[Add]新增Bitfinex数字货币交易所接口
This commit is contained in:
vn.py
parent
ba647a1b63
commit
c578d4e04d
1
vnpy/api/bitfinex/__init__.py
Normal file
1
vnpy/api/bitfinex/__init__.py
Normal file
@ -0,0 +1 @@
|
||||
from .vnbitfinex import BitfinexApi
|
||||
95
vnpy/api/bitfinex/vnbitfinex.py
Normal file
95
vnpy/api/bitfinex/vnbitfinex.py
Normal file
@ -0,0 +1,95 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
import json
|
||||
import requests
|
||||
from threading import Thread
|
||||
from queue import Queue, Empty
|
||||
|
||||
import websocket
|
||||
|
||||
|
||||
WEBSOCKET_V2_URL = 'wss://api.bitfinex.com/ws/2'
|
||||
RESTFUL_V1_URL = 'https://api.bitfinex.com/v1'
|
||||
|
||||
|
||||
########################################################################
|
||||
class BitfinexApi(object):
|
||||
""""""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""Constructor"""
|
||||
self.ws = None
|
||||
self.thread = None
|
||||
self.active = False
|
||||
|
||||
self.restQueue = Queue()
|
||||
self.restThread = None
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def start(self):
|
||||
""""""
|
||||
self.ws = websocket.create_connection(WEBSOCKET_V2_URL)
|
||||
|
||||
self.active =True
|
||||
self.thread = Thread(target=self.run)
|
||||
self.thread.start()
|
||||
|
||||
self.restThread = Thread(target=self.runRest)
|
||||
self.restThread.start()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def run(self):
|
||||
""""""
|
||||
while self.active:
|
||||
stream = self.ws.recv()
|
||||
data = json.loads(stream)
|
||||
self.onData(data)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onData(self, data):
|
||||
""""""
|
||||
print data
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def sendReq(self, req):
|
||||
""""""
|
||||
self.ws.send(json.dumps(req))
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def sendRestReq(self, path, callback):
|
||||
""""""
|
||||
self.restQueue.put((path, callback))
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def runRest(self):
|
||||
""""""
|
||||
while self.active:
|
||||
try:
|
||||
path, callback = self.restQueue.get(timeout=1)
|
||||
self.httpGet(path, callback)
|
||||
except Empty:
|
||||
pass
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def httpGet(self, path, callback):
|
||||
""""""
|
||||
url = RESTFUL_V1_URL + path
|
||||
resp = requests.get(url)
|
||||
callback(resp.json())
|
||||
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
api = BitfinexApi()
|
||||
api.start()
|
||||
|
||||
d = {
|
||||
'event': 'subscribe',
|
||||
'channel': 'book',
|
||||
'symbol': 'BTCUSD'
|
||||
}
|
||||
api.sendReq(d)
|
||||
|
||||
raw_input()
|
||||
|
||||
@ -479,8 +479,6 @@ class GatewayApi(BinanceApi):
|
||||
#----------------------------------------------------------------------
|
||||
def sendOrder(self, orderReq):
|
||||
""""""
|
||||
orderReq.volume = 0.02
|
||||
|
||||
self.orderId += 1
|
||||
orderId = self.date + str(self.orderId).rjust(6, '0')
|
||||
vtOrderID = '.'.join([self.gatewayName, orderId])
|
||||
|
||||
@ -0,0 +1,5 @@
|
||||
{
|
||||
"apiKey": "",
|
||||
"secretKey": "",
|
||||
"symbols": ["BTCUSD", "ETHUSD", "ETHBTC"]
