348 lines
12 KiB
Python
348 lines
12 KiB
Python
# encoding: UTF-8
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'''
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vn.huobi的gateway接入
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'''
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import os
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import json
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from datetime import datetime
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from copy import copy
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from threading import Condition
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from Queue import Queue
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from threading import Thread
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import vnhuobi
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from vtGateway import *
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########################################################################
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class HuobiGateway(VtGateway):
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"""火币接口"""
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#----------------------------------------------------------------------
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def __init__(self, eventEngine, gatewayName='HUOBI'):
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"""Constructor"""
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super(HuobiGateway, self).__init__(eventEngine, gatewayName)
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self.market = 'cny'
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self.tradeApi = HuobiTradeApi(self)
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self.dataApi = HuobiDataApi(self)
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#----------------------------------------------------------------------
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def connect(self):
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"""连接"""
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# 载入json文件
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fileName = self.gatewayName + '_connect.json'
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path = os.path.abspath(os.path.dirname(__file__))
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fileName = os.path.join(path, fileName)
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try:
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f = file(fileName)
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except IOError:
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log = VtLogData()
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log.gatewayName = self.gatewayName
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log.logContent = u'读取连接配置出错，请检查'
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self.onLog(log)
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return
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# 解析json文件
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setting = json.load(f)
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try:
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accessKey = str(setting['accessKey'])
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secretKey = str(setting['secretKey'])
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interval = setting['interval']
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market = setting['market']
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except KeyError:
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log = VtLogData()
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log.gatewayName = self.gatewayName
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log.logContent = u'连接配置缺少字段，请检查'
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self.onLog(log)
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return
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# 初始化接口
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self.tradeApi.connect(accessKey, secretKey)
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self.writeLog(u'交易接口初始化成功')
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self.dataApi.connect(interval)
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self.writeLog(u'行情接口初始化成功')
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# 启动查询
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#self.initQuery()
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#self.startQuery()
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#----------------------------------------------------------------------
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def writeLog(self, content):
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"""发出日志"""
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log = VtLogData()
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log.gatewayName = self.gatewayName
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log.logContent = content
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self.onLog(log)
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#----------------------------------------------------------------------
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def subscribe(self, subscribeReq):
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"""订阅行情，自动订阅全部行情，无需实现"""
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pass
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#----------------------------------------------------------------------
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def sendOrder(self, orderReq):
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"""发单"""
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pass
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#----------------------------------------------------------------------
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def cancelOrder(self, cancelOrderReq):
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"""撤单"""
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pass
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#----------------------------------------------------------------------
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def qryAccount(self):
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"""查询账户资金"""
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pass
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#----------------------------------------------------------------------
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def qryPosition(self):
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"""查询持仓"""
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pass
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#----------------------------------------------------------------------
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def close(self):
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"""关闭"""
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self.tradeApi.exit()
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self.dataApi.exit()
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#----------------------------------------------------------------------
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def initQuery(self):
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"""初始化连续查询"""
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if self.qryEnabled:
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# 需要循环的查询函数列表
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self.qryFunctionList = [self.qryAccount]
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self.qryCount = 0 # 查询触发倒计时
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self.qryTrigger = 2 # 查询触发点
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self.qryNextFunction = 0 # 上次运行的查询函数索引
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self.startQuery()
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#----------------------------------------------------------------------
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def query(self, event):
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"""注册到事件处理引擎上的查询函数"""
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self.qryCount += 1
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if self.qryCount > self.qryTrigger:
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# 清空倒计时
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self.qryCount = 0
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# 执行查询函数
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function = self.qryFunctionList[self.qryNextFunction]
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function()
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# 计算下次查询函数的索引，如果超过了列表长度，则重新设为0
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self.qryNextFunction += 1
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if self.qryNextFunction == len(self.qryFunctionList):
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self.qryNextFunction = 0
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#----------------------------------------------------------------------
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def startQuery(self):
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"""启动连续查询"""
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self.eventEngine.register(EVENT_TIMER, self.query)
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#----------------------------------------------------------------------
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def setQryEnabled(self, qryEnabled):
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"""设置是否要启动循环查询"""
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self.qryEnabled = qryEnabled
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########################################################################
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class HuobiTradeApi(vnhuobi.TradeApi):
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"""交易接口"""
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#----------------------------------------------------------------------
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def __init__(self, gateway):
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"""Constructor"""
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super(HuobiTradeApi, self).__init__()
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self.gateway = gateway
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self.gatewayName = gateway.gatewayName
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#----------------------------------------------------------------------
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def onError(self, error, reqID):
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"""错误推送"""
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err = VtErrorData()
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err.gatewayName = self.gatewayName
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err.errorMsg = str(error)
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err.errorTime = datetime.now().strftime('%H:%M:%S')
