def __init__(self, eventEngine, gatewayName='IB'):
"""Constructor"""
super(IbGateway, self).__init__(eventEngine, gatewayName)
self.host = EMPTY_STRING # 连接地址
self.port = EMPTY_INT # 连接端口
self.clientId = EMPTY_INT # 用户编号
self.accountCode = EMPTY_STRING # 账户编号
self.tickerId = 0 # 订阅行情时的代码编号
self.tickDict = {} # tick快照字典，key为tickerId，value为VtTickData对象
self.tickProductDict = {} # tick对应的产品类型字典，key为tickerId，value为产品类型
self.orderId = 0 # 订单编号
self.orderDict = {} # 报单字典，key为orderId，value为VtOrderData对象
self.accountDict = {} # 账户字典
self.contractDict = {} # 合约字典
self.subscribeReqDict = {} # 用来保存订阅请求的字典
self.connected = False # 连接状态
self.api = IbWrapper(self) # API接口
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='LBANK'):
"""Constructor"""
super(LbankGateway, self).__init__(eventEngine, gatewayName)
self.api = LbankApi(self)
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='BithumbGateway'):
super(BithumbGateway, self).__init__(eventEngine, gatewayName)
self.restApi = RestApi(self) # type: RestApi
self.qryEnabled = False
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName=''):
"""Constructor"""
super(BitfinexGateay, self).__init__(eventEngine, gatewayName)
self.api = GatewayApi(self)
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self,
eventEngine,
gatewayName='',
config_dict=None,
symbol=''):
"""Constructor"""
super(FcoinGateway, self).__init__(eventEngine, gatewayName)
self.restApi = RestApi(self)
self.wsApi = WebsocketApi(self)
self.symbol = symbol
self.qryEnabled = False # 是否要启动循环查询
if config_dict == None:
self.fileName = self.gatewayName + '_' + self.symbol + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
else:
self.fileName = config_dict['file_name']
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventengine, gatewayName='TKPRO'):
"""Constructor"""
super(TkproGateway, self).__init__(eventengine, gatewayName)
self.dataApi = TkproDataApi(self) # 行情
self.tradeApi = TkproTradeApi(self) # 交易
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName=''):
"""Constructor"""
super(CoinbaseGateway, self).__init__(eventEngine, gatewayName)
self.restApi = RestApi(self)
self.wsApi = WebsocketApi(self)
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='HUOBI'):
"""Constructor"""
super(HuobiGateway, self).__init__(eventEngine, gatewayName)
self.market = 'cny'
self.tradeApi = HuobiTradeApi(self)
self.dataApi = HuobiDataApi(self)
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='OKCOIN'):
"""Constructor"""
super(OkcoinGateway, self).__init__(eventEngine, gatewayName)
self.api = Api(self)
self.leverage = 0
self.connected = False
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def getSymbolMapping():
symbolMap = {}
dataContent = ""
settingFileName = 'DR_mapping.json'
settingfilePath = getJsonPath(settingFileName, __file__)
with open(settingfilePath, 'r') as fileObj:
#print(f.read())
dataContent = fileObj.read()
#print(dataContent)
symbolMap = json.loads(dataContent)
return symbolMap
def __init__(self, eventEngine, gatewayName='HUOBI'):
"""Constructor"""
super(HuobiGateway, self).__init__(eventEngine, gatewayName)
self.market = 'cny'
self.tradeApi = HuobiTradeApi(self)
self.dataApi = HuobiDataApi(self)
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='OANDA'):
"""Constructor"""
super(OandaGateway, self).__init__(eventEngine, gatewayName)
self.api = Api(self)
self.pricePusher = OandaPricePusher(self.api)
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventengine, gatewayName='TKPRO'):
"""Constructor"""
super(TkproGateway, self).__init__(eventengine, gatewayName)
self.dataApi = TkproDataApi(self) # 行情
self.tradeApi = TkproTradeApi(self) # 交易
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='OKCOIN'):
"""Constructor"""
super(OkcoinGateway, self).__init__(eventEngine, gatewayName)
self.api = Api(self)
self.leverage = 0
self.connected = False
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName=''):
"""Constructor"""
super(FcoinGateway, self).__init__(eventEngine, gatewayName)
self.restApi = RestApi(self)
self.wsApi = WebsocketApi(self)