|
||||
}
|
||||
10
vnpy/trader/gateway/bitfinexGateway/__init__.py
Normal file
10
vnpy/trader/gateway/bitfinexGateway/__init__.py
Normal file
@ -0,0 +1,10 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
from vnpy.trader import vtConstant
|
||||
from .bitfinexGateway import BitfinexGateay
|
||||
|
||||
gatewayClass = BitfinexGateay
|
||||
gatewayName = 'BITFINEX'
|
||||
gatewayDisplayName = u'BITFINEX'
|
||||
gatewayType = vtConstant.GATEWAYTYPE_BTC
|
||||
gatewayQryEnabled = True
|
||||
526
vnpy/trader/gateway/bitfinexGateway/bitfinexGateway.py
Normal file
526
vnpy/trader/gateway/bitfinexGateway/bitfinexGateway.py
Normal file
@ -0,0 +1,526 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
'''
|
||||
vnpy.api.bitfinex的gateway接入
|
||||
'''
|
||||
|
||||
import os
|
||||
import json
|
||||
import hashlib
|
||||
import hmac
|
||||
import time
|
||||
from datetime import datetime, timedelta
|
||||
from copy import copy
|
||||
from math import pow
|
||||
|
||||
from vnpy.api.bitfinex import BitfinexApi
|
||||
from vnpy.trader.vtGateway import *
|
||||
from vnpy.trader.vtFunction import getJsonPath, getTempPath
|
||||
|
||||
# 委托状态类型映射
|
||||
statusMapReverse = {}
|
||||
statusMapReverse['ACTIVE'] = STATUS_NOTTRADED
|
||||
statusMapReverse['PARTIALLY FILLED'] = STATUS_PARTTRADED
|
||||
statusMapReverse['EXECUTED'] = STATUS_ALLTRADED
|
||||
statusMapReverse['CANCELED'] = STATUS_CANCELLED
|
||||
|
||||
# 价格类型映射
|
||||
priceTypeMap = {}
|
||||
priceTypeMap[PRICETYPE_LIMITPRICE] = 'EXCHANGE LIMIT'
|
||||
priceTypeMap[PRICETYPE_MARKETPRICE] = 'EXCHANGE MARKET'
|
||||
|
||||
|
||||
|
||||
########################################################################
|
||||
class BitfinexGateay(VtGateway):
|
||||
"""Bitfinex接口"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self, eventEngine, gatewayName=''):
|
||||
"""Constructor"""
|
||||
super(BitfinexGateay, self).__init__(eventEngine, gatewayName)
|
||||
|
||||
self.api = GatewayApi(self)
|
||||
|
||||
self.qryEnabled = False # 是否要启动循环查询
|
||||
|
||||
self.fileName = self.gatewayName + '_connect.json'
|
||||
self.filePath = getJsonPath(self.fileName, __file__)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def connect(self):
|
||||
"""连接"""
|
||||
try:
|
||||
f = file(self.filePath)
|
||||
except IOError:
|
||||
log = VtLogData()
|
||||
log.gatewayName = self.gatewayName
|
||||
log.logContent = u'读取连接配置出错，请检查'
|
||||
self.onLog(log)
|
||||
return
|
||||
|
||||
# 解析json文件
|
||||
setting = json.load(f)
|
||||
try:
|
||||
apiKey = str(setting['apiKey'])
|
||||
secretKey = str(setting['secretKey'])
|
||||
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
|
||||
|
||||
# 创建行情和交易接口对象
|
||||
self.api.connect(apiKey, secretKey, symbols)
|
||||
|
||||
# 初始化并启动查询
|
||||
#self.initQuery()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
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 close(self):
|
||||
"""关闭"""
|
||||
self.api.close()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def queryAccount(self):
|
||||
""""""
|
||||
self.api.queryAccount()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def initQuery(self):
|
||||
