[Add]升级火币接口
This commit is contained in:
vn.py
parent
155e0004b7
commit
e8bf28bd8d
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# encoding: UTF-8
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import base64
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import hashlib
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import hmac
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import json
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import urllib
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import time
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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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#----------------------------------------------------------------------
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def paramsToDataV1(params):
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return urllib.urlencode(sorted(params.items()))
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#----------------------------------------------------------------------
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def signV1(dataWithApiKey, apiSecret):
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"""
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usage:
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params = { ... , 'api_key': ...}
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data = paramsToData(params)
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signature = sign(data, apiSecret)
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data += "&sign" + signature
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:param dataWithApiKey: sorted urlencoded args with apiKey
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:return: param 'sign' for okex api
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"""
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dataWithSecret = dataWithApiKey + "&secret_key=" + apiSecret
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return hashlib.md5(dataWithSecret.encode()).hexdigest().upper()
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#----------------------------------------------------------------------
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def signV3(dataToSign, apiSecret):
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return base64.b64encode( hmac.new(apiSecret, dataToSign.encode(), hashlib.sha256).digest())
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########################################################################
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class OkexFuturesRestBaseV1(RestClient):
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host = 'https://www.okex.com/api/v1'
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#----------------------------------------------------------------------
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def __init__(self):
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super(OkexFuturesRestBaseV1, self).__init__()
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self.apiKey = None
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self.apiSecret = None
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#----------------------------------------------------------------------
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# noinspection PyMethodOverriding
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def init(self, apiKey, apiSecret, apiPassphrase):
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# type: (str, str, str) -> any
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super(OkexFuturesRestBaseV1, self).init(self.host)
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self.apiKey = apiKey
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self.apiSecret = apiSecret
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#----------------------------------------------------------------------
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def sign(self, request): # type: (Request)->Request
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args = request.params or {}
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args.update(request.data or {})
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if 'sign' in args:
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args.pop('sign')
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if 'apiKey' not in args:
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args['api_key'] = self.apiKey
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data = paramsToDataV1(args)
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signature = signV1(data, self.apiSecret)
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data += "&sign=" + signature
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request.headers = {'Content-Type': 'application/x-www-form-urlencoded'}
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request.data = data
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return request
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########################################################################
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class OkexFuturesRestBaseV3(RestClient):
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"""
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Okex Rest API v3基础类
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"""
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host = 'https://www.okex.com'
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#----------------------------------------------------------------------
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def __init__(self):
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super(OkexFuturesRestBaseV3, self).__init__()
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self.apiKey = None
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self.apiSecret = None
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self.apiPassphrase = None
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#----------------------------------------------------------------------
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# noinspection PyMethodOverriding
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def init(self, apiKey, apiSecret, apiPassphrase):
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# type: (str, str, str) -> any
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super(OkexFuturesRestBaseV3, self).init(self.host)
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self.apiKey = apiKey
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self.apiSecret = apiSecret
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self.apiPassphrase = apiPassphrase
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#----------------------------------------------------------------------
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def sign(self, request): # type: (Request)->Request
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timestamp = str(time.time())
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data = json.dumps(request.data)
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request.data = data
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dataToSign = timestamp + request.method + request.path + data
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signature = signV3(dataToSign, self.apiSecret)
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request.headers = {
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'OK-ACCESS-KEY': self.apiKey,
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'OK-ACCESS-SIGN': signature,
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'OK-ACCESS-TIMESTAMP': timestamp,
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'OK-ACCESS-PASSPHRASE': self.apiPassphrase,
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'Content-Type': 'application/json'
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}
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return request
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########################################################################
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class OkexFuturesWebSocketBase(WebsocketClient):
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"""
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Okex期货websocket客户端
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实例化后使用init设置apiKey和secretKey（apiSecret）
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"""
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host = 'wss://real.okex.com:10440/websocket/okexapi?compress=true'
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def __init__(self):
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super(OkexFuturesWebSocketBase, self).__init__()
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super(OkexFuturesWebSocketBase, self).init(OkexFuturesWebSocketBase.host)
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self.apiKey = None
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self.apiSecret = None
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self.apiPassphrase = None
