完成火币的Gateaway接入

vn.huobi/vnhuobi.py

@@ -119,7 +119,7 @@ class TradeApi(object):
         # 发送请求
         payload = urllib.urlencode(params)
 
-        r = requests.post(HUOBI_TRADE_API_API, params=payload)
+        r = requests.post(HUOBI_TRADE_API, params=payload)
         if r.status_code == 200:
             data = r.json()
             return data
@@ -140,12 +140,12 @@ class TradeApi(object):
                 # 请求失败
                 if 'code' in data and 'message' in data:
                     error = u'错误信息：%s' %data['message']
-                    self.onError(error, reqID)
+                    self.onError(error, req, reqID)
                 # 请求成功
                 else:
                     if self.DEBUG:
                         print callback.__name__
-                    callback(data, reqID)    
+                    callback(data, req, reqID)
                 
             except Empty:
                 pass    
@@ -424,97 +424,97 @@ class TradeApi(object):
     ####################################################
     
     #----------------------------------------------------------------------
-    def onError(self, error, reqID):
+    def onError(self, error, req, reqID):
         """错误推送"""
         print error, reqID    
 
     #----------------------------------------------------------------------
-    def onGetAccountInfo(self, data, reqID):
+    def onGetAccountInfo(self, data, req, reqID):
         """查询账户回调"""
         print data
     
     #----------------------------------------------------------------------
-    def onGetOrders(self, data, reqID):
+    def onGetOrders(self, data, req, reqID, fuck):
         """查询委托回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onOrderInfo(self, data, reqID):
+    def onOrderInfo(self, data, req, reqID):
         """委托详情回调"""
         print data
 
     #----------------------------------------------------------------------
-    def onBuy(self, data, reqID):
+    def onBuy(self, data, req, reqID):
         """买入回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onSell(self, data, reqID):
+    def onSell(self, data, req, reqID):
         """卖出回调"""
         print data    
         
     #----------------------------------------------------------------------
-    def onBuyMarket(self, data, reqID):
+    def onBuyMarket(self, data, req, reqID):
         """市价买入回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onSellMarket(self, data, reqID):
+    def onSellMarket(self, data, req, reqID):
         """市价卖出回调"""
         print data        
         
     #----------------------------------------------------------------------
-    def onCancelOrder(self, data, reqID):
+    def onCancelOrder(self, data, req, reqID):
         """撤单回调"""
         print data
     
     #----------------------------------------------------------------------
-    def onGetNewDealOrders(self, data, reqID):
+    def onGetNewDealOrders(self, data, req, reqID):
         """查询最新成交回调"""
         print data    
         
     #----------------------------------------------------------------------
-    def onGetOrderIdByTradeId(self, data, reqID):
+    def onGetOrderIdByTradeId(self, data, req, reqID):
         """通过成交编号查询委托编号回调"""
         print data    
         
     #----------------------------------------------------------------------
-    def onWithdrawCoin(self, data, reqID):
+    def onWithdrawCoin(self, data, req, reqID):
         """提币回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onCancelWithdrawCoin(self, data, reqID):
+    def onCancelWithdrawCoin(self, data, req, reqID):
         """取消提币回调"""
         print data      
         
     #----------------------------------------------------------------------
-    def onGetWithdrawCoinResult(self, data, reqID):
+    def onGetWithdrawCoinResult(self, data, req, reqID):
         """查询提币结果回调"""
         print data           
         
     #----------------------------------------------------------------------
-    def onTransfer(self, data, reqID):
+    def onTransfer(self, data, req, reqID):
         """转账回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onLoan(self, data, reqID):
+    def onLoan(self, data, req, reqID):
         """申请杠杆回调"""
         print data      
         
     #----------------------------------------------------------------------
-    def onRepayment(self, data, reqID):
+    def onRepayment(self, data, req, reqID):
         """归还杠杆回调"""
         print data    
     
     #----------------------------------------------------------------------
-    def onLoanAvailable(self, data, reqID):
+    def onLoanAvailable(self, data, req, reqID):
         """查询杠杆额度回调"""
         print data      
         
     #----------------------------------------------------------------------
-    def onGetLoans(self, data, reqID):
+    def onGetLoans(self, data, req, reqID):
         """查询杠杆列表"""
         print data        
         
@@ -558,7 +558,7 @@ class DataApi(object):
         self.taskThread = Thread(target=self.run)   # 处理任务的线程
     
