[Mod] remove unecessary code
This commit is contained in:
vn.py
parent
719aa2ac49
commit
ebf49abfcb
@ -4,28 +4,28 @@ from vnpy.trader.engine import MainEngine
|
||||
from vnpy.trader.ui import MainWindow, create_qapp
|
||||
|
||||
from vnpy.gateway.binance import BinanceGateway
|
||||
#from vnpy.gateway.bitmex import BitmexGateway
|
||||
#from vnpy.gateway.futu import FutuGateway
|
||||
#from vnpy.gateway.ib import IbGateway
|
||||
#from vnpy.gateway.ctp import CtpGateway
|
||||
# from vnpy.gateway.bitmex import BitmexGateway
|
||||
# from vnpy.gateway.futu import FutuGateway
|
||||
# from vnpy.gateway.ib import IbGateway
|
||||
# from vnpy.gateway.ctp import CtpGateway
|
||||
# from vnpy.gateway.ctptest import CtptestGateway
|
||||
#from vnpy.gateway.femas import FemasGateway
|
||||
#from vnpy.gateway.tiger import TigerGateway
|
||||
#from vnpy.gateway.oes import OesGateway
|
||||
#from vnpy.gateway.okex import OkexGateway
|
||||
#from vnpy.gateway.huobi import HuobiGateway
|
||||
#from vnpy.gateway.bitfinex import BitfinexGateway
|
||||
#from vnpy.gateway.onetoken import OnetokenGateway
|
||||
#from vnpy.gateway.okexf import OkexfGateway
|
||||
#from vnpy.gateway.xtp import XtpGateway
|
||||
#from vnpy.gateway.hbdm import HbdmGateway
|
||||
# from vnpy.gateway.femas import FemasGateway
|
||||
# from vnpy.gateway.tiger import TigerGateway
|
||||
# from vnpy.gateway.oes import OesGateway
|
||||
# from vnpy.gateway.okex import OkexGateway
|
||||
# from vnpy.gateway.huobi import HuobiGateway
|
||||
# from vnpy.gateway.bitfinex import BitfinexGateway
|
||||
# from vnpy.gateway.onetoken import OnetokenGateway
|
||||
# from vnpy.gateway.okexf import OkexfGateway
|
||||
# from vnpy.gateway.xtp import XtpGateway
|
||||
# from vnpy.gateway.hbdm import HbdmGateway
|
||||
|
||||
#from vnpy.app.cta_strategy import CtaStrategyApp
|
||||
#from vnpy.app.csv_loader import CsvLoaderApp
|
||||
#from vnpy.app.algo_trading import AlgoTradingApp
|
||||
#from vnpy.app.cta_backtester import CtaBacktesterApp
|
||||
#from vnpy.app.data_recorder import DataRecorderApp
|
||||
#from vnpy.app.risk_manager import RiskManagerApp
|
||||
# from vnpy.app.cta_strategy import CtaStrategyApp
|
||||
# from vnpy.app.csv_loader import CsvLoaderApp
|
||||
# from vnpy.app.algo_trading import AlgoTradingApp
|
||||
# from vnpy.app.cta_backtester import CtaBacktesterApp
|
||||
# from vnpy.app.data_recorder import DataRecorderApp
|
||||
# from vnpy.app.risk_manager import RiskManagerApp
|
||||
|
||||
|
||||
def main():
|
||||
@ -37,28 +37,28 @@ def main():
|
||||
main_engine = MainEngine(event_engine)
|
||||
|
||||
main_engine.add_gateway(BinanceGateway)
|
||||
#main_engine.add_gateway(XtpGateway)
|
||||
#main_engine.add_gateway(CtpGateway)
|
||||
# main_engine.add_gateway(XtpGateway)
|
||||
# main_engine.add_gateway(CtpGateway)
|
||||
# main_engine.add_gateway(CtptestGateway)
|
||||
#main_engine.add_gateway(FemasGateway)
|
||||
#main_engine.add_gateway(IbGateway)
|
||||
#main_engine.add_gateway(FutuGateway)
|
||||
#main_engine.add_gateway(BitmexGateway)
|
||||
#main_engine.add_gateway(TigerGateway)
|
||||
#main_engine.add_gateway(OesGateway)
|
||||
#main_engine.add_gateway(OkexGateway)
|
||||
#main_engine.add_gateway(HuobiGateway)
|
||||
#main_engine.add_gateway(BitfinexGateway)
|
||||
#main_engine.add_gateway(OnetokenGateway)
|
||||
#main_engine.add_gateway(OkexfGateway)
|
||||
#main_engine.add_gateway(HbdmGateway)
|
||||
# main_engine.add_gateway(FemasGateway)
|
||||
# main_engine.add_gateway(IbGateway)
|
