[Mod]完善FxcmApi的数据推送功能
This commit is contained in:
vn.py
parent
844b52e9cb
commit
b2fc3e5d84
18
vnpy/api/fxcm/README.md
Normal file
18
vnpy/api/fxcm/README.md
Normal file
@ -0,0 +1,18 @@
|
|||||||
|
# vnpy.api.fxcm
|
||||||
|
|
||||||
|
### 简介
|
||||||
|
福汇（FXCM）外汇交易接口，基于REST API开发，实现了以下功能：
|
||||||
|
|
||||||
|
1. 发送、修改、撤销委托
|
||||||
|
|
||||||
|
2. 查询可交易合约以及各交易表
|
||||||
|
|
||||||
|
3. 实时行情和交易表推送
|
||||||
|
|
||||||
|
### API版本
|
||||||
|
版本：v2.0
|
||||||
|
|
||||||
|
日期：2018-01-16
|
||||||
|
|
||||||
|
链接：[https://github.com/FXCMAPI/RestAPI](https://github.com/FXCMAPI/RestAPI)
|
||||||
|
|
||||||
3
vnpy/api/fxcm/__init__.py
Normal file
3
vnpy/api/fxcm/__init__.py
Normal file
@ -0,0 +1,3 @@
|
|||||||
|
# encoding: UTF-8
|
||||||
|
|
||||||
|
from vnfxcm import FxcmApi
|
||||||
@ -1,429 +0,0 @@
|
|||||||
"""
|
|
||||||
FXCM Trading RESTful API example.
|
|
||||||
"""
|
|
||||||
import json
|
|
||||||
import time
|
|
||||||
import requests
|
|
||||||
from socketIO_client import SocketIO
|
|
||||||
from prompt_toolkit import prompt
|
|
||||||
from threading import Thread
|
|
||||||
import signal
|
|
||||||
import sys
|
|
||||||
import io
|
|
||||||
from datetime import datetime
|
|
||||||
|
|
||||||
socketIO = None
|
|
||||||
UPDATES = {}
|
|
||||||
SYMBOLS = {}
|
|
||||||
COLLECTIONS = None
|
|
||||||
ACCESS_TOKEN = "48055b5d9afac0a300143ac067ce04cd2430a434"
|
|
||||||
TRADING_API_URL = 'https://api-demo.fxcm.com:443'
|
|
||||||
WEBSOCKET_PORT = 443
|
|
||||||
|
|
||||||
|
|
||||||
list = ['Offer','Account','Order','OpenPosition','Summary','Properties', 'ClosedPosition']
|
|
||||||
order_list = []
|
|
||||||
logFile = "H:/Projects/RESTAPI-master/nodejs/PythonLog.txt"
|
|
||||||
|
|
||||||
def timestamp():
|
|
||||||
output = str(datetime.now().strftime('%Y%m%d-%H:%M:%S.%f')[:-3])
|
|
||||||
return output
|
|
||||||
|
|
||||||
def logging(mess, t):
|
|
||||||
ts = timestamp()
|
|
||||||
|
|
||||||
with io.FileIO(logFile, "a") as file:
|
|
||||||
file.write('\n' +ts + ": " +t + " ==>" +'\n')
|
|
||||||
for key in mess:
|
|
||||||
file.write(str(key) +" - " +str(mess[key]) +'\n')
|
|
||||||
|
|
||||||
def request_processor(method, params):
|
|
||||||
""" Trading server request help function. """
|
|
||||||
|
|
||||||
headers = {
|
|
||||||
'User-Agent': 'request',
|
|
||||||
'Authorization': bearer_access_token,
|
|
||||||
'Accept': 'application/json',
|
|
||||||
'Content-Type': 'application/x-www-form-urlencoded'
|
|
||||||
}
|
|
||||||
rresp = requests.get(TRADING_API_URL + method, headers=headers, params=params)
|
|
||||||
if rresp.status_code == 200:
|
|
||||||
data = rresp.json()
|
|
||||||
if data["response"]["executed"] is True:
|
|
||||||
return True, data
|
|
||||||
return False, data["response"]["error"]
|
|
||||||
else:
|
|
||||||
return False, rresp.status_code
|
|
||||||
|
|
||||||
def post_request_processor(method, params):
|
|
||||||
""" Trading server request help function. """
|
|
||||||
|
|
||||||
headers = {
|
|
||||||
'User-Agent': 'request',
|
|
||||||
'Authorization': bearer_access_token,
