From c04850c9a0d2459cb7c947054d26f08f4a037c22 Mon Sep 17 00:00:00 2001
From: nanoric <nanoric@qq.com>
Date: Tue, 9 Oct 2018 06:07:55 -0400
Subject: [PATCH] =?UTF-8?q?[Add]=20okexFuture=E7=9B=B8=E5=85=B3=E4=BF=AE?=
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---
 vnpy/api/okexfuture/__init__.py               |   0
 vnpy/api/okexfuture/vnokexFuture.py           |  42 +++
 vnpy/network/HeadersAuthenticateHttpClient.py |  38 ++
 .../gateway/okexFutureGateway/__init__.py     |   0
 .../okexFutureGateway/okexFutureGateway.py    | 340 ++++++++++++++++++
 vnpy/trader/language/chinese/constant.py      |   1 +
 vnpy/trader/language/english/constant.py      |   1 +
 7 files changed, 422 insertions(+)
 create mode 100644 vnpy/api/okexfuture/__init__.py
 create mode 100644 vnpy/api/okexfuture/vnokexFuture.py
 create mode 100644 vnpy/network/HeadersAuthenticateHttpClient.py
 create mode 100644 vnpy/trader/gateway/okexFutureGateway/__init__.py
 create mode 100644 vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py

diff --git a/vnpy/api/okexfuture/__init__.py b/vnpy/api/okexfuture/__init__.py
new file mode 100644
index 00000000..e69de29b
diff --git a/vnpy/api/okexfuture/vnokexFuture.py b/vnpy/api/okexfuture/vnokexFuture.py
new file mode 100644
index 00000000..288955bc
--- /dev/null
+++ b/vnpy/api/okexfuture/vnokexFuture.py
@@ -0,0 +1,42 @@
+# encoding: UTF-8
+import hashlib
+import urllib
+
+
+########################################################################
+from vnpy.network.HttpClient import HttpClient
+
+
+########################################################################
+class OkexFutureHttpClient(HttpClient):
+    
+    #----------------------------------------------------------------------
+    def __init__(self):
+        super(OkexFutureHttpClient, self).__init__()
+        self.apiKey = None
+        self.apiSecret = None
+    
+    #----------------------------------------------------------------------
+    # noinspection PyMethodOverriding
+    def init(self, apiKey, apiSecret):
+        # type: (str, str) -> any
+        super(OkexFutureHttpClient, self).init('https://www.okex.com/api/v1')
+        self.apiKey = apiKey
+        self.apiSecret = apiSecret
+
+#----------------------------------------------------------------------
+    def beforeRequest(self, method, path, params, data):  # type: (str, str, dict, dict)->(str, str, dict, dict, dict)
+        args = params or {}
+        args.update(data or {})
+        if 'sign' in args:
+            args.pop('sign')
+        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
+
+        return method, path, params, data, {'Content-Type': 'application/x-www-form-urlencoded'}
+
diff --git a/vnpy/network/HeadersAuthenticateHttpClient.py b/vnpy/network/HeadersAuthenticateHttpClient.py
new file mode 100644
index 00000000..a50730e6
--- /dev/null
+++ b/vnpy/network/HeadersAuthenticateHttpClient.py
@@ -0,0 +1,38 @@
+# encoding: UTF-8
+
+
+########################################################################
+from abc import abstractmethod
+
+from vnpy.network.HttpClient import HttpClient
+
+
+########################################################################
+class HeadersAuthenticateHttpClient(HttpClient):
+    """
+    该类简化了RESTFulAPI客户端的重载。
+    该类提供了一个setUser函数，可以方便地设置apiKey和apiSecret。
+    使用self.apiKey和self.apiSecret便可以访问设置后的值
+    要建立一个签名在HTTP Headers的RESTFul客户端，继承该类并重载authencitate即可。
+    """
+    
+    #----------------------------------------------------------------------
+    def __init__(self):
+        super(HeadersAuthenticateHttpClient, self).__init__()
+        self.apiKey = None  # type: str
+        self.apiSecret = None  # type: str
+    
+    #----------------------------------------------------------------------
+    def beforeRequest(self, method, path, params, data):  # type: (str, str, dict, dict)->(str, str, dict, dict, dict)
+        return method, path, params, data, self.onAuthenticate(method, path, params, data)
+    
+    #----------------------------------------------------------------------
+    @abstractmethod
+    def onAuthenticate(self, method, path, params, data):
+        """
+        重载该函数以添加签名到头部
+        该函数在每个请求之前都会被调用。
+        @:return dict  返回的数据会被加入到HTTP请求头部中
+        
+        """
+        return {}
diff --git a/vnpy/trader/gateway/okexFutureGateway/__init__.py b/vnpy/trader/gateway/okexFutureGateway/__init__.py