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self.autoLogin = True
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self.onConnected = self._onConnected
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#----------------------------------------------------------------------
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# noinspection PyMethodOverriding
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def init(self, apiKey, secretKey, apiPassphrase, autoLogin=True):
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self.apiKey = apiKey
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self.apiSecret = secretKey
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self.apiPassphrase = apiPassphrase
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self.autoLogin = autoLogin
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#----------------------------------------------------------------------
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def sendPacket(self, dictObj, authenticate=False):
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if authenticate:
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pass
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return super(OkexFuturesWebSocketBase, self).sendPacket(dictObj)
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#----------------------------------------------------------------------
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def _login(self, ):
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timestamp = str(time.time())
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data = timestamp + 'GET' + '/users/self/verify'
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signature = signV3(data, self.apiSecret)
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self.sendPacket({
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"event": "login",
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"parameters": {
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"api_key": self.apiKey,
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"timestamp": timestamp,
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"passphrase": self.apiPassphrase,
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"sign": signature,
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}
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}, authenticate=False)
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#----------------------------------------------------------------------
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def _onConnected(self):
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if self.autoLogin:
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self._login()
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@ -1,11 +0,0 @@
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# encoding: UTF-8
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from __future__ import absolute_import
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from vnpy.trader import vtConstant
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from .okexFuturesGateway import OkexFuturesGateway
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gatewayClass = OkexFuturesGateway
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gatewayName = 'OKEXFUTURES'
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gatewayDisplayName = 'OKEXFUTURES'
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gatewayType = vtConstant.GATEWAYTYPE_BTC
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gatewayQryEnabled = True
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@ -1,907 +0,0 @@
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# encoding: UTF-8
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from __future__ import print_function
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import json
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import sys
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import traceback
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import zlib
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from collections import defaultdict
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from enum import Enum
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from typing import Dict, List
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from vnpy.api.rest import Request
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from vnpy.trader.gateway.okexFuturesGateway.OkexFuturesBase import \
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OkexFuturesRestBaseV3, \
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OkexFuturesWebSocketBase
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from vnpy.trader.vtFunction import getJsonPath
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from vnpy.trader.vtGateway import *
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########################################################################
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class ApiError(Exception):
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"""Okex的API常常变动，当API发生奇葩的变动的时候，会发升这个异常"""
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pass
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########################################################################
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class OkexFuturesEasySymbol(object):
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BTC = 'btc'
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LTC = 'ltc'
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ETH = 'eth'
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ETC = 'etc'
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BCH = 'bch'
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EOS = 'eos'
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XRP = 'xrp'
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BTG = 'btg'
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########################################################################
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class OkexFuturesSymbol(object):
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BTC = 'btc_usd'
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LTC = 'ltc_usd'
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ETH = 'eth_usd'
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ETC = 'etc_usd'
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BCH = 'bch_usd'
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########################################################################
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class OkexFuturesPriceType(object):
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Buy = 'buy'
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Sell = 'sell'
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########################################################################
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class OkexFuturesContractType(object):
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ThisWeek = 'this_week'
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NextWeek = 'next_week'
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Quarter = 'quarter'
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########################################################################
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class OkexFuturesOrderType(object):
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OpenLong = '1'
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OpenShort = '2'
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CloseLong = '3'
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CloseShort = '4'
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########################################################################
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class OkexFuturesOrderStatus(object):
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NotTraded = 0
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PartialTraded = 1
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Finished = 2
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########################################################################
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class Order(object):
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_lastLocalId = 0
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#----------------------------------------------------------------------
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def __init__(self):
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Order._lastLocalId += 1
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self.localId = str(Order._lastLocalId)
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self.remoteId = None
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self.vtOrder = None # type: VtOrderData
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########################################################################
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class Symbol(object):
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#----------------------------------------------------------------------