     #----------------------------------------------------------------------
-    def init(self, interval):
+    def init(self, interval, debug):
         """初始化"""
         self.taskInterval = interval
         self.DEBUG = debug

vn.trader/huobiGateway/HUOBI_connect.json

@@ -1,6 +1,7 @@
 {
-    "accessKey": "3f669293-60e6dd7f-8e39c295-5aae5",
+    "accessKey": "火币网站申请",
-    "secretKey": "7050aec8-43fc680d-06471837-57e38",
+    "secretKey": "火币网站申请",
     "interval": 0.5,
-    "market": "cny"
+    "market": "cny",
+    "debug": false
 }

vn.trader/huobiGateway/huobiGateway.py

@@ -17,6 +17,35 @@ import vnhuobi
 from vtGateway import *
 
 
+SYMBOL_BTCCNY = 'BTCCNY'
+SYMBOL_LTCCNY = 'LTCCNY'
+SYMBOL_BTCUSD = 'BTCUSD'
+
+SYMBOL_MAP = {}
+SYMBOL_MAP[(vnhuobi.COINTYPE_BTC, 'cny')] = SYMBOL_BTCCNY
+SYMBOL_MAP[(vnhuobi.COINTYPE_LTC, 'cny')] = SYMBOL_LTCCNY
+SYMBOL_MAP[(vnhuobi.COINTYPE_BTC, 'usd')] = SYMBOL_BTCUSD
+SYMBOL_MAP_REVERSE = {v: k for k, v in SYMBOL_MAP.items()}
+
+MDSYMBOL_MAP = {}
+MDSYMBOL_MAP['btccny'] = SYMBOL_BTCCNY
+MDSYMBOL_MAP['ltccny'] = SYMBOL_LTCCNY
+MDSYMBOL_MAP['btcusd'] = SYMBOL_BTCUSD
+
+DIRECTION_MAP = {}
+DIRECTION_MAP[1] = DIRECTION_LONG
+DIRECTION_MAP[2] = DIRECTION_SHORT
+
+STATUS_MAP = {}
+STATUS_MAP[0] = STATUS_NOTTRADED
+STATUS_MAP[1] = STATUS_PARTTRADED
+STATUS_MAP[2] = STATUS_ALLTRADED
+STATUS_MAP[3] = STATUS_CANCELLED
+STATUS_MAP[5] = STATUS_UNKNOWN
+STATUS_MAP[7] = STATUS_UNKNOWN
+
+
+
 ########################################################################
 class HuobiGateway(VtGateway):
     """火币接口"""
@@ -55,6 +84,7 @@ class HuobiGateway(VtGateway):
             secretKey = str(setting['secretKey'])
             interval = setting['interval']
             market = setting['market']
+            debug = setting['debug']
         except KeyError:
             log = VtLogData()
             log.gatewayName = self.gatewayName
@@ -63,15 +93,15 @@ class HuobiGateway(VtGateway):
             return            
         
         # 初始化接口
-        self.tradeApi.connect(accessKey, secretKey)
+        self.tradeApi.connect(accessKey, secretKey, market, debug)
         self.writeLog(u'交易接口初始化成功')
         
-        self.dataApi.connect(interval)
+        self.dataApi.connect(interval, market, debug)
         self.writeLog(u'行情接口初始化成功')
         
         # 启动查询
-        #self.initQuery()
+        self.initQuery()
-        #self.startQuery()
+        self.startQuery()
         
     #----------------------------------------------------------------------
     def writeLog(self, content):
@@ -89,12 +119,12 @@ class HuobiGateway(VtGateway):
     #----------------------------------------------------------------------
     def sendOrder(self, orderReq):
         """发单"""
-        pass
+        self.tradeApi.sendOrder(orderReq)
         
     #----------------------------------------------------------------------
     def cancelOrder(self, cancelOrderReq):
         """撤单"""
-        pass
+        self.tradeApi.cancel(cancelOrderReq)
         
     #----------------------------------------------------------------------
     def qryAccount(self):
@@ -116,33 +146,15 @@ class HuobiGateway(VtGateway):
     def initQuery(self):
         """初始化连续查询"""
         if self.qryEnabled:
-            # 需要循环的查询函数列表
+            self.qryFunctionList = [self.tradeApi.queryWorkingOrders, self.tradeApi.queryAccount]
-            self.qryFunctionList = [self.qryAccount]
-            
-            self.qryCount = 0           # 查询触发倒计时
-            self.qryTrigger = 2         # 查询触发点
-            self.qryNextFunction = 0    # 上次运行的查询函数索引
-            
             self.startQuery()  
     
