senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #850 from cclauss/modernize-beta

Browse Source 
Modernize beta
This commit is contained in:
vn.py 2018-05-10 10:45:27 +08:00 committed by GitHub
commit c6d9541441
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
30 changed files with 170 additions and 138 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

3
beta/api/coincheck/__init__.py
View File

@ -1,3 +1,4 @@
# encoding: UTF-8
from vncoincheck import TradeApi, DataApi
from __future__ import absolute_import
from .vncoincheck import TradeApi, DataApi

3
beta/api/coincheck/test.py
View File

@ -1,6 +1,7 @@
# encoding: utf-8
from vncoincheck import *
from __future__ import absolute_import
from .vncoincheck import *
def testTrade():
"""测试交易"""

3
beta/api/coincheck/test2.py
View File

@ -1,6 +1,7 @@
# encoding: utf-8
from __future__ import print_function
from coincheck import order,market,account
ok = order.Order(access_key="你的accessKey", secret_key="你的secretKey")
print ok.buy_btc_jpy(amount=0.01,rate=200)
print(ok.buy_btc_jpy(amount=0.01,rate=200))

8
beta/api/coincheck/test3.py
View File

@ -1,6 +1,8 @@
# encoding: utf-8
from vncoincheck import *
from __future__ import print_function
from __future__ import absolute_import
from .vncoincheck import *
import socket
import json
@ -10,7 +12,7 @@ from websocket import create_connection
ws = None
def open():
global ws
print "open"
print("open")
ws.send( json.dumps({"type": "subscribe", "channel": "btc_jpy-trades"}))
def testWebsocket():
@ -20,7 +22,7 @@ def testWebsocket():
ws = create_connection("wss://ws-api.coincheck.com/", on_open=open)
if ws.connected:
print ws.recv()
print(ws.recv())
sleep(5)

3
beta/api/coincheck/test4.py
View File

@ -1,6 +1,7 @@
# encoding: utf-8
from vncoincheck import *
from __future__ import absolute_import
from .vncoincheck import *
def test():

51
beta/api/coincheck/vncoincheck.py
View File

@ -1,5 +1,6 @@
# encoding: utf-8
from __future__ import print_function
import urllib
import hashlib
@ -108,7 +109,7 @@ class TradeApi(object):
if r != None and r.status_code == 200:
data = r.json()
if data['success'] == 0:
print "error in coincheck %s" % method
print("error in coincheck %s" % method)
return data
else:
return data
@ -116,7 +117,7 @@ class TradeApi(object):
try:
data = json.loads(r.text)
return data
except Exception,ex:
except Exception as ex:
return None
#----------------------------------------------------------------------
@ -138,12 +139,12 @@ class TradeApi(object):
# 请求成功
if data != None :
if self.DEBUG:
print callback.__name__
print(callback.__name__)
callback(data, req, reqID)
self.reqQueue.pop(0)
sleep(0.1)
except Exception,ex:
except Exception as ex:
pass
#----------------------------------------------------------------------
@ -205,11 +206,11 @@ class TradeApi(object):
return self.sendRequest( self.API_balance , FUNCTIONCODE_GET_BALANCE_COINCHECK , self.onGet_balance , None)
def buy_btc_jpy(self , **kwargs):
print "buy_btc_jpy"
print("buy_btc_jpy")
return self.sendRequest( self.API_trade , FUNCTIONCODE_BUY_ORDER_COINCHECK , self.onBuy_btc , kwargs = kwargs, optional = None)
def sell_btc_jpy(self, **kwargs):
print "sell_btc_jpy"
print("sell_btc_jpy")
return self.sendRequest( self.API_trade , FUNCTIONCODE_SELL_ORDER_COINCHECK , self.onSell_btc , kwargs = kwargs, optional = None)
def list_orders(self):
@ -225,19 +226,19 @@ class TradeApi(object):
## 回调函数
####################################################
def onGet_info(self, data, req, reqID):
print data
print(data)
def onGet_balance(self, data, req, reqID):
print data
print(data)
def onBuy_btc(self, data, req, reqID):
print data
print(data)
def onSell_btc(self, data, req, reqID):
print data
print(data)
def onList_order(self, data, req, reqID):
print data
print(data)
def onCancel_orders(self, data, req, reqID):
print data
print(data)
def onHistory_orders(self, data, req, reqID):
print data
print(data)
class DataApiSocket(object):
"""基于websocket的API对象"""
@ -257,24 +258,24 @@ class DataApiSocket(object):
#----------------------------------------------------------------------
def onMessage(self, ws, evt):
"""信息推送"""
print 'onMessage'
print evt
print('onMessage')
print(evt)
#----------------------------------------------------------------------
def onError(self, ws, evt):
"""错误推送"""
print 'onError'
print evt
print('onError')
print(evt)
#----------------------------------------------------------------------
def onClose(self, ws):
"""接口断开"""
print 'onClose'
print('onClose')
#----------------------------------------------------------------------
def onOpen(self, ws):
"""接口打开"""
print "onOpen"
print("onOpen")
self.sendOrderbookRequest()
self.sendTradesRequest()
@ -415,10 +416,10 @@ class DataApi(object):
if r.status_code == 200:
data = r.json()
if self.DEBUG:
print callback.__name__
print(callback.__name__)
callback(data)
except Exception, e:
print e
except Exception as e:
print(e)
sleep(self.taskInterval)
#----------------------------------------------------------------------
@ -445,16 +446,16 @@ class DataApi(object):
#----------------------------------------------------------------------
def onTick(self, data):
"""实时成交推送"""
print data
print(data)
#----------------------------------------------------------------------
def onTrades(self, data):
"""实时成交推送"""
print data
print(data)
#----------------------------------------------------------------------
def onOrderbooks(self, data):
"""实时成交推送"""
print data
print(data)
if __name__ == '__main__':
pass