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def __init__(self):
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self.v3 = None # type: str # BTC_USD_1891201
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self.ui = None # type: str # BTC_USD_NEXTWEEK
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self.v1Symbol = None # type: str # btc_usd
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self.uiSymbol = None # type: str # btc_usd
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self.easySymbol = None # type: str # btc
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self.localContractTYpe = None # type: str # THISWEEK
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self.remoteContractType = None # type: str # this_week
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########################################################################
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class ChannelType(Enum):
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Login = 1
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ForecastPrice = 2
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Tick = 3
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Depth = 4
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Trade = 5
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Index = 6
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UserTrade = 7
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UserInfo = 8
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Position = 9
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Order = 10
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########################################################################
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class Channel(object):
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#----------------------------------------------------------------------
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def __init__(self, type_, symbol=None, remoteContractType=None, extra_=None):
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self.type = type_
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self.symbol = symbol
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self.remoteContractType = remoteContractType
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self.extra = extra_
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########################################################################
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class OkexFuturesGateway(VtGateway):
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"""OKEX期货交易接口"""
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#----------------------------------------------------------------------
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def __init__(self, eventEngine, gatewayName='OKEXFUTURES'):
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"""Constructor"""
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super(OkexFuturesGateway, self).__init__(eventEngine, gatewayName)
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self.exchange = constant.EXCHANGE_OKEXFUTURE
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self.apiKey = None # type: str
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self.apiSecret = None # type: str
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self.apiPassphrase = None # type: str
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self.restClient = OkexFuturesRestBaseV3()
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self.webSocket = OkexFuturesWebSocketBase()
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self.webSocket.onPacket = self.onWebSocketPacket
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self.webSocket.unpackData = self.webSocketUnpackData
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self.leverRate = 1
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self.symbols = []
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self._symbolDict = {} # type: Dict[str, Symbol]
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self.tradeID = 0
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self._orders = {} # type: Dict[str, Order]
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self._remoteIds = {} # type: Dict[str, Order]
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self._lastTicker = None # type: VtTickData
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self._utcOffset = datetime.now() - datetime.utcnow()
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#----------------------------------------------------------------------
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def readConfig(self):
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"""
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从json文件中读取设置，并将其内容返回为一个dict
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:一个一个return:
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"""
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fileName = self.gatewayName + '_connect.json'
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filePath = getJsonPath(fileName, __file__)
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try:
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with open(filePath, 'rt') as f:
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return json.load(f)
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except IOError:
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log = VtLogData()
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log.gatewayName = self.gatewayName
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log.logContent = u'读取连接配置出错，请检查'
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# todo: pop a message box is better
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self.onLog(log)
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return None
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#----------------------------------------------------------------------
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def loadSetting(self):
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"""载入设置"""
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setting = self.readConfig()
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if setting:
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"""连接"""
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# 载入json文件
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try:
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# todo: check by predefined settings names and types
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# or check by validator
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self.apiKey = str(setting['apiKey'])
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self.apiSecret = str(setting['secretKey'])
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self.apiPassphrase = str(setting['passphrase'])
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self.leverRate = setting['leverRate']
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self.symbols = setting['symbols']
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except KeyError:
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log = VtLogData()
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log.gatewayName = self.gatewayName
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log.logContent = u'连接配置缺少字段，请检查'
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self.onLog(log)
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return
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#----------------------------------------------------------------------
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def connect(self):
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"""连接"""
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self.loadSetting()
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self.restClient.init(self.apiKey, self.apiSecret, self.apiPassphrase)
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self.webSocket.init(self.apiKey, self.apiSecret, self.apiPassphrase)
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self.restClient.start()
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self.webSocket.start()
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self.queryContracts()
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#----------------------------------------------------------------------
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def subscribe(self, subscribeReq): # type: (VtSubscribeReq)->None
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"""订阅行情"""
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s = self.parseSymbol(subscribeReq.symbol)
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remoteSymbol = s.v1Symbol.lower()
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remoteContractType = s.remoteContractType
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# ticker
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self.webSocket.sendPacket({
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'event': 'addChannel',
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'channel':