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='Geya'):
"""Constructor"""
super(GeyaGateway, self).__init__(eventEngine, gatewayName)
self.qryEnabled = False # 循环查询
self.api = GeyaApi(self)
self.rmiIp = EMPTY_STRING
self.rmiPort = EMPTY_STRING
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, mainEngine, eventEngine):
try:
self.mainEngine = mainEngine
self.eventEngine = eventEngine
self.configFileName = 'option_selector_config.json'
self.configFile = getJsonPath(self.configFileName, __file__)
self.optionDict = {}
except:
traceback.print_exc()
def __init__(self, eventEngine, gatewayName='OKEX'):
"""Constructor"""
super(OkexGateway, self).__init__(eventEngine, gatewayName)
self.spotApi = SpotApi(self)
# self.api_contract = Api_contract(self)
self.leverage = 0
self.connected = False
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='OKEX'):
"""Constructor"""
super(OkexGateway, self).__init__(eventEngine, gatewayName)
self.spotApi = SpotApi(self)
# self.api_contract = Api_contract(self)
self.leverage = 0
self.connected = False
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='KSGOLD'):
"""Constructor"""
super(KsgoldGateway, self).__init__(eventEngine, gatewayName)
self.tdApi = KsgoldTdApi(self) # 黄金接口只有交易API
self.tdConnected = False # 交易API连接状态
self.qryEnabled = False # 是否要启动循环查询
self.orderInited = False # 委托初始化查询
self.tradeInited = False # 成交初始化查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def get_strategy_config(self, name):
timestamp = int(time.time())
config = {"name": name, "version": timestamp}
config["ip"] = self.get_ip() or self.get_ip2()
settings = {}
# find cta settings
if name in self.ctaEngine.strategyDict:
strategy = self.ctaEngine.strategyDict[name]
cta_setting_file = getJsonPath(CTA_SETTING_FILE,
CTA_SETTING_MODULE_FILE)
with open(cta_setting_file) as f:
strategy_settings = json.load(f)
strategy_settings = {
item["name"]: item
for item in strategy_settings
}
if name in strategy_settings:
cta_setting = strategy_settings[name]
cta_setting["symbolList"] = cta_setting.get(
"symbolList", None) or strategy.symbolList
settings[CTA_SETTING_FILE] = [cta_setting]
else:
return None
# find gateway setting
symbolList = cta_setting["symbolList"]
for vtSymbol in symbolList:
gatewayName = vtSymbol.split(":")[-1]
fileName = gatewayName + GATEWAY_SETTING_SUFFIX
gateway = self.ctaEngine.getGateway(gatewayName)
module = importlib.import_module(gateway.__module__)
filePath = getJsonPath(fileName, module.__file__)
with open(filePath) as f:
settings[fileName] = json.load(f)
# find rpcservice settings
rs_setting_file = getJsonPath(RS_SETTING_FILE, RS_SETTING_MODULE_FILE)
with open(rs_setting_file) as f:
settings[RS_SETTING_FILE] = json.load(f)
config["settings"] = settings
return config
def __init__(self, eventEngine, gatewayName=''):
"""Constructor"""
super(OkexfGateway, self).__init__(eventEngine, gatewayName)
self.qryEnabled = False # 是否要启动循环查询
self.localRemoteDict = {} # localID:remoteID
self.orderDict = {} # remoteID:order
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
self.restApi = OkexfRestApi(self)
self.wsApi = OkexfWebsocketApi(self)
def __init__(self, eventEngine, gatewayName=''):
"""Constructor"""
super(BitmexGateway, self).__init__(eventEngine, gatewayName)
self.restApi = BitmexRestApi(self)
self.wsApi = BitmexWebsocketApi(self)
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
self.exchange = constant.EXCHANGE_BITMEX
def __init__(self, eventEngine, gatewayName="KORBIT"):
"""Constructor"""
super(korbitGateway, self).__init__(eventEngine, gatewayName)
self.tradeApi = KorbitTradeApi(self)
self.dataApi = KorbitDataApi(self)
self.fileName = self.gatewayName + "_connect.json"
self.filePath = getJsonPath(self.fileName, __file__)
self.accountID = "NONE"
self.total_count = 0
self.delayTime = 3
def __init__(self, eventEngine, gatewayName='KSGOLD'):
"""Constructor"""
super(KsgoldGateway, self).__init__(eventEngine, gatewayName)
self.tdApi = KsgoldTdApi(self) # 黄金接口只有交易API
self.tdConnected = False # 交易API连接状态
self.qryEnabled = False # 是否要启动循环查询
