ok cta script

Author: 51bitquant

cta_okx_script.py

@@ -0,0 +1,65 @@
+
+from time import sleep
+from logging import INFO
+
+from howtrader.event import EventEngine
+from howtrader.trader.setting import SETTINGS
+from howtrader.trader.engine import MainEngine, LogEngine
+
+from howtrader.gateway.binance import BinanceSpotGateway, BinanceUsdtGateway
+from howtrader.gateway.okx import OkxGateway
+from howtrader.app.cta_strategy import CtaStrategyApp, CtaEngine
+from howtrader.app.cta_strategy.base import EVENT_CTA_LOG
+
+
+SETTINGS["log.active"] = True
+SETTINGS["log.level"] = INFO
+SETTINGS["log.console"] = True
+
+okx_gateway_setting = {
+    "key": "",
+    "secret": "",
+    "passphrase": "",
+    "proxy_host": "",
+    "proxy_port": 0,
+    "server": "REAL"
+}
+
+
+def run():
+    """
+    Running in the child process.
+    """
+    SETTINGS["log.file"] = True
+
+    event_engine = EventEngine()
+    main_engine: MainEngine = MainEngine(event_engine)
+    main_engine.add_gateway(OkxGateway)
+    cta_engine: CtaEngine = main_engine.add_app(CtaStrategyApp)
+    main_engine.write_log("setup main engine")
+
+    log_engine: LogEngine = main_engine.get_engine("log")
+    event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
+    main_engine.write_log("register event listener")
+
+    main_engine.connect(okx_gateway_setting, "OKX")
+    main_engine.write_log("connect OKX gateway")
+
+    sleep(10)
+
+    cta_engine.init_engine()
+    main_engine.write_log("set up cta engine")
+
+    cta_engine.init_all_strategies()
+    sleep(60)   # Leave enough time to complete strategy initialization
+    main_engine.write_log("init cta strategies")
+
+    cta_engine.start_all_strategies()
+    main_engine.write_log("start cta strategies")
+
+    while True:
+        sleep(10)
+
+
+if __name__ == "__main__":
+    run()