|
|
||||||
'Accept': 'application/json',
|
|
||||||
'Content-Type': 'application/x-www-form-urlencoded'
|
|
||||||
}
|
|
||||||
rresp = requests.post(TRADING_API_URL + method, headers=headers, data=params)
|
|
||||||
if rresp.status_code == 200:
|
|
||||||
data = rresp.json()
|
|
||||||
if data["response"]["executed"] is True:
|
|
||||||
return True, data
|
|
||||||
return False, data["response"]["error"]
|
|
||||||
else:
|
|
||||||
return False, rresp.status_code
|
|
||||||
|
|
||||||
def create_bearer_token(t,s):
|
|
||||||
bt = "Bearer " +s +t
|
|
||||||
return bt
|
|
||||||
|
|
||||||
def on_price_update(msg):
|
|
||||||
md = json.loads(msg)
|
|
||||||
SYMBOLS[md["Symbol"]] = md
|
|
||||||
print(SYMBOLS, "SYMBOLS")
|
|
||||||
#logging(SYMBOLS, "SYMBOLS")
|
|
||||||
|
|
||||||
def on_message(msg):
|
|
||||||
message = json.loads(msg)
|
|
||||||
UPDATES[message["t"]] = message
|
|
||||||
print(UPDATES, "UPDATES")
|
|
||||||
#logging(UPDATES, "UPDATES")
|
|
||||||
|
|
||||||
def on_error(ws, error):
|
|
||||||
print (error)
|
|
||||||
|
|
||||||
def on_close():
|
|
||||||
print ('Websocket closed.')
|
|
||||||
|
|
||||||
def on_connect():
|
|
||||||
|
|
||||||
|
|
||||||
### Get models
|
|
||||||
status, response = request_processor('/trading/get_model', {'models': list})
|
|
||||||
if status is True:
|
|
||||||
COLLECTIONS = response
|
|
||||||
print("*" * 50)
|
|
||||||
print (COLLECTIONS["accounts"])
|
|
||||||
print("*" * 50)
|
|
||||||
else:
|
|
||||||
print(status)
|
|
||||||
print ("Error processing request /trading/get_model: " +str(response))
|
|
||||||
### Subscribe message updates
|
|
||||||
status, response = post_request_processor('/trading/subscribe', {'models': order_list})
|
|
||||||
if status is True:
|
|
||||||
for item in order_list:
|
|
||||||
socketIO.on(item, on_message)
|
|
||||||
else:
|
|
||||||
print ("Error processing request: /trading/subscribe: " + response)
|
|
||||||
|
|
||||||
thr = Thread(target=cli, args=(1, COLLECTIONS))
|
|
||||||
try:
|
|
||||||
thr.setDaemon(True)
|
|
||||||
thr.start()
|
|
||||||
socketIO.wait()
|
|
||||||
except (KeyboardInterrupt, SystemExit):
|
|
||||||
thr.join(0)
|
|
||||||
sys.exit(1)
|
|
||||||
|
|
||||||
|
|
||||||
def subscribe_prices(symbol):
|
|
||||||
status, response = post_request_processor('/subscribe', {'pairs': symbol})
|
|
||||||
if status is True:
|
|
||||||
socketIO.on(symbol, on_price_update)
|
|
||||||
print response
|
|
||||||
else:
|
|
||||||
print ("Error processing request: /subscribe: " + response)
|
|
||||||
|
|
||||||
def unsubscribe_prices(symbol):
|
|
||||||
status, response = post_request_processor('/unsubscribe', {'pairs': symbol})
|
|
||||||
if status is True:
|
|
||||||
socketIO.on(symbol, on_price_update)
|
|
||||||
else:
|
|
||||||
print ("Error processing request: /unsubscribe: " + response)
|
|
||||||
|
|
||||||
def cli(args, COLLECTIONS):
|
|
||||||
while True:
|
|
||||||
try:
|
|
||||||
inp = prompt(u'> ')
|
|
||||||
except KeyboardInterrupt:
|
|
||||||
print ("Press Ctrl+c again to quit.")
