[Add]添加huobiGateway
This commit is contained in:
vn.py
parent
3e9ada283c
commit
c209a7698b
@ -53,7 +53,7 @@ from vnhuobi import DataApi
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api = DataApi()
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api.connect("wss://api.huobipro.com/ws")
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#api.subscribeMarketDepth('ethusdt')
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api.subscribeMarketDepth('ethusdt')
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#api.subscribeTradeDetail('ethusdt')
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api.subscribeMarketDetail('ethusdt')
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#api.subscribeMarketDetail('ethusdt')
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input()
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@ -20,17 +20,17 @@ def testTrade():
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print api.getTimestamp()
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accountid = ''
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#accountid = ''
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symbol = 'aaceth'
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#api.getAccounts()
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#api.getAccountBalance(accountid)
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#api.getOrders(symbol, 'pre-submitted,submitted,partial-filled,partial-canceled,filled,canceled')
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#api.getOrders(symbol, 'filled')
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#api.getMatchResults(symbol)
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print api.getMatchResults(symbol)
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api.getOrder('2440401255')
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api.getMatchResult('2440401255')
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#api.getOrder('2440401255')
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#api.getMatchResult('2440401255')
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#api.placeOrder(accountid, '2', symbol, 'sell-market', source='api')
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#api.cancelOrder('2440451757')
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@ -5,6 +5,7 @@ import hmac
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import base64
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import hashlib
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import requests
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import traceback
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from copy import copy
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from datetime import datetime
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from threading import Thread
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@ -33,9 +34,7 @@ DEFAULT_POST_HEADERS = {
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'Content-Type': 'application/json',
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'Accept': 'application/json',
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'Accept-Language': LANG,
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"User-Agent": "Chrome/39.0.2171.71",
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'User-Agent':'Mozilla/5.0 (Windows NT 6.1; WOW64; rv:53.0) Gecko/20100101 Firefox/53.0'
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#'User-Agent':'Mozilla/5.0 (Windows NT 6.1; WOW64; rv:53.0) Gecko/20100101 Firefox/53.0'
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}
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@ -93,6 +92,8 @@ class TradeApi(object):
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if mode:
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self.mode = mode
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return True
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#----------------------------------------------------------------------
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def start(self, n=10):
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@ -418,7 +419,7 @@ class TradeApi(object):
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def onGetSymbols(self, data, reqid):
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"""查询代码回调"""
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#print reqid, data
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for d in data['data']:
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for d in data:
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print d
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#----------------------------------------------------------------------
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@ -523,9 +524,18 @@ class DataApi(object):
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return True
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except:
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self.onError(u'行情服务器连接失败')
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msg = traceback.format_exc()
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self.onError(u'行情服务器连接失败：%s' %msg)
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return False
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#----------------------------------------------------------------------
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def stop(self):
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"""停止"""
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if self.active:
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self.active = False
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self.thread.join()
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self.ws.close()
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#----------------------------------------------------------------------
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def sendReq(self, req):
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"""发送请求"""
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@ -569,7 +579,7 @@ class DataApi(object):
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#----------------------------------------------------------------------
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def subscribeMarketDepth(self, symbol):
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"""订阅行情深度"""
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topic = 'market.%s.depth.step5' %symbol
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topic = 'market.%s.depth.step0' %symbol
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self.subTopic(topic)
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#----------------------------------------------------------------------
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6