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'ok_sub_futureusd_' + remoteSymbol.lower() + '_ticker_' + remoteContractType
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})
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# depth
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self.webSocket.sendPacket({
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'event': 'addChannel',
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'channel':
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'ok_sub_futureusd_' + remoteSymbol.lower() + '_depth' + remoteContractType + '_5'
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})
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#----------------------------------------------------------------------
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|
||||||
def subscribeUserTrade(self):
|
|
||||||
self.webSocket.sendPacket({
|
|
||||||
'event': 'addChannel',
|
|
||||||
'channel': 'ok_sub_futureusd_trades'
|
|
||||||
})
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _writeError(self, msg): # type: (str)->None
|
|
||||||
e = VtErrorData()
|
|
||||||
e.gatewayName = self.gatewayName
|
|
||||||
e.errorMsg = msg
|
|
||||||
self.onError(e)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _getOrderByLocalId(self, localId):
|
|
||||||
"""从本地Id获取对应的内部Order对象"""
|
|
||||||
if localId in self._orders:
|
|
||||||
return self._orders[localId]
|
|
||||||
return None
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _getOrderByRemoteId(self, remoteId):
|
|
||||||
"""从Api的OrderId获取对应的内部Order对象"""
|
|
||||||
if remoteId in self._remoteIds:
|
|
||||||
return self._remoteIds[remoteId]
|
|
||||||
return None
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _saveRemoteId(self, remoteId, myorder):
|
|
||||||
"""将remoteId和队友的"""
|
|
||||||
myorder.remoteId = remoteId
|
|
||||||
self._remoteIds[remoteId] = myorder
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _generateLocalOrder(self, symbol, price, volume, direction, offset):
|
|
||||||
myorder = Order()
|
|
||||||
localId = myorder.localId
|
|
||||||
self._orders[localId] = myorder
|
|
||||||
myorder.vtOrder = VtOrderData.createFromGateway(self,
|
|
||||||
localId,
|
|
||||||
symbol,
|
|
||||||
self.exchange,
|
|
||||||
price,
|
|
||||||
volume,
|
|
||||||
direction,
|
|
||||||
offset)
|
|
||||||
return myorder
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def parseSymbol(self, symbol):
|
|
||||||
return self._symbolDict[symbol]
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def sendOrder(self, vtRequest): # type: (VtOrderReq)->str
|
|
||||||
"""发单"""
|
|
||||||
symbol = self.parseSymbol(vtRequest.symbol).v3
|
|
||||||
myorder = self._generateLocalOrder(symbol,
|
|
||||||
vtRequest.price,
|
|
||||||
vtRequest.volume,
|
|
||||||
vtRequest.direction,
|
|
||||||
vtRequest.offset)
|
|
||||||
|
|
||||||
orderType = _orderTypeMap[(vtRequest.direction, vtRequest.offset)] # 开多、开空、平多、平空
|
|
||||||
|
|
||||||
data = {
|
|
||||||
'client_oid': None,
|
|
||||||
'instrument_id': symbol,
|
|
||||||
'type': orderType,
|
|
||||||
'size': vtRequest.volume,
|
|
||||||
'leverage': self.leverRate,
|
|
||||||
}
|
|
||||||
if vtRequest.priceType == constant.PRICETYPE_MARKETPRICE:
|
|
||||||
data['match_price'] = '1'
|
|
||||||
else:
|
|
||||||
data['price'] = vtRequest.price
|
|
||||||
|
|
||||||
self.restClient.addRequest('POST', '/api/futures/v3/order',
|
|
||||||
callback=self._onOrderSent,
|
|
||||||
onFailed=self._onSendOrderFailed,
|
|
||||||
data=data,
|
|
||||||
extra=myorder
|
|
||||||
)
|
|
||||||
return myorder.vtOrder.vtOrderID
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def cancelOrder(self, vtCancel): # type: (VtCancelOrderReq)->None
|
|
||||||
"""撤单"""
|
|
||||||
myorder = self._getOrderByLocalId(vtCancel.orderID)
|
|
||||||
assert myorder is not None, u"理论上是无法取消一个不存在的本地单的"
|
|
||||||
|
|
||||||
symbol = vtCancel.symbol
|
|
||||||
remoteId = myorder.remoteId
|
|
||||||
|
|
||||||
path = '/api/futures/v3/cancel_order/' + symbol + '/' + remoteId
|
|
||||||
self.restClient.addRequest('POST', path,
|
|
||||||
callback=self._onOrderCanceled,
|
|
||||||
onFailed=self._onCancelOrderFailed,
|
|
||||||
data={
|
|
||||||
'instrument_id': symbol,
|
|
||||||
'order_id': remoteId
|
|
||||||
},
|
|
||||||
extra=myorder
|
|
||||||
)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def queryContracts(self):
|
|
||||||
return self.restClient.addRequest('GET', '/api/futures/v3/instruments',
|
|
||||||
callback=self._onQueryContracts,
|
|
||||||
)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def queryOrders(self, symbol, status): # type: (str, OkexFuturesOrderStatus)->None
|
|
||||||
"""
|
|
||||||
:param symbol:
|
|
||||||
:param status: OkexFuturesOrderStatus
|
|
||||||
:return:
|
|
||||||
"""
|
|
||||||
symbol = self.parseSymbol(symbol).v3
|
|
||||||
path = '/api/futures/v3/orders/' + symbol
|
|
||||||
self.restClient.addRequest("POST", path,
|
|
||||||
data={
|
|
||||||
'status': status,
|
|
||||||
'instrument_id': symbol,
|
|
||||||
# 'from': 0,
|
|
||||||
# 'to': 2,
|
|
||||||
# 'limit': 100,
|
|
||||||
},
|
|
||||||
callback=self._onQueryOrders,
|
|
||||||
)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def qryAccount(self):
|
|
||||||
"""查询账户资金
|
|
||||||
Okex 的API变化太大，不单独实现API了，所有东西都封装在这里面
|
|
||||||
"""
|
|
||||||
return self.restClient.addRequest('GET', '/api/futures/v3/accounts',
|
|
||||||
callback=self._onQryAccounts,
|
|
||||||
)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _onQryAccounts(self, data, _):
|
|
||||||
if 'info' not in data:
|
|
||||||
raise ApiError("unable to parse account data")
|
|
||||||
|
|
||||||
for easySymbol, detail in data['info'].items(): # type: str, dict
|
|
||||||
acc = VtAccountData()
|
|
||||||
acc.gatewayName = self.gatewayName
|
|
||||||
acc.accountID = easySymbol
|
|
||||||
acc.vtAccountID = acc.gatewayName + '.' + acc.accountID
|
|
||||||
|
|
||||||
acc.balance = detail.get('equity', 0)
|
|
||||||
acc.available = detail['total_avail_balance']
|
|
||||||
if 'contracts' in detail:
|
|
||||||
keys = {'available_qty': 'available_qty',
|
|
||||||
'fixed_balance': 'fixed_balance',
|
|
||||||
'margin_for_unfilled': 'margin',
|
|
||||||
'margin_frozen': 'margin',
|
|
||||||
'realized_pnl': 'realized_pnl',
|
|
||||||
'unrealized_pnl': 'unrealized_pnl'}
|
|
||||||
for v in keys.values():
|
|
||||||
detail[v] = 0.0
|
|
||||||
for c in detail['contracts']:
|
|
||||||
for k, v in keys.items():
|
|
||||||
detail[v] += float(c[k])
|
|
||||||
acc.margin = detail['margin']
|
|
||||||
acc.positionProfit = data.get('unrealized_pnl', 0)
|
|
||||||
acc.closeProfit = data.get('realized_pnl', 0)
|
|
||||||
self.onAccount(acc)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def qryPosition(self):
|
|
||||||
"""查询持仓"""
|
|
||||||
return self.restClient.addRequest('GET', '/api/futures/v3/position',
|
|
||||||
callback=self._onQueryPosition,
|
|
||||||
)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def close(self):
|
|
||||||
"""关闭"""
|
|
||||||
self.restClient.stop()
|
|
||||||
self.webSocket.stop()
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _onOrderSent(self, data, request): #type: (dict, Request)->None
|
|
||||||
"""下单回调"""
|
|
||||||
# errorCode = data['error_code'],
|
|
||||||
# errorMessage = data['error_message'],
|
|
||||||
myorder = request.extra # type: Order
|
|
||||||
remoteId = data['order_id']
|
|
||||||
if remoteId != '-1':
|
|
||||||
myorder.remoteId = remoteId
|
|
||||||
myorder.vtOrder.status = constant.STATUS_NOTTRADED
|
|
||||||
self._saveRemoteId(myorder.remoteId, myorder)
|
|
||||||
else:
|
|
||||||
myorder.vtOrder.status = constant.STATUS_REJECTED
|
|
||||||
self.onOrder(myorder.vtOrder)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _onSendOrderFailed(self, _, request): # type:(int, Request)->None
|
|
||||||
myorder = request.extra # type: Order
|
|
||||||
myorder.vtOrder.status = constant.STATUS_REJECTED
|
|
||||||
self.onOrder(myorder.vtOrder)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _onOrderCanceled(self, data, request): #type: (dict, Request)->None
|
|
||||||
myorder = request.extra # type: Order
|
|
||||||
result = data['result']
|
|
||||||
if result is True:
|
|
||||||
myorder.vtOrder.status = constant.STATUS_CANCELLED
|
|
||||||
self.onOrder(myorder.vtOrder)
|
|
||||||
else:
|
|
||||||
# todo: more detail about error
|
|
||||||
print('failed to cancel order: ' + json.dumps(data))
|
|
||||||
self._writeError('Failed to cancel order {}'.format(myorder.localId))
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _onCancelOrderFailed(self, _, request): # type:(int, Request)->None
|
|
||||||
myorder = request.extra # type: Order
|
|
||||||
self._writeError(u'Failed to cancel order {}'.format(myorder.localId))
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _onQueryContracts(self, data, _): #type: (dict, Request)->None
|
|
||||||
|
|
||||||
# 首先建立THISWEEK, NEXTWEEK, QUARTER和相应Contract的映射
|
|
||||||
symbols = set()
|
|
||||||
for contract in data:
|
|
||||||
symbol = contract['instrument_id']
|
|
||||||
symbols.add(symbol)
|
|
||||||
|
|
||||||
# 一般来说，一个币种对有三种到期日期不同的symbol。
|
|
||||||
# 将这三种symbol按顺序排列，就能依次得到ThisWeek, NextWeek和Quarter三种symbol
|
|
||||||
s2 = defaultdict(list)
|
|
||||||
for symbol in sorted(symbols):
|
|
||||||
easySymbol = symbol[:3]
|
|
||||||
s2[easySymbol].append(symbol)