|
|
||||||
sys.exit(1)
|
|
||||||
if not inp:
|
|
||||||
continue
|
|
||||||
try:
|
|
||||||
if len(inp) > 3 and inp[0:3] == 'run':
|
|
||||||
cmd = json.loads(inp[4:])
|
|
||||||
command = cmd["c"]
|
|
||||||
if command == 'book':
|
|
||||||
for symbol in SYMBOLS:
|
|
||||||
price = SYMBOLS[symbol]
|
|
||||||
print (price)
|
|
||||||
|
|
||||||
elif command == 'show':
|
|
||||||
if cmd["opt"] == 'offers':
|
|
||||||
for offer in COLLECTIONS['offers']:
|
|
||||||
###print ('{}, {}, {}, {}, {}'.format(offer['currency'], offer['sell'], offer['buy'], offer['offerId'], offer['ratePrecision']))
|
|
||||||
print (offer)
|
|
||||||
|
|
||||||
elif cmd["opt"] == 'orders':
|
|
||||||
for order in COLLECTIONS['orders']:
|
|
||||||
print (order)
|
|
||||||
|
|
||||||
elif cmd["opt"] == 'updates':
|
|
||||||
for obj in UPDATES:
|
|
||||||
print (obj)
|
|
||||||
|
|
||||||
elif cmd["opt"] == 'accounts':
|
|
||||||
for obj in COLLECTIONS['accounts']:
|
|
||||||
print (obj)
|
|
||||||
|
|
||||||
elif cmd["opt"] == 'open_positions':
|
|
||||||
for obj in COLLECTIONS['open_positions']:
|
|
||||||
print (obj)
|
|
||||||
|
|
||||||
elif cmd["opt"] == 'closed_positions':
|
|
||||||
for obj in COLLECTIONS['closed_positions']:
|
|
||||||
print (obj)
|
|
||||||
|
|
||||||
elif cmd["opt"] == 'summary':
|
|
||||||
for obj in COLLECTIONS['summary']:
|
|
||||||
print (obj)
|
|
||||||
|
|
||||||
elif cmd["opt"] == 'properties':
|
|
||||||
for obj in COLLECTIONS['properties']:
|
|
||||||
print (obj)
|
|
||||||
|
|
||||||
elif cmd["opt"] == 'LeverageProfile':
|
|
||||||
for obj in COLLECTIONS['LeverageProfile']:
|
|
||||||
print (obj)
|
|
||||||
|
|
||||||
elif command == 'subscribe':
|
|
||||||
for symbol in cmd["opt"]:
|
|
||||||
subscribe_prices(symbol)
|
|
||||||
|
|
||||||
elif command == 'unsubscribe':
|
|
||||||
for symbol in cmd["opt"]:
|
|
||||||
unsubscribe_prices(symbol)
|
|
||||||
|
|
||||||
elif command == 'market_order':
|
|
||||||
status, response = post_request_processor('/trading/open_trade', {
|
|
||||||
'account_id': cmd['account_id'],
|
|
||||||
'symbol': cmd['symbol'],
|
|
||||||
'side': cmd['side'],
|
|
||||||
'amount': cmd['amount'],
|
|
||||||
'at_market': 0,
|
|
||||||
'order_type': 'AtMarket',
|
|
||||||
'time_in_force': cmd['time_in_force']
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('market_order has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('market_order execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'market_range':
|
|
||||||
status, response = post_request_processor('/trading/open_trade', {
|
|
||||||
'account_id': cmd['account_id'],
|
|
||||||
'symbol': cmd['symbol'],
|
|
||||||
'side': cmd['side'],
|
|
||||||
'amount': cmd['amount'],
|
|
||||||
'order_type': 'MarketRange',
|
|
||||||
'at_market': 1
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('market_order has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('market_order execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'close_trade':
|
|
||||||
status, response = post_request_processor('/trading/close_trade', {
|
|
||||||
'trade_id': cmd['trade_id'],
|
|
||||||
'rate': 0,
|
|
||||||
'amount': cmd['amount'],
|
|
||||||
'at_market': 0,
|
|
||||||
'order_type': 'AtMarket',
|
|
||||||
'time_in_force': cmd['time_in_force']