vnpy/trader/gateway/huobiGateway/HUOBI_connect.json
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6
vnpy/trader/gateway/huobiGateway/HUOBI_connect.json
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@ -0,0 +1,6 @@
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{
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"exchange": "hadax",
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"accessKey": "请在火币网站获取",
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"secretKey": "请在火币网站获取",
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"symbols": ["aaceth"]
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}
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10
vnpy/trader/gateway/huobiGateway/__init__.py
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10
vnpy/trader/gateway/huobiGateway/__init__.py
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@ -0,0 +1,10 @@
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# encoding: UTF-8
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from vnpy.trader import vtConstant
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from huobiGateway import HuobiGateway
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gatewayClass = HuobiGateway
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gatewayName = 'HUOBI'
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gatewayDisplayName = u'火币'
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gatewayType = vtConstant.GATEWAYTYPE_BTC
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gatewayQryEnabled = True
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640
vnpy/trader/gateway/huobiGateway/huobiGateway.py
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640
vnpy/trader/gateway/huobiGateway/huobiGateway.py
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@ -0,0 +1,640 @@
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# encoding: UTF-8
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'''
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vn.sec的gateway接入
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'''
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import os
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import json
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from datetime import datetime
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from copy import copy
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from math import pow
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from vnpy.api.huobi import TradeApi, DataApi
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from vnpy.trader.vtGateway import *
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from vnpy.trader.vtFunction import getJsonPath, getTempPath
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# 以下为一些VT类型和SEC类型的映射字典
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priceTypeMap = {}
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priceTypeMapReverse = {v: k for k, v in priceTypeMap.items()}
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# 方向类型映射
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directionMap = {}
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#directionMap[DIRECTION_LONG] = DATA_TYPE.DFITCSEC_ED_Buy
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#directionMap[DIRECTION_SHORT] = DATA_TYPE.DFITCSEC_ED_Sell
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directionMapReverse = {v: k for k, v in directionMap.items()}
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# 开平类型映射
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offsetMap = {}
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#offsetMap[OFFSET_OPEN] = DATA_TYPE.DFITCSEC_OCF_Open
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#offsetMap[OFFSET_CLOSE] = DATA_TYPE.DFITCSEC_OCF_Close
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offsetMapReverse = {v:k for k,v in offsetMap.items()}
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# 委托状态类型映射
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statusMapReverse = {}
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statusMapReverse['pre-submitted'] = STATUS_UNKNOWN
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statusMapReverse['submitting'] = STATUS_UNKNOWN
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statusMapReverse['submitted'] = STATUS_NOTTRADED
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statusMapReverse['partial-filled'] = STATUS_PARTTRADED
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statusMapReverse['partial-canceled'] = STATUS_CANCELLED
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statusMapReverse['filled'] = STATUS_ALLTRADED
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statusMapReverse['canceled'] = STATUS_CANCELLED
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#----------------------------------------------------------------------
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def print_dict(d):
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""""""
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print '-' * 30
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l = d.keys()
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l.sort()
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for k in l:
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print '%s:%s' %(k, d[k])
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########################################################################
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class HuobiGateway(VtGateway):
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"""火币接口"""
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#----------------------------------------------------------------------
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def __init__(self, eventEngine, gatewayName='HUOBI'):
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"""Constructor"""
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super(HuobiGateway, self).__init__(eventEngine, gatewayName)
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self.dataApi = HuobiDataApi(self) # 行情API
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self.tradeApi = HuobiTradeApi(self) # 交易API
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self.mdConnected = False # 行情API连接状态，登录完成后为True
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self.tdConnected = False # 交易API连接状态
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self.qryEnabled = False # 是否要启动循环查询
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self.fileName = self.gatewayName + '_connect.json'
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self.filePath = getJsonPath(self.fileName, __file__)
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#----------------------------------------------------------------------
