From d518566e558c95007830555bf39de2c14d6bd58c Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Fri, 18 Oct 2019 19:12:20 +0800 Subject: [PATCH] [Mod] change gateio gateway name --- .../gateway/{gateio_f => gateios}/__init__.py | 0 .../gateios_gateway.py} | 202 ++++++------------ 2 files changed, 64 insertions(+), 138 deletions(-) rename vnpy/gateway/{gateio_f => gateios}/__init__.py (100%) rename vnpy/gateway/{gateio_f/gateiof_gateway.py => gateios/gateios_gateway.py} (84%) diff --git a/vnpy/gateway/gateio_f/__init__.py b/vnpy/gateway/gateios/__init__.py similarity index 100% rename from vnpy/gateway/gateio_f/__init__.py rename to vnpy/gateway/gateios/__init__.py diff --git a/vnpy/gateway/gateio_f/gateiof_gateway.py b/vnpy/gateway/gateios/gateios_gateway.py similarity index 84% rename from vnpy/gateway/gateio_f/gateiof_gateway.py rename to vnpy/gateway/gateios/gateios_gateway.py index 67a7911c..4ca2a6ae 100644 --- a/vnpy/gateway/gateio_f/gateiof_gateway.py +++ b/vnpy/gateway/gateios/gateios_gateway.py @@ -10,6 +10,7 @@ from copy import copy from datetime import datetime, timedelta from threading import Lock from urllib.parse import urlencode +from typing import List from vnpy.api.rest import Request, RestClient from vnpy.api.websocket import WebsocketClient @@ -23,6 +24,7 @@ from vnpy.trader.object import (AccountData, BarData, CancelRequest, OrderRequest, PositionData, SubscribeRequest, TickData, TradeData) + TESTNET_REST_HOST = "https://fx-api-testnet.gateio.ws/" REST_HOST = "https://api.gateio.ws" @@ -55,7 +57,6 @@ class GateiofGateway(BaseGateway): default_setting = { "API Key": "", "Secret Key": "", - "会话数": 3, "服务器": ["REAL", "TESTNET"], "代理地址": "", "代理端口": "", @@ -65,7 +66,7 @@ class GateiofGateway(BaseGateway): def __init__(self, event_engine): """Constructor""" - super(GateiofGateway, self).__init__(event_engine, "GATEIO") + super().__init__(event_engine, "GATEIOS") self.order_manager = LocalOrderManager(self) self.ws_api = GateiofWebsocketApi(self) @@ -75,7 +76,6 @@ class GateiofGateway(BaseGateway): """""" key = setting["API Key"] secret = setting["Secret Key"] - session_number = setting["会话数"] server = setting["服务器"] proxy_host = setting["代理地址"] proxy_port = setting["代理端口"] @@ -85,13 +85,9 @@ class GateiofGateway(BaseGateway): else: proxy_port = 0 - self.rest_api.connect(key, secret, session_number, server, - proxy_host, proxy_port) - self.ws_api.connect(key, secret, server, proxy_host, proxy_port) + self.rest_api.connect(key, secret, server, proxy_host, proxy_port) - self.query_account() - self.query_position() - self.cycle_query() + self.init_query() def subscribe(self, req: SubscribeRequest): """""" @@ -103,7 +99,7 @@ class GateiofGateway(BaseGateway): def cancel_order(self, req: CancelRequest): """""" - self.rest_api.cancel_order(req) + self.order_manager.cancel_order(req) def query_account(self): """""" @@ -124,17 +120,11 @@ class GateiofGateway(BaseGateway): def process_timer_event(self, event: Event): """""" - if self.rest_api.cycle_query: - self.count += 1 - if self.count < 3: - return + self.query_account() + self.query_position() - self.query_account() - self.query_position() - - def cycle_query(self): + def init_query(self): """""" - self.count = 0 self.event_engine.register(EVENT_TIMER, self.process_timer_event) @@ -150,28 +140,22 @@ class GateiofRestApi(RestClient): self.gateway = gateway self.gateway_name = gateway.gateway_name self.order_manager = gateway.order_manager - self.ws_api = self.gateway.ws_api + self.ws_api = gateway.ws_api self.key = "" self.secret = "" self.account_id = "" + self.server = "" + self.proxy_host = "" + self.proxy_port = 0 - self.order_count = 10000 - self.trade_count = 0 - self.order_count_lock = Lock() - self.connect_date = 0 - - self.contracts = [] - - self.cycle_query = False - self.contract_query = False + self.symbols = [] def sign(self, request): """ Generate HBDM signature. """ - - headers_with_signature = generate_sign( + request.headers = generate_sign( self.key, self.secret, request.method, @@ -180,14 +164,6 @@ class GateiofRestApi(RestClient): get_data=request.data ) - request.headers = headers_with_signature - - # if request.params: - # query = urlencode(request.params) - # path = request.path + "?" + query - # else: - # path = request.path - if not request.data: request.data = "" @@ -197,7 +173,6 @@ class GateiofRestApi(RestClient): self, key: str, secret: str, - session_number: int, server: str, proxy_host: str, proxy_port: int @@ -207,6 +182,9 @@ class GateiofRestApi(RestClient): """ self.key = key self.secret = secret + self.server = server + self.proxy_host = proxy_host + self.proxy_port = proxy_port self.connect_date = int(datetime.now().strftime("%y%m%d")) @@ -215,7 +193,7 @@ class GateiofRestApi(RestClient): else: self.init(TESTNET_REST_HOST, proxy_host, proxy_port) - self.start(session_number) + self.start(3) self.gateway.write_log("REST API启动成功") @@ -237,7 +215,7 @@ class GateiofRestApi(RestClient): def query_order(self): """""" - for contract in self.contracts: + for contract in self.symbols: params = { "contract": contract, "status": "open", @@ -250,14 +228,6 @@ class GateiofRestApi(RestClient): params=params ) - def query_trade(self): - """""" - self.add_request( - method="GET", - path="/api/v4/futures/my_trades", - callback=self.on_query_trade - ) - def query_contract(self): """""" self.add_request( @@ -315,22 +285,13 @@ class GateiofRestApi(RestClient): return history - def new_local_orderid(self): - """""" - with self.order_count_lock: - self.order_count += 1 - local_orderid = f"{self.connect_date}{self.order_count}" - return local_orderid - def send_order(self, req: OrderRequest): """""" - local_orderid = self.new_local_orderid() - + local_orderid = self.order_manager.new_local_orderid() order = req.create_order_data( local_orderid, self.gateway_name ) - order.time = datetime.now().strftime("%H:%M:%S") if req.direction == Direction.SHORT: @@ -386,18 +347,16 @@ class GateiofRestApi(RestClient): ) self.gateway.on_account(account) - if not self.contract_query: + if not self.symbols: self.query_contract() def on_query_position(self, data, request): """""" for d in data: - volume = float(d["size"]) - position = PositionData( symbol=d["contract"], exchange=Exchange.GATEIO, - volume=volume, + volume=float(d["size"]), direction=Direction.NET, price=float(d["entry_price"]), pnl=float(d["unrealised_pnl"]), @@ -405,49 +364,9 @@ class GateiofRestApi(RestClient): ) self.gateway.on_position(position) - def on_query_trade(self, data, request): - """""" - data = list( - reversed(data) - ) - - for d in data: - local_orderid = self.new_local_orderid() - self.trade_count += 1 - - volume = d["size"] - if volume > 0: - direction = Direction.LONG - else: - direction = Direction.SHORT - - dt = datetime.fromtimestamp(d["create_time"]).strftime("%H:%M:%S") - - trade = TradeData( - symbol=d["contract"], - exchange=Exchange.GATEIO, - orderid=local_orderid, - tradeid=str(self.trade_count).rjust(8, "0"), - direction=direction, - price=d["price"], - volume=abs(volume), - time=dt, - gateway_name=self.gateway_name, - ) - self.gateway.on_trade(trade) - - self.gateway.write_log("成交查询成功") - self.ws_api.trade_count = self.trade_count - self.query_order() - def on_query_order(self, data, request): - """""" - if