def mongodb_init(cls,
host="127.0.0.1",
port=27017,
username="",
password="",
dbname="admin"):
""" Initialize a connection pool for MongoDB.
Args:
host: Host for MongoDB server.
port: Port for MongoDB server.
username: Username for MongoDB server.
password: Password for MongoDB server.
dbname: DB name to connect for, default is `admin`.
"""
if username and password:
uri = "mongodb://{username}:{password}@{host}:{port}/{dbname}".format(
username=quote_plus(username),
password=quote_plus(password),
host=quote_plus(host),
port=port,
dbname=dbname)
else:
uri = "mongodb://{host}:{port}/{dbname}".format(host=host,
port=port,
dbname=dbname)
cls._mongo_client = motor.motor_asyncio.AsyncIOMotorClient(
uri, connectTimeoutMS=5000, serverSelectionTimeoutMS=5000)
#LoopRunTask.register(cls._check_connection, 2)
SingleTask.call_later(cls._check_connection, 2) #模拟串行定时器,避免并发
logger.info("create mongodb connection pool.")
def enable_timer(self, interval=1):
"""使能定时器功能
"""
if config.backtest or config.datamatrix: #回测模式或者数据矩阵模式
pass #暂时不支持定时器的模拟
else: #实盘模式
self._interval = interval
SingleTask.call_later(self._later_call, self._interval)
async def reset_order_list(self):
# 撤销当前账号所有
success, error = await self.revoke_all_order()
if error:
logger.error('撤销所有订单失败, error: ', error)
SingleTask.call_later(self.reset_order_list, delay=1)
else:
if self._init_success_callback:
SingleTask.run(self._init_success_callback, True, None)
def __init__(self, **kwargs):
"""
初始化
"""
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("host"):
kwargs["host"] = "http://dev.api.bitqq.vip:81"
if not kwargs.get("wss"):
kwargs['wss'] = 'wss://dev.websocket.bitqq.vip:9094'
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 not kwargs.get("passphrase"):
e = Error("param passphrase 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 = BITQQ
self._symbol = kwargs["symbol"]
self._host = kwargs["host"]
self._order_module_host = kwargs.get('order_module_host')
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._passphrase = kwargs["passphrase"]
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")
self._contract_update_callback = kwargs.get('contract_update_callback')
# 初始化 REST API 对象
self._rest_api = BitQQRestAPI(
self._host,
self._access_key,
self._secret_key,
self._passphrase,
order_module_host=self._order_module_host)
if self._asset_update_callback:
AssetSubscribe(self._platform, self._account,
self.on_event_asset_update)
SingleTask.call_later(self.reset_order_list, delay=10)
async def on_time(self):
""" 每秒钟执行一次.
"""
logger.info("on_time ...", caller=self)
cur_ts_min = int(tools.get_cur_timestamp_ms()//60000*60000) #以分钟为刻度进行对齐的毫秒时间戳
if self.last_ts_min != cur_ts_min: #新的一分钟到来了
for sym in self.symbols:
SingleTask.call_later(self._task_delay, 2, sym, self.last_ts_min) #等待两秒后再工作
self.last_ts_min = cur_ts_min
async def _check_connection(cls, *args, **kwargs):
try:
ns = await cls._mongo_client.list_database_names()
if ns and isinstance(ns, list) and "admin" in ns:
cls._connected = True
except Exception as e:
cls._connected = False
logger.error("mongodb connection ERROR:", e)
finally:
SingleTask.call_later(cls._check_connection, 2) #开启下一轮检测
#数据库连接状态通知上层策略
if cls._last_state != cls.is_connected(): #状态发生变化
cls._last_state = cls.is_connected()
if cls._last_state:
state = State(None, None, "mongodb connection SUCCESS",
State.STATE_CODE_DB_SUCCESS)
else:
state = State(None, None, "mongodb connection ERROR",
State.STATE_CODE_DB_ERROR)
for cb in cls._state_cbs:
SingleTask.run(cb, state)
async def _later_call(self):
"""延时调用
"""
await self.on_time()
#继续开启下一个延迟过程,这种方式实现的定时器是串行模式,而不是并发模式,因为我们这里需要串行效果,这样适合策略编程
SingleTask.call_later(self._later_call, self._interval)
async def _later_call():
"""延时调用
"""
await on_time()
SingleTask.call_later(_later_call, 16)
cleanup(resp) #清理此套接字下的所有交易通道
return resp
async def on_time():
"""检测是否有套接字已经不活跃
"""
ts = tools.get_cur_timestamp_ms()
for ws in app['sockets']:
if ts - ws._my_last_ts > 15*1000: #超过15秒
await ws.close()
async def _later_call():
"""延时调用
"""
await on_time()
SingleTask.call_later(_later_call, 16)
async def on_shutdown(app):
for ws in app['sockets']:
await ws.close()
if __name__ == '__main__':
app['sockets'] = []
app.router.add_routes(routes)
app.on_shutdown.append(on_shutdown)
SingleTask.call_later(_later_call, 16)
web.run_app(app, port=9878)
def enable_timer(self, interval=1):
"""使能定时器功能
"""
self._interval = interval
SingleTask.call_later(self._later_call, self._interval)