3
beta/api/korbit/__init__.py
View File

@ -1,3 +1,4 @@
# encoding: UTF-8
from vnkorbit import Korbit_TradeApi, Korbit_DataApi , KORBIT_ALL_SYMBOL_PAIR , KORBIT_ALL_SYMBOLS
from __future__ import absolute_import
from .vnkorbit import Korbit_TradeApi, Korbit_DataApi , KORBIT_ALL_SYMBOL_PAIR , KORBIT_ALL_SYMBOLS

6
beta/api/korbit/korbit-python-master/korbit/private_api.py
View File

@ -1,6 +1,8 @@
# -*- coding: utf-8 -*-
from __future__ import print_function
from __future__ import absolute_import
import time
from public_api import PublicAPI
from .public_api import PublicAPI
class PrivateAPI(PublicAPI):
@ -105,7 +107,7 @@ class PrivateAPI(PublicAPI):
'offset': offset,
'limit': limit
}
print "user/orders" , self.headers , params
print("user/orders" , self.headers , params)
return self.request_get("user/orders", headers=self.headers, params=params)
def view_transfers(self, offset=0, limit=10, currency="btc"):

9
beta/api/korbit/korbit-python-master/korbit/public_api.py
View File

@ -1,5 +1,6 @@
# -*- coding: utf-8 -*-
from __future__ import print_function
import requests
import json
import logging
@ -53,9 +54,9 @@ class PublicAPI:
return self.request_get("constants")
def request_get(self, path, headers=None, params=None):
print urljoin(self.host, path)
print(urljoin(self.host, path))
response = requests.get(urljoin(self.host, path), headers=headers, params=params, timeout=self.__timeout)
print response
print(response)
try:
return response.json()
except json.decoder.JSONDecodeError as e:
@ -63,9 +64,9 @@ class PublicAPI:
return response.text
def request_post(self, path, headers=None, data=None):
print urljoin(self.host, path) , headers , data
print(urljoin(self.host, path) , headers , data)
response = requests.post(urljoin(self.host, path), headers=headers, data=data, timeout=self.__timeout)
print response
print(response)
try:
return response.json()
except json.decoder.JSONDecodeError as e:

6
beta/api/korbit/korbit-python-master/korbit/test.py
View File

@ -1,10 +1,12 @@
# encoding: utf-8
from private_api import *
from __future__ import print_function
from __future__ import absolute_import
from .private_api import *
api = PrivateAPI('FssV9Jw0aZVCOYbu9YlqVNc2Rhgmh1QpruNgSVhvVmFP1iw1aPfc3APbfz0ZM', 'lSMc1TT2AZYX5pyEm01SFqx7PgMjNB18eXWpi8DQKHf0rcYhLiaiRVzJwaVZR')
print api.create_token_directly('xiaoshuang8921@naver.com', 'Wxiaoshuang8921')
print(api.create_token_directly('xiaoshuang8921@naver.com', 'Wxiaoshuang8921'))
# print api.view_exchange_orders( 0 , 10 , "btc_krw")
#api.limit_bid_order(coin_amount = 0.01 , price = 1000 , currency_pair="btc_krw")

3
beta/api/korbit/test.py
View File

@ -1,6 +1,7 @@
# encoding: UTF-8
from vnkorbit import Korbit_TradeApi , Korbit_DataApi
from __future__ import absolute_import
from .vnkorbit import Korbit_TradeApi , Korbit_DataApi
apiKey = 'FssV9Jw0aZVCOYbu9YlqVNc2Rhgmh1QpruNgSVhvVmFP1iw1aPfc3APbfz0ZM'
secretKey = 'lSMc1TT2AZYX5pyEm01SFqx7PgMjNB18eXWpi8DQKHf0rcYhLiaiRVzJwaVZR'

37
beta/api/korbit/vnkorbit.py
View File

@ -1,5 +1,6 @@
# encoding: utf-8
from __future__ import print_function
import urllib
import hashlib
@ -63,7 +64,7 @@ class Korbit_TradeApi(object):
try:
return response.json()
except json.decoder.JSONDecodeError as e:
print "exception: {}, response_text: {}".format(e, response.text)
print("exception: {}, response_text: {}".format(e, response.text))
return response.text
'''
@ -170,10 +171,10 @@ class Korbit_TradeApi(object):
else:
try:
data = json.loads(r.text)
print "Error in r , " , data
print("Error in r , " , data)
return data
except Exception,ex:
print ex
except Exception as ex:
print(ex)
return None
#----------------------------------------------------------------------
@ -194,13 +195,13 @@ class Korbit_TradeApi(object):
# 请求成功
if data != None :
if self.DEBUG:
print callback.__name__
print(callback.__name__)
callback(data, req, reqID)
sleep(0.1)
except Exception,ex:
print ex
except Exception as ex:
print(ex)
#----------------------------------------------------------------------
def sendRequest(self, url , method, callback, kwargs = None,optional=None):
@ -277,19 +278,19 @@ class Korbit_TradeApi(object):
## 回调函数
####################################################
def on_buy_currency(self, data , req, reqID):
print data
print(data)
#----------------------------------------------------------------------
def on_sell_currency(self, data , req, reqID):
print data
print(data)
#----------------------------------------------------------------------
def on_list_exchange_orders(self, data , req, reqID):
print data
print(data)
#----------------------------------------------------------------------
def onCancelOrders(self, data , req, reqID):
print data
print(data)
#----------------------------------------------------------------------
def onBalances(self, data , req, reqID):
print data
print(data)
class Korbit_DataApi(object):
@ -334,10 +335,10 @@ class Korbit_DataApi(object):
data = r.json()
data["symbol"] = symbol
if self.DEBUG:
print callback.__name__
print(callback.__name__)
callback(data)
except Exception, e:
print "Korbit_DataApi" , e
except Exception as e:
print("Korbit_DataApi" , e)
sleep(self.taskInterval)
#----------------------------------------------------------------------
@ -365,13 +366,13 @@ class Korbit_DataApi(object):
#----------------------------------------------------------------------
def onTick(self, data):
"""实时成交推送"""
print data
print(data)
#----------------------------------------------------------------------
def onTrades(self, data):
"""实时成交推送"""
print data
print(data)
#----------------------------------------------------------------------
def onOrderbooks(self, data):
"""实时成交推送"""
print data
print(data)

3
beta/api/okex/__init__.py
View File

@ -1,3 +1,4 @@
# encoding: UTF-8
from vnokex import OkexSpotApi, OkexFuturesApi, CONTRACT_SYMBOL, SPOT_CURRENCY
from __future__ import absolute_import
from .vnokex import OkexSpotApi, OkexFuturesApi, CONTRACT_SYMBOL, SPOT_CURRENCY

