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[Add] position price data for BitmexGateway

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vn.py 2019-11-01 14:34:37 +08:00
parent 2916cb4391
commit d065f6c352
2 changed files with 12 additions and 11 deletions
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22
examples/vn_trader/run.py
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@ -8,7 +8,7 @@ from vnpy.trader.ui import MainWindow, create_qapp
from vnpy.gateway.bitmex import BitmexGateway from vnpy.gateway.bitmex import BitmexGateway
# from vnpy.gateway.futu import FutuGateway # from vnpy.gateway.futu import FutuGateway
# from vnpy.gateway.ib import IbGateway # from vnpy.gateway.ib import IbGateway
from vnpy.gateway.ctp import CtpGateway # from vnpy.gateway.ctp import CtpGateway
# from vnpy.gateway.ctptest import CtptestGateway # from vnpy.gateway.ctptest import CtptestGateway
# from vnpy.gateway.mini import MiniGateway # from vnpy.gateway.mini import MiniGateway
# from vnpy.gateway.sopt import SoptGateway # from vnpy.gateway.sopt import SoptGateway
@ -18,20 +18,20 @@ from vnpy.gateway.ctp import CtpGateway
# from vnpy.gateway.oes import OesGateway # from vnpy.gateway.oes import OesGateway
# from vnpy.gateway.okex import OkexGateway # from vnpy.gateway.okex import OkexGateway
# from vnpy.gateway.huobi import HuobiGateway # from vnpy.gateway.huobi import HuobiGateway
from vnpy.gateway.bitfinex import BitfinexGateway # from vnpy.gateway.bitfinex import BitfinexGateway
# from vnpy.gateway.onetoken import OnetokenGateway # from vnpy.gateway.onetoken import OnetokenGateway
from vnpy.gateway.okexf import OkexfGateway # from vnpy.gateway.okexf import OkexfGateway
from vnpy.gateway.okexs import OkexsGateway # from vnpy.gateway.okexs import OkexsGateway
# from vnpy.gateway.xtp import XtpGateway # from vnpy.gateway.xtp import XtpGateway
# from vnpy.gateway.hbdm import HbdmGateway # from vnpy.gateway.hbdm import HbdmGateway
# from vnpy.gateway.tap import TapGateway # from vnpy.gateway.tap import TapGateway
# from vnpy.gateway.tora import ToraGateway # from vnpy.gateway.tora import ToraGateway
# from vnpy.gateway.alpaca import AlpacaGateway # from vnpy.gateway.alpaca import AlpacaGateway
from vnpy.gateway.da import DaGateway # from vnpy.gateway.da import DaGateway
from vnpy.gateway.coinbase import CoinbaseGateway # from vnpy.gateway.coinbase import CoinbaseGateway
from vnpy.gateway.bitstamp import BitstampGateway # from vnpy.gateway.bitstamp import BitstampGateway
from vnpy.gateway.gateios import GateiosGateway # from vnpy.gateway.gateios import GateiosGateway
from vnpy.gateway.bybit import BybitGateway # from vnpy.gateway.bybit import BybitGateway
from vnpy.app.cta_strategy import CtaStrategyApp from vnpy.app.cta_strategy import CtaStrategyApp
# from vnpy.app.csv_loader import CsvLoaderApp # from vnpy.app.csv_loader import CsvLoaderApp
@ -77,9 +77,9 @@ def main():
# main_engine.add_gateway(OkexsGateway) # main_engine.add_gateway(OkexsGateway)
# main_engine.add_gateway(DaGateway) # main_engine.add_gateway(DaGateway)
# main_engine.add_gateway(CoinbaseGateway) # main_engine.add_gateway(CoinbaseGateway)
main_engine.add_gateway(BitstampGateway) # main_engine.add_gateway(BitstampGateway)
# main_engine.add_gateway(GateiosGateway) # main_engine.add_gateway(GateiosGateway)
main_engine.add_gateway(BybitGateway) # main_engine.add_gateway(BybitGateway)
main_engine.add_app(CtaStrategyApp) main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp) main_engine.add_app(CtaBacktesterApp)

1
vnpy/gateway/bitmex/bitmex_gateway.py
View File

@ -740,6 +740,7 @@ class BitmexWebsocketApi(WebsocketClient):
exchange=Exchange.BITMEX, exchange=Exchange.BITMEX,
direction=Direction.NET, direction=Direction.NET,
volume=d.get("currentQty", 0), volume=d.get("currentQty", 0),
price=d.get("avgEntryPrice", 0),
gateway_name=self.gateway_name, gateway_name=self.gateway_name,
) )