     #----------------------------------------------------------------------
     def query(self, event):
         """注册到事件处理引擎上的查询函数"""
-        self.qryCount += 1
+        for function in self.qryFunctionList:
-        
-        if self.qryCount > self.qryTrigger:
-            # 清空倒计时
-            self.qryCount = 0
-            
-            # 执行查询函数
-            function = self.qryFunctionList[self.qryNextFunction]
             function()
                 
-            # 计算下次查询函数的索引，如果超过了列表长度，则重新设为0
-            self.qryNextFunction += 1
-            if self.qryNextFunction == len(self.qryFunctionList):
-                self.qryNextFunction = 0
-                
     #----------------------------------------------------------------------
     def startQuery(self):
         """启动连续查询"""
@@ -166,8 +178,17 @@ class HuobiTradeApi(vnhuobi.TradeApi):
         self.gateway = gateway
         self.gatewayName = gateway.gatewayName
 
+        self.localID = 0            # 本地委托号
+        self.localSystemDict = {}   # key:localID, value:systemID
+        self.systemLocalDict = {}   # key:systemID, value:localID
+        self.workingOrderDict = {}  # key:localID, value:order
+        self.reqLocalDict = {}      # key:reqID, value:localID
+        self.cancelDict = {}        # key:localID, value:cancelOrderReq
+
+        self.tradeID = 0            # 本地成交号
+    
     #----------------------------------------------------------------------
-    def onError(self, error, reqID):
+    def onError(self, error, req, reqID):
         """错误推送"""
         err = VtErrorData()
         err.gatewayName = self.gatewayName
@@ -176,11 +197,13 @@ class HuobiTradeApi(vnhuobi.TradeApi):
         self.gateway.onError(err)
 
     #----------------------------------------------------------------------
-    def onGetAccountInfo(self, data, reqID):
+    def onGetAccountInfo(self, data, req, reqID):
         """查询账户回调"""
         # 推送账户数据
         account = VtAccountData()
         account.gatewayName = self.gatewayName
+        account.accountID = 'HUOBI'
+        account.vtAccountID = '.'.join([account.accountID, self.gatewayName])
         account.balance = data['net_asset']
         self.gateway.onAccount(account)
         
@@ -188,124 +211,327 @@ class HuobiTradeApi(vnhuobi.TradeApi):
         if self.market == 'cny':
             posCny = VtPositionData()
             posCny.gatewayName = self.gatewayName
+            posCny.symbol = 'CNY'
+            posCny.exchange = EXCHANGE_HUOBI
+            posCny.vtSymbol = '.'.join([posCny.symbol, posCny.exchange])
+            posCny.vtPositionName = posCny.vtSymbol
             posCny.position = data['available_cny_display']
             posCny.frozen = data['frozen_cny_display']
             self.gateway.onPosition(posCny)
             
             posLtc = VtPositionData()
             posLtc.gatewayName = self.gatewayName
+            posLtc.symbol = 'LTC'
+            posLtc.exchange = EXCHANGE_HUOBI
+            posLtc.vtSymbol = '.'.join([posLtc.symbol, posLtc.exchange])
+            posLtc.vtPositionName = posLtc.vtSymbol
             posLtc.position = data['available_ltc_display']
             posLtc.frozen = data['frozen_ltc_display']
             self.gateway.onPosition(posLtc)
         else:
             posUsd = VtPositionData()
             posUsd.gatewayName = self.gatewayName
+            posUsd.symbol = 'USD'
+            posUsd.exchange = EXCHANGE_HUOBI
+            posUsd.vtSymbol = '.'.join([posUsd.symbol, posUsd.exchange])
+            posUsd.vtPositionName = posUsd.vtSymbol
             posUsd.position = data['available_usd_display']
             posUsd.frozen = data['frozen_usd_display']
             self.gateway.onPosition(posUsd)     
             
         posBtc = VtPositionData()
         posBtc.gatewayName = self.gatewayName
+        posBtc.symbol = 'BTC'
+        posBtc.exchange = EXCHANGE_HUOBI
+        posBtc.vtSymbol = '.'.join([posBtc.symbol, posBtc.exchange])
+        posBtc.vtPositionName = posBtc.vtSymbol
         posBtc.position = data['available_btc_display']
         posBtc.frozen = data['frozen_btc_display']
         self.gateway.onPosition(posBtc)        
     