self.orderInited = False # 委托初始化查询
self.tradeInited = False # 成交初始化查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, mainEngine, eventEngine):
try:
self.mainEngine = mainEngine
self.eventEngine = eventEngine
self.configFileName = 'catch_limit_up.json'
self.configFile = getJsonPath(self.configFileName, __file__)
self.strategyDict = {}
self.symbolStrategyDict = {}
except:
traceback.print_exc()
def __init__(self, eventEngine, gatewayName=''):
"""Constructor"""
super(BitfinexGateay, self).__init__(eventEngine, gatewayName)
self.api = GatewayApi(self)
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
self.connected = False
self.count = 0
def __init__(self, eventEngine, gatewayName='COINCHECK'):
"""Constructor"""
super(CoincheckGateway, self).__init__(eventEngine, gatewayName)
self.tradeApi = CoincheckTradeApi(self)
#self.dataApi = CoincheckDataApi(self)
self.dataApi = CoincheckSocketDataApi(self)
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
self.total_count = 0
self.delayTime = 3
def __init__(self, eventEngine, gatewayName='Tushare'):
"""Constructor"""
super(TushareGateway, self).__init__(eventEngine, gatewayName)
self.mdConnected = False # 行情API连接状态，登录完成后为True
self.tdConnected = False # 交易API连接状态
self.qryEnabled = False # 循环查询
self.subSymbolList = []
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName = "KORBIT"):
"""Constructor"""
super(korbitGateway , self).__init__(eventEngine, gatewayName)
self.tradeApi = KorbitTradeApi(self)
self.dataApi = KorbitDataApi(self)
self.fileName = self.gatewayName + "_connect.json"
self.filePath = getJsonPath(self.fileName, __file__)
self.accountID = "NONE"
self.total_count = 0
self.delayTime = 3
def __init__(self, eventEngine, gatewayName=''):
"""Constructor"""
super(BitmexGateway, self).__init__(eventEngine, gatewayName)
self.restApi = BitmexRestApi(self)
self.wsApi = BitmexWebsocketApi(self)
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
self.exchange = constant.EXCHANGE_BITMEX
def __init__(self, eventEngine, gatewayName='HUOBI'):
"""Constructor"""
super(HuobiGateway, self).__init__(eventEngine, gatewayName)
self.dataApi = HuobiDataApi(self) # 行情API
self.tradeApi = HuobiTradeApi(self) # 交易API
self.mdConnected = False # 行情API连接状态，登录完成后为True
self.tdConnected = False # 交易API连接状态
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='COINCHECK'):
"""Constructor"""
super(CoincheckGateway, self).__init__(eventEngine, gatewayName)
self.tradeApi = CoincheckTradeApi(self)
#self.dataApi = CoincheckDataApi(self)
self.dataApi = CoincheckSocketDataApi(self)
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
self.total_count = 0
self.delayTime = 3
def __init__(self, eventEngine, gatewayName='QDP'):
"""Constructor"""
super(QdpGateway, self).__init__(eventEngine, gatewayName)
self.mdApi = QdpMdApi(self) # 行情API
self.tdApi = QdpTdApi(self) # 交易API
self.mdConnected = False # 行情API连接状态，登录完成后为True
self.tdConnected = False # 交易API连接状态
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='XSPEED'):
"""Constructor"""
super(XspeedGateway, self).__init__(eventEngine, gatewayName)
self.mdApi = XspeedMdApi(self) # 行情API
self.tdApi = XspeedTdApi(self) # 交易API
self.mdConnected = False # 行情API连接状态，登录完成后为True
self.tdConnected = False # 交易API连接状态
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='HUOBI'):
"""Constructor"""
super(HuobiGateway, self).__init__(eventEngine, gatewayName)
self.dataApi = HuobiDataApi(self) # 行情API
self.tradeApi = HuobiTradeApi(self) # 交易API
self.mdConnected = False # 行情API连接状态，登录完成后为True
self.tdConnected = False # 交易API连接状态
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='BINANCE'):
"""Constructor"""
super(BinanceGateway, self).__init__(eventEngine, gatewayName)
self.dataApi = BinanceDataApi(self) # 行情API
self.tradeApi = BinanceTradeApi(self, self.dataApi) # 交易API
self.mdConnected = False # 行情API连接状态，登录完成后为True
self.tdConnected = False # 交易API连接状态
self.qryEnabled = False # 是否要启动循环查询
self.listenKey = None
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='CTP'):
"""Constructor"""