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self.gateway.onError(err)
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#----------------------------------------------------------------------
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def onGetAccountInfo(self, data, reqID):
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"""查询账户回调"""
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# 推送账户数据
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account = VtAccountData()
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account.gatewayName = self.gatewayName
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account.balance = data['net_asset']
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self.gateway.onAccount(account)
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# 推送持仓数据
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if self.market == 'cny':
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posCny = VtPositionData()
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posCny.gatewayName = self.gatewayName
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posCny.position = data['available_cny_display']
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posCny.frozen = data['frozen_cny_display']
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self.gateway.onPosition(posCny)
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posLtc = VtPositionData()
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posLtc.gatewayName = self.gatewayName
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posLtc.position = data['available_ltc_display']
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posLtc.frozen = data['frozen_ltc_display']
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self.gateway.onPosition(posLtc)
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else:
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posUsd = VtPositionData()
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posUsd.gatewayName = self.gatewayName
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posUsd.position = data['available_usd_display']
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posUsd.frozen = data['frozen_usd_display']
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self.gateway.onPosition(posUsd)
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posBtc = VtPositionData()
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posBtc.gatewayName = self.gatewayName
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posBtc.position = data['available_btc_display']
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posBtc.frozen = data['frozen_btc_display']
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self.gateway.onPosition(posBtc)
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#----------------------------------------------------------------------
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def onGetOrders(self, data, reqID):
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"""查询委托回调"""
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for d in data:
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order = VtOrderData()
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order.gatewayName = self.gatewayName
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order
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#----------------------------------------------------------------------
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def onOrderInfo(self, data, reqID):
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"""委托详情回调"""
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print data
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#----------------------------------------------------------------------
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def onBuy(self, data, reqID):
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"""买入回调"""
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print data
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#----------------------------------------------------------------------
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def onSell(self, data, reqID):
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"""卖出回调"""
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print data
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#----------------------------------------------------------------------
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def onBuyMarket(self, data, reqID):
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"""市价买入回调"""
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print data
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#----------------------------------------------------------------------
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def onSellMarket(self, data, reqID):
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"""市价卖出回调"""
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print data
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#----------------------------------------------------------------------
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def onCancelOrder(self, data, reqID):
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"""撤单回调"""
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print data
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#----------------------------------------------------------------------
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def onGetNewDealOrders(self, data, reqID):
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"""查询最新成交回调"""
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print data
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#----------------------------------------------------------------------
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def onGetOrderIdByTradeId(self, data, reqID):
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"""通过成交编号查询委托编号回调"""
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print data
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#----------------------------------------------------------------------
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def onWithdrawCoin(self, data, reqID):
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"""提币回调"""
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print data
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#----------------------------------------------------------------------
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def onCancelWithdrawCoin(self, data, reqID):
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"""取消提币回调"""
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print data
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#----------------------------------------------------------------------
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def onGetWithdrawCoinResult(self, data, reqID):
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"""查询提币结果回调"""
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print data
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#----------------------------------------------------------------------
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def onTransfer(self, data, reqID):
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"""转账回调"""
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print data
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#----------------------------------------------------------------------
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def onLoan(self, data, reqID):
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"""申请杠杆回调"""
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print data
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#----------------------------------------------------------------------
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def onRepayment(self, data, reqID):
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"""归还杠杆回调"""
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print data
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#----------------------------------------------------------------------
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def onLoanAvailable(self, data, reqID):
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"""查询杠杆额度回调"""
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print data
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#----------------------------------------------------------------------
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def onGetLoans(self, data, reqID):
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"""查询杠杆列表"""
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print data
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#----------------------------------------------------------------------
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def connect(self, accessKey, secretKey, market):
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"""连接服务器"""
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self.market = market
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self.init(accessKey, secretKey)
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########################################################################
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class HuobiDataApi(vnhuobi.DataApi):
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"""行情接口"""
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#----------------------------------------------------------------------
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def __init__(self, gateway):
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"""Constructor"""
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super(HuobiDataApi, self).__init__()
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self.gateway = gateway
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#----------------------------------------------------------------------
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def onTick(self, data):
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"""实时成交推送"""
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print data
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#----------------------------------------------------------------------
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def onQuote(self, data):
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"""实时报价推送"""
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print data
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#----------------------------------------------------------------------
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def onDepth(self, data):
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"""实时深度推送"""
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print data
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#----------------------------------------------------------------------
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def connect(self, interval):
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"""连接服务器"""
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self.init(interval)
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