|
|
||||||
|
|
||||||
# 按顺序取出排列好的symbols，对应上ThisWeek, NextWeek和Quarter
|
|
||||||
# 然后记录下来他们的几种symbols形式和相应的一些常量：
|
|
||||||
# v1Symbol: BTC_USD_THISWEEK
|
|
||||||
# v3Symbol: BTC_USD_181222
|
|
||||||
# easySymbol: btc, eth, ...
|
|
||||||
# remoteContractType: this_week, next_week, ...
|
|
||||||
# localContractType: THISWEEK, NEXTWEEK, ...
|
|
||||||
|
|
||||||
symbolDict = {}
|
|
||||||
for easySymbol, sortedSymbols in s2.items():
|
|
||||||
if len(sortedSymbols) == 3:
|
|
||||||
for contractType, v3symbol in zip(_contractTypeMap.keys(), sortedSymbols):
|
|
||||||
uiSymbol = '{}_USD_{}'.format(easySymbol, contractType) # ETC_USD_THISWEEK
|
|
||||||
remoteContractName = '{}{}'.format(easySymbol, v3symbol[-4:]) # ETC1201
|
|
||||||
|
|
||||||
s = Symbol()
|
|
||||||
s.v1Symbol = '{}_{}'.format(easySymbol.lower(), "usd")
|
|
||||||
s.v3 = v3symbol
|
|
||||||
s.easySymbol = easySymbol
|
|
||||||
s.remoteContractType = _contractTypeMap[contractType]
|
|
||||||
s.localContractTYpe = contractType
|
|
||||||
s.uiSymbol = uiSymbol
|
|
||||||
|
|
||||||
# normal map
|
|
||||||
symbolDict[uiSymbol.upper()] = s
|
|
||||||
symbolDict[uiSymbol.lower()] = s
|
|
||||||
symbolDict[uiSymbol] = s
|
|
||||||
symbolDict[v3symbol] = s
|
|
||||||
|
|
||||||
# switch between '-' and '_'
|
|
||||||
symbolDict[uiSymbol.upper().replace('_', '-')] = s
|
|
||||||
symbolDict[uiSymbol.lower().replace('_', '-')] = s
|
|
||||||
symbolDict[uiSymbol.replace('_', '-')] = s
|
|
||||||
symbolDict[v3symbol.replace('-', '_')] = s
|
|
||||||
|
|
||||||
# BTCUSD181228 BTCUSDTHISWEEK, btcusdthisweek
|
|
||||||
symbolDict[v3symbol.upper().replace('-', '')] = s
|
|
||||||
symbolDict[uiSymbol.upper().replace('_', '')] = s
|
|
||||||
symbolDict[uiSymbol.lower().replace('_', '')] = s
|
|
||||||
|
|
||||||
symbolDict[remoteContractName.upper()] = s
|
|
||||||
symbolDict[remoteContractName.lower()] = s
|
|
||||||
|
|
||||||
# unicode and str
|
|
||||||
for k, v in symbolDict.items():
|
|
||||||
self._symbolDict[str(k)] = v
|
|
||||||
self._symbolDict[unicode(k)] = v
|
|
||||||
|
|
||||||
# 其次响应onContract，也是该函数的本职工作
|
|
||||||
for contract in data:
|
|
||||||
symbol = contract['instrument_id']
|
|
||||||
size = contract['quote_increment'] if 'quote_increment' in contract else contract[
|
|
||||||
'trade_increment'],
|
|
||||||
vtContract = VtContractData.createFromGateway(
|
|
||||||
gateway=self,
|
|
||||||
exchange=self.exchange,
|
|
||||||
symbol=symbol,
|
|
||||||
productClass=constant.PRODUCT_FUTURES,
|
|
||||||
priceTick=contract['tick_size'],
|
|
||||||
size=size,
|
|
||||||
name=symbol,
|
|
||||||
expiryDate=contract['delivery'],
|
|
||||||
underlyingSymbol=contract['underlying_index'],
|
|
||||||
)
|
|
||||||
self.onContract(vtContract)
|
|
||||||
|
|
||||||
# 最后订阅symbols，还有查询其他东西
|
|
||||||
for symbol in self.symbols:
|
|
||||||
s = self.parseSymbol(symbol)
|
|
||||||
# noinspection PyTypeChecker
|
|
||||||
req = VtSubscribeReq()
|
|
||||||
req.symbol = s.v3
|
|
||||||
self.subscribe(req)
|
|
||||||
|
|
||||||
# 查询账户啊，持仓啊，委托单啊之类的东西
|
|
||||||
self.qryAccount()
|
|
||||||
self.qryPosition()
|
|
||||||
|
|
||||||
# 查询所有未成交的委托
|
|
||||||
# v3 API尚未支持该操作
|
|
||||||
# for symbol in symbols:
|
|
||||||
# # noinspection PyTypeChecker
|
|
||||||
# self.queryOrders(symbol, OkexFuturesOrderStatus.NotTraded)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _onQueryOrders(self, data, _): #type: (dict, Request)->None
|
|
||||||
if data['result'] is True:
|
|
||||||
for info in data['orders']:
|
|
||||||
remoteId = info['order_id']
|
|
||||||
tradedVolume = info['filled_qty']
|
|
||||||
|
|
||||||
myorder = self._getOrderByRemoteId(remoteId)
|
|
||||||
if myorder:
|
|
||||||
# 如果订单已经缓存在本地，则尝试更新订单状态
|
|
||||||
|
|
||||||
# 有新交易才推送更新
|
|
||||||
if tradedVolume != myorder.vtOrder.tradedVolume:
|
|
||||||
myorder.vtOrder.tradedVolume = tradedVolume
|
|
||||||
myorder.vtOrder.status = constant.STATUS_PARTTRADED
|
|
||||||
self.onOrder(myorder.vtOrder)
|
|
||||||
else:
|
|
||||||
# 本地无此订单的缓存（例如，用其他工具的下单）
|
|
||||||
# 缓存该订单，并推送
|
|
||||||
symbol = info['instrument_id']
|
|
||||||
direction, offset = remoteOrderTypeToLocal(info['type'])
|
|
||||||
myorder = self._generateLocalOrder(symbol,
|
|
||||||
info['price'],
|
|
||||||
info['size'],
|
|
||||||
direction,
|
|
||||||
offset)
|
|
||||||
myorder.vtOrder.tradedVolume = tradedVolume
|
|
||||||
myorder.remoteId = remoteId
|
|
||||||
self._saveRemoteId(myorder.remoteId, myorder)
|
|
||||||
self.onOrder(myorder.vtOrder)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _onQueryPosition(self, data, _): #type: (dict, Request)->None
|
|
||||||
if 'holding' in data:
|
|
||||||
posex = data['holding']
|
|
||||||
elif 'position' in data:
|
|
||||||
posex = data['position']
|
|
||||||
else:
|
|
||||||
raise ApiError("Failed to parse position data")
|
|
||||||
for pos in posex:
|
|
||||||
symbol = self.parseSymbol(pos['instrument_id']).uiSymbol
|
|
||||||
|
|
||||||