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def connect(self):
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"""连接"""
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try:
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f = file(self.filePath)
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except IOError:
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log = VtLogData()
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log.gatewayName = self.gatewayName
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log.logContent = u'读取连接配置出错，请检查'
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self.onLog(log)
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return
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# 解析json文件
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setting = json.load(f)
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try:
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exchange = str(setting['exchange'])
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accessKey = str(setting['accessKey'])
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secretKey = str(setting['secretKey'])
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symbols = setting['symbols']
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except KeyError:
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log = VtLogData()
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log.gatewayName = self.gatewayName
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log.logContent = u'连接配置缺少字段，请检查'
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self.onLog(log)
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return
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# 创建行情和交易接口对象
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self.dataApi.connect(exchange)
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self.tradeApi.connect(exchange, accessKey, secretKey, symbols)
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# 初始化并启动查询
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self.initQuery()
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#----------------------------------------------------------------------
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def subscribe(self, subscribeReq):
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"""订阅行情"""
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self.dataApi.subscribe(subscribeReq)
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#----------------------------------------------------------------------
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def sendOrder(self, orderReq):
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"""发单"""
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return self.tradeApi.sendOrder(orderReq)
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#----------------------------------------------------------------------
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def cancelOrder(self, cancelOrderReq):
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"""撤单"""
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self.tradeApi.cancelOrder(cancelOrderReq)
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#----------------------------------------------------------------------
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def qryPosition(self):
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"""查询持仓"""
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self.tradeApi.qryPosition()
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#----------------------------------------------------------------------
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def qryTrade(self):
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"""查询成交"""
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self.tradeApi.qryTrade()
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#----------------------------------------------------------------------
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def qryOrder(self):
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"""查询委托"""
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self.tradeApi.qryOrder()
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#----------------------------------------------------------------------
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def close(self):
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"""关闭"""
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if self.mdConnected:
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self.dataApi.close()
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if self.tdConnected:
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self.tradeApi.close()
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#----------------------------------------------------------------------
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def initQuery(self):
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"""初始化连续查询"""
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if self.qryEnabled:
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# 需要循环的查询函数列表
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self.qryFunctionList = [
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self.qryPosition,
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self.qryTrade,
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self.qryOrder
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]
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self.qryCount = 0 # 查询触发倒计时
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self.qryTrigger = 1 # 查询触发点
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self.qryNextFunction = 0 # 上次运行的查询函数索引
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self.startQuery()
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#----------------------------------------------------------------------
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def query(self, event):
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"""注册到事件处理引擎上的查询函数"""
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self.qryCount += 1
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if self.qryCount > self.qryTrigger:
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# 清空倒计时
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self.qryCount = 0
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# 执行查询函数
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function = self.qryFunctionList[self.qryNextFunction]
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function()
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# 计算下次查询函数的索引，如果超过了列表长度，则重新设为0
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self.qryNextFunction += 1
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if self.qryNextFunction == len(self.qryFunctionList):
