[Mod] change gateio gateway name
This commit is contained in:
vn.py
parent
99500a71fc
commit
d518566e55
@ -10,6 +10,7 @@ from copy import copy
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from datetime import datetime, timedelta
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from threading import Lock
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from urllib.parse import urlencode
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from typing import List
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from vnpy.api.rest import Request, RestClient
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from vnpy.api.websocket import WebsocketClient
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@ -23,6 +24,7 @@ from vnpy.trader.object import (AccountData, BarData, CancelRequest,
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OrderRequest, PositionData, SubscribeRequest,
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TickData, TradeData)
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TESTNET_REST_HOST = "https://fx-api-testnet.gateio.ws/"
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REST_HOST = "https://api.gateio.ws"
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@ -55,7 +57,6 @@ class GateiofGateway(BaseGateway):
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default_setting = {
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"API Key": "",
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"Secret Key": "",
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"会话数": 3,
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"服务器": ["REAL", "TESTNET"],
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"代理地址": "",
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"代理端口": "",
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@ -65,7 +66,7 @@ class GateiofGateway(BaseGateway):
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def __init__(self, event_engine):
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"""Constructor"""
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super(GateiofGateway, self).__init__(event_engine, "GATEIO")
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super().__init__(event_engine, "GATEIOS")
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self.order_manager = LocalOrderManager(self)
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self.ws_api = GateiofWebsocketApi(self)
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@ -75,7 +76,6 @@ class GateiofGateway(BaseGateway):
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""""""
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key = setting["API Key"]
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secret = setting["Secret Key"]
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session_number = setting["会话数"]
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server = setting["服务器"]
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proxy_host = setting["代理地址"]
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proxy_port = setting["代理端口"]
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@ -85,13 +85,9 @@ class GateiofGateway(BaseGateway):
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else:
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proxy_port = 0
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self.rest_api.connect(key, secret, session_number, server,
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proxy_host, proxy_port)
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self.ws_api.connect(key, secret, server, proxy_host, proxy_port)
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self.rest_api.connect(key, secret, server, proxy_host, proxy_port)
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self.query_account()
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self.query_position()
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self.cycle_query()
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self.init_query()
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def subscribe(self, req: SubscribeRequest):
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""""""
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@ -103,7 +99,7 @@ class GateiofGateway(BaseGateway):
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def cancel_order(self, req: CancelRequest):
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""""""
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self.rest_api.cancel_order(req)
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self.order_manager.cancel_order(req)
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def query_account(self):
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""""""
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@ -124,17 +120,11 @@ class GateiofGateway(BaseGateway):
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def process_timer_event(self, event: Event):
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""""""
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if self.rest_api.cycle_query:
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self.count += 1
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if self.count < 3:
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return
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self.query_account()
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self.query_position()
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self.query_account()
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self.query_position()
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def cycle_query(self):
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def init_query(self):
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""""""
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self.count = 0
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self.event_engine.register(EVENT_TIMER, self.process_timer_event)
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@ -150,28 +140,22 @@ class GateiofRestApi(RestClient):
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self.gateway = gateway
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self.gateway_name = gateway.gateway_name
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self.order_manager = gateway.order_manager
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self.ws_api = self.gateway.ws_api
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self.ws_api = gateway.ws_api
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self.key = ""
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self.secret = ""
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self.account_id = ""
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self.server = ""
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self.proxy_host = ""
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self.proxy_port = 0
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self.order_count = 10000
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self.trade_count = 0
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self.order_count_lock = Lock()
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self.connect_date = 0
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self.contracts = []
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self.cycle_query = False
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self.contract_query = False
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self.symbols = []
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def sign(self, request):
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"""
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Generate HBDM signature.