# 多头持仓
|
|
||||||
vtPos = VtPositionData.createFromGateway(
|
|
||||||
gateway=self,
|
|
||||||
exchange=self.exchange,
|
|
||||||
symbol=symbol,
|
|
||||||
direction=constant.DIRECTION_NET,
|
|
||||||
position=pos['long_qty'],
|
|
||||||
price=pos['long_avg_cost'],
|
|
||||||
)
|
|
||||||
self.onPosition(vtPos)
|
|
||||||
|
|
||||||
# 多头持仓
|
|
||||||
vtPos = VtPositionData.createFromGateway(
|
|
||||||
gateway=self,
|
|
||||||
exchange=self.exchange,
|
|
||||||
symbol=symbol,
|
|
||||||
direction=constant.DIRECTION_NET,
|
|
||||||
position=pos['short_qty'],
|
|
||||||
price=pos['short_avg_cost'],
|
|
||||||
)
|
|
||||||
self.onPosition(vtPos)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
@staticmethod
|
|
||||||
def webSocketUnpackData(data):
|
|
||||||
"""重载websocket.unpackData"""
|
|
||||||
return json.loads(zlib.decompress(data, -zlib.MAX_WBITS))
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def onWebSocketPacket(self, packets):
|
|
||||||
for packet in packets:
|
|
||||||
channelName = None
|
|
||||||
if 'channel' in packet:
|
|
||||||
channelName = packet['channel']
|
|
||||||
if not channelName or channelName == 'addChannel':
|
|
||||||
return
|
|
||||||
|
|
||||||
data = packet['data']
|
|
||||||
channel = parseChannel(channelName) # type: Channel
|
|
||||||
if not channel:
|
|
||||||
print("unknown websocket channel : ", json.dumps(packet, indent=2))
|
|
||||||
return
|
|
||||||
try:
|
|
||||||
if channel.type == ChannelType.Tick:
|
|
||||||
uiSymbol = remoteSymbolToLocal(channel.symbol,
|
|
||||||
remoteContractTypeToLocal(
|
|
||||||
channel.remoteContractType))
|
|
||||||
if self._lastTicker is None:
|
|
||||||
self._lastTicker = VtTickData.createFromGateway(
|
|
||||||
gateway=self,
|
|
||||||
symbol=uiSymbol,
|
|
||||||
exchange=self.exchange,
|
|
||||||
lastPrice=float(data['last']),
|
|
||||||
lastVolume=float(data['vol']),
|
|
||||||
highPrice=float(data['high']),
|
|
||||||
lowPrice=float(data['low']),
|
|
||||||
openInterest=float(data['hold_amount']),
|
|
||||||
lowerLimit=float(data['limitLow']),
|
|
||||||
upperLimit=float(data['limitHigh']),
|
|
||||||
)
|
|
||||||
else:
|
|
||||||
self._lastTicker.lastPrice = float(data['last'])
|
|
||||||
self._lastTicker.lastVolume = float(data['vol'])
|
|
||||||
self._lastTicker.highPrice = float(data['high'])
|
|
||||||
self._lastTicker.lowPrice = float(data['low'])
|
|
||||||
self._lastTicker.openInterest = float(data['hold_amount'])
|
|
||||||
self._lastTicker.lowerLimit = float(data['limitLow'])
|
|
||||||
self._lastTicker.upperLimit = float(data['limitHigh'])
|
|
||||||
self._lastTicker.datetime = datetime.now()
|
|
||||||
self._lastTicker.date = self._lastTicker.datetime.strftime('%Y%m%d')
|
|
||||||
self._lastTicker.time = self._lastTicker.datetime.strftime('%H:%M:%S')
|
|
||||||
self.onTick(self._lastTicker)
|
|
||||||
elif channel.type == ChannelType.Depth:
|
|
||||||
|
|
||||||
asks = data['asks']
|
|
||||||
bids = data['bids']
|
|
||||||
if self._lastTicker is not None:
|
|
||||||
timestamp = float(data['timestamp'])
|
|
||||||
ts = datetime.utcfromtimestamp(timestamp/1000) + self._utcOffset
|
|
||||||
|
|
||||||
self._lastTicker.askPrice1 = asks[0][0]
|
|
||||||
self._lastTicker.askPrice2 = asks[1][0]
|
|
||||||
self._lastTicker.askPrice3 = asks[2][0]
|
|
||||||
self._lastTicker.askPrice4 = asks[3][0]
|
|
||||||
self._lastTicker.askPrice5 = asks[4][0]
|
|
||||||
self._lastTicker.askVolume1 = asks[0][1]
|
|
||||||
self._lastTicker.askVolume2 = asks[1][1]
|
|
||||||
self._lastTicker.askVolume3 = asks[2][1]
|
|
||||||
self._lastTicker.askVolume4 = asks[3][1]
|
|
||||||
self._lastTicker.askVolume5 = asks[4][1]
|
|
||||||
|
|
||||||
self._lastTicker.bidPrice1 = bids[0][0]
|
|
||||||
self._lastTicker.bidPrice2 = bids[1][0]
|
|
||||||
self._lastTicker.bidPrice3 = bids[2][0]
|
|
||||||
self._lastTicker.bidPrice4 = bids[3][0]
|
|
||||||
self._lastTicker.bidPrice5 = bids[4][0]
|
|
||||||
self._lastTicker.bidVolume1 = bids[0][1]
|
|
||||||
self._lastTicker.bidVolume2 = bids[1][1]
|
|
||||||
self._lastTicker.bidVolume3 = bids[2][1]
|
|
||||||
self._lastTicker.bidVolume4 = bids[3][1]
|
|
||||||
self._lastTicker.bidVolume5 = bids[4][1]
|
|
||||||
self._lastTicker.datetime = ts
|
|
||||||
self._lastTicker.date = self._lastTicker.datetime.strftime('%Y%m%d')
|
|
||||||
self._lastTicker.time = self._lastTicker.datetime.strftime('%H:%M:%S')
|
|
||||||
self.onTick(self._lastTicker)
|
|
||||||
elif channel.type == ChannelType.Position:
|
|
||||||
symbol = data['symbol']
|
|
||||||
positions = data['positions']
|
|
||||||
for pos in positions:
|
|
||||||
if pos['position'] == '1':
|
|
||||||
direction = constant.DIRECTION_LONG
|
|
||||||
else:
|
|
||||||
direction = constant.DIRECTION_SHORT
|
|
||||||
total = pos['hold_amount']
|
|
||||||
usable = pos['eveningup']
|
|
||||||
# margin = _tryGetValue(pos, 'margin', 'fixmargin')
|
|
||||||
profit = _tryGetValue(pos, 'profitreal', 'realized')
|
|
||||||