3
beta/api/okex/test.py
View File

@ -1,6 +1,7 @@
# encoding: UTF-8
from vnokex import *
from __future__ import absolute_import
from .vnokex import *
# 在OkCoin网站申请这两个Key，分别对应用户名和密码
apiKey = '你的accessKey'

11
beta/api/okex/vnokex.py
View File

@ -1,5 +1,6 @@
# encoding: UTF-8
from __future__ import print_function
import hashlib
import zlib
import json
@ -129,23 +130,23 @@ class OkexApi(object):
#----------------------------------------------------------------------
def onMessage(self, ws, evt):
"""信息推送"""
print evt
print(evt)
#----------------------------------------------------------------------
def onError(self, ws, evt):
"""错误推送"""
print 'onError'
print evt
print('onError')
print(evt)
#----------------------------------------------------------------------
def onClose(self, ws):
"""接口断开"""
print 'onClose'
print('onClose')
#----------------------------------------------------------------------
def onOpen(self, ws):
"""接口打开"""
print 'onOpen'
print('onOpen')
#----------------------------------------------------------------------
def generateSign(self, params):

3
beta/api/zaif/__init__.py
View File

@ -1,3 +1,4 @@
# encoding: UTF-8
from vnzaif import TradeApi, DataApi
from __future__ import absolute_import
from .vnzaif import TradeApi, DataApi

3
beta/api/zaif/test.py
View File

@ -1,6 +1,7 @@
# encoding: utf-8
from vnzaif import *
from __future__ import absolute_import
from .vnzaif import *
def testTrade():
"""测试交易"""

37
beta/api/zaif/vnzaif.py
View File

@ -1,5 +1,6 @@
# encoding: utf-8
from __future__ import print_function
import urllib
import hashlib
@ -175,11 +176,11 @@ class TradeApi(object):
try:
data = r.json()
if data['success'] == 0:
print "error in vnzaif %s" % method
print("error in vnzaif %s" % method)
return data
else:
return data
except Exception,ex:
except Exception as ex:
return None
else:
return None
@ -218,7 +219,7 @@ class TradeApi(object):
# 请求成功
else:
if self.DEBUG:
print callback.__name__
print(callback.__name__)
callback(data, req, reqID)
except Empty:
@ -344,29 +345,29 @@ class TradeApi(object):
print data
'''
def onTrade(self, data, req, reqID):
print data
print(data)
def onCancelOrder(self, data, req, reqID):
print data
print(data)
def onWithdraw(self, data, req, reqID):
print data
print(data)
def onDepositHistory(self, data, req, reqID):
print data
print(data)
def onWithdrawHistory(self, data, req, reqID):
print data
print(data)
def onTradeHistory(self, data, req, reqID):
print data
print(data)
def onActiveOrders(self, data, req, reqID):
print data
print(data)
def onGet_info2(self, data, req, reqID):
"""用户信息"""
print data
print(data)
@ -435,13 +436,13 @@ class DataApi(object):
if r.status_code == 200:
data = r.json()
if self.DEBUG:
print callback.__name__
print(callback.__name__)
data = {"return_symbol": (url.split('/'))[-1].split('_')[0] , "data":data}
#data["return_symbol"] =
callback(data)
except Exception, e:
print e
except Exception as e:
print(e)
sleep(self.taskInterval)
@ -483,18 +484,18 @@ class DataApi(object):
#----------------------------------------------------------------------
def onTick(self, data):
"""实时成交推送"""
print data
print(data)
#----------------------------------------------------------------------
def onLast(self, data):
"""实时深度推送"""
print data
print(data)
#----------------------------------------------------------------------
def onTrades(self, data):
"""实时深度推送"""
print data
print(data)
#----------------------------------------------------------------------
def onDepth(self, data):
"""实时深度推送"""
print data
print(data)

3
beta/api/zb/__init__.py
View File

@ -1,3 +1,4 @@
# encoding: UTF-8
from vnzb import ZB_Sub_Spot_Api , zb_all_symbol_pairs , zb_all_symbols , zb_all_real_pair
from __future__ import absolute_import
from .vnzb import ZB_Sub_Spot_Api , zb_all_symbol_pairs , zb_all_symbols , zb_all_real_pair

