From d741221c418804bb75fdc808ee57b2231fc08a7d Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Wed, 25 Sep 2019 15:34:13 +0800 Subject: [PATCH] [Mod] complete send/cancel order function --- vnpy/gateway/bitstamp/bitstamp_gateway.py | 78 +++++++++++++++++++---- 1 file changed, 66 insertions(+), 12 deletions(-) diff --git a/vnpy/gateway/bitstamp/bitstamp_gateway.py b/vnpy/gateway/bitstamp/bitstamp_gateway.py index 8e71adb8..d4d9051a 100644 --- a/vnpy/gateway/bitstamp/bitstamp_gateway.py +++ b/vnpy/gateway/bitstamp/bitstamp_gateway.py @@ -7,14 +7,15 @@ import hashlib import hmac import sys import time -import re import uuid from copy import copy from datetime import datetime, timedelta from urllib.parse import urlencode -from typing import Dict, Set +from typing import Dict -from vnpy.api.rest import Request, RestClient +import requests + +from vnpy.api.rest import Request, RestClient, RequestStatus from vnpy.api.websocket import WebsocketClient from vnpy.trader.constant import ( @@ -31,7 +32,6 @@ from vnpy.trader.object import ( OrderData, TradeData, BarData, - PositionData, AccountData, ContractData, OrderRequest, @@ -82,6 +82,7 @@ TIMEDELTA_MAP = { symbol_name_map = {} +name_symbol_map = {} class BitstampGateway(BaseGateway): @@ -199,7 +200,6 @@ class BitstampRestApi(RestClient): self.query_contract() self.query_account() - self.query_order() def sign(self, request: Request): """ @@ -244,11 +244,54 @@ class BitstampRestApi(RestClient): "X-Auth-Version": "v2", "Content-Type": content_type } - print(payload_str) request.data = payload_str return request + def _process_request( + self, request: Request + ): + """ + Sending request to server and get result. + """ + try: + request = self.sign(request) + + url = self.make_full_url(request.path) + + response = requests.request( + request.method, + url, + headers=request.headers, + params=request.params, + data=request.data, + proxies=self.proxies, + ) + request.response = response + status_code = response.status_code + if status_code // 100 == 2: # 2xx codes are all successful + if status_code == 204: + json_body = None + else: + json_body = response.json() + + request.callback(json_body, request) + request.status = RequestStatus.success + else: + request.status = RequestStatus.failed + + if request.on_failed: + request.on_failed(status_code, request) + else: + self.on_failed(status_code, request) + except Exception: + request.status = RequestStatus.error + t, v, tb = sys.exc_info() + if request.on_error: + request.on_error(t, v, tb, request) + else: + self.on_error(t, v, tb, request) + def query_order(self): """""" path = "/open_orders/all/" @@ -266,19 +309,21 @@ class BitstampRestApi(RestClient): local_orderid = self.order_manager.get_local_orderid(sys_orderid) direction = DIRECTION_BITSTAMP2VT[d["type"]] + name = d["currency_pair"] + symbol = name_symbol_map[name] order = OrderData( orderid=local_orderid, - symbol=d["currency_pair"], + symbol=symbol, exchange=Exchange.BITSTAMP, price=float(d["price"]), volume=float(d["amount"]), traded=float(0), direction=direction, + status=Status.NOTTRADED, time=d["datetime"], gateway_name=self.gateway_name, ) - self.order_manager.on_order(order) self.gateway.write_log("委托信息查询成功") @@ -336,9 +381,12 @@ class BitstampRestApi(RestClient): self.gateway.on_contract(contract) symbol_name_map[contract.symbol] = contract.name + name_symbol_map[contract.name] = contract.symbol self.gateway.write_log("合约信息查询成功") + self.query_order() + def cancel_order(self, req: CancelRequest): """""" path = "/cancel_order/" @@ -366,7 +414,7 @@ class BitstampRestApi(RestClient): else: order.status = Status.CANCELLED - self.gateway.write_log(f"委托撤单成功：{order.orderid}") + self.gateway.write_log(f"撤单成功：{order.orderid}") self.order_manager.on_order(order) @@ -412,17 +460,23 @@ class BitstampRestApi(RestClient): def on_send_order(self, data, request): """""" - print("on_send", data) order = request.extra - if ["reason"] in data: + status = data.get("status", None) + if status and status == "error": order.status = Status.REJECTED self.order_manager.on_order(order) + + msg = data["reason"]["__all__"][0] + self.gateway.write_log(msg) return sys_orderid = data["id"] self.order_manager.update_orderid_map(order.orderid, sys_orderid) + order.status = Status.NOTTRADED + self.order_manager.on_order(order) + def on_send_order_error( self, exception_type: type, exception_value: Exception, tb, request: Request ): @@ -441,7 +495,7 @@ class BitstampRestApi(RestClient): reason = data["reason"] code = data["code"] - msg = f"{request.path} 请求失败，状态码：{status_code}，信息： {reason} code: {code}" + msg = f"{request.path} 请求失败，状态码：{status_code}，错误信息：{reason}，错误代码: {code}" self.gateway.write_log(msg) def on_error(