"""初始化连续查询"""
|
||||
if self.qryEnabled:
|
||||
# 需要循环的查询函数列表
|
||||
self.qryFunctionList = [self.queryAccount]
|
||||
|
||||
self.qryCount = 0 # 查询触发倒计时
|
||||
self.qryTrigger = 1 # 查询触发点
|
||||
self.qryNextFunction = 0 # 上次运行的查询函数索引
|
||||
|
||||
self.startQuery()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def query(self, event):
|
||||
"""注册到事件处理引擎上的查询函数"""
|
||||
self.qryCount += 1
|
||||
|
||||
if self.qryCount > self.qryTrigger:
|
||||
# 清空倒计时
|
||||
self.qryCount = 0
|
||||
|
||||
# 执行查询函数
|
||||
function = self.qryFunctionList[self.qryNextFunction]
|
||||
function()
|
||||
|
||||
# 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
|
||||
self.qryNextFunction += 1
|
||||
if self.qryNextFunction == len(self.qryFunctionList):
|
||||
self.qryNextFunction = 0
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def startQuery(self):
|
||||
"""启动连续查询"""
|
||||
self.eventEngine.register(EVENT_TIMER, self.query)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def setQryEnabled(self, qryEnabled):
|
||||
"""设置是否要启动循环查询"""
|
||||
self.qryEnabled = qryEnabled
|
||||
|
||||
|
||||
########################################################################
|
||||
class GatewayApi(BitfinexApi):
|
||||
"""API实现"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self, gateway):
|
||||
"""Constructor"""
|
||||
super(GatewayApi, self).__init__()
|
||||
|
||||
self.gateway = gateway # gateway对象
|
||||
self.gatewayName = gateway.gatewayName # gateway对象名称
|
||||
|
||||
self.orderId = 0
|
||||
self.date = int(datetime.now().strftime('%y%m%d%H%M%S')) * self.orderId
|
||||
|
||||
self.apiKey = ''
|
||||
self.secretKey = ''
|
||||
self.symbols = []
|
||||
|
||||
self.tickDict = {}
|
||||
self.bidDict = {}
|
||||
self.askDict = {}
|
||||
self.orderLocalDict = {}
|
||||
|
||||
self.channelDict = {} # ChannelID : (Channel, Symbol)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def connect(self, apiKey, secretKey, symbols):
|
||||
"""连接服务器"""
|
||||
self.apiKey = apiKey
|
||||
self.secretKey = secretKey
|
||||
self.symbols = symbols
|
||||
|
||||
self.start()
|
||||
self.writeLog(u'交易API启动成功')
|
||||
|
||||
for symbol in symbols:
|
||||
self.subscribe(symbol, 'ticker')
|
||||
self.subscribe(symbol, 'book')
|
||||
self.writeLog(u'行情推送订阅成功')
|
||||
|
||||
self.authenticate()
|
||||
self.writeLog(u'交易推送订阅成功')
|
||||
|
||||
self.sendRestReq('/symbols_details', self.onSymbolDetails)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def subscribe(self, symbol, channel):
|
||||
""""""
|
||||
req = {
|
||||
'event': 'subscribe',
|
||||
'channel': channel,
|
||||
'symbol': symbol
|
||||
}
|
||||
self.sendReq(req)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def authenticate(self):
|
||||
""""""
|
||||
nonce = int(time.time() * 1000000)
|
||||
authPayload = 'AUTH' + str(nonce)
|
||||
signature = hmac.new(
|
||||
self.secretKey.encode(),
|
||||
msg = authPayload.encode(),
|
||||
digestmod = hashlib.sha384
|
||||
).hexdigest()
|
||||
|
||||
req = {
|
||||
'apiKey': self.apiKey,
|
||||
'event': 'auth',
|
||||
'authPayload': authPayload,
|
||||
'authNonce': nonce,
|
||||
'authSig': signature
|
||||
}
|