3
beta/api/zb/test.py
View File

@ -1,6 +1,7 @@
# encoding: UTF-8
from vnzb import *
from __future__ import absolute_import
from .vnzb import *
# 在OkCoin网站申请这两个Key，分别对应用户名和密码
apiKey = '你的apiKey'

25
beta/api/zb/vnzb.py
View File

@ -1,15 +1,16 @@
# encoding: UTF-8
from __future__ import print_function
import hashlib
import zlib
import json
from time import sleep
import sha
import struct
from threading import Thread
import websocket
import urllib2, hashlib,struct,sha,time
from six import xrange
import websocket
# OKEX网站
zb_usd_url = "wss://api.zb.com:9999/websocket"
@ -88,23 +89,23 @@ class ZB_Sub_Spot_Api(object):
#----------------------------------------------------------------------
def onMessage(self, ws, evt):
"""信息推送"""
print evt
print(evt)
#----------------------------------------------------------------------
def onError(self, ws, evt):
"""错误推送"""
print 'onError'
print evt
print('onError')
print(evt)
#----------------------------------------------------------------------
def onClose(self, ws):
"""接口断开"""
print 'onClose'
print('onClose')
#----------------------------------------------------------------------
def onOpen(self, ws):
"""接口打开"""
print 'onOpen'
print('onOpen')
#----------------------------------------------------------------------
def subscribeSpotTicker(self, symbol_pair):
@ -210,7 +211,7 @@ class ZB_Sub_Spot_Api(object):
channel = symbol_pair.lower() + "_order"
print channel , str(type_) , str(price) , str(amount)
print(channel , str(type_) , str(price) , str(amount))
self.sendTradingRequest(channel, params)
#----------------------------------------------------------------------
@ -265,4 +266,4 @@ class ZB_Sub_Spot_Api(object):
channel = symbol_pair.lower() + "_getordersignoretradetype"
self.sendTradingRequest(channel, params)
self.sendTradingRequest(channel, params)

3
beta/gateway/coincheckGateway/__init__.py
View File

@ -1,7 +1,8 @@
# encoding: UTF-8
from __future__ import absolute_import
from vnpy.trader import vtConstant
from coincheckGateway import CoincheckGateway, CoincheckTradeApi , CoincheckSocketDataApi
from .coincheckGateway import CoincheckGateway, CoincheckTradeApi , CoincheckSocketDataApi
gatewayClass = CoincheckGateway
gatewayName = 'COINCHECK'