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('close_trade has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('close_trade execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'create_entry_order':
|
|
||||||
status, response = post_request_processor('/trading/create_entry_order', {
|
|
||||||
'account_id': cmd['account_id'],
|
|
||||||
'symbol': cmd['symbol'],
|
|
||||||
'is_buy': cmd['side'],
|
|
||||||
'rate': cmd['rate'],
|
|
||||||
'is_in_pips': 0,
|
|
||||||
'amount': cmd['amount'],
|
|
||||||
'order_type': 'AtMarket',
|
|
||||||
'time_in_force': cmd['time_in_force']
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('create_entry_order has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('create_entry_order execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'change_order':
|
|
||||||
status, response = post_request_processor('/trading/change_order', {
|
|
||||||
'order_id': cmd['order_id'],
|
|
||||||
'rate': cmd['rate'],
|
|
||||||
'range': cmd['range'],
|
|
||||||
'amount': cmd['amount'],
|
|
||||||
'trailing_step': cmd['trailing_step']
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('change_order has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('change_order execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'delete_order':
|
|
||||||
status, response = post_request_processor('/trading/delete_order', {
|
|
||||||
'order_id': cmd['order_id']
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('delete_order has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('delete_order execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'get_instruments':
|
|
||||||
status, response = request_processor('/trading/get_instruments', {})
|
|
||||||
if status is True:
|
|
||||||
print ('get_instruments has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('get_instruments execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'simple_oco':
|
|
||||||
status, response = request_processor('/trading/simple_oco', {
|
|
||||||
'account_id': cmd['account_id'],
|
|
||||||
'symbol': cmd['symbol'],
|
|
||||||
'amount': cmd['amount'],
|
|
||||||
'time_in_force': cmd['time_in_force'],
|
|
||||||
'is_buy': cmd['is_buy'],
|
|
||||||
'rate': cmd['rate'],
|
|
||||||
'is_buy2': cmd['is_buy2'],
|
|
||||||
'rate2': cmd['rate2']
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('simple_oco has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('simple_oco execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'add_to_oco':
|
|
||||||
status, response = request_processor('/trading/add_to_oco', {
|
|
||||||
orderIds: cmd.orderIds,
|
|
||||||
ocoBulkId: cmd.ocoBulkId
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('add_to_oco has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('add_to_oco execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'remove_from_oco':
|
|
||||||
status, response = request_processor('/trading/remove_from_oco', {
|
|
||||||
orderIds: cmd.orderIds
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('remove_from_oco has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('remove_from_oco execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'edit_oco':
|
|
||||||
status, response = request_processor('/trading/edit_oco', {
|
|
||||||
ocoBulkId: cmd.ocoBulkId,
|
|
||||||