     #----------------------------------------------------------------------
-    def onGetOrders(self, data, reqID):
+    def onGetOrders(self, data, req, reqID):
         """查询委托回调"""
         for d in data:
             order = VtOrderData()
             order.gatewayName = self.gatewayName
 
-            order
+            # 合约代码
+            params = req['params']
+            coin = params['coin_type']
+            order.symbol = SYMBOL_MAP[(coin, self.market)]
+            order.exchange = EXCHANGE_HUOBI
+            order.vtSymbol = '.'.join([order.symbol, order.exchange])
+
+            # 委托号
+            systemID = d['id']
+            self.localID += 1
+            localID = str(self.localID)
+            self.systemLocalDict[systemID] = localID
+            self.localSystemDict[localID] = systemID
+            order.orderID = localID
+            order.vtOrderID = '.'.join([order.orderID, order.gatewayName])
+
+            # 其他信息
+            order.direction = DIRECTION_MAP[d['type']]
+            order.offset = OFFSET_NONE
+            order.price = float(d['order_price'])
+            order.totalVolume = float(d['order_amount'])
+            order.tradedVolume = float(d['processed_amount'])
+            order.orderTime = d['order_time']
+
+            # 委托状态
+            if order.tradedVolume == 0:
+                order.status = STATUS_NOTTRADED
+            else:
+                order.status = STATUS_PARTTRADED
+
+            # 缓存病推送
+            self.workingOrderDict[localID] = order
+            self.gateway.onOrder(order)
 
     #----------------------------------------------------------------------
-    def onOrderInfo(self, data, reqID):
+    def onOrderInfo(self, data, req, reqID):
         """委托详情回调"""
-        print data
+        systemID = data['id']
+        localID = self.systemLocalDict[systemID]
+        order = self.workingOrderDict.get(localID, None)
+        if not order:
+            return
+
+        # 记录最新成交的金额
+        newTradeVolume = float(data['processed_amount']) - order.tradedVolume
+        if newTradeVolume:
+            trade = VtTradeData()
+            trade.gatewayName = self.gatewayName
+            trade.symbol = order.symbol
+            trade.vtSymbol = order.vtSymbol
+
+            self.tradeID += 1
+            trade.tradeID = str(self.tradeID)
+            trade.vtTradeID = '.'.join([trade.tradeID, trade.gatewayName])
+
+            trade.volume = newTradeVolume
+            trade.price = data['processed_price']
+            trade.direction = order.direction
+            trade.offset = order.offset
+            trade.exchange = order.exchange
+            trade.tradeTime = datetime.now().strftime('%H:%M:%S')
+
+            self.gateway.onTrade(trade)
+
+        # 更新委托状态
+        order.tradedVolume = float(data['processed_amount'])
+        order.status = STATUS_MAP.get(data['status'], STATUS_UNKNOWN)
+
+        if newTradeVolume:
+            self.gateway.onOrder(order)
+
+        if order.status == STATUS_ALLTRADED or order.status == STATUS_CANCELLED:
+            del self.workingOrderDict[order.orderID]
 
     #----------------------------------------------------------------------
-    def onBuy(self, data, reqID):
+    def onBuy(self, data, req, reqID):
         """买入回调"""
-        print data
+        localID = self.reqLocalDict[reqID]
+        systemID = data['id']
+        self.localSystemDict[localID] = systemID
+        self.systemLocalDict[systemID] = localID
+
+        # 撤单
+        if localID in self.cancelDict:
+            req = self.cancelDict[localID]
+            self.cancel(req)
+            del self.cancelDict[localID]
+
+        # 推送委托信息
+        order = self.workingOrderDict[localID]
+        if data['result'] == 'success':
+            order.status = STATUS_NOTTRADED
+        self.gateway.onOrder(order)
         
     #----------------------------------------------------------------------
-    def onSell(self, data, reqID):
+    def onSell(self, data, req, reqID):
         """卖出回调"""
-        print data    
+        localID = self.reqLocalDict[reqID]
+        systemID = data['id']
+        self.localSystemDict[localID] = systemID
+        self.systemLocalDict[systemID] = localID
+
+        # 撤单
+        if localID in self.cancelDict:
+            req = self.cancelDict[localID]
+            self.cancel(req)
+            del self.cancelDict[localID]
+
+        # 推送委托信息
+        order = self.workingOrderDict[localID]
+        if data['result'] == 'success':
+            order.status = STATUS_NOTTRADED
+        self.gateway.onOrder(order)
         
