[Mod] improve code quality
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@ -1,6 +1,5 @@
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"""
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Author: Wudi
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bitstamp合约接口
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"""
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import hashlib
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@ -9,7 +8,7 @@ import sys
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import time
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import uuid
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from copy import copy
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from datetime import datetime, timedelta
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from datetime import datetime
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from urllib.parse import urlencode
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from typing import Dict
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@ -23,15 +22,13 @@ from vnpy.trader.constant import (
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Exchange,
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OrderType,
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Product,
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Status,
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Interval
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Status
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)
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from vnpy.trader.gateway import BaseGateway, LocalOrderManager
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from vnpy.trader.object import (
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TickData,
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OrderData,
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TradeData,
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BarData,
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AccountData,
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ContractData,
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OrderRequest,
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@ -46,40 +43,11 @@ from vnpy.trader.event import EVENT_TIMER
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REST_HOST = "https://www.bitstamp.net/api/v2"
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WEBSOCKET_HOST = "wss://ws.bitstamp.net"
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STATUS_BITSTAMP2VT = {
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"ACTIVE": Status.NOTTRADED,
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"PARTIALLY FILLED": Status.PARTTRADED,
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"EXECUTED": Status.ALLTRADED,
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"CANCELED": Status.CANCELLED,
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}
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ORDERTYPE_VT2BITSTAMP = {
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OrderType.LIMIT: "EXCHANGE LIMIT",
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OrderType.MARKET: "EXCHANGE MARKET",
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}
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DIRECTION_VT2BITSTAMP = {
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Direction.LONG: "Buy",
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Direction.SHORT: "Sell",
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}
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DIRECTION_BITSTAMP2VT = {
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"0": Direction.LONG,
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"1": Direction.SHORT,
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}
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INTERVAL_VT2BITSTAMP = {
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Interval.MINUTE: "60",
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Interval.HOUR: "3600",
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Interval.DAILY: "86400",
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}
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TIMEDELTA_MAP = {
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Interval.MINUTE: timedelta(minutes=1),
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Interval.HOUR: timedelta(hours=1),
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Interval.DAILY: timedelta(days=1),
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}
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symbol_name_map = {}
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name_symbol_map = {}
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@ -94,7 +62,6 @@ class BitstampGateway(BaseGateway):
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"key": "",
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"secret": "",
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"username": "",
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"session": 3,
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"proxy_host": "127.0.0.1",
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"proxy_port": 1080,
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}
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@ -115,12 +82,10 @@ class BitstampGateway(BaseGateway):
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key = setting["key"]
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secret = setting["secret"]
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username = setting["username"]
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session = setting["session"]
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proxy_host = setting["proxy_host"]
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proxy_port = setting["proxy_port"]
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self.rest_api.connect(key, secret, username,
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session, proxy_host, proxy_port)
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self.rest_api.connect(key, secret, username, proxy_host, proxy_port)
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self.ws_api.connect(proxy_host, proxy_port)
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self.event_engine.register(EVENT_TIMER, self.process_timer_event)
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@ -184,7 +149,6 @@ class BitstampRestApi(RestClient):
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key: str,
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secret: str,
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username: str,
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session: int,
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proxy_host: str,
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proxy_port: int,
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):
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@ -200,7 +164,7 @@ class BitstampRestApi(RestClient):
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)
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self.init(REST_HOST, proxy_host, proxy_port)
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self.start(session)
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self.start(3)
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self.gateway.write_log("REST API启动成功")
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@ -123,7 +123,6 @@ class Exchange(Enum):
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COINBASE = "COINBASE"
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BITSTAMP = "BITSTAMP"
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# Special Function
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LOCAL = "LOCAL" # For local generated data
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