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"""
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headers_with_signature = generate_sign(
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request.headers = generate_sign(
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self.key,
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self.secret,
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request.method,
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@ -180,14 +164,6 @@ class GateiofRestApi(RestClient):
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get_data=request.data
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)
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request.headers = headers_with_signature
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# if request.params:
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# query = urlencode(request.params)
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# path = request.path + "?" + query
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# else:
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# path = request.path
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if not request.data:
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request.data = ""
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@ -197,7 +173,6 @@ class GateiofRestApi(RestClient):
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self,
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key: str,
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secret: str,
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session_number: int,
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server: str,
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proxy_host: str,
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proxy_port: int
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@ -207,6 +182,9 @@ class GateiofRestApi(RestClient):
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"""
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self.key = key
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self.secret = secret
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self.server = server
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self.proxy_host = proxy_host
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self.proxy_port = proxy_port
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self.connect_date = int(datetime.now().strftime("%y%m%d"))
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@ -215,7 +193,7 @@ class GateiofRestApi(RestClient):
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else:
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self.init(TESTNET_REST_HOST, proxy_host, proxy_port)
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self.start(session_number)
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self.start(3)
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self.gateway.write_log("REST API启动成功")
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@ -237,7 +215,7 @@ class GateiofRestApi(RestClient):
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def query_order(self):
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""""""
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for contract in self.contracts:
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for contract in self.symbols:
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params = {
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"contract": contract,
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"status": "open",
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@ -250,14 +228,6 @@ class GateiofRestApi(RestClient):
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params=params
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)
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def query_trade(self):
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""""""
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self.add_request(
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method="GET",
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path="/api/v4/futures/my_trades",
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callback=self.on_query_trade
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)
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def query_contract(self):
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""""""
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self.add_request(
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@ -315,22 +285,13 @@ class GateiofRestApi(RestClient):
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return history
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def new_local_orderid(self):
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""""""
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with self.order_count_lock:
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self.order_count += 1
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local_orderid = f"{self.connect_date}{self.order_count}"
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return local_orderid
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def send_order(self, req: OrderRequest):
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""""""
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local_orderid = self.new_local_orderid()
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local_orderid = self.order_manager.new_local_orderid()
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order = req.create_order_data(
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local_orderid,
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self.gateway_name
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)
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order.time = datetime.now().strftime("%H:%M:%S")
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if req.direction == Direction.SHORT:
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@ -386,18 +347,16 @@ class GateiofRestApi(RestClient):
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)
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self.gateway.on_account(account)
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if not self.contract_query:
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if not self.symbols:
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self.query_contract()
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def on_query_position(self, data, request):
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""""""
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for d in data:
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volume = float(d["size"])
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position = PositionData(
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symbol=d["contract"],
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exchange=Exchange.GATEIO,
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volume=volume,
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volume=float(d["size"]),
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direction=Direction.NET,
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price=float(d["entry_price"]),
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pnl=float(d["unrealised_pnl"]),
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@ -405,49 +364,9 @@ class GateiofRestApi(RestClient):
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)
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self.gateway.on_position(position)
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def on_query_trade(self, data, request):
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""""""
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data = list(
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reversed(data)
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)
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for d in data:
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local_orderid = self.new_local_orderid()
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self.trade_count += 1
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volume = d["size"]
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if volume > 0:
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direction = Direction.LONG
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else:
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direction = Direction.SHORT
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dt = datetime.fromtimestamp(d["create_time"]).strftime("%H:%M:%S")
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trade = TradeData(
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symbol=d["contract"],
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exchange=Exchange.GATEIO,
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orderid=local_orderid,
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tradeid=str(self.trade_count).rjust(8, "0"),
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direction=direction,
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price=d["price"],
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volume=abs(volume),
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time=dt,
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gateway_name=self.gateway_name,
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)
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self.gateway.on_trade(trade)
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self.gateway.write_log("成交查询成功")
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self.ws_api.trade_count = self.trade_count
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self.query_order()
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def on_query_order(self, data, request):
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""""""
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if not data:
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return
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for d in data:
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local_orderid = self.new_local_orderid()
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sys_orderid = str(d["id"])
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@ -461,8 +380,8 @@ class GateiofRestApi(RestClient):
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direction = Direction.LONG
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else:
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direction = Direction.SHORT
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dt = datetime.fromtimestamp(d["create_time"]).strftime("%H:%M:%S")
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dt = datetime.fromtimestamp(d["create_time"])
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order = OrderData(
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orderid=local_orderid,
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@ -473,7 +392,7 @@ class GateiofRestApi(RestClient):
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type=OrderType.LIMIT,
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direction=direction,
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status=STATUS_GATEIO2VT[d["status"]],
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time=dt,
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time=dt.strftime("%H:%M:%S"),
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gateway_name=self.gateway_name,
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)
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self.order_manager.on_order(order)
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@ -484,7 +403,7 @@ class GateiofRestApi(RestClient):
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""""""
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for d in data:
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symbol = d["name"]
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self.contracts.append(symbol)
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self.symbols.append(symbol)
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contract = ContractData(
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symbol=symbol,
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@ -501,23 +420,22 @@ class GateiofRestApi(RestClient):
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self.gateway.write_log("合约信息查询成功")
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self.contract_query = True
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self.query_trade()
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self.update_info(self.contracts, self.account_id)
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def update_info(self, symbols, account_id):
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""""""
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self.cycle_query = True
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for symbol in symbols:
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self.ws_api.update_info(symbol, account_id)
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# Connect websocket api after account id and contract symbols collected
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self.ws_api.connect(
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self.key,
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self.secret,
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self.server,
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self.proxy_host,
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self.proxy_port,
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self.account_id,
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self.symbols
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)
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def on_send_order(self, data, request):
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""""""
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order = request.extra
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order.status = STATUS_GATEIO2VT[data["status"]]
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if order.status == Status.ALLTRADED:
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order.traded = order.volume
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@ -602,8 +520,9 @@ class GateiofWebsocketApi(WebsocketClient):
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self.key = ""
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self.secret = ""
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self.account_id = ""
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self.trade_count = 0
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self.symbols = []
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self.trade_count = 0
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self.ticks = {}
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def connect(
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@ -612,22 +531,42 @@ class GateiofWebsocketApi(WebsocketClient):
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secret: str,
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server: str,
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proxy_host: str,
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proxy_port: int
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proxy_port: int,
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account_id: str,
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symbols: List[str]
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):
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""""""
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self.key = key
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self.secret = secret
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self.account_id = account_id
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self.symbols = symbols
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if server == "REAL":
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self.init(WEBSOCKET_HOST, proxy_host, proxy_port)
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else:
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self.init(TESTNET_WEBSOCKET_HOST, proxy_host, proxy_port)
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self.start()
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def on_connected(self):
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""""""
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self.gateway.write_log("Websocket API连接成功")
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for symbol in self.symbols:
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update_order = self.construct_req(
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channel="futures.orders",
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event="subscribe",
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pay_load=[self.account_id, symbol]
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)
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self.send_packet(update_order)
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update_position = self.construct_req(
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channel="futures.position_closes",
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event="subscribe",
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pay_load=[self.account_id, symbol]
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)
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self.send_packet(update_position)
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def subscribe(self, req: SubscribeRequest):
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"""
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Subscribe to tick data upate.
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@ -661,20 +600,7 @@ class GateiofWebsocketApi(WebsocketClient):
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def update_info(self, symbol: str, account_id: str):
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""""""
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update_order = self.construct_req(
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channel="futures.orders",
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event="subscribe",
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pay_load=[account_id, symbol]
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)
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self.send_packet(update_order)
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update_position = self.construct_req(
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channel="futures.position_closes",
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event="subscribe",
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pay_load=[account_id, symbol]
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)
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self.send_packet(update_position)
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def on_disconnected(self):
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""""""
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@ -809,7 +735,7 @@ class GateiofWebsocketApi(WebsocketClient):
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price=float(d["fill_price"]),
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volume=order.volume,
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time=order.time,
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gateway_name=self.gateway_name,
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gateway_name=self.gateway_name,
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)
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self.gateway.on_trade(trade)
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@ -841,7 +767,7 @@ def generate_sign(key, secret, method, path, get_params=None, get_data=None):
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"Timestamp": str(timestamp),
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"SIGN": signature
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}
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return headers
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