||||
|
||||
self.sendReq(req)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def writeLog(self, content):
|
||||
"""发出日志"""
|
||||
log = VtLogData()
|
||||
log.gatewayName = self.gatewayName
|
||||
log.logContent = content
|
||||
self.gateway.onLog(log)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def generateDateTime(self, s):
|
||||
"""生成时间"""
|
||||
dt = datetime.fromtimestamp(s/1000.0)
|
||||
date = dt.strftime('%Y-%m-%d')
|
||||
time = dt.strftime("%H:%M:%S.%f")
|
||||
return date, time
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def sendOrder(self, orderReq):
|
||||
""""""
|
||||
self.orderId += 1
|
||||
orderId = self.date + self.orderId
|
||||
vtOrderID = '.'.join([self.gatewayName, str(orderId)])
|
||||
|
||||
if orderReq.direction == DIRECTION_LONG:
|
||||
amount = orderReq.volume
|
||||
else:
|
||||
amount = -orderReq.volume
|
||||
|
||||
o = {
|
||||
'CID': orderId,
|
||||
'type': priceTypeMap[orderReq.priceType],
|
||||
'symbol': 't' + orderReq.symbol,
|
||||
'amount': str(amount),
|
||||
'price': str(orderReq.price)
|
||||
}
|
||||
|
||||
req = [0, 'on', None, o]
|
||||
self.sendReq(req)
|
||||
|
||||
return vtOrderID
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def cancelOrder(self, cancelOrderReq):
|
||||
""""""
|
||||
orderId = int(cancelOrderReq.orderID)
|
||||
date = cancelOrderReq.sessionID
|
||||
|
||||
req = [
|
||||
0,
|
||||
'oc',
|
||||
None,
|
||||
{
|
||||
'cid': orderId,
|
||||
'cid_date': date,
|
||||
}
|
||||
]
|
||||
|
||||
self.sendReq(req)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onData(self, data):
|
||||
""""""
|
||||
if isinstance(data, dict):
|
||||
self.onResponse(data)
|
||||
else:
|
||||
self.onUpdate(data)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onResponse(self, data):
|
||||
""""""
|
||||
if 'event' not in data:
|
||||
return
|
||||
|
||||
if data['event'] == 'subscribed':
|
||||
symbol = str(data['symbol'].replace('t', ''))
|
||||
#symbol = str(data['symbol'])
|
||||
self.channelDict[data['chanId']] = (data['channel'], symbol)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onUpdate(self, data):
|
||||
""""""
|
||||
if data[1] == u'hb':
|
||||
return
|
||||
|
||||
channelID = data[0]
|
||||
|
||||
if not channelID:
|
||||
self.onTradeUpdate(data)
|
||||
else:
|
||||
self.onDataUpdate(data)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onDataUpdate(self, data):
|
||||
""""""
|
||||
channelID = data[0]
|
||||
channel, symbol = self.channelDict[channelID]
|
||||
symbol = str(symbol.replace('t', ''))
|
||||
#symbol = str(symbol)
|
||||
|
||||
# 获取Tick对象
|
||||
if symbol in self.tickDict:
|
||||
tick = self.tickDict[symbol]
|
||||
else:
|
||||
tick = VtTickData()
|
||||
tick.gatewayName = self.gatewayName
|
||||
tick.symbol = symbol
|
||||
tick.exchange = EXCHANGE_BITFINEX
|
||||
tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
|
||||
|
||||
self.tickDict[symbol] = tick
|
||||
|
||||
l = data[1]
|
||||
|
||||
# 常规行情更新
|
||||
if channel == 'ticker':
|
||||
tick.volume = l[-3]
|
||||
tick.highPrice = l[-2]
|
||||
tick.lowPrice = l[-1]
|
||||
tick.lastPrice = l[-4]
|
||||
tick.openPrice = tick.lastPrice - l[4]