new file mode 100644
index 00000000..e69de29b
diff --git a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py
new file mode 100644
index 00000000..55954db1
--- /dev/null
+++ b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py
@@ -0,0 +1,340 @@
+# encoding: UTF-8
+
+from __future__ import print_function
+
+import json
+from abc import abstractmethod, abstractproperty
+
+from vnpy.api.okexfuture.vnokexFuture import OkexFutureHttpClient
+from vnpy.network.HttpClient import Request
+from vnpy.trader.vtFunction import getJsonPath
+from vnpy.trader.vtGateway import *
+
+orderTypeMap = {
+    (constant.DIRECTION_LONG, constant.OFFSET_OPEN): 1,
+    (constant.DIRECTION_SHORT, constant.OFFSET_OPEN): 2,
+    (constant.DIRECTION_LONG, constant.OFFSET_CLOSE): 3,
+    (constant.DIRECTION_SHORT, constant.OFFSET_CLOSE): 4,
+}
+orderTypeMapReverse = {v: k for k, v in orderTypeMap.items()}
+
+contracts = (
+    'btc_usd', 'ltc_usd', 'eth_usd', 'etc_usd', 'bch_usd',
+)
+
+contractTypeMap = {
+    'THISWEEK': 'this_week',
+    'NEXTWEEK': 'next_week',
+    'QUARTER': 'quarter',
+}
+
+# symbols for ui,
+# keys:给用户看的symbols
+# 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_)
+
+
+########################################################################
+class VnpyGateway(VtGateway):
+    """
+    每个gateway有太多重复代码，难以拓展和维护。
+    于是我设计了这个类，将重复代码抽取出来，简化gateway的实现
+    """
+    
+    #----------------------------------------------------------------------
+    def __init__(self, eventEngine):
+        super(VnpyGateway, self).__init__(eventEngine, self.gatewayName)
+    
+    #----------------------------------------------------------------------
+    @abstractproperty
+    def gatewayName(self):  # type: ()->str
+        return 'VnpyGateway'
+    
+    #----------------------------------------------------------------------
+    @abstractproperty
+    def exchange(self):  # type: ()->str
+        return constant.EXCHANGE_UNKNOWN
+    
+    #----------------------------------------------------------------------
+    def readConfig(self):
+        """
+        从json文件中读取设置，并将其内容返回为一个dict
+        :一个一个return:
+        """
+        fileName = self.gatewayName + '_connect.json'
+        filePath = getJsonPath(fileName, __file__)
+        
+        try:
+            with open(filePath, 'rt') as f:
+                return json.load(f)
+        except IOError:
+            log = VtLogData()
+            log.gatewayName = self.gatewayName
+            log.logContent = u'读取连接配置出错，请检查'
+            # todo: pop a message box is better
+            self.onLog(log)
+            return
+    
+    #----------------------------------------------------------------------
+    @abstractmethod
+    def loadSetting(self):
+        """
+        载入设置，在connect的时候会被调用到。
+        """
+        pass
+
+
+########################################################################
+class OkexFutureGateway(VnpyGateway):
+    """OKEX期货交易接口"""
+    
+    #----------------------------------------------------------------------
+    def __init__(self, eventEngine, *args, **kwargs):  # args, kwargs is needed for compatibility
+        """Constructor"""
+        super(OkexFutureGateway, self).__init__(eventEngine)
+        self.apiKey = None  # type: str
+        self.apiSecret = None  # type: str
+        self.api = OkexFutureApi(self)
+        self.leverRate = 1.0
+        self.symbols = []
+    
+    #----------------------------------------------------------------------
+    @property
+    def gatewayName(self):
+        return 'OkexFutureGateway'
+    
+    #----------------------------------------------------------------------
+    @abstractproperty
+    def exchange(self):  # type: ()->str
+        return constant.EXCHANGE_OKEXFUTURE
+    
+    #----------------------------------------------------------------------
+    def loadSetting(self):
+        setting = self.readConfig()
+        if setting:
+            """连接"""
+            # 载入json文件
+            try:
+                # todo: check by predefined settings names and types
+                # or check by validator
+                self.apiKey = str(setting['apiKey'])
+                self.apiSecret = str(setting['secretKey'])
+                self.leverRate = setting['leverRate']
+                self.symbols = setting['symbols']