addOrderIds: cmd.addOrderIds,
|
|
||||||
removeOrderIds: cmd.removeOrderIds
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('edit_oco has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('edit_oco execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'change_trade_stop_limit':
|
|
||||||
status, response = request_processor('/trading/change_trade_stop_limit', {
|
|
||||||
trade_id: cmd.trade_id,
|
|
||||||
is_stop: cmd.is_stop,
|
|
||||||
rate: cmd.rate,
|
|
||||||
is_in_pips: cmd.is_in_pips,
|
|
||||||
trailing_step: cmd.trailing_step
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('change_trade_stop_limit has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('change_trade_stop_limit execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'change_order_stop_limit':
|
|
||||||
status, response = request_processor('/trading/change_order_stop_limit', {
|
|
||||||
order_id: cmd.order_id,
|
|
||||||
is_stop: cmd.is_stop,
|
|
||||||
rate: cmd.rate,
|
|
||||||
is_in_pips: cmd.is_in_pips,
|
|
||||||
trailing_step: cmd.trailing_step
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('change_order_stop_limit has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('change_order_stop_limit execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'change_net_stop_limit':
|
|
||||||
status, response = request_processor('/trading/change_net_stop_limit', {
|
|
||||||
account_id: cmd.account_id,
|
|
||||||
symbol: cmd.symbol,
|
|
||||||
is_buy: cmd.is_buy,
|
|
||||||
is_stop: cmd.is_stop,
|
|
||||||
rate: cmd.rate,
|
|
||||||
trailing_step: cmd.trailing_step
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('change_net_stop_limit has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('change_net_stop_limit execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'close_all_for_symbol':
|
|
||||||
status, response = request_processor('/trading/close_all_for_symbol', {
|
|
||||||
account_id: cmd.account_id,
|
|
||||||
forSymbol: cmd.forSymbol,
|
|
||||||
symbol: cmd.symbol,
|
|
||||||
order_type: cmd.order_type,
|
|
||||||
time_in_force: cmd.time_in_force
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('close_all_for_symbol has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('close_all_for_symbol execution error: {}'.format(response))
|
|
||||||
|
|
||||||
elif command == 'candles':
|
|
||||||
req="/"+command+"/"+str(cmd['instrumentid'])+"/"+str(cmd['periodid'])
|
|
||||||
status, response = request_processor(req, {
|
|
||||||
'num': cmd['num'],
|
|
||||||
'from': cmd['from'],
|
|
||||||
'to': cmd['to']
|
|
||||||
})
|
|
||||||
if status is True:
|
|
||||||
print ('has been executed: {}'.format(response))
|
|
||||||
else:
|
|
||||||
print ('execution error: {}'.format(response))
|
|
||||||
|
|
||||||
|
|
||||||
else:
|
|
||||||
print ("Unknown command: " + command)
|
|
||||||
else:
|
|
||||||
print ('Unknown command.')
|
|
||||||
except ValueError:
|
|
||||||
print ('Invalid command')
|
|
||||||
### Main
|
|
||||||
|
|
||||||
if __name__ == '__main__':
|
|
||||||
#signal.getsignal(signal.SIGINT, exit_gracefully)
|
|
||||||
|
|
||||||
COLLECTIONS = {}
|
|
||||||
print '000'
|
|
||||||
socketIO = SocketIO(TRADING_API_URL, WEBSOCKET_PORT, params={'access_token': ACCESS_TOKEN, 'agent': "leiwang-rest-api"})
|
|
||||||
print 1