25
beta/gateway/coincheckGateway/coincheckGateway.py
View File

@ -3,6 +3,7 @@
'''
vn.coincheck的gateway接入
'''
from __future__ import print_function
import os
import json
from datetime import datetime
@ -146,7 +147,7 @@ class CoincheckGateway(VtGateway):
#----------------------------------------------------------------------
def onListOrder(self, data):
print data
print(data)
#----------------------------------------------------------------------
def setQryEnabled(self, qryEnabled):
@ -181,7 +182,7 @@ class CoincheckTradeApi(vncoincheck.TradeApi):
#----------------------------------------------------------------------
def onError(self, method ,data):
print method , data
print(method , data)
#
'''
"return" :
@ -191,7 +192,7 @@ ty_status': u'identity_verified', u'id': 1007549}
'''
def onGet_info(self, data, req, reqID):
"""用户信息"""
print data
print(data)
'''
{u'zec': u'0', u'rep_debt': u'0.0', u'xem': u'0', u'lsk': u'0', u'rep_lend_in_use': u'0.0', u'ltc_de
bt': u'0.0', u'xmr_reserved': u'0.0', u'cny': u'0', u'btc_reserved': u'0.0', u'dao_reserved': u'0.0'
@ -215,8 +216,8 @@ u'dash': u'0', u'cny_debt': u'0.0', u'xrp_lend_in_use': u'0.0', u'xem_reserved':
'''
def onGet_balance(self, data, req, reqID):
if data["success"] == 0:
print "Error in onGet_balance"
print data
print("Error in onGet_balance")
print(data)
else:
account = VtAccountData()
account.gatewayName = self.gatewayName
@ -308,8 +309,8 @@ u'id': 324141928}
# print "onBuy_btc"
# print data
if data["success"] == 0:
print "Error in onBuy_btc"
print data
print("Error in onBuy_btc")
print(data)
else:
localID = self.reqLocalDict[reqID]
systemID = data['id']
@ -335,7 +336,7 @@ u'id': 324141928}
# print data
"""卖出回调"""
if data["success"] == 0:
print "Error in onSell_btc"
print("Error in onSell_btc")
else:
localID = self.reqLocalDict[reqID]
systemID = data['id']
@ -513,7 +514,7 @@ pending_market_buy_amount': None, u'rate': u'100.0', u'pair': u'btc_jpy', u'stop
self.gateway.onOrder(order)
def onHistory_orders(self, data, req, reqID):
print data
print(data)
def cancel(self, req):
localID = req.orderID
@ -594,7 +595,7 @@ class CoincheckSocketDataApi(vncoincheck.DataApiSocket):
tick.bidPrice3, tick.bidVolume3 = bids[2]
tick.bidPrice4, tick.bidVolume4 = bids[3]
tick.bidPrice5, tick.bidVolume5 = bids[4]
except Exception,ex:
except Exception as ex:
pass
try:
@ -603,7 +604,7 @@ class CoincheckSocketDataApi(vncoincheck.DataApiSocket):
tick.askPrice3, tick.askVolume3 = asks[2]
tick.askPrice4, tick.askVolume4 = asks[3]
tick.askPrice5, tick.askVolume5 = asks[4]
except Exception,ex:
except Exception as ex:
pass
now = datetime.now()
@ -716,7 +717,7 @@ class CoincheckDataApi(vncoincheck.DataApi):
#----------------------------------------------------------------------
def onTrades(self, data):
"""实时成交推送"""
print data
print(data)
#----------------------------------------------------------------------
def onOrderbooks(self, data):

3
beta/gateway/korbitGateway/__init__.py
View File

@ -1,7 +1,8 @@
# encoding: UTF-8
from __future__ import absolute_import
from vnpy.trader import vtConstant
from korbitGateway import korbitGateway
from .korbitGateway import korbitGateway
gatewayClass = korbitGateway
gatewayName = 'KORBIT'

11
beta/gateway/korbitGateway/korbitGateway.py
View File

@ -3,6 +3,7 @@
'''
vn.coincheck的gateway接入
'''
from __future__ import print_function
import os
import json
from datetime import datetime
@ -255,13 +256,13 @@ class KorbitTradeApi(vnkorbit.Korbit_TradeApi):
#--------------------------------------------------------------------
def onError(self, method ,data):
print method , data
print(method , data)
#--------------------------------------------------------------------
def on_buy_currency(self, data , req, reqID):
if data["status"] != "success":
print "Error in on_buy_currency"
print data
print("Error in on_buy_currency")
print(data)
else:
localID = self.reqLocalDict[reqID]
systemID = str(data['orderId'])
@ -286,7 +287,7 @@ class KorbitTradeApi(vnkorbit.Korbit_TradeApi):
def on_sell_currency(self, data , req, reqID):
"""卖出回调"""
if data["status"] != "success":
print "Error in on_sell_currency"
print("Error in on_sell_currency")
else:
localID = self.reqLocalDict[reqID]
systemID = str(data['orderId'])
@ -306,7 +307,7 @@ class KorbitTradeApi(vnkorbit.Korbit_TradeApi):
self.tradedVolumeDict[localID] = 0.0
self.gateway.onOrder(order)
print "what"
print("what")
#--------------------------------------------------------------------
def on_list_exchange_orders(self, data , req, reqID):

3
beta/gateway/okexGateway/__init__.py
View File

@ -1,7 +1,8 @@
# encoding: UTF-8
from __future__ import absolute_import
from vnpy.trader import vtConstant
from okexGateway import okexGateway
from .okexGateway import okexGateway
gatewayClass = okexGateway
gatewayName = 'OKEX'

