diff --git a/vnpy/gateway/bitfinex/bitfinex_gateway.py b/vnpy/gateway/bitfinex/bitfinex_gateway.py index a37dd995..c61bd83d 100644 --- a/vnpy/gateway/bitfinex/bitfinex_gateway.py +++ b/vnpy/gateway/bitfinex/bitfinex_gateway.py @@ -53,6 +53,13 @@ ORDERTYPE_VT2BITFINEX = { OrderType.LIMIT: "EXCHANGE LIMIT", OrderType.MARKET: "EXCHANGE MARKET", } +ORDERTYPE_BITFINEX2VT = { + "EXCHANGE LIMIT": OrderType.LIMIT, + "EXCHANGE MARKET": OrderType.MARKET, + "LIMIT": OrderType.LIMIT, + "MARKET": OrderType.MARKET +} + DIRECTION_VT2BITFINEX = { Direction.LONG: "Buy", Direction.SHORT: "Sell", @@ -86,6 +93,7 @@ class BitfinexGateway(BaseGateway): "session": 3, "proxy_host": "127.0.0.1", "proxy_port": 1080, + "margin": ["False", "True"] } exchanges = [Exchange.BITFINEX] @@ -108,8 +116,13 @@ class BitfinexGateway(BaseGateway): proxy_host = setting["proxy_host"] proxy_port = setting["proxy_port"] + if setting["margin"] == "True": + margin = True + else: + margin = False + self.rest_api.connect(key, secret, session, proxy_host, proxy_port) - self.ws_api.connect(key, secret, proxy_host, proxy_port) + self.ws_api.connect(key, secret, proxy_host, proxy_port, margin) self.event_engine.register(EVENT_TIMER, self.process_timer_event) @@ -212,7 +225,7 @@ class BitfinexRestApi(RestClient): secret: str, session: int, proxy_host: str, - proxy_port: int, + proxy_port: int ): """ Initialize connection to REST server. @@ -383,11 +396,17 @@ class BitfinexWebsocketApi(WebsocketClient): self.subscribed = {} def connect( - self, key: str, secret: str, proxy_host: str, proxy_port: int + self, + key: str, + secret: str, + proxy_host: str, + proxy_port: int, + margin: bool ): """""" self.key = key self.secret = secret.encode() + self.margin = margin self.init(WEBSOCKET_HOST, proxy_host, proxy_port) self.start() @@ -432,9 +451,13 @@ class BitfinexWebsocketApi(WebsocketClient): else: amount = -req.volume + order_type = ORDERTYPE_VT2BITFINEX[req.type] + if self.margin: + order_type = order_type.replace("EXCHANGE ", "") + o = { "cid": orderid, - "type": ORDERTYPE_VT2BITFINEX[req.type], + "type": order_type, "symbol": "t" + req.symbol, "amount": str(amount), "price": str(req.price), @@ -609,19 +632,26 @@ class BitfinexWebsocketApi(WebsocketClient): def on_wallet(self, data): """""" - if str(data[0]) == "exchange": - accountid = str(data[1]) - account = self.accounts.get(accountid, None) - if not account: - account = AccountData( - accountid=accountid, - gateway_name=self.gateway_name, - ) + print(data) + # Exchange Mode + if not self.margin and str(data[0]) != "exchange": + return + # Margin Mode + elif self.margin and str(data[0]) != "margin": + return - account.balance = float(data[2]) - account.available = 0.0 - account.frozen = 0.0 - self.gateway.on_account(copy(account)) + accountid = str(data[1]) + account = self.accounts.get(accountid, None) + if not account: + account = AccountData( + accountid=accountid, + gateway_name=self.gateway_name, + ) + + account.balance = float(data[2]) + account.available = 0.0 + account.frozen = 0.0 + self.gateway.on_account(copy(account)) def on_trade_update(self, data): """""" @@ -776,6 +806,7 @@ class BitfinexWebsocketApi(WebsocketClient): order = OrderData( symbol=str(data[3].replace("t", "")), exchange=Exchange.BITFINEX, + type=ORDERTYPE_BITFINEX2VT[data[8]], orderid=orderid, status=Status.REJECTED, direction=direction, @@ -808,6 +839,7 @@ class BitfinexWebsocketApi(WebsocketClient): symbol=str(data[3].replace("t", "")), exchange=Exchange.BITFINEX, orderid=orderid, + type=ORDERTYPE_BITFINEX2VT[data[8]], status=STATUS_BITFINEX2VT[order_status], direction=direction, price=float(data[16]),