|
||||
# 深度报价更新
|
||||
elif channel == 'book':
|
||||
bid = self.bidDict.setdefault(symbol, {})
|
||||
ask = self.askDict.setdefault(symbol, {})
|
||||
|
||||
if len(l) > 3:
|
||||
for price, count, amount in l:
|
||||
if amount > 0:
|
||||
bid[price] = amount
|
||||
else:
|
||||
ask[price] = -amount
|
||||
else:
|
||||
price, count, amount = l
|
||||
if not count:
|
||||
if price in bid:
|
||||
del bid[price]
|
||||
elif price in ask:
|
||||
del ask[price]
|
||||
else:
|
||||
if amount > 0:
|
||||
bid[price ] = amount
|
||||
else:
|
||||
ask[price] = amount
|
||||
|
||||
# BID
|
||||
bidPriceList = bid.keys()
|
||||
bidPriceList.sort()
|
||||
|
||||
tick.bidPrice1 = bidPriceList[0]
|
||||
tick.bidPrice2 = bidPriceList[1]
|
||||
tick.bidPrice3 = bidPriceList[2]
|
||||
tick.bidPrice4 = bidPriceList[3]
|
||||
tick.bidPrice5 = bidPriceList[4]
|
||||
|
||||
tick.bidVolume1 = bid[tick.bidPrice1]
|
||||
tick.bidVolume2 = bid[tick.bidPrice2]
|
||||
tick.bidVolume3 = bid[tick.bidPrice3]
|
||||
tick.bidVolume4 = bid[tick.bidPrice4]
|
||||
tick.bidVolume5 = bid[tick.bidPrice5]
|
||||
|
||||
# ASK
|
||||
askPriceList = ask.keys()
|
||||
askPriceList.sort()
|
||||
askPriceList.reverse()
|
||||
|
||||
tick.askPrice1 = askPriceList[0]
|
||||
tick.askPrice2 = askPriceList[1]
|
||||
tick.askPrice3 = askPriceList[2]
|
||||
tick.askPrice4 = askPriceList[3]
|
||||
tick.askPrice5 = askPriceList[4]
|
||||
|
||||
tick.askVolume1 = ask[tick.askPrice1]
|
||||
tick.askVolume2 = ask[tick.askPrice2]
|
||||
tick.askVolume3 = ask[tick.askPrice3]
|
||||
tick.askVolume4 = ask[tick.askPrice4]
|
||||
tick.askVolume5 = ask[tick.askPrice5]
|
||||
|
||||
dt = datetime.now()
|
||||
tick.date = dt.strftime('%Y%m%d')
|
||||
tick.time = dt.strftime('%H:%M:%S.%f')
|
||||
tick.datetime = dt
|
||||
|
||||
# 推送
|
||||
self.gateway.onTick(copy(tick))
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onTradeUpdate(self, data):
|
||||
""""""
|
||||
name = data[1]
|
||||
info = data[2]
|
||||
|
||||
if name == 'ws':
|
||||
for l in info:
|
||||
self.onWallet(l)
|
||||
elif name == 'wu':
|
||||
self.onWallet(info)
|
||||
elif name == 'os':
|
||||
for l in info:
|
||||
self.onOrder(l)
|
||||
elif name in ['on', 'ou', 'oc']:
|
||||
self.onOrder(info)
|
||||
elif name == 'te':
|
||||
self.onTrade(info)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onWallet(self, data):
|
||||
""""""
|
||||
if str(data[0]) == 'exchange':
|
||||
pos = VtPositionData()
|
||||
pos.gatewayName = self.gatewayName
|
||||
|
||||
pos.symbol = str(data[1])
|
||||
pos.exchange = EXCHANGE_BITFINEX
|
||||
pos.vtSymbol = '.'.join([pos.vtSymbol, pos.direction])
|
||||
pos.direction = DIRECTION_LONG
|
||||
pos.vtPositionName = '.'.join([pos.symbol, pos.direction])
|
||||
pos.position = float(data[2])
|
||||
|
||||
if data[-1] is None:
|
||||
pos.frozen = 0
|
||||
else:
|
||||
pos.frozen = pos.position - float(data[-1])
|
||||
|
||||
self.gateway.onPosition(pos)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onOrder(self, data):
|
||||
""""""
|
||||
order = VtOrderData()
|
||||
order.gatewayName = self.gatewayName
|
||||
|
||||
