[Add] Add abstract gateway class

vnpy/trader/gateway.py

@@ -0,0 +1,133 @@
+"""
+
+"""
+
+from abc import ABC, abstractmethod
+
+from vnpy.event import EventEngine, Event
+
+from .event import (EVENT_TICK, EVENT_ORDER, EVENT_TRADE, EVENT_ACCOUNT,
+                    EVENT_POSITION, EVENT_LOG, EVENT_CONTRACT)
+from .object import (TickData, OrderData, TradeData, AccountData, PositionData,
+                     LogData, ContractData, SubscribeRequest, OrderRequest,
+                     CancelRequest)
+
+
+class Gateway(ABC):
+    """
+    Abstract gateway class for creating gateways connection 
+    to different trading systems.
+    """
+
+    def __init__(self, event_engine: EventEngine, gateway_name: str):
+        """"""
+        self.event_engine = event_engine
+        self.gateway_name = gateway_name
+
+    def on_event(self, type: str, data: Any = None):
+        """
+        General event push.
+        """
+        event = Event(type, data)
+        self.event_engine.put(event)
+
+    def on_tick(self, tick: TickData):
+        """
+        Tick event push.
+        Tick event of a specific vt_symbol is also pushed.
+        """
+        self.on_event(EVENT_TICK, tick)
+        self.on_event(EVENT_TICK + tick.vt_symbol, tick)
+
+    def on_trade(self, trade: TradeData):
+        """
+        Trade event push.
+        Trade event of a specific vt_symbol is also pushed.
+        """
+        self.on_event(EVENT_TRADE, trade)
+        self.on_event(EVENT_TRADE + trade.vt_symbol, trade)
+
+    def on_order(self, order: OrderData):
+        """
+        Order event push.
+        Order event of a specific vt_orderid is also pushed.
+        """
+        self.on_event(EVENT_ORDER, order)
+        self.on_event(EVENT_ORDER + order.vt_orderid, order)
+
+    def on_position(self, position: PositionData):
+        """
+        Position event push.
+        Position event of a specific vt_symbol is also pushed.
+        """
+        self.on_event(EVENT_POSITION, position)
+        self.on_event(EVENT_POSITION + position.vt_symbol, position)
+
+    def on_account(self, account: AccountData):
+        """
+        Account event push.
+        Account event of a specific vt_accountid is also pushed.
+        """
+        self.on_event(EVENT_ACCOUNT, account)
+        self.on_event(EVENT_ACCOUNT + account.vt_accountid, account)
+
+    def on_log(self, log: LogData):
+        """
+        Log event push.
+        """
+        self.on_event(EVENT_LOG, log)
+
+    def on_contract(self, contract: ContractData):
+        """
+        Contract event push.
+        """
+        self.on_event(EVENT_CONTRACT, contract)
+
+    @abstractmethod
+    def connect(self):
+        """
+        Start gateway connection.
+        """
+        pass
+
+    @abstractmethod
+    def close(self):
+        """
+        Close gateway connection.
+        """
+        pass
+
+    @abstractmethod
+    def subscribe(self, req: SubscribeRequest):
+        """
+        Subscribe tick data update.
+        """
+        pass
+
+    @abstractmethod
+    def send_order(self, req: OrderRequest):
+        """
+        Send a new order.
+        """
+        pass
+
+    @abstractmethod
+    def cancel_order(self, req: CancelRequest):
+        """
+        Cancel an existing order.
+        """
+        pass
+
+    @abstractmethod
+    def query_account(self):
+        """
+        Query account balance.
+        """
+        pass
+
+    @abstractmethod
+    def query_position(self):
+        """
+        Query holding positions.
+        """
+        pass