     #----------------------------------------------------------------------
-    def onBuyMarket(self, data, reqID):
+    def onBuyMarket(self, data, req, reqID):
         """市价买入回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onSellMarket(self, data, reqID):
+    def onSellMarket(self, data, req, reqID):
         """市价卖出回调"""
         print data        
         
     #----------------------------------------------------------------------
-    def onCancelOrder(self, data, reqID):
+    def onCancelOrder(self, data, req, reqID):
         """撤单回调"""
-        print data
+        if data['result'] == 'success':
+            systemID = req['params']['id']
+            localID = self.systemLocalDict[systemID]
+
+            order = self.workingOrderDict[localID]
+            order.status = STATUS_CANCELLED
+
+            del self.workingOrderDict[localID]
+            self.gateway.onOrder(order)
     
     #----------------------------------------------------------------------
-    def onGetNewDealOrders(self, data, reqID):
+    def onGetNewDealOrders(self, data, req, reqID):
         """查询最新成交回调"""
         print data    
         
     #----------------------------------------------------------------------
-    def onGetOrderIdByTradeId(self, data, reqID):
+    def onGetOrderIdByTradeId(self, data, req, reqID):
         """通过成交编号查询委托编号回调"""
         print data    
         
     #----------------------------------------------------------------------
-    def onWithdrawCoin(self, data, reqID):
+    def onWithdrawCoin(self, data, req, reqID):
         """提币回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onCancelWithdrawCoin(self, data, reqID):
+    def onCancelWithdrawCoin(self, data, req, reqID):
         """取消提币回调"""
         print data      
         
     #----------------------------------------------------------------------
-    def onGetWithdrawCoinResult(self, data, reqID):
+    def onGetWithdrawCoinResult(self, data, req, reqID):
         """查询提币结果回调"""
         print data           
         
     #----------------------------------------------------------------------
-    def onTransfer(self, data, reqID):
+    def onTransfer(self, data, req, reqID):
         """转账回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onLoan(self, data, reqID):
+    def onLoan(self, data, req, reqID):
         """申请杠杆回调"""
         print data      
         
     #----------------------------------------------------------------------
-    def onRepayment(self, data, reqID):
+    def onRepayment(self, data, req, reqID):
         """归还杠杆回调"""
         print data    
     
     #----------------------------------------------------------------------
-    def onLoanAvailable(self, data, reqID):
+    def onLoanAvailable(self, data, req, reqID):
         """查询杠杆额度回调"""
         print data      
         
     #----------------------------------------------------------------------
-    def onGetLoans(self, data, reqID):
+    def onGetLoans(self, data, req, reqID):
         """查询杠杆列表"""
         print data        
     
     #----------------------------------------------------------------------
-    def connect(self, accessKey, secretKey, market):
+    def connect(self, accessKey, secretKey, market, debug=False):
         """连接服务器"""
         self.market = market
+        self.DEBUG = debug
         
         self.init(accessKey, secretKey)
 
