[Mod] improve code quality

This commit is contained in:
vn.py 2019-09-25 23:27:25 +08:00
parent cdbbb7867e
commit b433d54446
2 changed files with 4 additions and 41 deletions

View File

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

View File

@ -123,7 +123,6 @@ class Exchange(Enum):
COINBASE = "COINBASE"
BITSTAMP = "BITSTAMP"
# Special Function
LOCAL = "LOCAL" # For local generated data