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[Mod] remove unecessary code

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This commit is contained in:
vn.py 2019-06-11 22:59:10 +08:00
parent 719aa2ac49
commit ebf49abfcb
2 changed files with 63 additions and 67 deletions
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80
tests/trader/run.py
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@ -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()

48
vnpy/gateway/binance/binance_gateway.py
View File

@ -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,