format
This commit is contained in:
vigarbuaa
parent
4e30095ac3
commit
9fbac9dfba
@ -29,7 +29,7 @@ from vnpy.trader.object import (
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OrderData,
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TradeData,
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PositionData, AccountData,
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ContractData,
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ContractData,
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OrderRequest,
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CancelRequest,
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SubscribeRequest,
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@ -60,6 +60,7 @@ ORDERTYPE_VT2ALPACA = {
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}
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ORDERTYPE_ALPACA2VT = {v: k for k, v in ORDERTYPE_VT2ALPACA.items()}
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class AlpacaGateway(BaseGateway):
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"""
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VN Trader Gateway for Alpaca connection.
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@ -95,7 +96,7 @@ class AlpacaGateway(BaseGateway):
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def subscribe(self, req: SubscribeRequest):
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""""""
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#self.ws_api.subscribe(req)
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# self.ws_api.subscribe(req)
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pass
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def send_order(self, req: OrderRequest):
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@ -104,8 +105,7 @@ class AlpacaGateway(BaseGateway):
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def cancel_order(self, req: CancelRequest):
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""""""
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#self.ws_api.cancel_order(req)
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pass
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self.rest_api.cancel_order(req)
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def query_account(self):
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""""""
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@ -139,12 +139,7 @@ class AlpacaRestApi(RestClient):
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self.order_count = 1_000_000
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self.order_count_lock = Lock()
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self.connect_time = 0
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print(
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self.gateway_name,
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self.key,
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self.secret,
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self.order_count,
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self.connect_time)
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self.order_dict={}
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def query_account(self):
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print("call query_account")
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@ -154,7 +149,7 @@ class AlpacaRestApi(RestClient):
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path=path,
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callback=self.on_query_account
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)
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def on_query_account(self, data, request):
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print("debug on_query_account: ", data, request)
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account = AccountData(
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@ -164,7 +159,7 @@ class AlpacaRestApi(RestClient):
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gateway_name=self.gateway_name
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)
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self.gateway.on_account(account)
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def query_position(self):
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print("call query_position")
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path = f"/v1/positions"
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@ -175,7 +170,7 @@ class AlpacaRestApi(RestClient):
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)
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def on_query_position(self, data, request):
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print("debug on_query_position: ", data,"!!!", request)
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print("debug on_query_position: ", data, "!!!", request)
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for d in data:
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position = PositionData(
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symbol=d['symbol'],
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@ -188,28 +183,24 @@ class AlpacaRestApi(RestClient):
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)
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self.gateway.on_position(position)
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def sign(self, request):
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"""
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Generate Alpaca signature.
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"""
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#msg = request.method + \
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# "/api/v1/{}{}{}".format(path, nonce, request.data)
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headers = {
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"APCA-API-KEY-ID": self.key,
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"APCA-API-SECRET-KEY": self.secret,
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}
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request.headers = headers
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request.allow_redirects=False
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request.allow_redirects = False
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return request
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def _new_order_id(self):
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with self.order_count_lock:
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self.order_count += 1
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return self.order_count
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def connect(
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self,
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key: str,
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@ -230,29 +221,36 @@ class AlpacaRestApi(RestClient):
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self.connect_time = (
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int(datetime.now().strftime("%y%m%d%H%M%S")) * self.order_count
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)
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print("rest client connected",self.connect_time)
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print("rest client connected", self.connect_time)
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self.gateway.write_log("ALPACA REST API启动成功")
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self.query_account()
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self.query_position()
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def on_send_order(self, status_code: int, request: Request):
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print("debug on send order: ", status_code, request)
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pass
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order = request.extra
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self.gateway.on_order(order)
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def on_failed(self, status_code: int, request: Request):
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def on_failed_order(self, status_code: int, request: Request):
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"""
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Callback to handle request failed.
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"""
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order = request.extra
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order.status = Status.REJECTED
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self.gateway.on_order(order)
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msg = f"请求失败，状态码：{status_code}，信息：{request.response.text}"
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print('debug on_failed', msg)
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self.gateway.write_log(msg)
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def on_error(
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def on_error_order(
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self, exception_type: type, exception_value: Exception, tb, request: Request
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):
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"""
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Callback to handler request exception.
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"""
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order = request.extra
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order.status = Status.REJECTED
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self.gateway.on_order(order)
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msg = f"触发异常，状态码：{exception_type}，信息：{exception_value}"
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print('debug on_error', msg)
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self.gateway.write_log(msg)
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@ -261,14 +259,19 @@ class AlpacaRestApi(RestClient):
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self.exception_detail(exception_type, exception_value, tb, request)
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)
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def cancel_order(self, req: CancelRequest):
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""""""
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order_id = req.orderid
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print("come to cancel_order", order_id)
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def send_order(self, req: OrderRequest):
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orderid = str(self.connect_time + self._new_order_id())
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raw_dict={
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raw_dict = {
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"symbol": req.symbol,
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"qty": int(req.volume),
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"side": DIRECTION_VT2ALPACA[req.direction],
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"type": ORDERTYPE_VT2ALPACA[req.type],
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"time_in_force":'day',
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"time_in_force": 'day',
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}
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if raw_dict['type'] == "limit":
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raw_dict['limit_price'] = float(req.price)
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@ -279,15 +282,14 @@ class AlpacaRestApi(RestClient):
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"POST",
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"/v1/orders",
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callback=self.on_send_order,
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#data=data,
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# data=data,
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extra=order,
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on_failed=self.on_failed,
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on_error=self.on_error,
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on_failed=self.on_failed_order,
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on_error=self.on_error_order,
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json_str=data,
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)
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self.gateway.on_order(order)
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return order.vt_orderid
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class AlpacaWebsocketApi(WebsocketClient):
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""""""
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@ -329,9 +331,7 @@ class AlpacaWebsocketApi(WebsocketClient):
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""""""
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self.key = key
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self.secret = secret.encode()
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self.init(WEBSOCKET_HOST, proxy_host, proxy_port)
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self.start()
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def subscribe(self, req: SubscribeRequest):
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@ -357,13 +357,14 @@ class AlpacaWebsocketApi(WebsocketClient):
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# need debug 20190404
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def on_packet(self, packet: dict):
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""""""
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print("debug on_packet: " , packet)
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print("debug on_packet: ", packet)
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# ----------------------------------------------------------------------
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def on_response(self, data):
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""""""
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pass
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# ----------------------------------------------------------------------
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def on_update(self, data):
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""""""
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pass
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@ -380,7 +381,7 @@ class AlpacaWebsocketApi(WebsocketClient):
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def on_error(self, exception_type: type, exception_value: Exception, tb):
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""""""
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print("on_error: " ,type,Exception,tb)
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print("on_error: ", type, Exception, tb)
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pass
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# debug OK , 0405
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@ -422,4 +423,4 @@ class AlpacaWebsocketApi(WebsocketClient):
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def on_contract(self, d):
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""""""
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pass
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pass
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