not data: - return - for d in data: - local_orderid = self.new_local_orderid() sys_orderid = str(d["id"]) @@ -461,8 +380,8 @@ class GateiofRestApi(RestClient): direction = Direction.LONG else: direction = Direction.SHORT - - dt = datetime.fromtimestamp(d["create_time"]).strftime("%H:%M:%S") + + dt = datetime.fromtimestamp(d["create_time"]) order = OrderData( orderid=local_orderid, @@ -473,7 +392,7 @@ class GateiofRestApi(RestClient): type=OrderType.LIMIT, direction=direction, status=STATUS_GATEIO2VT[d["status"]], - time=dt, + time=dt.strftime("%H:%M:%S"), gateway_name=self.gateway_name, ) self.order_manager.on_order(order) @@ -484,7 +403,7 @@ class GateiofRestApi(RestClient): """""" for d in data: symbol = d["name"] - self.contracts.append(symbol) + self.symbols.append(symbol) contract = ContractData( symbol=symbol, @@ -501,23 +420,22 @@ class GateiofRestApi(RestClient): self.gateway.write_log("合约信息查询成功") - self.contract_query = True - - self.query_trade() - self.update_info(self.contracts, self.account_id) - - def update_info(self, symbols, account_id): - """""" - self.cycle_query = True - - for symbol in symbols: - self.ws_api.update_info(symbol, account_id) + # Connect websocket api after account id and contract symbols collected + self.ws_api.connect( + self.key, + self.secret, + self.server, + self.proxy_host, + self.proxy_port, + self.account_id, + self.symbols + ) def on_send_order(self, data, request): """""" order = request.extra order.status = STATUS_GATEIO2VT[data["status"]] - + if order.status == Status.ALLTRADED: order.traded = order.volume @@ -602,8 +520,9 @@ class GateiofWebsocketApi(WebsocketClient): self.key = "" self.secret = "" self.account_id = "" - self.trade_count = 0 + self.symbols = [] + self.trade_count = 0 self.ticks = {} def connect( @@ -612,22 +531,42 @@ class GateiofWebsocketApi(WebsocketClient): secret: str, server: str, proxy_host: str, - proxy_port: int + proxy_port: int, + account_id: str, + symbols: List[str] ): """""" self.key = key self.secret = secret + self.account_id = account_id + self.symbols = symbols if server == "REAL": self.init(WEBSOCKET_HOST, proxy_host, proxy_port) else: self.init(TESTNET_WEBSOCKET_HOST, proxy_host, proxy_port) + self.start() def on_connected(self): """""" self.gateway.write_log("Websocket API连接成功") + for symbol in self.symbols: + update_order = self.construct_req( + channel="futures.orders", + event="subscribe", + pay_load=[self.account_id, symbol] + ) + self.send_packet(update_order) + + update_position = self.construct_req( + channel="futures.position_closes", + event="subscribe", + pay_load=[self.account_id, symbol] + ) + self.send_packet(update_position) + def subscribe(self, req: SubscribeRequest): """ Subscribe to tick data upate. @@ -661,20 +600,7 @@ class GateiofWebsocketApi(WebsocketClient): def update_info(self, symbol: str, account_id: str): """""" - - update_order = self.construct_req( - channel="futures.orders", - event="subscribe", - pay_load=[account_id, symbol] - ) - self.send_packet(update_order) - - update_position = self.construct_req( - channel="futures.position_closes", - event="subscribe", - pay_load=[account_id, symbol] - ) - self.send_packet(update_position) + def on_disconnected(self): """""" @@ -809,7 +735,7 @@ class GateiofWebsocketApi(WebsocketClient): price=float(d["fill_price"]), volume=order.volume, time=order.time, - gateway_name=self.gateway_name, + gateway_name=self.gateway_name, ) self.gateway.on_trade(trade) @@ -841,7 +767,7 @@ def generate_sign(key, secret, method, path, get_params=None, get_data=None): "Timestamp": str(timestamp), "SIGN": signature } - + return headers