senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

websocket stream and auth and listening stream

Browse Source
This commit is contained in:
vigarbuaa 2019-06-15 13:45:50 +08:00
parent 7be2a90e4c
commit e8e2e1121d
1 changed files with 37 additions and 16 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

53
vnpy/gateway/alpaca/alpaca_gateway.py
View File

@ -392,7 +392,7 @@ class AlpacaWebsocketApi(WebsocketClient):
self.init(WEBSOCKET_HOST, proxy_host, proxy_port)
self.start()
def login(self):
def authenticate(self):
""""""
params={"action":"authenticate", "data": {
"key_id":self.key,"secret_key":self.secret
@ -400,12 +400,13 @@ class AlpacaWebsocketApi(WebsocketClient):
print("string is {} ===".format(params))
self.send_packet(params)
def on_login(self, packet):
def on_authenticate(self):
""""""
print("websocket authenticate success!!! msg: ", packet)
print("websocket authenticate success!!! msg: " )
params={"action":"listen", "data": {
"streams":["account_updates", "trade_updates"]
}}
print("on_authenticate func", params)
self.send_packet(params)
def subscribe(self, req: SubscribeRequest):
@ -422,27 +423,45 @@ class AlpacaWebsocketApi(WebsocketClient):
def on_connected(self):
""""""
self.gateway.write_log("Websocket API连接成功")
self.login()
self.authenticate()
def on_disconnected(self):
""""""
self.gateway.write_log("Websocket API连接断开")
# need debug 20190404
def on_packet(self, packet: dict):
""""""
print("debug on_packet: ", packet)
if "ping" in packet:
# has ping???
req = {"pong": packet["ping"]}
print("ping response: ", req)
self.send_packet(req)
elif "stream" in packet and "data" in packet:
# on_data
pass
if "stream" in packet and "data" in packet:
stream_ret = packet['stream']
data_ret = packet['data']
if(stream_ret == "authorization"):
self.handle_auth(packet)
elif(stream_ret == "listening"):
self.gateway.write_log("listening {}".format(data_ret))
else:
self.ondata(packet)
else:
print("unrecognize mesg", packet)
#parse authenticate/trade/other data here
print("unrecognize msg", packet)
# ----------------------------------------------------------------------
def on_data(self, data):
pass
# ----------------------------------------------------------------------
def handle_auth(self, data):
stream_ret = data['stream']
data_ret = data['data']
print("stream is {}, data is {}".format(stream_ret,data_ret))
if (data_ret['status'] == "authorized"):
print("authorization success!!!")
self.gateway.write_log("authorization success!!!")
self.on_authenticate()
elif (data_ret['status'] == "unauthorized"):
print("authorization failed!!!")
self.gateway.write_log("authorization failed!!!")
else:
print("??unhandled status: ",data)
# ----------------------------------------------------------------------
def on_response(self, data):
@ -467,7 +486,9 @@ class AlpacaWebsocketApi(WebsocketClient):
def on_error(self, exception_type: type, exception_value: Exception, tb):
""""""
print("on_error: ", type, Exception, tb)
pass
sys.stderr.write(
self.exception_detail(exception_type, exception_value, tb )
)
def subscribe_topic(self):
pass