def main():
global me
ee = EventEngine()
me = MainEngine(ee)
ee.register(EVENT_TICK, on_tick_update)
me.addGateway(ctpGateway)
me.getGateway('CTP').filePath = os.path.join(
os.path.dirname(os.path.abspath(__file__)),
'CTP_connect.simnow.mock.json')
me.connect('CTP')
# 等待 1 秒是为了避免订阅时机 bug
import time
time.sleep(1)
# vt_symbols = ['SR901C5300.CZCE', 'SR901C5200.CZCE']
vt_symbols = ['ru1908.SHFE', 'rb1908.SHFE']
symbols, exchanges = zip(
*[vs.split('.') if '.' in vs else (vs, '') for vs in vt_symbols])
for s, e in zip(symbols, exchanges):
req = VtSubscribeReq()
req.symbol, req.exchange = s, e
me.subscribe(req, 'CTP')
print('Futures subscribed.')
def main():
global me
ee = EventEngine()
me = MainEngine(ee)
ee.register(EVENT_CONTRACT, on_contract)
me.addGateway(ctpGateway)
me.getGateway('CTP').filePath = os.path.join(
os.path.dirname(os.path.abspath(__file__)),
'CTP_connect.simnow.mock.json')
me.connect('CTP')
def run_strategy():
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
ee = EventEngine2()
me = MainEngine(ee)
me.addGateway(gateway)
me.addApp(ctaStrategy)
# ee.register(EVENT_LOG, le.processLogEvent)
# ee.register(EVENT_CTA_LOG, le.processLogEvent)
me.connect(gateway.gatewayName)
gw = me.getGateway(gateway.gatewayName)
cta = me.getApp(ctaStrategy.appName)
cta.settingfilePath = "CTA_setting.json"
cta.loadSetting()
cta.initAll()
cta.startAll()
def main():
"""主程序入口"""
# 创建Qt应用对象
#qApp = createQApp()
# 创建事件引擎
ee = EventEngine()
# 创建主引擎
me = MainEngine(ee)
# 添加交易接口
me.addGateway(okexGateway)
# 添加上层应用
# me.addApp(riskManager)
# me.addApp(ctaStrategy)
# me.addApp(spreadTrading)
# 创建主窗口
#mw = MainWindow(me, ee)
#mw.showMaximized()
#Yifei
#exchange = {
# 'exchange': 'bittrex',
# 'keyFile': '../keys/bittrex.key',
# 'tickerPairA': 'BTC-ETH',
# 'tickerPairB': 'ETH-LTC',
# 'tickerPairC': 'BTC-LTC',
# 'tickerA': 'BTC',
# 'tickerB': 'ETH',
# 'tickerC': 'LTC'
#}
try:
if 0:
exchange = {
'tickerPairA': 'ltc_eth',
'tickerPairB': 'eth_btc',
'tickerPairC': 'ltc_btc',
'tickerA': 'ltc',
'tickerB': 'eth',
'tickerC': 'btc'
}
engine = CryptoEngineTriArbitrage(me, exchange, connected_sig,
True)
me.getGateway('OKEX').set_event(connected_sig)
t = threading.Thread(target=engine.run)
t.start()
exchange = {
'tickerPairA': 'gnx_eth',
'tickerPairB': 'eth_btc',
'tickerPairC': 'gnx_btc',
'tickerA': 'gnx',
'tickerB': 'eth',
'tickerC': 'btc'
}
engine = CryptoEngineTriArbitrage(me, exchange, connected_sig,
True)
me.getGateway('OKEX').set_event(connected_sig)
t = threading.Thread(target=engine.run)
t.start()
exchange = {
'tickerPairA': 'eos_eth',
'tickerPairB': 'eth_btc',
'tickerPairC': 'eos_btc',
'tickerA': 'eos',
'tickerB': 'eth',
'tickerC': 'btc'
}
engine = CryptoEngineTriArbitrage(me, exchange, connected_sig,
True)
me.getGateway('OKEX').set_event(connected_sig)
t = threading.Thread(target=engine.run)
t.start()
exchange = {
'tickerPairA': 'hpb_eth',
'tickerPairB': 'eth_btc',
'tickerPairC': 'hpb_btc',
'tickerA': 'hpb',
'tickerB': 'eth',
'tickerC': 'btc'
}
engine = CryptoEngineTriArbitrage(me, exchange, connected_sig,
False)
me.getGateway('OKEX').set_event(connected_sig)
t = threading.Thread(target=engine.run)
t.start()
me.getGateway('OKEX').connect()
#logger.info('Okex Market Maker Version: 1.0')
while not me.getGateway('OKEX').connected:
time.sleep(8)
#grid trading
om = OrderManager(me, ee)
t = threading.Thread(target=om.run_loop)
t.start()
except Exception, e:
print e