+            except KeyError:
+                log = VtLogData()
+                log.gatewayName = self.gatewayName
+                log.logContent = u'连接配置缺少字段，请检查'
+                self.onLog(log)
+                return
+    
+    #----------------------------------------------------------------------
+    def connect(self):
+        self.loadSetting()
+        self.api.init(self.apiKey, self.apiSecret)
+    
+    #----------------------------------------------------------------------
+    def subscribe(self, subscribeReq):
+        """订阅行情"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def sendOrder(self, orderReq):
+        """发单"""
+        return self.api.sendOrder(orderReq)
+    
+    #----------------------------------------------------------------------
+    def cancelOrder(self, cancelOrderReq):
+        """撤单"""
+        self.api.cancelOrder(cancelOrderReq)
+    
+    #----------------------------------------------------------------------
+    def qryAccount(self):
+        """查询账户资金"""
+        pass
+    
+    #----------------------------------------------------------------------
+    def qryPosition(self):
+        """查询持仓"""
+        self.api.spotUserInfo()
+    
+    #----------------------------------------------------------------------
+    def close(self):
+        """关闭"""
+        self.api.close()
+
+
+########################################################################
+class VnpyOrder():
+    
+    def __init__(self):
+        """
+        这个东西将VtOrderReq和VtOrderData还有Request三者绑定起来，以便查询
+        """
+        self.vtRequest = None  # type: VtOrderReq  # 如果这个order是通过sendOrder产生的，则会有对应的vtRequest
+        self.request = None  # type: Request  # 如果这个order是通过sendOrder产生的，request就是对应的网络请求
+        self.order = None  # type: VtOrderData  # 对应的VtOrderData
+        self.remoteId = None  # type: str   # 当确定了这个order在交易所内部的id的时候，这个值才会有效
+
+
+########################################################################
+class ApiBase(object):
+    """
+    每个Api实现发单等等操作的时候，有太多重复代码。
+    于是我写了这个类，以期简化Api的实现。
+    
+    发单实现：
+    重写_sendOrder函数。
+    在_sendOrder的下单请求回执中获取API使用的orderId，并调用_processOrderSent函数即可
+    
+    例如：
+    def _sendOrder(self, vtRequest):
+       return self.httpClient.addReq(..., callback=self._onOrderSent)
+    
+    def _onOrderSent(self, data, req):
+        remoteId = None
+        if data['success'] is True:
+            remoteId = data['order_id']
+        self._processOrderSent(req, remoteId)
+    
+    撤单实现：
+    重写_cancelOrder函数。
+    """
+    
+    #----------------------------------------------------------------------
+    def __init__(self, gateway):
+        self.gateway = gateway  # type: VnpyGateway
+    
+    #----------------------------------------------------------------------
+    # todo: push this / make this standalone
+    def generateVnpyOrder(self):
+        order = VnpyOrder()
+        order.order = VtOrderData()
+        order.order.exchange = self.gateway.exchange
+        return order
+    
+    #----------------------------------------------------------------------
+    @staticmethod
+    def fillVnpyOrder(order, symbol, price, totalVolume,
+                      direction):  # type: (VnpyOrder, str, float, float, str)->None
+        order.order.symbol = symbol
+        order.order.vtSymbol = '.'.join([order.order.symbol, order.order.exchange])
+        order.order.price = price
+        order.order.totalVolume = totalVolume
+        order.order.direction = direction
+    
+    #----------------------------------------------------------------------
+    def sendOrder(self, vtRequest):  # type: (VtOrderReq)->str
+        """发单"""
+        
+        # 内部状态相关
+        order = self.generateVnpyOrder()
+        self.fillVnpyOrder(order,
+                           vtRequest.symbol,
+                           vtRequest.price,
+                           vtRequest.volume,
+                           vtRequest.direction)
+        order.vtRequest = vtRequest
+        
+        # 发送发单请求
+        order.request = self._sendOrder(vtRequest)
+        
+        # 增加反向引用
+        # 这个写法在逻辑上有漏洞：当请求返回特别快（理论上可能）的时候，返回回调中的extra仍为空
+        # 但是这种情况几乎不可能出现，在Python中就更不可能会出现。所以就这样写把，美观一些
+        order.request.extra = order
+        
+        return order.order.vtOrderID
+    