+        # 查询未成交委托
+        self.getOrders(vnhuobi.COINTYPE_BTC, self.market)
+
+        if self.market == vnhuobi.MARKETTYPE_CNY:
+            # 只有人民币市场才有莱特币
+            self.getOrders(vnhuobi.COINTYPE_LTC, self.market)
+
+    # ----------------------------------------------------------------------
+    def queryWorkingOrders(self):
+        """查询活动委托状态"""
+        for order in self.workingOrderDict.values():
+            # 如果尚未返回委托号，则无法查询
+            if order.orderID in self.localSystemDict:
+                systemID = self.localSystemDict[order.orderID]
+                coin, market = SYMBOL_MAP_REVERSE[order.symbol]
+                self.orderInfo(systemID, coin, market)
+
+    # ----------------------------------------------------------------------
+    def queryAccount(self):
+        """查询活动委托状态"""
+        self.getAccountInfo(self.market)
+
+    # ----------------------------------------------------------------------
+    def sendOrder(self, req):
+        """发送委托"""
+        # 检查是否填入了价格，禁止市价委托
+        if req.priceType != PRICETYPE_LIMITPRICE:
+            err = VtErrorData()
+            err.gatewayName = self.gatewayName
+            err.errorMsg = u'火币接口仅支持限价单'
+            err.errorTime = datetime.now().strftime('%H:%M:%S')
+            self.gateway.onError(err)
+            return None
+
+        # 发送限价委托
+        coin, market = SYMBOL_MAP_REVERSE[req.symbol]
+
+        if req.direction == DIRECTION_LONG:
+            reqID = self.buy(req.price, req.volume, coinType=coin, market=self.market)
+        else:
+            reqID = self.sell(req.price, req.volume, coinType=coin, market=self.market)
+
+        self.localID += 1
+        localID = str(self.localID)
+        self.reqLocalDict[reqID] = localID
+
+        # 推送委托信息
+        order = VtOrderData()
+        order.gatewayName = self.gatewayName
+
+        order.symbol = req.symbol
+        order.exchange = EXCHANGE_HUOBI
+        order.vtSymbol = '.'.join([order.symbol, order.exchange])
+
+        order.orderID = localID
+        order.vtOrderID = '.'.join([order.orderID, order.gatewayName])
+
+        order.direction = req.direction
+        order.offset = OFFSET_UNKNOWN
+        order.price = req.price
+        order.volume = req.volume
+        order.orderTime = datetime.now().strftime('%H:%M:%S')
+        order.status = STATUS_UNKNOWN
+
+        self.workingOrderDict[localID] = order
+        self.gateway.onOrder(order)
+
+        # 返回委托号
+        return order.vtOrderID
+
+    # ----------------------------------------------------------------------
+    def cancel(self, req):
+        """撤单"""
+        localID = req.orderID
+        if localID in self.localSystemDict:
+            systemID = self.localSystemDict[localID]
+            coin, market = SYMBOL_MAP_REVERSE[req.symbol]
+            self.cancelOrder(systemID, coin, self.market)
+        else:
+            self.cancelDict[localID] = req
+
 
 ########################################################################
 class HuobiDataApi(vnhuobi.DataApi):
@@ -316,7 +542,13 @@ class HuobiDataApi(vnhuobi.DataApi):
         """Constructor"""
         super(HuobiDataApi, self).__init__()
 
+        self.market = 'cny'
+        
         self.gateway = gateway
+        self.gatewayName = gateway.gatewayName
+
+        self.tickDict = {}      # key:symbol, value:tick
+
     
     #----------------------------------------------------------------------
     def onTick(self, data):
@@ -326,20 +558,109 @@ class HuobiDataApi(vnhuobi.DataApi):
     #----------------------------------------------------------------------
     def onQuote(self, data):
         """实时报价推送"""
-        print data    
+        ticker = data['ticker']
+        symbol = MDSYMBOL_MAP[ticker['symbol']]
+
+        if symbol not in self.tickDict:
+            tick = VtTickData()
+            tick.gatewayName = self.gatewayName
+
+            tick.symbol = symbol
+            tick.exchange = EXCHANGE_HUOBI
+            tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
+            self.tickDict[symbol] = tick
+        else:
+            tick = self.tickDict[symbol]
+
+        tick.highPrice = ticker['high']
+        tick.lowPrice = ticker['low']
+        tick.lastPrice = ticker['last']
+        tick.volume = ticker['vol']
     
     #----------------------------------------------------------------------
     def onDepth(self, data):
         """实时深度推送"""
-        print data        
+        symbol = MDSYMBOL_MAP[data['symbol']]
+        if symbol not in self.tickDict:
+            tick = VtTickData()
+            tick.gatewayName = self.gatewayName
+
+            tick.symbol = symbol
+            tick.exchange = EXCHANGE_HUOBI
+            tick.vtSymbol = '.'.join([tick.symbol, tick.exchange])
+            self.tickDict[symbol] = tick
+        else:
+            tick = self.tickDict[symbol]
+
+        tick.bidPrice1, tick.bidVolume1 = data['bids'][0]
+        tick.bidPrice2, tick.bidVolume2 = data['bids'][1]
+        tick.bidPrice3, tick.bidVolume3 = data['bids'][2]
+        tick.bidPrice4, tick.bidVolume4 = data['bids'][3]
+        tick.bidPrice5, tick.bidVolume5 = data['bids'][4]
+
+        tick.askPrice1, tick.askVolume1 = data['asks'][0]
+        tick.askPrice2, tick.askVolume2 = data['asks'][1]
+        tick.askPrice3, tick.askVolume3 = data['asks'][2]
+        tick.askPrice4, tick.askVolume4 = data['asks'][3]
+        tick.askPrice5, tick.askVolume5 = data['asks'][4]
+
+        now = datetime.now()
+        tick.time = now.strftime('%H:%M:%S')
+        tick.date = now.strftime('%Y%m%d')
+
+        self.gateway.onTick(tick)
         