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self.qryNextFunction = 0
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#----------------------------------------------------------------------
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def startQuery(self):
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"""启动连续查询"""
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self.eventEngine.register(EVENT_TIMER, self.query)
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#----------------------------------------------------------------------
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def setQryEnabled(self, qryEnabled):
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"""设置是否要启动循环查询"""
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self.qryEnabled = qryEnabled
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########################################################################
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class HuobiDataApi(DataApi):
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"""行情API实现"""
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#----------------------------------------------------------------------
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def __init__(self, gateway):
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"""Constructor"""
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super(HuobiDataApi, self).__init__()
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self.gateway = gateway # gateway对象
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self.gatewayName = gateway.gatewayName # gateway对象名称
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self.connectionStatus = False # 连接状态
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self.tickDict = {}
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#----------------------------------------------------------------------
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def connect(self, exchange):
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"""连接服务器"""
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if exchange == 'huobi':
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url = 'wss://api.huobi.pro/ws'
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else:
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url = 'wss://api.hadax.com/ws'
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self.connectionStatus = super(HuobiDataApi, self).connect(url)
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self.gateway.mdConnected = True
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if self.connectionStatus:
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self.writeLog(u'行情服务器连接成功')
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#----------------------------------------------------------------------
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def subscribe(self, subscribeReq):
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"""订阅合约"""
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if not self.connectionStatus:
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return
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symbol = subscribeReq.symbol
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if symbol in self.tickDict:
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return
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tick = VtTickData()
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tick.gatewayName = self.gatewayName
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tick.symbol = symbol
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tick.exchange = EXCHANGE_HUOBI
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tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
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self.tickDict[symbol] = tick
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self.subscribeMarketDepth(symbol)
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self.subscribeMarketDetail(symbol)
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#self.subscribeTradeDetail(symbol)
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#----------------------------------------------------------------------
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def writeLog(self, content):
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"""发出日志"""
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log = VtLogData()
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log.gatewayName = self.gatewayName
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log.logContent = content
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self.gateway.onLog(log)
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#----------------------------------------------------------------------
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def onError(self, msg):
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"""错误推送"""
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err = VtErrorData()
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err.gatewayName = self.gatewayName
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err.errorID = 'Data'
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err.errorMsg = msg
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self.gateway.onError(err)
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#----------------------------------------------------------------------
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def onMarketDepth(self, data):
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"""行情深度推送 """
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symbol = data['ch'].split('.')[1]
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tick = self.tickDict.get(symbol, None)
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if not tick:
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return
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tick.datetime = datetime.fromtimestamp(data['ts']/1000)
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tick.date = tick.datetime.strftime('%Y%m%d')
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tick.time = tick.datetime.strftime('%H:%M:%S.%f')
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bids = data['tick']['bids']
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for n in range(5):
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l = bids[n]
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tick.__setattr__('bidPrice' + str(n+1), l[0])
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tick.__setattr__('bidVolume' + str(n+1), l[1])
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asks = data['tick']['asks']
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for n in range(5):
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l = asks[n]
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tick.__setattr__('askPrice' + str(n+1), l[0])