+    #----------------------------------------------------------------------
+    def _processOrderSent(self, request, remoteId):
+        """
+        如果在_sendOrder中发送了HTTP请求，则应该在收到响应的时候调用该函数，
+        并且将remoteId设置为交易所API使用的ID
+        
+        如果该下单请求失败，将remoteId设为None即可
+        """
+        if remoteId:
+            order = request.extra  # type: VnpyOrder
+            order.remoteId = remoteId  # None就是失败或者未返回
+            self.gateway.onOrder(order.order)
+            
+            # todo: 撤单委托相关
+    
+    #----------------------------------------------------------------------
+    @abstractmethod
+    def _sendOrder(self, vtRequest): # type: (VtOrderReq)->Request
+        """
+        这个函数实现下单请求。
+        :return: 如果发送了HTTP请求，就应该返回addReq的值。
+        """
+        pass
+
+    #----------------------------------------------------------------------
+    @abstractmethod
+    def _cancelOrder(self, vtCancelRequest):  # type: (VtCancelOrderReq)->Request
+        """
+        这个函数实现下单请求。
+        :return: 如果发送了HTTP请求，就应该返回addReq的值。
+        """
+        pass
+
+
+########################################################################
+class OkexFutureApi(ApiBase):
+    """OKEX的API实现"""
+    
+    #----------------------------------------------------------------------
+    def __init__(self, gateway):
+        """Constructor"""
+        super(OkexFutureApi, self).__init__()
+        self.gateway = gateway  # type: OkexFutureGateway
+        
+        self.localID = 0
+        self.client = OkexFutureHttpClient()
+    
+    #----------------------------------------------------------------------
+    def onOrderSent(self, data, req):  # type: (dict, Request)->None
+        """
+        下单回执，一般用来保存sysId
+        """
+        remoteId = None
+        if data['result'] is True:
+            remoteId = data['order_id']
+        super(OkexFutureApi, self)._processOrderSent(req, remoteId)
+
+    #----------------------------------------------------------------------
+    def _cancelOrder(self, vtCancelRequest):  # type: (VtCancelOrderReq)->Request
+        localId = vtCancelRequest.orderID
+        pass
+    
+    #----------------------------------------------------------------------
+    def _sendOrder(self, vtRequest):  # type: (VtOrderReq)->Request
+        """
+        单纯的发单
+        """
+        symbol, contractType = symbolsForUi[vtRequest.symbol]
+        orderType = orderTypeMap[(vtRequest.priceType, vtRequest.offset)]  # 开多、开空、平多、平空
+        
+        data = {}
+        if vtRequest.priceType == constant.PRICETYPE_MARKETPRICE:
+            data['match_price'] = 1
+        else:
+            data['price'] = vtRequest.price
+        data.update({
+            'symbol': symbol,
+            'contract_typ': contractType,  # 合约类型：当周/下周/季度
+            'amount': vtRequest.volume,
+            'type': orderType,
+            'lever_rate': self.gateway.leverRate  # 杠杆倍数
+        })
+        
+        request = self.client.addReq('POST',
+                                     '/future_trade.do',
+                                     callback=self.onOrderSent,
+                                     data=data)
+        return request
diff --git a/vnpy/trader/language/chinese/constant.py b/vnpy/trader/language/chinese/constant.py
index 5d14ada9..91b1a1f4 100644
--- a/vnpy/trader/language/chinese/constant.py
+++ b/vnpy/trader/language/chinese/constant.py
@@ -87,6 +87,7 @@ EXCHANGE_HUOBI = 'HUOBI'         # 火币比特币交易所
 EXCHANGE_LBANK = 'LBANK'         # LBANK比特币交易所
 EXCHANGE_ZB = 'ZB'		 # 比特币中国比特币交易所
 EXCHANGE_OKEX = 'OKEX'		 # OKEX比特币交易所
+EXCHANGE_OKEXFUTURE = 'OKEXFUTURE'		 # OKEX比特币交易所-期货
 EXCHANGE_BINANCE = "BINANCE"     # 币安比特币交易所
 EXCHANGE_BITFINEX = "BITFINEX"   # Bitfinex比特币交易所
 EXCHANGE_BITMEX = 'BITMEX'       # BitMEX比特币交易所
diff --git a/vnpy/trader/language/english/constant.py b/vnpy/trader/language/english/constant.py
index 27c01542..5b4fe37c 100644
--- a/vnpy/trader/language/english/constant.py
+++ b/vnpy/trader/language/english/constant.py
@@ -83,6 +83,7 @@ EXCHANGE_HUOBI = 'HUOBI'         # 火币比特币交易所
 EXCHANGE_LBANK = 'LBANK'         # LBANK比特币交易所
 EXCHANGE_ZB = 'ZB'		 # 比特币中国比特币交易所
 EXCHANGE_OKEX = 'OKEX'		 # OKEX比特币交易所
+EXCHANGE_OKEXFUTURE = 'OKEXFUTURE'		 # OKEX比特币交易所-期货
 EXCHANGE_BINANCE = "BINANCE"     # 币安比特币交易所
 EXCHANGE_BITFINEX = "BITFINEX"   # Bitfinex比特币交易所
 EXCHANGE_BITMEX = 'BITMEX'       # BitMEX比特币交易所