     #----------------------------------------------------------------------
-    def connect(self, interval):
+    def connect(self, interval, market, debug=False):
         """连接服务器"""
-        self.init(interval)
+        self.market = market
-    
+
-    
+        self.init(interval, debug)
-    
+
+        # 订阅行情并推送合约信息
+        if self.market == vnhuobi.MARKETTYPE_CNY:
+            self.subscribeQuote(vnhuobi.SYMBOL_BTCCNY)
+            self.subscribeQuote(vnhuobi.SYMBOL_LTCCNY)
+
+            self.subscribeDepth(vnhuobi.SYMBOL_BTCCNY, 5)
+            self.subscribeDepth(vnhuobi.SYMBOL_LTCCNY, 5)
+
+            contract = VtContractData()
+            contract.gatewayName = self.gatewayName
+            contract.symbol = SYMBOL_BTCCNY
+            contract.exchange = EXCHANGE_HUOBI
+            contract.vtSymbol = '.'.join([contract.symbol, contract.exchange])
+            contract.name = u'人民币现货BTC'
+            contract.size = 1
+            contract.priceTick = 0.01
+            contract.productClass = PRODUCT_SPOT
+            self.gateway.onContract(contract)
+
+            contract = VtContractData()
+            contract.gatewayName = self.gatewayName
+            contract.symbol = SYMBOL_LTCCNY
+            contract.exchange = EXCHANGE_HUOBI
+            contract.vtSymbol = '.'.join([contract.symbol, contract.exchange])
+            contract.name = u'人民币现货LTC'
+            contract.size = 1
+            contract.priceTick = 0.01
+            contract.productClass = PRODUCT_SPOT
+            self.gateway.onContract(contract)
+        else:
+            self.subscribeQuote(vnhuobi.SYMBOL_BTCUSD)
+
+            self.subscribeDepth(vnhuobi.SYMBOL_BTCUSD)
+
+            contract = VtContractData()
+            contract.gatewayName = self.gatewayName
+            contract.symbol = SYMBOL_BTCUSD
+            contract.exchange = EXCHANGE_HUOBI
+            contract.vtSymbol = '.'.join([contract.symbol, contract.exchange])
+            contract.name = u'美元现货BTC'
+            contract.size = 1
+            contract.priceTick = 0.01
+            contract.productClass = PRODUCT_SPOT
+            self.gateway.onContract(contract)
     
     
     

vn.trader/huobiGateway/vnhuobi.py

@@ -119,7 +119,7 @@ class TradeApi(object):
         # 发送请求
         payload = urllib.urlencode(params)
 
-        r = requests.post(HUOBI_TRADE_API_API, params=payload)
+        r = requests.post(HUOBI_TRADE_API, params=payload)
         if r.status_code == 200:
             data = r.json()
             return data
@@ -140,12 +140,12 @@ class TradeApi(object):
                 # 请求失败
                 if 'code' in data and 'message' in data:
                     error = u'错误信息：%s' %data['message']
-                    self.onError(error, reqID)
+                    self.onError(error, req, reqID)
                 # 请求成功
                 else:
                     if self.DEBUG:
                         print callback.__name__
-                    callback(data, reqID)    
+                    callback(data, req, reqID)
                 
             except Empty:
                 pass    
@@ -424,97 +424,97 @@ class TradeApi(object):
     ####################################################
     
     #----------------------------------------------------------------------
-    def onError(self, error, reqID):
+    def onError(self, error, req, reqID):
         """错误推送"""
         print error, reqID    
 
     #----------------------------------------------------------------------
-    def onGetAccountInfo(self, data, reqID):
+    def onGetAccountInfo(self, data, req, reqID):
         """查询账户回调"""
         print data
     
     #----------------------------------------------------------------------
-    def onGetOrders(self, data, reqID):
+    def onGetOrders(self, data, req, reqID, fuck):
         """查询委托回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onOrderInfo(self, data, reqID):
+    def onOrderInfo(self, data, req, reqID):
         """委托详情回调"""
         print data
 
     #----------------------------------------------------------------------
-    def onBuy(self, data, reqID):
+    def onBuy(self, data, req, reqID):
         """买入回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onSell(self, data, reqID):
+    def onSell(self, data, req, reqID):
         """卖出回调"""
         print data    
         