order.symbol = str(data[3].replace('t', ''))
|
||||
order.exchange = EXCHANGE_BITFINEX
|
||||
order.vtSymbol = '.'.join([order.symbol, order.exchange])
|
||||
|
||||
order.orderID = str(data[2])
|
||||
order.vtOrderID = '.'.join([order.gatewayName, order.orderID])
|
||||
|
||||
if data[7] > 0:
|
||||
order.direction = DIRECTION_LONG
|
||||
elif data[7] < 0:
|
||||
order.direction = DIRECTION_SHORT
|
||||
|
||||
order.price = float(data[16])
|
||||
order.totalVolume = abs(data[7])
|
||||
order.tradedVolume = order.totalVolume - abs(data[6])
|
||||
|
||||
orderStatus = str(data[13].split('@')[0])
|
||||
orderStatus = orderStatus.replace(' ', '')
|
||||
order.status = statusMapReverse[orderStatus]
|
||||
|
||||
order.sessionID, order.orderTime = self.generateDateTime(data[4])
|
||||
if order.status == STATUS_CANCELLED:
|
||||
buf, order.cancelTime = self.generateDateTime(data[5])
|
||||
|
||||
self.orderLocalDict[data[0]] = order.orderID
|
||||
|
||||
self.gateway.onOrder(order)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onTrade(self, data):
|
||||
""""""
|
||||
trade = VtTradeData()
|
||||
trade.gatewayName = self.gatewayName
|
||||
|
||||
trade.symbol = data[1].replace('t', '')
|
||||
trade.exchange = EXCHANGE_BITFINEX
|
||||
trade.vtSymbol = '.'.join([trade.symbol, trade.exchange])
|
||||
trade.orderID = self.orderLocalDict[data[3]]
|
||||
trade.vtOrderID = '.'.join([trade.gatewayName, trade.orderID])
|
||||
trade.tradeID = str(data[0])
|
||||
trade.vtTradeID = '.'.join([trade.gatewayName, trade.tradeID])
|
||||
|
||||
if data[4] > 0:
|
||||
trade.direction = DIRECTION_LONG
|
||||
else:
|
||||
trade.direction = DIRECTION_SHORT
|
||||
|
||||
trade.price = data[5]
|
||||
trade.volume = abs(data[4])
|
||||
buf, trade.tradeTime = self.generateDateTime(data[2])
|
||||
|
||||
self.gateway.onTrade(trade)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onSymbolDetails(self, data):
|
||||
""""""
|
||||
for d in data:
|
||||
contract = VtContractData()
|
||||
contract.gatewayName = self.gatewayName
|
||||
|
||||
contract.symbol = d['pair'].upper()
|
||||
contract.exchange = EXCHANGE_BITFINEX
|
||||
contract.vtSymbol = '.'.join([contract.symbol, contract.exchange])
|
||||
contract.name = contract.vtSymbol
|
||||
contract.productClass = PRODUCT_SPOT
|
||||
contract.priceTick = pow(10, d["price_precision"])
|
||||
contract.size = 1
|
||||
|
||||
self.gateway.onContract(contract)
|
||||
|
||||
self.writeLog(u'合约信息查询成功')
|
||||
@ -91,6 +91,8 @@ 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_ZAIF = "ZAIF" # ZAIF日本比特币交易所
|
||||
EXCHANGE_COINCHECK = "COINCHECK" # COINCHECK日本比特币交易所
|
||||
EXCHANGE_BINANCE = "BINANCE" # 币安比特币交易所
|
||||
EXCHANGE_BITFINEX = "BITFINEX" # Bitfinex比特币交易所
|
||||
|
||||
# 货币类型
|
||||
CURRENCY_USD = 'USD' # 美元
|
||||
|
||||
@ -87,6 +87,8 @@ 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_ZAIF = "ZAIF" # ZAIF日本比特币交易所
|
||||
EXCHANGE_COINCHECK = "COINCHECK" # COINCHECK日本比特币交易所
|
||||
EXCHANGE_BINANCE = "BINANCE" # 币安比特币交易所
|
||||
EXCHANGE_BITFINEX = "BITFINEX" # Bitfinex比特币交易所
|
||||
|
||||
# 货币类型
|
||||
CURRENCY_USD = 'USD' # 美元
|
||||
|
||||
Loading…
Reference in New Issue
Block a user