symbol = self.parseSymbol(pos['contract_name']).uiSymbol
|
|
||||||
self.onPosition(VtPositionData.createFromGateway(
|
|
||||||
gateway=self,
|
|
||||||
exchange=self.exchange,
|
|
||||||
symbol=symbol,
|
|
||||||
direction=direction,
|
|
||||||
position=total,
|
|
||||||
frozen=total - usable,
|
|
||||||
price=pos['avgprice'],
|
|
||||||
profit=profit,
|
|
||||||
))
|
|
||||||
elif channel.type == ChannelType.UserInfo:
|
|
||||||
# ws 的acc没有分货币，没法用
|
|
||||||
pass
|
|
||||||
elif channel.type == ChannelType.UserTrade:
|
|
||||||
tradeID = str(self.tradeID)
|
|
||||||
self.tradeID += 1
|
|
||||||
order = self._getOrderByRemoteId(data['orderid'])
|
|
||||||
if order:
|
|
||||||
self.onTrade(VtTradeData.createFromOrderData(
|
|
||||||
order=order.vtOrder,
|
|
||||||
tradeID=tradeID,
|
|
||||||
tradePrice=data['price'],
|
|
||||||
|
|
||||||
# todo: 这里应该填写的到底是order总共成交了的数量，还是该次trade成交的数量
|
|
||||||
tradeVolume=data['deal_amount'],
|
|
||||||
))
|
|
||||||
else:
|
|
||||||
# todo: 与order无关联的trade该如何处理？
|
|
||||||
# uiSymbol = remoteSymbolToLocal(info.symbol,
|
|
||||||
# remoteContractTypeToLocal(info.remoteContractType))
|
|
||||||
pass
|
|
||||||
except KeyError:
|
|
||||||
print("WebSocket error: parsing {}:\n{}".format(channelName, data))
|
|
||||||
traceback.print_exception(*sys.exc_info())
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
# noinspection PyUnusedLocal
|
|
||||||
def onApiError(self, exceptionType, exceptionValue, tb,
|
|
||||||
request=None # type: Request
|
|
||||||
):
|
|
||||||
msg = traceback.format_exception(exceptionType, exceptionValue, tb)
|
|
||||||
self._writeError(msg)
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def onApiFailed(self, _, request): # type:(int, Request)->None
|
|
||||||
self._writeError(str(request))
|
|
||||||
pass
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def setQryEnabled(self, _):
|
|
||||||
"""dummy function"""
|
|
||||||
pass
|
|
||||||
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def localOrderTypeToRemote(direction, offset): # type: (str, str)->str
|
|
||||||
return _orderTypeMap[(direction, offset)]
|
|
||||||
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def remoteOrderTypeToLocal(orderType): # type: (str)->(str, str)
|
|
||||||
"""
|
|
||||||
:param orderType:
|
|
||||||
:return: direction, offset
|
|
||||||
"""
|
|
||||||
return _orderTypeMapReverse[orderType]
|
|
||||||
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def localContractTypeToRemote(localContractType):
|
|
||||||
return _contractTypeMap[localContractType]
|
|
||||||
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def remoteContractTypeToLocal(remoteContractType):
|
|
||||||
return _contractTypeMapReverse[remoteContractType]
|
|
||||||
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def localSymbolToRemote(symbol): # type: (str)->(OkexFuturesSymbol, OkexFuturesContractType)
|
|
||||||
"""
|
|
||||||
:return: remoteSymbol, remoteContractType
|
|
||||||
"""
|
|
||||||
return _symbolsForUi[symbol]
|
|
||||||
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def remoteSymbolToLocal(remoteSymbol, localContractType):
|
|
||||||
return remoteSymbol.upper() + '_' + localContractType
|
|
||||||
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def remotePrefixToRemoteContractType(prefix):
|
|
||||||
return _prefixForRemoteContractType[prefix]
|
|
||||||
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def parseChannel(channel): # type: (str)->Channel
|
|
||||||
if channel == 'login':
|
|
||||||
return Channel(ChannelType.Login)
|
|
||||||
|
|
||||||
# 还未提供订阅的channel都注释掉
|
|
||||||
# elif channel[4:12] == 'forecast': # eg: 'btc_forecast_price'
|
|
||||||
# return SymbolChannel(ChannelType.ForecastPrice, channel[:3])
|
|
||||||
|
|
||||||
sp = channel.split('_')
|
|
||||||
if sp[-1] == 'trades': # eg: 'ok_sub_futureusd_trades'
|
|
||||||
return Channel(ChannelType.UserTrade)
|
|
||||||
# if sp[-1] == 'userinfo': # eg: 'ok_sub_futureusd_btc_userinfo'
|
|
||||||
# return Channel(ChannelType.UserInfo)
|
|
||||||
# if sp[-1] == 'index': # eg: 'ok_sub_futureusd_btc_index'
|
|
||||||
# return SymbolChannel(ChannelType.Index, channel[17:20])
|
|
||||||
if sp[-1] == 'positions': # eg: 'ok_sub_futureusd_positions'
|
|
||||||
return Channel(ChannelType.Position)
|
|
||||||
|
|
||||||
if sp[-1] == 'userinfo': # eg: 'ok_sub_futureusd_positions'
|
|
||||||
return Channel(ChannelType.UserInfo)
|
|
||||||
|
|
||||||
lsp = len(sp)
|
|
||||||
if sp[-1] == 'quarter':
|
|
||||||
if lsp == 7:
|
|
||||||
_, _, _, easySymbol, crash, typeName, contractTypePrefix = sp
|
|
||||||
return Channel(ChannelType.Tick,
|
|
||||||
easySymbol + '_' + crash,
|
|
||||||
remotePrefixToRemoteContractType(contractTypePrefix))
|
|
||||||
elif sp[-1] == 'week':
|
|
||||||
if lsp == 8:
|
|
||||||
_, _, _, easySymbol, crash, typeName, contractTypePrefix, _ = sp
|
|
||||||
return Channel(ChannelType.Tick,
|
|
||||||