|
|
||||||
#print (socketIO._engineIO_session.id)
|
|
||||||
bearer_access_token = create_bearer_token(ACCESS_TOKEN, socketIO._engineIO_session.id)
|
|
||||||
print (bearer_access_token)
|
|
||||||
socketIO.on('disconnec', on_close)
|
|
||||||
socketIO.on('connect', on_connect)
|
|
||||||
subscribe_prices('EUR/USD')
|
|
||||||
socketIO.wait()
|
|
||||||
24
vnpy/api/fxcm/test.py
Normal file
24
vnpy/api/fxcm/test.py
Normal file
@ -0,0 +1,24 @@
|
|||||||
|
# encoding: UTF-8
|
||||||
|
|
||||||
|
from vnfxcm import FxcmApi
|
||||||
|
|
||||||
|
url = 'https://api-demo.fxcm.com:443'
|
||||||
|
port = 443
|
||||||
|
token = '48055b5d9afac0a300143ac067ce04cd2430a434'
|
||||||
|
proxy = 'https://localhost:1080'
|
||||||
|
|
||||||
|
api = FxcmApi()
|
||||||
|
print 'api created'
|
||||||
|
|
||||||
|
api.connect(url, port, token, proxy)
|
||||||
|
print api.bearer
|
||||||
|
|
||||||
|
#api.getInstruments()
|
||||||
|
|
||||||
|
api.subscribe('EUR/USD')
|
||||||
|
api.subscribe('USD/JPY')
|
||||||
|
api.subscribe('GBP/USD')
|
||||||
|
#api.getModel('Summary')
|
||||||
|
#api.subscribeModel('Summary')
|
||||||
|
|
||||||
|
input()
|
||||||
@ -5,7 +5,6 @@ import requests
|
|||||||
from socketIO_client import SocketIO
|
from socketIO_client import SocketIO
|
||||||
from threading import Thread
|
from threading import Thread
|
||||||
from queue import Queue, Empty
|
from queue import Queue, Empty
|
||||||
from datetime import datetime
|
|
||||||
|
|
||||||
|
|
||||||
########################################################################
|
########################################################################
|
||||||
@ -15,6 +14,14 @@ class FxcmApi(object):
|
|||||||
WEBSOCKET_PORT = 443
|
WEBSOCKET_PORT = 443
|
||||||
METHOD_GET = 'get'
|
METHOD_GET = 'get'
|
||||||
METHOD_POST = 'post'
|
METHOD_POST = 'post'
|
||||||
|
|
||||||
|
MODEL_OFFER = 'Offer'
|
||||||
|
MODEL_ACCOUNT = 'Account'
|
||||||
|
MODEL_ORDER = 'Order'
|
||||||
|
MODEL_OPENPOSITION = 'OpenPosition'
|
||||||
|
MODEL_SUMMARY = 'Summary'
|
||||||
|
MODEL_PROPERTIES = 'Properties'
|
||||||
|
MODEL_CLOSEDPOSITION = 'ClosedPosition'
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
#----------------------------------------------------------------------
|
||||||
def __init__(self):
|
def __init__(self):
|
||||||
@ -22,6 +29,7 @@ class FxcmApi(object):
|
|||||||
self.url = ''
|
self.url = ''
|
||||||
self.port = ''
|
self.port = ''
|
||||||
self.token = ''
|
self.token = ''
|
||||||
|
self.proxy = ''
|
||||||
|
|
||||||
self.sio = None
|
self.sio = None
|
||||||
self.bearer = ''
|
self.bearer = ''
|
||||||
@ -30,27 +38,34 @@ class FxcmApi(object):
|
|||||||
self.queue = Queue()
|
self.queue = Queue()
|
||||||
self.reqid = 0
|
self.reqid = 0
|
||||||
self.active = False
|
self.active = False
|
||||||
self.thread = Thread(target=self.run)
|
self.reqThread = Thread(target=self.run)
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
#----------------------------------------------------------------------
|
||||||
def connect(self, url, port, token):
|
def connect(self, url, port, token, proxy=''):
|
||||||
"""连接"""
|
"""连接"""
|
||||||
self.url = url
|
self.url = url
|
||||||
self.port = port
|
self.port = port
|
||||||
self.token = token
|
self.token = token
|
||||||
|
self.proxy = proxy