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tick.__setattr__('askVolume' + str(n+1), l[1])
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#print '-' * 50
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#for d in data['tick']['asks']:
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#print 'ask', d
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#for d in data['tick']['bids']:
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#print 'bid', d
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#print '-' * 50
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#print 'ask5', tick.askPrice5, tick.askVolume5
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#print 'ask4', tick.askPrice4, tick.askVolume4
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#print 'ask3', tick.askPrice3, tick.askVolume3
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#print 'ask2', tick.askPrice2, tick.askVolume2
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#print 'ask1', tick.askPrice1, tick.askVolume1
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#print 'bid1', tick.bidPrice1, tick.bidVolume1
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#print 'bid2', tick.bidPrice2, tick.bidVolume2
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#print 'bid3', tick.bidPrice3, tick.bidVolume3
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#print 'bid4', tick.bidPrice4, tick.bidVolume4
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#print 'bid5', tick.bidPrice5, tick.bidVolume5
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if tick.lastPrice:
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newtick = copy(tick)
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self.gateway.onTick(tick)
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#----------------------------------------------------------------------
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def onTradeDetail(self, data):
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"""成交细节推送"""
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print data
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#----------------------------------------------------------------------
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def onMarketDetail(self, data):
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"""市场细节推送"""
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symbol = data['ch'].split('.')[1]
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tick = self.tickDict.get(symbol, None)
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if not tick:
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return
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tick.datetime = datetime.fromtimestamp(data['ts']/1000)
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tick.date = tick.datetime.strftime('%Y%m%d')
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tick.time = tick.datetime.strftime('%H:%M:%S.%f')
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t = data['tick']
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tick.openPrice = t['open']
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tick.highPrice = t['high']
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tick.lowPrice = t['low']
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tick.lastPrice = t['close']
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tick.volume = t['vol']
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if tick.bidPrice1:
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newtick = copy(tick)
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self.gateway.onTick(tick)
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########################################################################
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class HuobiTradeApi(TradeApi):
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"""交易API实现"""
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#----------------------------------------------------------------------
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def __init__(self, gateway):
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"""API对象的初始化函数"""
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super(HuobiTradeApi, self).__init__()
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self.gateway = gateway # gateway对象
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self.gatewayName = gateway.gatewayName # gateway对象名称
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self.reqID = EMPTY_INT # 操作请求编号
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self.localID = EMPTY_INT # 订单编号
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self.connectionStatus = False # 连接状态
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self.accountid = ''
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self.todayDate = datetime.now().strftime('%Y-%m-%d')
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self.orderDict = {} # 缓存委托数据的字典
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self.symbols = [] # 所有交易代码的字符串集合
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self.qryTradeID = None # 查询起始成交编号
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self.tradeIDs = set() # 成交编号集合
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|
||||
self.qryOrderID = None # 查询起始委托编号
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def connect(self, exchange, accessKey, secretKey, symbols=''):
|
||||
"""初始化连接"""
|
||||
if not self.connectionStatus:
|
||||
self.symbols = symbols
|
||||
|
||||
self.connectionStatus = self.init(exchange, accessKey, secretKey)
|
||||
self.gateway.tdConnected = True
|
||||
self.start()
|
||||
self.writeLog(u'交易服务器连接成功')
|
||||
|
||||
self.getSymbols()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def qryPosition(self):
|
||||
"""查询持仓"""
|
||||
if self.accountid:
|
||||
self.getAccountBalance(self.accountid)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def qryOrder(self):
|
||||
"""查询委托"""
|
||||
states = 'pre-submitted,submitting,submitted,partial-filled,partial-canceled,filled,canceled'
|
||||
for symbol in self.symbols:
|
||||
self.getOrders(symbol, states, startDate=self.todayDate)
|
||||
#print u'查询委托', self.qryOrderID
|
||||
#self.getOrders(symbol, states, startDate=self.todayDate, from_=self.qryOrderID, direct='next')
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def qryTrade(self):
|
||||
"""查询成交"""
|
||||
for symbol in self.symbols:
|
||||
self.getMatchResults(symbol, startDate=self.todayDate)
|
||||
#self.getMatchResults(symbol, startDate=self.todayDate, from_=self.qryTradeID)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def sendOrder(self, orderReq):
|
||||
"""发单"""
|
||||
self.localID += 1
|
||||
vtOrderID = '.'.join([self.gatewayName, str(self.localID)])
|
||||
|
||||
