async def sub_callback(self, data):
if data["err-code"] != 0:
e = Error("subscribe {} failed!".format(data["topic"]))
logger.error(e, caller=self)
SingleTask.run(self._init_success_callback, False, e)
return
if data["topic"] == self._order_channel:
self._subscribe_order_ok = True
elif data["topic"] == self._position_channel:
self._subscribe_position_ok = True
elif data["topic"] == self._asset_channel:
self._subscribe_asset_ok = True
if self._subscribe_order_ok and self._subscribe_position_ok \
and self._subscribe_asset_ok:
success, error = await self._rest_api.get_open_orders(self._symbol)
if error:
e = Error("get open orders failed!")
SingleTask.run(self._init_success_callback, False, e)
elif "data" in success and "orders" in success["data"]:
for order_info in success["data"]["orders"]:
order_info["ts"] = order_info["created_at"]
self._update_order(order_info)
SingleTask.run(self._init_success_callback, True, None)
else:
logger.warn("get open orders:", success, caller=self)
e = Error("Get Open Orders Unknown error")
SingleTask.run(self._init_success_callback, False, e)
async def auth_callback(self, data):
if data["err-code"] != 0:
e = Error(
"Websocket connection authorized failed: {}".format(data))
logger.error(e, caller=self)
SingleTask.run(self._init_success_callback, False, e)
return
self._subscribe_order_ok = False
self._subscribe_position_ok = False
self._subscribe_asset_ok = False
# subscribe order
data = {
"op": "sub",
"cid": tools.get_uuid1(),
"topic": self._order_channel
}
await self.ws.send_json(data)
# subscribe position
data = {
"op": "sub",
"cid": tools.get_uuid1(),
"topic": self._position_channel
}
await self.ws.send_json(data)
# subscribe asset
data = {
"op": "sub",
"cid": tools.get_uuid1(),
"topic": self._asset_channel
}
await self.ws.send_json(data)
def __init__(self,
strategy=None,
platform=None,
symbol=None,
host=None,
wss=None,
account=None,
access_key=None,
secret_key=None,
asset_update_callback=None,
order_update_callback=None,
position_update_callback=None,
init_success_callback=None,
**kwargs):
"""initialize trade object."""
kwargs["strategy"] = strategy
kwargs["platform"] = platform
kwargs["symbol"] = symbol
kwargs["host"] = host
kwargs["wss"] = wss
kwargs["account"] = account
kwargs["access_key"] = access_key
kwargs["secret_key"] = secret_key
kwargs["asset_update_callback"] = asset_update_callback
kwargs["order_update_callback"] = self._on_order_update_callback
kwargs["position_update_callback"] = self._on_position_update_callback
kwargs["init_success_callback"] = self._on_init_success_callback
self._raw_params = copy.copy(kwargs)
self._order_update_callback = order_update_callback
self._position_update_callback = position_update_callback
self._init_success_callback = init_success_callback
if platform == const.HUOBI_SWAP:
from alpha.platforms.huobi_swap_trade import HuobiSwapTrade as T
elif platform == const.HUOBI_FUTURE:
from alpha.platforms.huobi_future_trade import HuobiFutureTrade as T
elif platform == const.HUOBI_OPTION:
from alpha.platforms.huobi_option_trade import HuobiOptionTrade as T
elif platform == const.HUOBI_USDT_SWAP:
from alpha.platforms.huobi_usdt_swap_trade import HuobiUsdtSwapTrade as T
elif platform == const.HUOBI_USDT_SWAP_CROSS:
from alpha.platforms.huobi_usdt_swap_cross_trade import HuobiUsdtSwapCrossTrade as T
else:
logger.error("platform error:", platform, caller=self)
e = Error("platform error")
SingleTask.run(self._init_success_callback, False, e)
return
kwargs.pop("platform")
self._t = T(**kwargs)
def __init__(self, **kwargs):
"""Initialize."""
e = None
if not kwargs.get("account"):
e = Error("param account miss")
if not kwargs.get("strategy"):
e = Error("param strategy miss")
if not kwargs.get("symbol"):
e = Error("param symbol miss")
if not kwargs.get("contract_type"):
e = Error("param contract_type miss")
if not kwargs.get("host"):
kwargs["host"] = "https://api.hbdm.com"
if not kwargs.get("wss"):
kwargs["wss"] = "wss://api.hbdm.com"
if not kwargs.get("access_key"):
e = Error("param access_key miss")
if not kwargs.get("secret_key"):
e = Error("param secret_key miss")
if e:
logger.error(e, caller=self)
if kwargs.get("init_success_callback"):
SingleTask.run(kwargs["init_success_callback"], False, e)
return
self._account = kwargs["account"]
self._strategy = kwargs["strategy"]
self._platform = HUOBI_FUTURE
self._symbol = kwargs["symbol"].split('_')[0]
self._contract_type = kwargs["contract_type"]
self._host = kwargs["host"]
self._wss = kwargs["wss"]
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._asset_update_callback = kwargs.get("asset_update_callback")
self._order_update_callback = kwargs.get("order_update_callback")
self._position_update_callback = kwargs.get("position_update_callback")
self._init_success_callback = kwargs.get("init_success_callback")
url = self._wss + "/notification"
super(HuobiFutureTrade, self).__init__(url, send_hb_interval=5)
self._assets = {} # Asset detail, {"BTC": {"free": "1.1", "locked": "2.2", "total": "3.3"}, ... }.
self._orders = {} # Order objects, {"order_id": order, ...}.
self._position = Position(self._platform, self._account, self._strategy, self._symbol + '/' + self._contract_type)
self._order_channel = "orders.{symbol}".format(symbol=self._symbol.lower())
self._position_channel = "positions.{symbol}".format(symbol=self._symbol.lower())
self._asset_channel = "accounts.{symbol}".format(symbol=self._symbol.lower())
self._subscribe_order_ok = False
self._subscribe_position_ok = False
self._subscribe_asset_ok = False
self._rest_api = HuobiFutureRestAPI(self._host, self._access_key, self._secret_key)
self.initialize()
def __init__(self, strategy=None, platform=None, symbol=None, contract_type=None, host=None, wss=None, account=None,
access_key=None, secret_key=None, asset_update_callback=None, order_update_callback=None,
position_update_callback=None, init_success_callback=None, rest_api=None, **kwargs):
"""initialize trade object."""
kwargs["strategy"] = strategy
kwargs["platform"] = platform
kwargs["symbol"] = symbol
kwargs["contract_type"] = contract_type
kwargs["host"] = host
kwargs["wss"] = wss
kwargs["rest_api"] = rest_api
kwargs["account"] = account
kwargs["access_key"] = access_key
kwargs["secret_key"] = secret_key
kwargs["asset_update_callback"] = asset_update_callback
kwargs["order_update_callback"] = self._on_order_update_callback
kwargs["position_update_callback"] = self._on_position_update_callback
kwargs["init_success_callback"] = self._on_init_success_callback
self._raw_params = copy.copy(kwargs)
self._order_update_callback = order_update_callback
self._position_update_callback = position_update_callback
self._init_success_callback = init_success_callback
self._rest_api = rest_api
if platform == const.HUOBI_SWAP:
from alpha.platforms.swap.huobi_swap_trade import HuobiSwapTrade as T
elif platform == const.HUOBI_DELIVERY:
from alpha.platforms.delivery.huobi_delivery_trade import HuobiDeliveryTrade as T
else:
logger.error("platform error:", platform, caller=self)
e = Error("platform error")
SingleTask.run(self._init_success_callback, False, e)
return
kwargs.pop("platform")
self._t = T(**kwargs)