更新okcoin接口
This commit is contained in:
chenxy123
parent
3bbda28e94
commit
ecb42c4540
@ -166,6 +166,13 @@ class OkCoinApi(object):
|
||||
self.thread = Thread(target=self.ws.run_forever)
|
||||
self.thread.start()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def close(self):
|
||||
"""关闭接口"""
|
||||
if self.thread.isAlive:
|
||||
self.ws.close()
|
||||
self.thread.join()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def sendMarketDataRequest(self, channel):
|
||||
"""发送行情请求"""
|
||||
|
||||
@ -14,6 +14,7 @@ import json
|
||||
from datetime import datetime
|
||||
from copy import copy
|
||||
from threading import Condition
|
||||
from Queue import Queue
|
||||
|
||||
import vnokcoin
|
||||
from vtGateway import *
|
||||
@ -107,8 +108,7 @@ class OkcoinGateway(VtGateway):
|
||||
"""连接"""
|
||||
# 载入json文件
|
||||
fileName = self.gatewayName + '_connect.json'
|
||||
path = os.path.abspath(os.path.dirname(__file__))
|
||||
fileName = os.path.join(path, fileName)
|
||||
fileName = os.getcwd() + '/okcoinGateway/' + fileName
|
||||
|
||||
try:
|
||||
f = file(fileName)
|
||||
@ -181,7 +181,7 @@ class OkcoinGateway(VtGateway):
|
||||
#----------------------------------------------------------------------
|
||||
def close(self):
|
||||
"""关闭"""
|
||||
pass
|
||||
self.api.close()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def initQuery(self):
|
||||
@ -245,6 +245,12 @@ class Api(vnokcoin.OkCoinApi):
|
||||
self.lastOrderID = ''
|
||||
self.orderCondition = Condition()
|
||||
|
||||
self.localNo = 0 # 本地委托号
|
||||
self.localNoQueue = Queue() # 未收到系统委托号的本地委托号队列
|
||||
self.localNoDict = {} # key为本地委托号，value为系统委托号
|
||||
self.orderIdDict = {} # key为系统委托号，value为本地委托号
|
||||
self.cancelDict = {} # key为本地委托号，value为撤单请求
|
||||
|
||||
self.initCallback()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
@ -479,25 +485,28 @@ class Api(vnokcoin.OkCoinApi):
|
||||
return
|
||||
rawData = data['data']
|
||||
|
||||
# 本地和系统委托号
|
||||
orderId = str(rawData['orderId'])
|
||||
localNo = self.orderIdDict[orderId]
|
||||
|
||||
# 委托信息
|
||||
orderID = str(rawData['orderId'])
|
||||
if orderID not in self.orderDict:
|
||||
if orderId not in self.orderDict:
|
||||
order = VtOrderData()
|
||||
order.gatewayName = self.gatewayName
|
||||
|
||||
order.symbol = spotSymbolMap[rawData['symbol']]
|
||||
order.vtSymbol = order.symbol
|
||||
|
||||
order.orderID = str(rawData['orderId'])
|
||||
order.orderID = localNo
|
||||
order.vtOrderID = '.'.join([self.gatewayName, order.orderID])
|
||||
|
||||
order.price = float(rawData['tradeUnitPrice'])
|
||||
order.totalVolume = float(rawData['tradeAmount'])
|
||||
order.direction, priceType = priceTypeMap[rawData['tradeType']]
|
||||
|
||||
self.orderDict[orderID] = order
|
||||
self.orderDict[orderId] = order
|
||||
else:
|
||||
order = self.orderDict[orderID]
|
||||
order = self.orderDict[orderId]
|
||||
|
||||
order.tradedVolume = float(rawData['completedTradeAmount'])
|
||||
order.status = statusMap[rawData['status']]
|
||||
@ -515,7 +524,7 @@ class Api(vnokcoin.OkCoinApi):
|
||||
trade.tradeID = str(rawData['id'])
|
||||
trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID])
|
||||
|
||||
trade.orderID = str(rawData['orderId'])
|
||||
trade.orderID = localNo
|
||||
trade.vtOrderID = '.'.join([self.gatewayName, trade.orderID])
|
||||
|
||||
trade.price = float(rawData['sigTradePrice'])
|
||||
@ -533,25 +542,30 @@ class Api(vnokcoin.OkCoinApi):
|
||||
rawData = data['data']
|
||||
|
||||
for d in rawData['orders']:
|
||||
orderID = str(d['order_id'])
|
||||
self.localNo += 1
