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 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)
from Digiccy1.binance_gateway_local import BinanceGateway, BinanceFuturesGateway
from Digiccy1.huobi_gateway_local import HuobiGateway, HbdmGateway
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)
EVENT_TRADE,
EVENT_POSITION,
EVENT_ACCOUNT,
EVENT_CONTRACT,
EVENT_LOG,
LogEngine
)
from Digiccy1.binance_gateway_local import BinanceGateway, BinanceFuturesGateway
from Digiccy1.futures_spot_arbitrage import SpreadEngine
# >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
binance_setting = load_json("connect_binance.json")
setting_filename = "fsa_setting2_bi.json"
# >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
event_engine = EventEngine()
log_engine = LogEngine(event_engine, log_level=CRITICAL, log_name='fsa2')
fsa_engine = SpreadEngine(event_engine, setting_filename)
fsa_engine.add_gateway(BinanceGateway)
fsa_engine.add_gateway(BinanceFuturesGateway)
fsa_engine.write_log('Add gateway finished!')
fsa_engine.start()
fsa_engine.connect(binance_setting, 'BINANCE')
fsa_engine.connect(binance_setting, 'BINANCEFUTURES')
fsa_engine.write_log('Gateways is connecting, and sleep 20 seconds!', level=CRITICAL)
sleep(15)
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()
gateway = HbdmGateway(event_engine)
gateway.connect(setting)
req = SubscribeRequest("ethusdt", Exchange.HUOBI)
# gateway.subscribe(req)
# endtime = datetime.now()
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)
event_engine.register(EVENT_ACCOUNT, process_event)
event_engine.register(EVENT_ACCOUNT_MARGIN, process_event)
event_engine.register(EVENT_LOG, process_event)
event_engine.register(EVENT_BORROW_MONEY, process_event)
event_engine.register(EVENT_REPAY_MONEY, process_event)
event_engine.start()
gateway1 = OkexGateway(event_engine)
# gateway2 = OkexsGateway(event_engine)
gateway1.connect(setting)
# gateway2.connect(setting)
# gateway_futures = BinanceFuturesGateway(event_engine)
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()
gateway = HuobiGateway(event_engine)
gateway.connect(setting)
req = SubscribeRequest("ethusdt", Exchange.HUOBI)
# gateway.subscribe(req)
# endtime = datetime.now()