||||
# main_engine.add_gateway(FutuGateway)
|
||||
# main_engine.add_gateway(BitmexGateway)
|
||||
# main_engine.add_gateway(TigerGateway)
|
||||
# main_engine.add_gateway(OesGateway)
|
||||
# main_engine.add_gateway(OkexGateway)
|
||||
# main_engine.add_gateway(HuobiGateway)
|
||||
# main_engine.add_gateway(BitfinexGateway)
|
||||
# main_engine.add_gateway(OnetokenGateway)
|
||||
# main_engine.add_gateway(OkexfGateway)
|
||||
# main_engine.add_gateway(HbdmGateway)
|
||||
|
||||
#main_engine.add_app(CtaStrategyApp)
|
||||
#main_engine.add_app(CtaBacktesterApp)
|
||||
#main_engine.add_app(CsvLoaderApp)
|
||||
#main_engine.add_app(AlgoTradingApp)
|
||||
#main_engine.add_app(DataRecorderApp)
|
||||
#main_engine.add_app(RiskManagerApp)
|
||||
# main_engine.add_app(CtaStrategyApp)
|
||||
# main_engine.add_app(CtaBacktesterApp)
|
||||
# main_engine.add_app(CsvLoaderApp)
|
||||
# main_engine.add_app(AlgoTradingApp)
|
||||
# main_engine.add_app(DataRecorderApp)
|
||||
# main_engine.add_app(RiskManagerApp)
|
||||
|
||||
main_window = MainWindow(main_engine, event_engine)
|
||||
main_window.showMaximized()
|
||||
|
||||
@ -1,20 +1,15 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
"""
|
||||
币安交易接口
|
||||
Gateway for Binance Crypto Exchange.
|
||||
"""
|
||||
|
||||
import re
|
||||
import urllib
|
||||
import base64
|
||||
import json
|
||||
import zlib
|
||||
import hashlib
|
||||
import hmac
|
||||
import time
|
||||
from copy import copy
|
||||
from datetime import datetime
|
||||
from threading import Thread
|
||||
|
||||
from vnpy.event import Event
|
||||
from vnpy.api.rest import RestClient, Request
|
||||
@ -57,16 +52,15 @@ ORDERTYPE_VT2BINANCE = {
|
||||
OrderType.MARKET: "MARKET",
|
||||
OrderType.STOP: "STOP_LOSS",
|
||||
}
|
||||
|
||||
ORDERTYPE_BINANCE2VT = {v: k for k, v in ORDERTYPE_VT2BINANCE.items()}
|
||||
|
||||
DIRECTION_VT2BINANCE = {
|
||||
Direction.LONG: "BUY",
|
||||
Direction.SHORT: "SELL"
|
||||
}
|
||||
|
||||
DIRECTION_BINANCE2VT = {v: k for k, v in DIRECTION_VT2BINANCE.items()}
|
||||
|
||||
|
||||
binance_symbols = set()
|
||||
symbol_name_map = {}
|
||||
|
||||
@ -80,15 +74,15 @@ class BinanceGateway(BaseGateway):
|
||||
"key": "",
|
||||
"secret": "",
|
||||
"session_number": 3,
|
||||
"proxy_host": "127.0.0.1",
|
||||
"proxy_port": 2000,
|
||||
"proxy_host": "",
|
||||
"proxy_port": 0,
|
||||
}
|
||||
|
||||
exchanges = [Exchange.BINANCE]
|
||||
|
||||
def __init__(self, event_engine):
|
||||
"""Constructor"""
|
||||
super(BinanceGateway, self).__init__(event_engine, "BINANCE")
|
||||
super().__init__(event_engine, "BINANCE")
|
||||
|
||||
self.order_manager = LocalOrderManager(self)
|
||||
|
||||
@ -106,15 +100,15 @@ class BinanceGateway(BaseGateway):
|
||||
|
||||
self.rest_api.connect(key, secret, session_number,
|
||||
proxy_host, proxy_port)
|
||||
#self.trade_ws_api.connect(key, secret, proxy_host, proxy_port)
|
||||
#self.market_ws_api.connect(key, secret, proxy_host, proxy_port)
|
||||
# self.trade_ws_api.connect(key, secret, proxy_host, proxy_port)
|
||||
# self.market_ws_api.connect(key, secret, proxy_host, proxy_port)
|
||||
|
||||
#self.init_query()
|
||||
# self.init_query()
|
||||
|
||||
def subscribe(self, req: SubscribeRequest):
|
||||
""""""
|
||||
self.market_ws_api.subscribe(req)
|
||||
#self.trade_ws_api.subscribe(req)
|
||||
# self.trade_ws_api.subscribe(req)
|
||||
|
||||
def send_order(self, req: OrderRequest):
|
||||
""""""
|
||||
@ -151,6 +145,7 @@ class BinanceGateway(BaseGateway):
|