     #----------------------------------------------------------------------
-    def onBuyMarket(self, data, reqID):
+    def onBuyMarket(self, data, req, reqID):
         """市价买入回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onSellMarket(self, data, reqID):
+    def onSellMarket(self, data, req, reqID):
         """市价卖出回调"""
         print data        
         
     #----------------------------------------------------------------------
-    def onCancelOrder(self, data, reqID):
+    def onCancelOrder(self, data, req, reqID):
         """撤单回调"""
         print data
     
     #----------------------------------------------------------------------
-    def onGetNewDealOrders(self, data, reqID):
+    def onGetNewDealOrders(self, data, req, reqID):
         """查询最新成交回调"""
         print data    
         
     #----------------------------------------------------------------------
-    def onGetOrderIdByTradeId(self, data, reqID):
+    def onGetOrderIdByTradeId(self, data, req, reqID):
         """通过成交编号查询委托编号回调"""
         print data    
         
     #----------------------------------------------------------------------
-    def onWithdrawCoin(self, data, reqID):
+    def onWithdrawCoin(self, data, req, reqID):
         """提币回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onCancelWithdrawCoin(self, data, reqID):
+    def onCancelWithdrawCoin(self, data, req, reqID):
         """取消提币回调"""
         print data      
         
     #----------------------------------------------------------------------
-    def onGetWithdrawCoinResult(self, data, reqID):
+    def onGetWithdrawCoinResult(self, data, req, reqID):
         """查询提币结果回调"""
         print data           
         
     #----------------------------------------------------------------------
-    def onTransfer(self, data, reqID):
+    def onTransfer(self, data, req, reqID):
         """转账回调"""
         print data
         
     #----------------------------------------------------------------------
-    def onLoan(self, data, reqID):
+    def onLoan(self, data, req, reqID):
         """申请杠杆回调"""
         print data      
         
     #----------------------------------------------------------------------
-    def onRepayment(self, data, reqID):
+    def onRepayment(self, data, req, reqID):
         """归还杠杆回调"""
         print data    
     
     #----------------------------------------------------------------------
-    def onLoanAvailable(self, data, reqID):
+    def onLoanAvailable(self, data, req, reqID):
         """查询杠杆额度回调"""
         print data      
         
     #----------------------------------------------------------------------
-    def onGetLoans(self, data, reqID):
+    def onGetLoans(self, data, req, reqID):
         """查询杠杆列表"""
         print data        
         
@@ -558,7 +558,7 @@ class DataApi(object):
         self.taskThread = Thread(target=self.run)   # 处理任务的线程
     
     #----------------------------------------------------------------------
-    def init(self, interval):
+    def init(self, interval, debug):
         """初始化"""
         self.taskInterval = interval
         self.DEBUG = debug

vn.trader/uiMainWindow.py

@@ -79,7 +79,9 @@ class MainWindow(QtGui.QMainWindow):
         self.addConnectAction(sysMenu, 'IB')
         self.addConnectAction(sysMenu, 'SHZD', u'直达')
         self.addConnectAction(sysMenu, 'OANDA')
+        sysMenu.addSeparator()
         self.addConnectAction(sysMenu, 'OKCOIN')
+        self.addConnectAction(sysMenu, 'HUOBI', u'火币')
         sysMenu.addSeparator()
         self.addConnectAction(sysMenu, 'Wind')
         

vn.trader/vtConstant.py

@@ -74,6 +74,7 @@ EXCHANGE_ICE = 'ICE'           # ICE交易所
 
 EXCHANGE_OANDA = 'OANDA'       # OANDA外汇做市商
 EXCHANGE_OKCOIN = 'OKCOIN'     # OKCOIN比特币交易所
+EXCHANGE_HUOBI = 'HUOBI'       # 火币比特币交易所
 
 # 货币类型
 CURRENCY_USD = 'USD'            # 美元

vn.trader/vtEngine.py

@@ -147,6 +147,13 @@ class MainEngine(object):
         except Exception, e:
             print e
 
+        try:
+            from huobiGateway.huobiGateway import HuobiGateway
+            self.addGateway(HuobiGateway, 'HUOBI')
+            self.gatewayDict['HUOBI'].setQryEnabled(True)
+        except Exception, e:
+            print e
+
                 #----------------------------------------------------------------------
     def addGateway(self, gateway, gatewayName=None):
         """创建接口"""