From ecb42c454034b17ce34e6db319f252260cf8df4b Mon Sep 17 00:00:00 2001 From: chenxy123 Date: Thu, 17 Nov 2016 22:00:09 +0800 Subject: [PATCH] =?UTF-8?q?=E6=9B=B4=E6=96=B0okcoin=E6=8E=A5=E5=8F=A3?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vn.okcoin/vnokcoin.py | 7 ++ vn.trader/okcoinGateway/okcoinGateway.py | 82 ++++++++++++++++-------- vn.trader/okcoinGateway/vnokcoin.py | 7 ++ 3 files changed, 69 insertions(+), 27 deletions(-) diff --git a/vn.okcoin/vnokcoin.py b/vn.okcoin/vnokcoin.py index b5da6789..c5ba88bf 100644 --- a/vn.okcoin/vnokcoin.py +++ b/vn.okcoin/vnokcoin.py @@ -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""" diff --git a/vn.trader/okcoinGateway/okcoinGateway.py b/vn.trader/okcoinGateway/okcoinGateway.py index 4c2f38c0..8d524a7e 100644 --- a/vn.trader/okcoinGateway/okcoinGateway.py +++ b/vn.trader/okcoinGateway/okcoinGateway.py @@ -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): diff --git a/vn.trader/okcoinGateway/vnokcoin.py b/vn.trader/okcoinGateway/vnokcoin.py index b5da6789..c5ba88bf 100644 --- a/vn.trader/okcoinGateway/vnokcoin.py +++ b/vn.trader/okcoinGateway/vnokcoin.py @@ -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"""