|
||||
localNo = str(self.localNo)
|
||||
orderId = str(d['order_id'])
|
||||
|
||||
if orderID not in self.orderDict:
|
||||
self.localNoDict[localNo] = orderId
|
||||
self.orderIdDict[orderId] = localNo
|
||||
|
||||
if orderId not in self.orderDict:
|
||||
order = VtOrderData()
|
||||
order.gatewayName = self.gatewayName
|
||||
|
||||
order.symbol = spotSymbolMap[d['symbol']]
|
||||
order.vtSymbol = order.symbol
|
||||
|
||||
order.orderID = str(d['order_id'])
|
||||
order.orderID = localNo
|
||||
order.vtOrderID = '.'.join([self.gatewayName, order.orderID])
|
||||
|
||||
order.price = d['price']
|
||||
order.totalVolume = d['amount']
|
||||
order.direction, priceType = priceTypeMap[d['type']]
|
||||
|
||||
self.orderDict[orderID] = order
|
||||
self.orderDict[orderId] = order
|
||||
else:
|
||||
order = self.orderDict[orderID]
|
||||
order = self.orderDict[orderId]
|
||||
|
||||
order.tradedVolume = d['deal_amount']
|
||||
order.status = statusMap[d['status']]
|
||||
@ -614,12 +628,22 @@ class Api(vnokcoin.OkCoinApi):
|
||||
def onSpotTrade(self, data):
|
||||
"""委托回报"""
|
||||
rawData = data['data']
|
||||
self.lastOrderID = rawData['order_id']
|
||||
orderId = rawData['order_id']
|
||||
|
||||
# 收到委托号后，通知发送委托的线程返回委托号
|
||||
self.orderCondition.acquire()
|
||||
self.orderCondition.notify()
|
||||
self.orderCondition.release()
|
||||
# 尽管websocket接口的委托号返回是异步的，但经过测试是
|
||||
# 符合先发现回的规律，因此这里通过queue获取之前发送的
|
||||
# 本地委托号，并把它和推送的系统委托号进行映射
|
||||
localNo = self.localNoQueue.get_nowait()
|
||||
|
||||
self.localNoDict[localNo] = orderId
|
||||
self.orderIdDict[orderId] = localNo
|
||||
|
||||
# 检查是否有系统委托号返回前就发出的撤单请求，若有则进
|
||||
# 行撤单操作
|
||||
if localNo in self.cancelDict:
|
||||
req = self.cancelDict[localNo]
|
||||
self.spotCancel(req)
|
||||
del self.cancelDict[localNo]
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onSpotCancelOrder(self, data):
|
||||
@ -633,21 +657,25 @@ class Api(vnokcoin.OkCoinApi):
|
||||
type_ = priceTypeMapReverse[(req.direction, req.priceType)]
|
||||
self.spotTrade(symbol, type_, str(req.price), str(req.volume))
|
||||
|
||||
# 等待发单回调推送委托号信息
|
||||
self.orderCondition.acquire()
|
||||
self.orderCondition.wait()
|
||||
self.orderCondition.release()
|
||||
|
||||
vtOrderID = '.'.join([self.gatewayName, self.lastOrderID])
|
||||
self.lastOrderID = ''
|
||||
# 本地委托号加1，并将对应字符串保存到队列中，返回基于本地委托号的vtOrderID
|
||||
self.localNo += 1
|
||||
self.localNoQueue.put(str(self.localNo))
|
||||
vtOrderID = '.'.join([self.gatewayName, str(self.localNo)])
|
||||
return vtOrderID
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def spotCancel(self, req):
|
||||
"""撤单"""
|
||||
symbol = spotSymbolMapReverse[req.symbol][:4]
|
||||
self.spotCancelOrder(symbol, req.orderID)
|
||||
localNo = req.orderID
|
||||
|
||||
if localNo in self.localNoDict:
|
||||
orderID = self.localNoDict[localNo]
|
||||
self.spotCancelOrder(symbol, orderID)
|
||||
else:
|
||||
# 如果在系统委托号返回前客户就发送了撤单请求，则保存
|
||||
# 在cancelDict字典中，等待返回后执行撤单任务
|
||||
self.cancelDict[localNo] = req
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def generateDateTime(s):
|
||||
|
||||
@ -166,6 +166,13 @@ class OkCoinApi(object):
|
||||
self.thread = Thread(target=self.ws.run_forever)
|
||||
self.thread.start()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def close(self):
|
||||
"""关闭接口"""
|
||||
if self.thread.isAlive:
|
||||
self.ws.close()
|
||||
self.thread.join()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def sendMarketDataRequest(self, channel):
|
||||
"""发送行情请求"""
|
||||
|
||||
Loading…
Reference in New Issue
Block a user