||||
self.count = 0
|
||||
self.event_engine.register(EVENT_TIMER, self.process_timer_event)
|
||||
|
||||
|
||||
class BinanceRestApi(RestClient):
|
||||
"""
|
||||
BINANCE REST API
|
||||
@ -448,7 +443,7 @@ class BinanceRestApi(RestClient):
|
||||
gateway_name=self.gateway_name,
|
||||
)
|
||||
|
||||
print("委托查询--远端id：",sys_orderid, "本地Id：", local_orderid)
|
||||
print("委托查询--远端id：", sys_orderid, "本地Id：", local_orderid)
|
||||
self.order_manager.on_order(order)
|
||||
|
||||
self.gateway.write_log("委托信息查询成功")
|
||||
@ -578,7 +573,7 @@ class BinanceWebsocketApiBase(WebsocketClient):
|
||||
|
||||
self.key = ""
|
||||
self.secret = ""
|
||||
#self.sign_host = ""
|
||||
# self.sign_host = ""
|
||||
self.path = ""
|
||||
|
||||
def connect(
|
||||
@ -593,9 +588,9 @@ class BinanceWebsocketApiBase(WebsocketClient):
|
||||
self.key = key
|
||||
self.secret = secret
|
||||
|
||||
#host, path = _split_url(url)
|
||||
#self.sign_host = host
|
||||
#self.path = path
|
||||
# host, path = _split_url(url)
|
||||
# self.sign_host = host
|
||||
# self.path = path
|
||||
|
||||
self.init(url, proxy_host, proxy_port)
|
||||
self.start()
|
||||
@ -603,7 +598,7 @@ class BinanceWebsocketApiBase(WebsocketClient):
|
||||
def login(self):
|
||||
""""""
|
||||
params = {"op": "auth"}
|
||||
#params.update(create_signature(self.key, "GET", self.sign_host, self.path, self.secret))
|
||||
# params.update(create_signature(self.key, "GET", self.sign_host, self.path, self.secret))
|
||||
return self.send_packet(params)
|
||||
|
||||
def on_login(self, packet):
|
||||
@ -616,14 +611,14 @@ class BinanceWebsocketApiBase(WebsocketClient):
|
||||
print("==============unpack_data============")
|
||||
print(data)
|
||||
return json.loads(data)
|
||||
#return json.loads(zlib.decompress(data, zlib.Z_BEST_COMPRESSION))
|
||||
# return json.loads(zlib.decompress(data, zlib.Z_BEST_COMPRESSION))
|
||||
|
||||
def on_packet(self, packet):
|
||||
""""""
|
||||
print("=============on_packet=============")
|
||||
print("event type:"+packet["e"])
|
||||
print("event type:" + packet["e"])
|
||||
print(packet)
|
||||
#if packet["e"] == "executionReport":
|
||||
# if packet["e"] == "executionReport":
|
||||
if "ping" in packet:
|
||||
req = {"pong": packet["ping"]}
|
||||
self.send_packet(req)
|
||||
@ -731,7 +726,7 @@ class BinanceTradeWebsocketApi(BinanceWebsocketApiBase):
|
||||
# Push order event
|
||||
|
||||
order.traded += traded_volume
|
||||
order.status = STATUS_BINANCE2VT.get(packet["X"], None)
|
||||
order.status = STATUS_BINANCE2VT.get(data["X"], None)
|
||||
order.price = float(data["L"])
|
||||
order.time = data["O"]
|
||||
order.symbol = data["s"]
|
||||
@ -760,6 +755,7 @@ class BinanceTradeWebsocketApi(BinanceWebsocketApiBase):
|
||||
""""""
|
||||
self.gateway.on_account(data)
|
||||
|
||||
|
||||
class BinanceDataWebsocketApi(BinanceWebsocketApiBase):
|
||||
""""""
|
||||
|
||||
@ -783,7 +779,7 @@ class BinanceDataWebsocketApi(BinanceWebsocketApiBase):
|
||||
""""""
|
||||
symbol = req.symbol
|
||||
print("============BinanceDataWebsocketApi.subscribe===========")
|
||||
print("symbol"+symbol)
|
||||
print("symbol" + symbol)
|
||||
# Create tick data buffer
|
||||
tick = TickData(
|
||||
symbol=symbol,
|
||||
@ -871,4 +867,4 @@ def _split_url(url):
|
||||
"""
|
||||
result = re.match("\w+://([^/]*)(.*)", url) # noqa
|
||||
if result:
|
||||
return result.group(1), result.group(2)
|
||||
return result.group(1), result.group(2)
|
||||
|
||||
Loading…
Reference in New Issue
Block a user