easySymbol + '_' + crash,
|
|
||||||
remotePrefixToRemoteContractType(contractTypePrefix))
|
|
||||||
if sp[-1] == '5':
|
|
||||||
if lsp == 7: # eg "ok_sub_futureusd_eth_usd_depthquarter_5"
|
|
||||||
_, _, _, easySymbol, crash, typeName_contractTypePrefix, depth = sp
|
|
||||||
return Channel(ChannelType.Depth, easySymbol + '_' + crash,
|
|
||||||
remotePrefixToRemoteContractType(typeName_contractTypePrefix[5:]),
|
|
||||||
depth)
|
|
||||||
if lsp == 8: # eg "ok_sub_futureusd_eth_usd_depthnext_week_5"
|
|
||||||
_, _, _, easySymbol, crash, typeName_contractTypePrefix, _, depth = sp
|
|
||||||
return Channel(ChannelType.Depth, easySymbol + '_' + crash,
|
|
||||||
remotePrefixToRemoteContractType(typeName_contractTypePrefix[5:]),
|
|
||||||
depth)
|
|
||||||
|
|
||||||
|
|
||||||
#----------------------------------------------------------------------
|
|
||||||
def _tryGetValue(dict, *keys):
|
|
||||||
"""尝试从字典中获取某些键中的一个"""
|
|
||||||
for k in keys:
|
|
||||||
if k in dict:
|
|
||||||
return dict[k]
|
|
||||||
return None
|
|
||||||
|
|
||||||
|
|
||||||
_prefixForRemoteContractType = {v.split('_')[0]: v for k, v in
|
|
||||||
OkexFuturesContractType.__dict__.items() if
|
|
||||||
not k.startswith('_')}
|
|
||||||
|
|
||||||
_orderTypeMap = {
|
|
||||||
(constant.DIRECTION_LONG, constant.OFFSET_OPEN): OkexFuturesOrderType.OpenLong,
|
|
||||||
(constant.DIRECTION_SHORT, constant.OFFSET_OPEN): OkexFuturesOrderType.OpenShort,
|
|
||||||
(constant.DIRECTION_LONG, constant.OFFSET_CLOSE): OkexFuturesOrderType.CloseLong,
|
|
||||||
(constant.DIRECTION_SHORT, constant.OFFSET_CLOSE): OkexFuturesOrderType.CloseShort,
|
|
||||||
}
|
|
||||||
_orderTypeMapReverse = {v: k for k, v in _orderTypeMap.items()}
|
|
||||||
|
|
||||||
_contractTypeMap = {
|
|
||||||
k.upper(): v for k, v in OkexFuturesContractType.__dict__.items() if not k.startswith('_')
|
|
||||||
}
|
|
||||||
_contractTypeMapReverse = {v: k for k, v in _contractTypeMap.items()}
|
|
||||||
|
|
||||||
_easySymbols = {
|
|
||||||
v for k, v in OkexFuturesEasySymbol.__dict__.items() if not k.startswith('_')
|
|
||||||
}
|
|
||||||
|
|
||||||
_remoteSymbols = {
|
|
||||||
v for k, v in OkexFuturesSymbol.__dict__.items() if not k.startswith('_')
|
|
||||||
}
|
|
||||||
|
|
||||||
# symbols for ui,
|
|
||||||
# keys:给用户看的symbols : f"{internalSymbol}_{contractType}"
|
|
||||||
# values: API接口使用的symbol和contractType字段
|
|
||||||
_symbolsForUi = {(remoteSymbol.upper() + '_' + upperContractType.upper())
|
|
||||||
: (remoteSymbol, remoteContractType)
|
|
||||||
for remoteSymbol in _remoteSymbols
|
|
||||||
for upperContractType, remoteContractType in
|
|
||||||
_contractTypeMap.items()
|
|
||||||
} # type: Dict[str, List[str, str]]
|
|
||||||
_symbolsForUiReverse = {v: k for k, v in _symbolsForUi.items()}
|
|
||||||
|
|
||||||
_channel_for_subscribe = {
|
|
||||||
'ok_sub_futureusd_' + easySymbol + '_ticker_' + remoteContractType
|
|
||||||
: (easySymbol, remoteContractType)
|
|
||||||
for easySymbol in _easySymbols
|
|
||||||
for remoteContractType in _contractTypeMap.values()
|
|
||||||
}
|
|
||||||
6
examples/VnTrader/HUOBI_connect.json
Normal file
6
examples/VnTrader/HUOBI_connect.json
Normal file
@ -0,0 +1,6 @@
|
|||||||
|
{
|
||||||
|
"exchange": "huobi",
|
||||||
|
"accessKey": "",
|
||||||
|
"secretKey": "",
|
||||||
|
"symbols": ["btcusdt","ethusdt","ethbtc"]
|
||||||
|
}
|
||||||
@ -25,7 +25,7 @@ from vnpy.trader.uiQt import createQApp
|
|||||||
from vnpy.trader.uiMainWindow import MainWindow
|
from vnpy.trader.uiMainWindow import MainWindow
|
||||||
|
|
||||||
# 加载底层接口
|
# 加载底层接口
|
||||||
from vnpy.trader.gateway import (ctpGateway, ibGateway)
|
from vnpy.trader.gateway import (ctpGateway, ibGateway, huobiGateway)
|
||||||
|
|
||||||
if system == 'Linux':
|
if system == 'Linux':
|
||||||
from vnpy.trader.gateway import xtpGateway
|
from vnpy.trader.gateway import xtpGateway
|
||||||
@ -54,6 +54,7 @@ def main():
|
|||||||
# 添加交易接口
|
# 添加交易接口
|
||||||
me.addGateway(ctpGateway)
|
me.addGateway(ctpGateway)
|
||||||
me.addGateway(ibGateway)
|
me.addGateway(ibGateway)
|
||||||
|
me.addGateway(huobiGateway)
|
||||||
|
|
||||||
if system == 'Windows':
|
if system == 'Windows':
|
||||||
me.addGateway(femasGateway)
|
me.addGateway(femasGateway)
|
||||||
|
|||||||
@ -1,8 +0,0 @@
|
|||||||
{
|
|
||||||
"exchange": "hadax",
|
|
||||||
"accessKey": "请在火币申请",
|
|
||||||
"secretKey": "请在火币申请",
|
|
||||||
"symbols": ["aaceth"],
|
|
||||||
"proxyHost": "127.0.0.1",
|
|
||||||
"proxyPort": 1080
|
|
||||||
}
|
|
||||||
@ -8,4 +8,4 @@ gatewayClass = HuobiGateway
|
|||||||
gatewayName = 'HUOBI'
|
gatewayName = 'HUOBI'
|
||||||
gatewayDisplayName = u'火币'
|
gatewayDisplayName = u'火币'
|
||||||
gatewayType = vtConstant.GATEWAYTYPE_BTC
|
gatewayType = vtConstant.GATEWAYTYPE_BTC
|
||||||
gatewayQryEnabled = True
|
gatewayQryEnabled = False
|
||||||
File diff suppressed because it is too large
Load Diff
Loading…
Reference in New Issue
Block a user