|
||||||
|
|
||||||
self.initSocketIO()
|
self.initSocketIO()
|
||||||
self.generateBearer()
|
self.generateBearer()
|
||||||
self.generateHeaders()
|
self.generateHeaders()
|
||||||
|
|
||||||
self.active = True
|
self.active = True
|
||||||
self.thread.start()
|
self.reqThread.start()
|
||||||
|
|
||||||
|
self.sioThread = Thread(target=self.sio.wait)
|
||||||
|
self.sioThread.start()
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
#----------------------------------------------------------------------
|
||||||
def stop(self):
|
def stop(self):
|
||||||
"""停止"""
|
"""停止"""
|
||||||
self.active = False
|
self.active = False
|
||||||
self.thread.join()
|
self.reqThread.join()
|
||||||
|
|
||||||
|
self.sio._close()
|
||||||
|
self.sioThread.join()
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
#----------------------------------------------------------------------
|
||||||
def initSocketIO(self):
|
def initSocketIO(self):
|
||||||
@ -59,7 +74,12 @@ class FxcmApi(object):
|
|||||||
'access_token': self.token,
|
'access_token': self.token,
|
||||||
'agent': "leiwang-rest-api"
|
'agent': "leiwang-rest-api"
|
||||||
}
|
}
|
||||||
self.sio = SocketIO(self.url, self.port, params=params)
|
|
||||||
|
proxy = {}
|
||||||
|
if self.proxy:
|
||||||
|
proxy['https'] = self.proxy
|
||||||
|
|
||||||
|
self.sio = SocketIO(self.url, self.port, params=params, proxies=proxy)
|
||||||
|
|
||||||
self.sio.on('connect', self.onConnect)
|
self.sio.on('connect', self.onConnect)
|
||||||
self.sio.on('disconnect', self.onDisconnect)
|
self.sio.on('disconnect', self.onDisconnect)
|
||||||
@ -117,10 +137,14 @@ class FxcmApi(object):
|
|||||||
|
|
||||||
url = self.url + uri
|
url = self.url + uri
|
||||||
|
|
||||||
|
proxy = {}
|
||||||
|
if self.proxy:
|
||||||
|
proxy['https'] = self.proxy
|
||||||
|
|
||||||
if method == self.METHOD_GET:
|
if method == self.METHOD_GET:
|
||||||
resp = requests.get(url, headers=self.headers, params=params)
|
resp = requests.get(url, headers=self.headers, params=params, proxies=proxy)
|
||||||
elif method == self.METHOD_POST:
|
elif method == self.METHOD_POST:
|
||||||
resp = requests.post(url, headers=self.headers, data=params)
|
resp = requests.post(url, headers=self.headers, data=params, proxies=proxy)
|
||||||
|
|
||||||
if resp.status_code == 200:
|
if resp.status_code == 200:
|
||||||
data = resp.json()
|
data = resp.json()
|
||||||
@ -327,32 +351,5 @@ class FxcmApi(object):
|
|||||||
def onModelUpdate(self, data):
|
def onModelUpdate(self, data):
|
||||||
"""表推送"""
|
"""表推送"""
|
||||||
print data
|
print data
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
if __name__ == '__main__':
|
|
||||||
url = 'https://api-demo.fxcm.com:443'
|
|
||||||
port = 443
|
|
||||||
token = '48055b5d9afac0a300143ac067ce04cd2430a434'
|
|
||||||
|
|
||||||
api = FxcmApi()
|
|
||||||
print 'api created'
|
|
||||||
|
|
||||||
api.connect(url, port, token)
|
|
||||||
print api.bearer
|
|
||||||
|
|
||||||
#api.getInstruments()
|
|
||||||
|
|
||||||
api.subscribe('EUR/USD')
|
|
||||||
#api.subscribe(u'USD')
|
|
||||||
#api.subscribe(u'eurusd')
|
|
||||||
#api.getModel('Summary')
|
|
||||||
#api.subscribeModel('Summary')
|
|
||||||
|
|
||||||
input()
|
|
||||||
|
|
||||||
|
|
||||||
Loading…
Reference in New Issue
Block a user