相关文章：https://www.fmz.com/bbs-topic/5969
由于HTTPServer本身有些坑，考虑使用ThreadingHTTPServer代替。 参考：https://docs.python.org/3.7/library/http.server.html 需要Python3.7版本。
HTTPServer问题的资料： https://www.zybuluo.com/JunQiu/note/1350528
'''
请求格式：http://x.x.x.x:xxxx/data?access_key=xxx&secret_key=yyy&type=buy&amount=0.001
策略机器人参数：
- 类型：加密字符串，AccessKey , SecretKey ，可以用FMZ平台的低权限的API KEY，或者自己生成KEY也可以。
- 类型：字符串，合约ID，ContractType
- 类型：数值，端口号，Port
'''
import re
import _thread
import json
from http.server import ThreadingHTTPServer, BaseHTTPRequestHandler
from urllib.parse import parse_qs, urlparse
def url2Dict(url):
query = urlparse(url).query
params = parse_qs(query)
result = {key: params[key][0] for key in params}
return result
class Executor(BaseHTTPRequestHandler):
def do_GET(self):
try:
dictParam = url2Dict(self.path)
Log("测试", dictParam)
except Exception as e:
Log("Provider do_GET error, e:", e)
def do_POST(self):
try:
self.send_response(200)
self.send_header("Content-type", "application/json")
self.end_headers()
dictParam = url2Dict(self.path)
# 测试POST请求Body信息
data = self.rfile.read(200) # 指定了读取长度
Log("data:", data) # 打印POST请求的数据，可以根据请求中的数据具体再让机器人执行对应的操作
# 校验
if len(dictParam) == 4 and dictParam["access_key"] == AccessKey and dictParam["secret_key"] == SecretKey:
del dictParam["access_key"]
del dictParam["secret_key"]
Log("接收到请求", "参数：", dictParam, "#FF0000")
'''
map[access_key:xxx amount:0.001 secret_key:yyy type:buy]
'''
isSpot = True
if exchange.GetName().find("Futures") != -1:
if ContractType != "":
exchange.SetContractType(ContractType)
isSpot = False
else :
raise "未设置期货合约"
q = None
if exchange.GetName() == "Futures_CTP" and UseMarketOrderForCTP == False:
q = ext.NewTaskQueue()
if isSpot and dictParam["type"] == "buy":
exchange.Buy(-1, float(dictParam["amount"]))
Log(exchange.GetAccount())
elif isSpot and dictParam["type"] == "sell":
exchange.Sell(-1, float(dictParam["amount"]))
Log(exchange.GetAccount())
elif not isSpot and dictParam["type"] == "long":
exchange.SetDirection("buy")
if not q:
exchange.Buy(-1, float(dictParam["amount"]))
else :
q.pushTask(exchange, ContractType, "buy", float(dictParam["amount"]), lambda task, ret: Log(task["desc"], ret, "#FF0000"))
Log("持仓：", exchange.GetPosition())
elif not isSpot and dictParam["type"] == "short":
exchange.SetDirection("sell")
if not q:
exchange.Sell(-1, float(dictParam["amount"]))
else :
q.pushTask(exchange, ContractType, "sell", float(dictParam["amount"]), lambda task, ret: Log(task["desc"], ret, "#FF0000"))
Log("持仓：", exchange.GetPosition())
elif not isSpot and dictParam["type"] == "cover_long":
exchange.SetDirection("closebuy")
if not q:
exchange.Sell(-1, float(dictParam["amount"]))
else :
q.pushTask(exchange, ContractType, "closebuy", float(dictParam["amount"]), lambda task, ret: Log(task["desc"], ret, "#FF0000"))
Log("持仓：", exchange.GetPosition())
elif not isSpot and dictParam["type"] == "cover_short":
exchange.SetDirection("closesell")
if not q:
exchange.Buy(-1, float(dictParam["amount"]))
else :
q.pushTask(exchange, ContractType, "closesell", float(dictParam["amount"]), lambda task, ret: Log(task["desc"], ret, "#FF0000"))
Log("持仓：", exchange.GetPosition())
if q is not None:
while q.size() > 0:
q.poll()
Sleep(500)
# 处理body数据
if isDealBodyMsg:
if exchange.GetName().find("Futures") != -1:
Log("data:", data.decode('utf-8')) # 测试
if re.search(r'buy', data.decode('utf-8')):
Log("触发buy")
exchange.SetContractType(ct)
exchange.SetDirection("buy")
exchange.Buy(-1, amount)
elif re.search(r'sell', data.decode('utf-8')):
Log("触发sell")
exchange.SetContractType(ct)
exchange.SetDirection("sell")
exchange.Sell(-1, amount)
# 写入数据应答
self.wfile.write(json.dumps({"state": "ok"}).encode())
except Exception as e:
Log("Provider do_POST error, e:", e)
def createServer(host):
try:
server = ThreadingHTTPServer(host, Executor)
Log("Starting server, listen at: %s:%s" % host)
server.serve_forever()
except Exception as e:
Log("createServer error, e:", e)
raise Exception("stop")
def main():
# 开启一个线程
try:
_thread.start_new_thread(createServer, (("0.0.0.0", Port), )) # VPS服务器上测试
except Exception as e:
Log("错误信息：", e)
raise Exception("stop")
if exchange.GetName().find("Futures") != -1:
exchange.SetContractType(ContractType)
Log("账户资产信息：", _C(exchange.GetAccount))
while True:
if exchange.GetName() == "Futures_CTP":
if exchange.IO("status"):
LogStatus(_D(), "CTP连接")
else:
LogStatus(_D(), "CTP未连接")
else:
LogStatus(_D())
Sleep(2000)
陈先森 老师您好，TV上直接报警交易方向的策略webhook地址怎么写？谢谢告知
blackcat1402 谢谢老师！ 为什么没法输入交易对信息呢？ 如何识别是在哪个交易对上进行交易呢？
lanbn 好的，谢谢老师，我测试一下！！！
lanbn 老师，您好，能不能把合约的一些代码写的详细一点，编程小白真的是无从下手，谢谢了！！
小小梦 不明白，估计是用的时候哪里搞错了，检查下。
陈先森 谢谢，如果我的webhook地址写的交易方向是买入，但tv策略报警的提示是卖出怎么办?（策略只提示买入卖出）
小小梦 https://www.fmz.com/bbs-topic/5969 文章和策略里有例子。
小小梦 实盘的时候你添加交易所对象的时候是要设置交易对的，设置什么交易对就是交易什么。合约ID设置在策略参数上。
小小梦 https://www.fmz.com/api#exchange.setcontracttype... 函数描述中有，可以看下。
PY008 合约代码是什么？
小小梦 不客气。
小小梦 如果是做某个交易所的合约，把TV上的webhook地址写成： 做多一张合约： ``` http://x.x.x.x:xxxx/data?access_key=xxx&secret_key=yyy&type=long&amount=1 ``` 平多一张合约： ``` http://x.x.x.x:xxxx/data?access_key=xxx&secret_key=yyy&type=cover_long&amount=1 ``` 记得策略参数上，设置合约代码。