def initialize(self):
""" 初始化
"""
# 注册服务 检查连接是否正常
heartbeat.register(self._check_connection, self._check_conn_interval)
# 注册服务 发送心跳
heartbeat.register(self._send_heartbeat_msg, self._send_hb_interval)
# 建立websocket连接
asyncio.get_event_loop().create_task(self._connect())
def initialize(self):
""" 初始化
"""
self.order_manager = OrderManager(self.platfrom, self.account,
self.access_key, self.secret_key,
self.symbol, self.name)
# 注册订单状态更新回调
self.order_manager.register_callback(self.on_event_order_update)
# 注册定时任务
heartbeat.register(self.do_task)
def __init__(self):
self._host = config.rabbitmq.get('host', 'localhost')
self._port = config.rabbitmq.get('port', 5672)
self._username = config.rabbitmq.get('username', 'guest')
self._password = config.rabbitmq.get('password', 'guest')
self._protocol = None
self._channel = None # 连接通道
self._connected = False # 是否连接成功
self._subscribers = [] # 订阅者 [(event, callback, multi), ...]
self._event_handler = {
} # 事件对应的处理函数 {"exchange:routing_key": [callback_function, ...]}
heartbeat.register(self._check_connection, 10) # 检查连接是否正常
def register(cls, func, interval=1, *args, **kwargs):
""" 注册一个任务，在每次心跳的时候执行调用
@param func 心跳的时候执行的函数，必须的async异步函数
@param interval 执行回调的时间间隔(秒)，必须是整秒
@return task_id 任务id
"""
task_id = heartbeat.register(func, interval, *args, **kwargs)
return task_id
def __init__(self,
platform,
account,
access_key,
secret_key,
symbol,
strategy,
order_update_interval=2):
""" 初始化
@param platform 交易平台
@param account 交易账户
@param access_key 公钥
@param secret_key 私钥
@param symbol 交易对
@param strategy 策略名称
@param order_update_interval 检查订单更新时间间隔(秒)
"""
self._platform = platform
self._account = account
self._access_key = access_key
self._secret_key = secret_key
self._symbol = symbol
self._strategy = strategy
self._order_update_interval = order_update_interval
# 将标准交易对转换成原始交易对
self._raw_symbol = SYMBOL_MAP.get(symbol,
{}).get(self._platform, symbol)
# 订单对象
self._orders = {} # 订单列表 key:order_no, value:order_object
# 回调函数列表
self._callback_funcs = []
# 请求对象
self._request = Request(platform, account, access_key, secret_key)
# 初始化订单数据库对象
# self._order_db = OrderData()
# 订阅回调 定时查询订单状态
heartbeat.register(self.check_order_update,
self._order_update_interval)
def _initialize(self):
""" Initialize."""
for channel in self._channels:
if channel == "orderbook":
heartbeat.register(self.do_orderbook_update, self._orderbook_interval)
elif channel == const.MARKET_TYPE_KLINE_5M:
heartbeat.register(self.create_kline_tasks, 60 * 5, const.MARKET_TYPE_KLINE_5M)
elif channel == const.MARKET_TYPE_KLINE_15M:
heartbeat.register(self.create_kline_tasks, 60 * 15, const.MARKET_TYPE_KLINE_15M)
elif channel == "trade":
heartbeat.register(self.do_trade_update, self._trade_interval)
else:
logger.error("channel error! channel:", channel, caller=self)
def register(cls, func, interval=1, *args, **kwargs):
""" Register a loop run.
Args:
func: Asynchronous callback function.
interval: execute interval time(seconds), default is 1s.
Returns:
task_id: Task id.
"""
task_id = heartbeat.register(func, interval, *args, **kwargs)
return task_id
def _initialize(self):
""" Initialize."""
for channel in self._channels:
if channel == const.MARKET_TYPE_KLINE_5M:
heartbeat.register(self.create_kline_tasks, 1,
const.MARKET_TYPE_KLINE_5M)
elif channel == const.MARKET_TYPE_KLINE_15M:
heartbeat.register(self.create_kline_tasks, 1,
const.MARKET_TYPE_KLINE_15M)
elif channel == const.MARKET_TYPE_KLINE_1H:
heartbeat.register(self.create_kline_tasks, 1,
const.MARKET_TYPE_KLINE_1H)