# print "%s.%s.%s" % (__name__, self.__class__.__name__, get_current_function_name())
super(CtpGateway, self).__init__(eventEngine, gatewayName)
self.mdApi = CtpMdApi(self) # 行情API
self.tdApi = CtpTdApi(self) # 交易API
self.mdConnected = False # 行情API连接状态，登录完成后为True
self.tdConnected = False # 交易API连接状态
self.qryEnabled = False # 循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self,
eventEngine,
gatewayName='HUOBI',
config_dict=None,
symbol=''):
"""Constructor"""
super(HuobiGateway, self).__init__(eventEngine, gatewayName)
self.dataApi = HuobiDataApi(self) # 行情API
self.tradeApi = HuobiTradeApi(self) # 交易API
self.mdConnected = False # 行情API连接状态，登录完成后为True
self.tdConnected = False # 交易API连接状态
self.qryEnabled = False # 是否要启动循环查询
self.symbol = symbol
if config_dict == None:
self.fileName = self.gatewayName + '_' + self.symbol + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
else:
self.fileName = config_dict['file_name']
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='LTS'):
"""Constructor"""
super(LtsGateway, self).__init__(eventEngine, gatewayName)
self.mdApi = LtsMdApi(self)
self.tdApi = LtsTdApi(self)
self.qryApi = LtsQryApi(self)
self.mdConnected = False
self.tdConnected = False
self.qryConnected = False
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def init_client(self):
fileName = globalSetting.get('gateway_name', '') + '_connect.json'
filePath = getJsonPath(fileName, __file__)
try:
with open(filePath, 'r') as f:
# 解析json文件
setting = json.load(f)
apiKey = setting.get('accessKey',None)
secretKey = setting.get('secretKey',None)
if apiKey is not None and secretKey is not None:
self.client = Client(apiKey, secretKey)
except IOError:
self.strategy.writeCtaError(u'BINANCE读取连接配置{}出错，请检查'.format(filePath))
return
def __init__(self, eventEngine, gatewayName='LTS'):
"""Constructor"""
super(LtsGateway, self).__init__(eventEngine, gatewayName)
self.mdApi = LtsMdApi(self)
self.tdApi = LtsTdApi(self)
self.qryApi = LtsQryApi(self)
self.mdConnected = False
self.tdConnected = False
self.qryConnected = False
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='IB'):
"""Constructor"""
super(IbGateway, self).__init__(eventEngine, gatewayName)
self.host = EMPTY_STRING # 连接地址
self.port = EMPTY_INT # 连接端口
self.clientId = EMPTY_INT # 用户编号
self.accountCode = EMPTY_STRING # 账户编号
self.tickerId = 0 # 订阅行情时的代码编号
self.tickDict = {} # tick快照字典，key为tickerId，value为VtTickData对象
self.tickProductDict = {} # tick对应的产品类型字典，key为tickerId，value为产品类型
self.orderId = 0 # 订单编号
self.orderDict = {} # 报单字典，key为orderId，value为VtOrderData对象
self.accountDict = {} # 账户字典
self.contractDict = {} # 合约字典
self.subscribeReqDict = {} # 用来保存订阅请求的字典
self.connected = False # 连接状态
self.api = IbWrapper(self) # API接口
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
self.qryEnabled = True # 循环查询
fileName = 'param.json'
try:
f = file(fileName)
except IOError:
print('读取param参数配置出错，请检查')
# 解析json文件-----------------------------------------------------
mysetting = json.load(f)
redisHost = str(mysetting['redisHost'])
redisPort = str(mysetting['redisPort'])
self.r = redis.Redis(host=redisHost, port=int(redisPort),
db=8) # zls添加，用于传持仓信息
self.r.set('usposition', 0) # 初始化美油仓位 0
# redis订阅
my_thread = threading.Thread(target=self.redisSub)
my_thread.start()
def __init__(self, mainEngine, eventEngine):
try:
self.mainEngine = mainEngine
self.eventEngine = eventEngine
self.configFileName = 'option_sprites_config.json'
self.configFile = getJsonPath(self.configFileName, __file__)
self.config = {}
self.workingOptionDict = {}
self.optionTick = {}
# 用于从正股找到option
self.ownerToOption = {}
except:
traceback.print_exc()
def __init__(self, eventEngine, gatewayName='QuantOS'):
"""Constructor"""
super(QuantosGateway, self).__init__(eventEngine, gatewayName)
self.qryEnabled = False # 循环查询开关
self.qsqApi = None # 行情API
self.qstApi = None # 交易API
self.setting = [] # API配置
self.user_info = {} # 交易账号信息
self.strategyID = EMPTY_INT # 策略编号
# API配置文件
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
# 获取配置信息
self.getConfig()
def init_client(self):
