461 lines
16 KiB
Python
461 lines
16 KiB
Python
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# encoding: utf-8
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import urllib
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import hashlib
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import json
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import requests
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import hmac
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import time
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from datetime import datetime
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from time import time, sleep , mktime
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from Queue import Queue, Empty
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from threading import Thread
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import urllib
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import websocket
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import inspect
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import requests
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import cerberus
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CURRENCY_JPY = "jpy"
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SYMBOL_BTCJPY = 'btc_jpy'
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FUNCTIONCODE_GET_INFO_COINCHECK = 'get_info'
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FUNCTIONCODE_GET_BALANCE_COINCHECK = 'get_balance'
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FUNCTIONCODE_LIST_ORDER_COINCHECK = 'list_order'
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FUNCTIONCODE_BUY_ORDER_COINCHECK = 'buy'
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FUNCTIONCODE_SELL_ORDER_COINCHECK = 'sell'
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FUNCTIONCODE_CANCEL_ORDER_COINCHECK = 'cancel_order'
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FUNCTIONCODE_HISTORY_ORDER_COINCHECK = 'history'
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class TradeApi(object):
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API_account = "https://coincheck.com/api/accounts"
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API_balance = "https://coincheck.com/api/accounts/balance"
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API_trade = "https://coincheck.com/api/exchange/orders"
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API_list_order = "https://coincheck.com/api/exchange/orders/opens"
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API_history_order = "https://coincheck.com/api/exchange/orders/transactions"
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API_cancel_order = "https://coincheck.com/api/exchange/orders/%s"
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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self.accessKey = ''
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self.secretKey = ''
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self.active = False # API工作状态
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self.reqID = 0 # 请求编号
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#self.reqQueue = Queue() # 请求队列
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self.reqQueue = [] # 请求的队列
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self.reqThread = Thread(target=self.processQueue) # 请求处理线程
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self.nonce = int(mktime(datetime.now().timetuple())) * 1000000000
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def make_header(self , url , body = ""):
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''' create request header function
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:param url: URL for the new :class:`Request` object.
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'''
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self.nonce += 1
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nonce = str(self.nonce)
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message = nonce + url + body
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signature = hmac.new(self.secretKey.encode('utf-8'), message.encode('utf-8'), hashlib.sha256).hexdigest()
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headers = {
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'ACCESS-KEY' : self.accessKey,
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'ACCESS-NONCE' : nonce,
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'ACCESS-SIGNATURE': signature
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}
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return headers
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#----------------------------------------------------------------------
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def processRequest(self, req):
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"""处理请求"""
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# 读取方法和参数
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url = req['url']
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method = req['method']
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r = None
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headers = self.make_header(url)
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if method in [FUNCTIONCODE_GET_INFO_COINCHECK , FUNCTIONCODE_GET_BALANCE_COINCHECK , FUNCTIONCODE_LIST_ORDER_COINCHECK , FUNCTIONCODE_HISTORY_ORDER_COINCHECK]:
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r = requests.get(url , headers=headers)
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elif method in [FUNCTIONCODE_CANCEL_ORDER_COINCHECK]:
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r = requests.delete(url , headers=headers)
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elif method in [FUNCTIONCODE_BUY_ORDER_COINCHECK , FUNCTIONCODE_SELL_ORDER_COINCHECK]:
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kwargs = req["kwargs"]
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payload = { 'rate': kwargs['rate'],
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'amount': kwargs['amount'],
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'order_type': method,
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'pair': SYMBOL_BTCJPY}
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body = 'rate={rate}&amount={amount}&order_type={order_type}&pair={pair}'.format(**payload)
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headers = self.make_header(url , body)
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r = requests.post(url,headers=headers,data=body)
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# print r
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# from coincheck import order,market,account
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# ok = order.Order(access_key=self.accessKey, secret_key=self.secretKey)
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# print "???"
