def main():
# >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
huobi_setting = load_json("connect_huobi.json")
binance_setting = load_json("connect_binance.json")
setting_filename = "fsa_setting_test.json"
# >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
event_engine = EventEngine()
log_engine = LogEngine(event_engine, log_level=DEBUG, log_name='fsa1')
fsa_engine = SpreadEngine(event_engine, setting_filename)
fsa_engine.add_gateway(BinanceFuturesGateway)
fsa_engine.add_gateway(HbdmGateway)
fsa_engine.write_log('Add gateway finished!')
fsa_engine.start()
fsa_engine.connect(huobi_setting, 'HBDM')
fsa_engine.connect(binance_setting, 'BINANCEFUTURES')
fsa_engine.write_log('Gateways is connecting, and sleep 20 seconds!')
sleep(15)
while True:
# print('sleep')
sleep(10)
def main():
# >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
gateway_setting = load_json("connect_okex.json")
setting_filename = "fsa_setting_test_okex.json"
# >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
event_engine = EventEngine()
log_engine = LogEngine(event_engine, log_level=DEBUG, log_name='fsa1')
fsa_engine = SpreadEngine(event_engine, setting_filename)
fsa_engine.add_gateway(OkexGateway)
fsa_engine.add_gateway(OkexsGateway)
fsa_engine.write_log('Add gateway finished!')
fsa_engine.start()
fsa_engine.connect(gateway_setting, 'OKEX')
fsa_engine.connect(gateway_setting, 'OKEXS')
fsa_engine.write_log('Gateways is connecting, and sleep 20 seconds!')
sleep(15)
while True:
# print('sleep')
sleep(10)
def load_setting(self) -> None:
""""""
setting = load_json(self.setting_filename)
for spread_setting in setting:
self.add_spread(
spread_setting["name"], spread_setting["leg_settings"],
spread_setting["active_symbol"],
spread_setting.get("min_volume",
1), spread_setting["buy_price"],
spread_setting["sell_price"], spread_setting["cover_price"],
spread_setting["short_price"], spread_setting["max_pos"],
spread_setting["lot_size"], spread_setting["payup"])
db = get_sqlite('info.db')
DbContractData, DbAccountData, DbBarData = init_models(db)
def process_event(event:Event):
print(event.type+ "*"*30)
if isinstance(event.data, dict):
print(event.data)
else:
print(event.data.__dict__)
event_engine = EventEngine()
event_engine.register(EVENT_LOG, process_event)
event_engine.start()
binance_setting = load_json("connect_binance.json")
gateway = BinanceGateway(event_engine)
gateway.connect(binance_setting)
gateway_futures = BinanceFuturesGateway(event_engine)
gateway_futures.connect(binance_setting)
# huobi_setting = load_json("connect_huobi.json")
# gateway = HuobiGateway(event_engine)
# gateway.connect(huobi_setting)
# gateway_futures = HbdmGateway(event_engine)
# gateway_futures.connect(huobi_setting)
sleep(5)
endtime = datetime.now()
starttime = endtime - timedelta(days=12)
from time import sleep
import sys
from pathlib import Path
sys.path.append(str(Path.cwd()))
from logging import DEBUG, INFO, CRITICAL
from myUtility import load_json
from myEvent import (Event, EventEngine, EVENT_ORDER, EVENT_TRADE,
EVENT_POSITION, EVENT_ACCOUNT, EVENT_CONTRACT, EVENT_LOG,
LogEngine)
from Digiccy1.binance_gateway_local import BinanceDepthGateway, BinanceFuturesDepthGateway
from Digiccy1.maker_arb import SpreadEngine
# >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
binance_setting = load_json("connect_binance_huqh109.json")
setting_filename = "maker_setting1_bi_test.json"
# >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
event_engine = EventEngine()
log_engine = LogEngine(event_engine, log_level=DEBUG, log_name='fsa1_test')
fsa_engine = SpreadEngine(event_engine, setting_filename)
fsa_engine.add_gateway(BinanceDepthGateway)
fsa_engine.add_gateway(BinanceFuturesDepthGateway)
fsa_engine.write_log('Add gateway finished!')
fsa_engine.start()
fsa_engine.connect(binance_setting, 'BINANCE')
fsa_engine.connect(binance_setting, 'BINANCEFUTURES')
EVENT_TICK,
EVENT_ORDER,
EVENT_TRADE,
EVENT_POSITION,
EVENT_ACCOUNT,
EVENT_CONTRACT,
EVENT_LOG,
)
from myObject import (TickData, OrderData, TradeData, AccountData,
ContractData, OrderRequest, CancelRequest,
SubscribeRequest, HistoryRequest)
from myConstant import (Direction, Exchange, Product, Status, OrderType,
Interval)
setting = load_json("connect_huobi.json")
def process_event(event: Event):
print('event type:%s' % event.type)
print("event data:%s" % event.data)
event_engine = EventEngine()
event_engine.register(EVENT_TICK, process_event)
event_engine.register(EVENT_CONTRACT, process_event)
event_engine.register(EVENT_POSITION, process_event)
# event_engine.register(EVENT_ACCOUNT, process_event)
event_engine.register(EVENT_LOG, process_event)
event_engine.start()
from time import sleep
from datetime import datetime, timedelta
from myUtility import load_json
from myEvent import (Event, EventEngine, EVENT_TICK, EVENT_ORDER, EVENT_TRADE,
EVENT_POSITION, EVENT_ACCOUNT, EVENT_CONTRACT, EVENT_LOG)
from myObject import (TickData, OrderData, TradeData, AccountData,
ContractData, OrderRequest, CancelRequest,
SubscribeRequest, HistoryRequest)
from myConstant import (Direction, Exchange, Product, Status, OrderType,
Interval, Exchange, EVENT_ACCOUNT_MARGIN,
EVENT_BORROW_MONEY, EVENT_REPAY_MONEY)
# from DatabaseManage.init_sqlite import get_sqlite, init_models
from Digiccy1.okex_gateway_local import OkexGateway, OkexfGateway, OkexsGateway
setting = load_json("connect_okex.json")
# db = get_sqlite('info.db')
# DbContractData, DbAccountData, DbBarData = init_models(db)
def process_event(event: Event):
print(event.type + "*" * 30)
if isinstance(event.data, dict):
print(event.data)
else:
print(event.data.__dict__)
event_engine = EventEngine()
event_engine.register(EVENT_TICK, process_event)
# event_engine.register(EVENT_CONTRACT, process_event)