fileName = globalSetting.get('gateway_name', '') + '_connect.json'
filePath = getJsonPath(fileName, __file__)
try:
with open(filePath, 'r') as f:
# 解析json文件
setting = json.load(f)
apiKey = setting.get('accessKey', None)
secretKey = setting.get('secretKey', None)
if apiKey is not None and secretKey is not None:
self.client = Client(apiKey, secretKey)
except IOError:
self.strategy.writeCtaError(
u'BINANCE读取连接配置{}出错，请检查'.format(filePath))
return
def testTrade():
"""测试交易"""
filePath = getJsonPath('BINANCE_connect.json', __file__)
f = file(filePath)
setting = json.load(f)
accessKey = str(setting['accessKey'])
secretKey = str(setting['secretKey'])
# 创建API对象并初始化
api = TradeApi()
api.init(accessKey, secretKey)
api.start()
# 查询
# api.getListenKey()
# res = api.getSymbols()
# api.getTimestamp()
# api.placeTestOrder('ETHUSDT', 'BUY', 1, 200)
# res = api.getAccount()
# res = api.getMyTrades('ETHUSDT')
for i in range(50000):
# res = api.getCurrentOpenOrders()
res = api.getOrder('ETHUSDT',
origClientOrderId='BINANCE_152528_200067')
time.sleep(5)
# accountid = ''
# symbol = 'aaceth'
#api.getAccounts()
#api.getAccountBalance(accountid)
#api.getOrders(symbol, 'pre-submitted,submitted,partial-filled,partial-canceled,filled,canceled')
#api.getOrders(symbol, 'filled')
#api.getMatchResults(symbol)
# api.getOrder('2440401255')
# api.getMatchResult('2440401255')
#api.placeOrder(accountid, '2', symbol, 'sell-market', source='api')
#api.cancelOrder('2440451757')
#api.batchCancel(['2440538580', '2440537853', '2440536765'])
# print 'res:%s' % res
input()
def __init__(self, eventEngine , gatewayName='BINANCE'):
"""Constructor"""
super(BinanceGateway, self).__init__(eventEngine, gatewayName)
self.api_spot = BinanceApi(self)
self.connected = False
self.qryEnabled = True
self.interval = 30
self.accountID = "None"
self.total_count = 0
# gateway 配置文件
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
# 消息调试
self.log_message = False
def __init__(self, eventEngine, gatewayName='TradeDllAShare'):
"""Constructor"""
super(TradeDllAShareGateway, self).__init__(eventEngine, gatewayName)
self.ipPort = None
self.markets = []
self.accountId = None
self.env = 1 # 默认仿真交易
self.clientId = self.INVALID_CLIENT_ID
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
self.tickDict = {}
self.tradeSet = set() # 保存成交编号的集合，防止重复推送
self.qryEnabled = True
self.qryThread = Thread(target=self.qryData)
def readConfig(self):
"""
从json文件中读取设置，并将其内容返回为一个dict
:一个一个return:
"""
fileName = self.gatewayName + '_connect.json'
filePath = getJsonPath(fileName, __file__)
try:
with open(filePath, 'rt') as f:
return json.load(f)
except IOError:
log = VtLogData()
log.gatewayName = self.gatewayName
log.logContent = u'读取连接配置出错，请检查'
# todo: pop a message box is better
self.onLog(log)
return None
def __init__(self, eventEngine, gatewayName='HUOBI'):
"""Constructor"""
super(HuobiGateway, self).__init__(eventEngine, gatewayName)
self.localID = 10000
self.accountDict = {}
self.orderDict = {}
self.localOrderDict = {}
self.orderLocalDict = {}
self.restApi = HuobiRestApi(self)
self.tradeWsApi = HuobiTradeWebsocketApi(self)
self.marketWsApi = HuobiMarketWebsocketApi(self)
self.qryEnabled = False # 是否要启动循环查询
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
def __init__(self, eventEngine, gatewayName='ZB'):
"""Constructor"""
super(zbGateway, self).__init__(eventEngine, gatewayName)
self.api_spot = ZB_API_Spot(self)
self.connected = False
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
self.qryEnabled = True
self.countTimer = 0
self.localTimeDelay = 3
# 启动查询
self.initQuery()
self.startQuery()
def __init__(self, eventEngine, gatewayName='FUTU'):
"""Constructor"""
super(FutuGateway, self).__init__(eventEngine, gatewayName)
self.quoteCtx = None
self.tradeCtx = None
self.host = ''
self.ip = 0
self.market = ''
self.password = ''
self.env = 1 # 默认仿真交易
self.fileName = self.gatewayName + '_connect.json'
self.filePath = getJsonPath(self.fileName, __file__)
self.tickDict = {}
self.tradeSet = set() # 保存成交编号的集合，防止重复推送
self.qryEnabled = True
self.qryThread = Thread(target=self.qryData)