15
beta/gateway/okexGateway/okexGateway.py
View File

@ -6,6 +6,7 @@ vnpy.api.okex的gateway接入
注意：
1. 目前仅支持USD现货交易
'''
from __future__ import print_function
import os
import json
@ -232,7 +233,7 @@ class SpotApi(OkexSpotApi):
data = self.readData(evt)[0]
try:
channel = data['channel']
except Exception,ex:
except Exception as ex:
channel = None
if channel == None:
return
@ -310,7 +311,7 @@ class SpotApi(OkexSpotApi):
#----------------------------------------------------------------------
def spotAllOrders(self):
print spotAllOrders
print(spotAllOrders)
for symbol in registerSymbolPairArray:
if symbol in okex_all_symbol_pairs:
self.spotOrderInfo(symbol, '-1')
@ -453,8 +454,8 @@ class SpotApi(OkexSpotApi):
# print "ticker", tick.date, tick.time
# newtick = copy(tick)
# self.gateway.onTick(newtick)
except Exception,ex:
print "Error in onTicker ", channel
except Exception as ex:
print("Error in onTicker ", channel)
#----------------------------------------------------------------------
def onDepth(self, data):
@ -464,7 +465,7 @@ class SpotApi(OkexSpotApi):
try:
channel = data['channel']
symbol = self.channelSymbolMap[channel]
except Exception,ex:
except Exception as ex:
symbol = None
if symbol == None:
@ -789,7 +790,7 @@ nel': u'ok_sub_spot_etc_usdt_order'}
def onSpotOrderInfo(self, data):
"""委托信息查询回调"""
if "error_code" in data.keys():
print data
print(data)
return
rawData = data['data']
for d in rawData['orders']:
@ -839,7 +840,7 @@ nel': u'ok_sub_spot_etc_usdt_order'}
def onSpotOrder(self, data):
rawData = data['data']
if 'error_code' in rawData.keys():
print data
print(data)
return
orderId = str(rawData['order_id'])

3
beta/gateway/zbGateway/__init__.py
View File

@ -1,7 +1,8 @@
# encoding: UTF-8
from __future__ import absolute_import
from vnpy.trader import vtConstant
from zbGateway import zbGateway
from .zbGateway import zbGateway
gatewayClass = zbGateway
gatewayName = 'ZB'

15
beta/gateway/zbGateway/zbGateway.py
View File

@ -3,6 +3,7 @@
'''
vn.zb的gateway接入
'''
from __future__ import print_function
import os
import json
from datetime import datetime
@ -224,7 +225,7 @@ class ZB_API_Spot(ZB_Sub_Spot_Api):
data = self.readData(evt)
try:
channel = data['channel']
except Exception,ex:
except Exception as ex:
channel = None
if channel == None:
return
@ -379,8 +380,8 @@ class ZB_API_Spot(ZB_Sub_Spot_Api):
# print "ticker", tick.date , tick.time
# newtick = copy(tick)
# self.gateway.onTick(newtick)
except Exception,ex:
print "Error in onTicker " , channel
except Exception as ex:
print("Error in onTicker " , channel)
#----------------------------------------------------------------------
def onDepth(self, data):
@ -388,7 +389,7 @@ class ZB_API_Spot(ZB_Sub_Spot_Api):
try:
channel = data['channel']
symbol = self.channelSymbolMap[channel]
except Exception,ex:
except Exception as ex:
symbol = None
if symbol == None:
@ -605,7 +606,7 @@ class ZB_API_Spot(ZB_Sub_Spot_Api):
# 现在的处理方式是， 先缓存这里的信息，等到出现了 localID，再来处理这一段
localNo = self.orderIdDict.get(orderId , None)
if localNo == None:
print "Error , localNo is none !" + str(localNo)
print("Error , localNo is none !" + str(localNo))
return
# 委托信息
@ -812,8 +813,8 @@ class ZB_API_Spot(ZB_Sub_Spot_Api):
rawData = json.loads(rawData)
coins = rawData["coins"]
except Exception,ex:
print ex
except Exception as ex:
print(ex)
for coin in coins:
symbol = coin["cnName"].lower()

4
beta/spreadtrading/stBase.py
View File

@ -184,8 +184,8 @@ class StSpread(object):
askok = True
for k in self.code.co_names :
bidok = bidok and legbidglobal.has_key(k)
askok = askok and legaskglobal.has_key(k)
bidok = bidok and k in legbidglobal
askok = askok and k in legaskglobal
if bidok and askok :
self.bidPrice = eval(self.code,legbidglobal)