 +- vnpy/api/websocket/__init__.py | 2 +- 3 files changed, 4 insertions(+), 4 deletions(-) diff --git a/tests/api/base/WebSocketClientTest.py b/tests/api/base/WebSocketClientTest.py index dc9651dd..8d931ecf 100644 --- a/tests/api/base/WebSocketClientTest.py +++ b/tests/api/base/WebSocketClientTest.py @@ -2,10 +2,10 @@ import unittest from Promise import Promise -from vnpy.api.websocket import WebsocketClient +from vnpy.api.websocket import WebSocketClient -class TestWebsocketClient(WebsocketClient): +class TestWebsocketClient(WebSocketClient): def __init__(self): host = 'wss://echo.websocket.org' diff --git a/vnpy/api/websocket/WebSocketClient.py b/vnpy/api/websocket/WebSocketClient.py index 3cde4ef7..e208ce8f 100644 --- a/vnpy/api/websocket/WebSocketClient.py +++ b/vnpy/api/websocket/WebSocketClient.py @@ -12,7 +12,7 @@ from threading import Thread, Lock import websocket -class WebsocketClient(object): +class WebSocketClient(object): """Websocket API""" #---------------------------------------------------------------------- diff --git a/vnpy/api/websocket/__init__.py b/vnpy/api/websocket/__init__.py index 3e58eeb4..5c44c43f 100644 --- a/vnpy/api/websocket/__init__.py +++ b/vnpy/api/websocket/__init__.py @@ -1 +1 @@ -from .WebSocketClient import WebsocketClient +from .WebSocketClient import WebSocketClient From dc340d19b6f52cca1cb3cd43e5a8e772de65174a Mon Sep 17 00:00:00 2001 From: nanoric Date: Mon, 15 Oct 2018 04:56:51 -0400 Subject: [PATCH 18/19] =?UTF-8?q?[Add]=20WebSocketClient:=E5=A2=9E?= =?UTF-8?q?=E5=8A=A0setCreateConnection=20[Add]=20WebSocketClient:?= =?UTF-8?q?=E5=A2=9E=E5=8A=A0=E4=B8=80=E4=BA=9B=E6=B3=A8=E9=87=8A?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/api/websocket/WebSocketClient.py | 29 +++++++++++++++++++++++++-- 1 file changed, 27 insertions(+), 2 deletions(-) diff --git a/vnpy/api/websocket/WebSocketClient.py b/vnpy/api/websocket/WebSocketClient.py index e208ce8f..1ae22dae 100644 --- a/vnpy/api/websocket/WebSocketClient.py +++ b/vnpy/api/websocket/WebSocketClient.py @@ -13,7 +13,23 @@ import websocket class WebSocketClient(object): - """Websocket API""" + """ + Websocket API + + 继承使用该类。 + 实例化之后，应调用start开始后台线程。调用start()函数会自动连接websocket。 + 若要终止后台线程，请调用stop()。 stop()函数会顺便断开websocket。 + + 可以重写以下函数： + onConnected + onDisconnected + onPacket + onError + + 当然，为了不让用户随意自定义，用自己的init函数覆盖掉原本的init(host)也是个不错的选择。 + + @note 继承使用该类 + """ #---------------------------------------------------------------------- def __init__(self): @@ -26,6 +42,15 @@ class WebSocketClient(object): self._workerThread = None # type: Thread self._pingThread = None # type: Thread self._active = False + + self.createConnection = websocket.create_connection + + #---------------------------------------------------------------------- + def setCreateConnection(self, func): + """ + for internal usage + """ + self.createConnection = func #---------------------------------------------------------------------- def init(self, host): @@ -78,7 +103,7 @@ class WebSocketClient(object): #---------------------------------------------------------------------- def _connect(self): """""" - self._ws = websocket.create_connection(self.host, sslopt={'cert_reqs': ssl.CERT_NONE}) + self._ws = self.createConnection(self.host, sslopt={'cert_reqs': ssl.CERT_NONE}) self.onConnected() #---------------------------------------------------------------------- From 4cec0f6540e44cc7d09eca91a660e2c64e55a13e Mon Sep 17 00:00:00 2001 From: nanoric Date: Mon, 15 Oct 2018 05:34:17 -0400 Subject: [PATCH 19/19] =?UTF-8?q?[Fix]=20okex:=E4=BF=AE=E5=A4=8D=E4=B8=80?= =?UTF-8?q?=E4=B8=AABUG=EF=BC=9A=E5=9C=A8=E4=BC=A0=E5=8F=82=E7=9A=84?= =?UTF-8?q?=E6=97=B6=E5=80=99=E4=B8=8D=E5=BA=94=E4=BC=A0apiSecret?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/api/okexfuture/vnokexFuture.py | 24 +++++++++++++++--------- 1 file changed, 15 insertions(+), 9 deletions(-) diff --git a/vnpy/api/okexfuture/vnokexFuture.py b/vnpy/api/okexfuture/vnokexFuture.py index 87944aa4..0b3a7e2e 100644 --- a/vnpy/api/okexfuture/vnokexFuture.py +++ b/vnpy/api/okexfuture/vnokexFuture.py @@ -2,13 +2,22 @@ import hashlib import urllib +from vnpy.api.rest import Request, RestClient -######################################################################## -from vnpy.api.rest import RestClient, Request + +#---------------------------------------------------------------------- +def sign(dataWithApiKey, apiSecret): + """ + :param dataWithApiKey: sorted urlencoded args with apiKey + :return: param 'sign' for okex api + """ + dataWithSecret = dataWithApiKey + "&secret_key=" + apiSecret + return hashlib.md5(dataWithSecret.encode()).hexdigest().upper() ######################################################################## class OkexFutureRestBase(RestClient): + host = 'https://www.okex.com/api/v1' #---------------------------------------------------------------------- def __init__(self): @@ -20,11 +29,11 @@ class OkexFutureRestBase(RestClient): # noinspection PyMethodOverriding def init(self, apiKey, apiSecret): # type: (str, str) -> any - super(OkexFutureRestBase, self).init('https://www.okex.com/api/v1') + super(OkexFutureRestBase, self).init(self.host) self.apiKey = apiKey self.apiSecret = apiSecret -#---------------------------------------------------------------------- + #---------------------------------------------------------------------- def beforeRequest(self, req): # type: (Request)->Request args = req.params or {} args.update(req.data or {}) @@ -33,12 +42,9 @@ class OkexFutureRestBase(RestClient): if 'apiKey' not in args: args['api_key'] = self.apiKey data = urllib.urlencode(sorted(args.items())) - data += "&secret_key=" + self.apiSecret - - sign = hashlib.md5(data.encode()).hexdigest().upper() - data += "&sign=" + sign + signature = sign(data, self.apiSecret) + data += "&sign=" + signature req.headers = {'Content-Type': 'application/x-www-form-urlencoded'} req.data = data return req -