if orderReq.direction == DIRECTION_LONG:
|
||||
type_ = 'buy-limit'
|
||||
else:
|
||||
type_ = 'sell-limit'
|
||||
|
||||
self.placeOrder(self.accountid,
|
||||
str(orderReq.volume),
|
||||
orderReq.symbol,
|
||||
type_,
|
||||
price=str(orderReq.price),
|
||||
source='api')
|
||||
|
||||
# 返回订单号
|
||||
return vtOrderID
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def cancelOrder(self, cancelOrderReq):
|
||||
"""撤单"""
|
||||
super(HuobiTradeApi, self).cancelOrder(cancelOrderReq.orderID)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def writeLog(self, content):
|
||||
"""发出日志"""
|
||||
log = VtLogData()
|
||||
log.gatewayName = self.gatewayName
|
||||
log.logContent = content
|
||||
self.gateway.onLog(log)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onError(self, msg, reqid):
|
||||
"""错误回调"""
|
||||
err = VtErrorData()
|
||||
err.gatewayName = self.gatewayName
|
||||
err.errorID = 'Trade'
|
||||
err.errorMsg = msg
|
||||
self.gateway.onError(err)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onGetSymbols(self, data, reqid):
|
||||
"""查询代码回调"""
|
||||
for d in data:
|
||||
contract = VtContractData()
|
||||
contract.gatewayName = self.gatewayName
|
||||
|
||||
contract.symbol = d['base-currency'] + d['quote-currency']
|
||||
contract.exchange = EXCHANGE_HUOBI
|
||||
contract.vtSymbol = '.'.join([contract.symbol, contract.exchange])
|
||||
|
||||
contract.name = '/'.join([d['base-currency'].upper(), d['quote-currency'].upper()])
|
||||
contract.priceTick = 1 / pow(10, d['price-precision'])
|
||||
contract.size = 1 / pow(10, d['amount-precision'])
|
||||
contract.productClass = PRODUCT_SPOT
|
||||
|
||||
self.gateway.onContract(contract)
|
||||
|
||||
self.writeLog(u'交易代码查询成功')
|
||||
self.getAccounts()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onGetCurrencys(self, data, reqid):
|
||||
"""查询货币回调"""
|
||||
pass
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onGetTimestamp(self, data, reqid):
|
||||
"""查询时间回调"""
|
||||
print reqid, data
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onGetAccounts(self, data, reqid):
|
||||
"""查询账户回调"""
|
||||
for d in data:
|
||||
self.accountid = str(d['id'])
|
||||
self.writeLog(u'交易账户%s查询成功' %self.accountid)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onGetAccountBalance(self, data, reqid):
|
||||
"""查询余额回调"""
|
||||
posDict = {}
|
||||
|
||||
for d in data['list']:
|
||||
symbol = d['currency']
|
||||
pos = posDict.get(symbol, None)
|
||||
|
||||
if not pos:
|
||||
pos = VtPositionData()
|
||||
pos.gatewayName = self.gatewayName
|
||||
pos.symbol = d['currency']
|
||||
pos.exchange = EXCHANGE_HUOBI
|
||||
pos.vtSymbol = '.'.join([pos.symbol, pos.exchange])
|
||||
pos.direction = DIRECTION_LONG
|
||||
pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])
|
||||
|
||||
if d['type'] == 'trade':
|
||||
pos.position = float(d['balance'])
|
||||
else:
|
||||
pos.frozen = float(d['balance'])
|
||||
|
||||
posDict[symbol] = pos
|
||||
|
||||
for pos in posDict.values():
|
||||
self.gateway.onPosition(pos)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onGetOrders(self, data, reqid):
|
||||
"""查询委托回调"""
|
||||
qryOrderID = None
|
||||
|
||||
for d in data:
|
||||
orderID = d['id']
|
||||
updated = False
|
||||
|
||||
order = self.orderDict.get(orderID, None)
|
||||
if not order:
|
||||
updated = True
|
||||
|
||||
order = VtOrderData()
|
||||
order.gatewayName = self.gatewayName
|
||||
|
||||
order.orderID = str(orderID)
|
||||
order.vtOrderID = '.'.join([order.gatewayName, order.orderID])
|
||||
|
||||
order.symbol = d['symbol']
|
||||
order.exchange = EXCHANGE_HUOBI
|
||||
order.vtSymbol = '.'.join([order.symbol, order.exchange])
|
||||
|
||||
order.price = float(d['price'])
|
||||
order.totalVolume = float(d['amount'])
|
||||
order.orderTime = datetime.fromtimestamp(d['created-at']/1000).strftime('%H:%M:%S')
|
||||
|
||||
if 'buy' in d['type']:
|
||||
order.direction = DIRECTION_LONG
|
||||
else:
|
||||
order.direction = DIRECTION_SHORT
|
||||
order.offset = OFFSET_NONE
|
||||
|
||||
# 数据更新，只有当成交数量或者委托状态变化时，才执行推送
|
||||
if d['canceled-at']:
|
||||
order.cancelTime = datetime.fromtimestamp(d['canceled-at']/1000).strftime('%H:%M:%S')
|
||||
|
||||
newTradedVolume = d['field-amount']
|
||||
newStatus = statusMapReverse.get(d['state'], STATUS_UNKNOWN)
|
||||
|
||||
if newTradedVolume != order.tradedVolume or newStatus != order.status:
|
||||
updated = True
|
||||
order.tradedVolume = float(newTradedVolume)
|
||||
order.status = newStatus
|
||||
|
||||
# 只推送有更新的数据
|
||||
if updated:
|
||||
self.gateway.onOrder(order)
|
||||
|
||||
# 计算查询下标（即最早的未全成或撤委托）
|
||||
if order.status not in [STATUS_ALLTRADED, STATUS_CANCELLED]:
|
||||
if not qryOrderID:
|
||||
qryOrderID = orderID
|
||||
else:
|
||||
qryOrderID = min(qryOrderID, orderID)
|
||||
|
||||
# 更新查询下标
|
||||
if qryOrderID:
|
||||
self.qryOrderID = qryOrderID
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onGetMatchResults(self, data, reqid):
|
||||
"""查询成交回调"""
|
||||
for d in data:
|
||||
tradeID = d['match-id']
|
||||
|
||||
# 成交仅需要推送一次，去重判断
|
||||
if tradeID in self.tradeIDs:
|
||||
continue
|
||||
self.tradeIDs.add(tradeID)
|
||||
|
||||
# 查询起始编号更新
|
||||
self.qryTradeID = max(tradeID, self.qryTradeID)
|
||||
|
||||
# 推送数据
|
||||
trade = VtTradeData()
|
||||
trade.gatewayName = self.gatewayName
|
||||
|
||||
trade.tradeID = str(tradeID)
|
||||
trade.vtTradeID = '.'.join([trade.tradeID, trade.gatewayName])
|
||||
|
||||
trade.symbol = d['symbol']
|
||||
trade.exchange = EXCHANGE_HUOBI
|
||||
trade.vtSymbol = '.'.join([trade.symbol, trade.exchange])
|
||||
|
||||
if 'buy' in d['type']:
|
||||
trade.direction = DIRECTION_LONG
|
||||
else:
|
||||
trade.direction = DIRECTION_SHORT
|
||||
trade.offset = OFFSET_NONE
|
||||
|
||||
trade.orderID = str(d['order-id'])
|
||||
trade.vtOrderID = '.'.join([trade.gatewayName, trade.orderID])
|
||||
trade.tradeID = str(d['match-id'])
|
||||
trade.vtTradeID = '.'.join([trade.gatewayName, trade.tradeID])
|
||||
|
||||
trade.price = float(d['price'])
|
||||
trade.volume = float(d['filled-amount'])
|
||||
|
||||
dt = datetime.fromtimestamp(d['created-at']/1000)
|
||||
trade.tradeTime = dt.strftime('%H:%M:%S')
|
||||
|
||||
self.gateway.onTrade(trade)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onGetOrder(self, data, reqid):
|
||||
"""查询单一委托回调"""
|
||||
print reqid, data
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onGetMatchResult(self, data, reqid):
|
||||
"""查询单一成交回调"""
|
||||
print reqid, data
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onPlaceOrder(self, data, reqid):
|
||||
"""委托回调"""
|
||||
print reqid, data
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onCancelOrder(self, data, reqid):
|
||||
"""撤单回调"""
|
||||
self.writeLog(u'委托撤单成功：%s' %data)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onBatchCancel(self, data, reqid):
|
||||
"""批量撤单回调"""
|
||||
print reqid, data
|
||||
Loading…
Reference in New Issue
Block a user