xingetouzi / vnpy_fxdayu Goto Github PK

报错：
2019-09-17 18:18:48,365 INFO: Register ctaEngine plugin named CtaMerticPlugin: <vnpy.trader.app.ctaStrategy.plugins.ctaMetric.base.CtaMerticPlugin object at 0x1a0fecf5c0>.
2019-09-17 18:18:48,367 INFO: Disable ctaEngine plugin: CtaMerticPlugin
2019-09-17 18:18:48,369 INFO: Register ctaEngine plugin named CtaStrategyInfoPlugin: <vnpy.trader.app.ctaStrategy.plugins.ctaStrategyInfo.sender.CtaStrategyInfoPlugin object at 0x1a0fecf4e0>.
2019-09-17 18:18:48,369 INFO: Disable ctaEngine plugin: CtaStrategyInfoPlugin
2019-09-17 18:18:48,370 INFO: Register ctaEngine plugin named BarManagerPlugin: <vnpy.trader.app.ctaStrategy.plugins.ctaBarManager.manager.BarManagerPlugin object at 0x1a142bbdd8>.
2019-09-17 18:18:53,380 INFO: OKEX SPOT REST API 连接成功
2019-09-17 18:18:53,816 INFO: OKEX OKEX 现货币对信息查询成功
2019-09-17 18:20:08,715 WARNING: the 1th attempt to connect websocket failed, next try at 1 seconds later
[2019-09-17T18:20:08.727311]: Unhandled WebSocket Error:<class 'TimeoutError'>
LastSentText:
None
LastReceivedText:
None
Exception trace:
Traceback (most recent call last):
File "/anaconda3/lib/python3.6/site-packages/vnpy_fxdayu-1.1.20-py3.6.egg/vnpy/api/websocket/WebsocketClient.py", line 131, in _connect
self.host, sslopt={'cert_reqs': ssl.CERT_NONE})
File "/anaconda3/lib/python3.6/site-packages/vnpy_fxdayu-1.1.20-py3.6.egg/vnpy/api/websocket/WebsocketClient.py", line 118, in _createConnection
return websocket.create_connection(*args, **kwargs)
File "/anaconda3/lib/python3.6/site-packages/websocket/_core.py", line 494, in create_connection
websock.connect(url, **options)
File "/anaconda3/lib/python3.6/site-packages/websocket/_core.py", line 217, in connect
options.pop('socket', None))
File "/anaconda3/lib/python3.6/site-packages/websocket/_http.py", line 120, in connect
sock = _open_socket(addrinfo_list, options.sockopt, options.timeout)
File "/anaconda3/lib/python3.6/site-packages/websocket/_http.py", line 186, in _open_socket
raise error
File "/anaconda3/lib/python3.6/site-packages/websocket/_http.py", line 170, in _open_socket
sock.connect(address)
TimeoutError: [Errno 60] Operation timed out
2019-09-17 18:21:24,996 WARNING: the 2th attempt to connect websocket failed, next try at 2 seconds later
[2019-09-17T18:21:24.997181]: Unhandled WebSocket Error:<class 'TimeoutError'>

查看了依赖的库是完整的
{
"apiKey": "eaeeb-b422-e6449325f63f",
"apiSecret": "0C3B9FFCE122C9B379",
"passphrase":"yalig",
"future_leverage": 10,
"swap_leverage": 1,
"margin_token": 3,
"sessionCount": 3,
"trace": false,
"symbols":["ETH-USDT"],
"setQryEnabled":false,
"setQryFreq":60,
"note":""
}

配置参数如上，
但是没有行情推送

1.支持交易时段(Session)列表和交易日历(Calendar),能解决的下述问题

期货有夜盘,一日有多session,可以跨过0点,例如:
	
	上期所有夜盘的品种的时段有两种
            SHF2300		900~1015	1030~1130	1330~1500	2100~2300
	SHF0100		900~1015	1030~1130	1330~1500	2100~100

a.能提供SessionStart/SessionEnd/DailyStart/DailyEnd等通告事件(NotifyEvent)

b.能由1min数据合成SessionBar;进而由SessionBar,组成DailyBar,还有WeekBar,MonthBar
	含有夜盘的期货的DailyBar数据,比较麻烦!
		
c.Session时间之外,禁止发单/撤单等操作

2.支持用户自定义的通告事件(NotifyEvent)的设置和使用

设置事件(附带各种变量)
	一次性Event 
	周期性Event 

事件通告(onNotifyEvent)
	事件通告触发启动相应的事件处理

a.系统应该默认提供相应的如下通告事件及调用入口
	onSessionStart/onSessionEnd
	onDailyStart/onDailyEnd
	onWeekStart/onWeekEnd
	onMonthStart/onMonthEnd

b.用户可以自定义NotifyEvent(附带各种变量),例如:
	以onSessionStart/onDailyStart为起点加上Xsec/Xmin,设置NotifyEvent(附带各种变量),完成一定的处理
	以onSessionEnd/onDailyEnd之前Xsec/Xmin,设置NotifyEvent(附带各种变量),完成一定的处理

eg:
期货交易使用期货指数数据(通达信上的IFL9/IHL9/RBL9/...),本地洗价达到触发条件后,下单到具体合约(IF1901/IH1901/...)上去
股票交易用前复权数据,本地洗价达到触发条件后,下单到具体股票上去

eg:
vnpy_fxdayu/vnpy/trader/app/optionMaster/

https://github.com/xingetouzi/vnpy_fxdayu/blob/master/vnpy/api/bitmex/vnbitmex.py#L129

想问下项目中Bitmex的api实现是怎么实现长连接的啊？requests直接就支持？

tdx_api
python版trade.dll
使用boost python对c++版的通达信接口进行包装，生成一个python版本的接口
https://github.com/JaysonAlbert/tdx_api

rainx/TdxTradeServer
TongDaXin Tarde Server 通达信交易服务器
https://github.com/rainx/TdxTradeServer

富途开放API Python SDK
https://github.com/FutunnOpen/py-futu-api