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# return ok.buy_btc_jpy(amount=0.01,rate=200)
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#return self.create2( rate = 200 , amount = 0.01 , order_type = 'buy' , pair = 'btc_jpy')
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#self.create2( rate = 200 , amount = 0.01 , order_type = 'buy' , pair = 'btc_jpy')
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#r = self.create( rate = 200 , amount = 0.01 , order_type = 'buy' , pair = 'btc_jpy')
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# print "!!!!!!!!!!!!!!" ,method
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# if method in [FUNCTIONCODE_BUY_ORDER_COINCHECK , FUNCTIONCODE_SELL_ORDER_COINCHECK]:
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# print "what?" , method , r.status_code
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# elif method in [FUNCTIONCODE_LIST_ORDER_COINCHECK]:
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# print "list?" , method , r.status_code
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if r != None and r.status_code == 200:
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data = r.json()
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if data['success'] == 0:
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print "error in coincheck %s" % method
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return data
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else:
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return data
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else:
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try:
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data = json.loads(r.text)
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return data
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except Exception,ex:
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return None
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#----------------------------------------------------------------------
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def processQueue(self):
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"""处理请求队列中的请求"""
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while self.active:
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try:
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#print "processQueue"
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#req = self.reqQueue.get(block=True, timeout=0.001) # 获取请求的阻塞为一秒
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# out_arr = [s[0] for s in self.reqQueue]
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# print out_arr
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(Type , req) = self.reqQueue[0]
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callback = req['callback']
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reqID = req['reqID']
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data = self.processRequest(req)
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# 请求成功
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if data != None :
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if self.DEBUG:
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print callback.__name__
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callback(data, req, reqID)
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self.reqQueue.pop(0)
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sleep(0.1)
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except Exception,ex:
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pass
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#----------------------------------------------------------------------
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def sendRequest(self, url , method, callback, kwargs = None,optional=None):
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"""发送请求"""
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# 请求编号加1
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self.reqID += 1
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# 生成请求字典并放入队列中
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req = {}
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req['url'] = url
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req['method'] = method
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req['callback'] = callback
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req['optional'] = optional
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req['kwargs'] = kwargs
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req['reqID'] = self.reqID
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#if method in [FUNCTIONCODE_LIST_ORDER_COINCHECK , FUNCTIONCODE_GET_BALANCE_COINCHECK , FUNCTIONCODE_BUY_ORDER_COINCHECK , FUNCTIONCODE_SELL_ORDER_COINCHECK]:
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if method in [FUNCTIONCODE_LIST_ORDER_COINCHECK , FUNCTIONCODE_GET_BALANCE_COINCHECK ]:
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flag = False
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for use_method ,r in self.reqQueue:
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if use_method == method:
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flag = True
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break
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if False == flag:
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self.reqQueue.append( (method , req))
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else:
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self.reqQueue.append( (method , req))
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#self.reqQueue.put(req)
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# 返回请求编号
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return self.reqID
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####################################################
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## 主动函数
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####################################################
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#----------------------------------------------------------------------
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def init(self, accessKey, secretKey):
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"""初始化"""
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self.accessKey = accessKey
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self.secretKey = secretKey
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self.active = True
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self.reqThread.start()
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#----------------------------------------------------------------------
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def exit(self):
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"""退出"""
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self.active = False
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if self.reqThread.isAlive():
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self.reqThread.join()
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def get_info(self):
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return self.sendRequest( self.API_account , FUNCTIONCODE_GET_INFO_COINCHECK , self.onGet_info , None)
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def get_balance(self):
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return self.sendRequest( self.API_balance , FUNCTIONCODE_GET_BALANCE_COINCHECK , self.onGet_balance , None)
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def buy_btc_jpy(self , **kwargs):
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print "buy_btc_jpy"
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return self.sendRequest( self.API_trade , FUNCTIONCODE_BUY_ORDER_COINCHECK , self.onBuy_btc , kwargs = kwargs, optional = None)
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def sell_btc_jpy(self, **kwargs):
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print "sell_btc_jpy"
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return self.sendRequest( self.API_trade , FUNCTIONCODE_SELL_ORDER_COINCHECK , self.onSell_btc , kwargs = kwargs, optional = None)
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def list_orders(self):
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return self.sendRequest( self.API_list_order , FUNCTIONCODE_LIST_ORDER_COINCHECK , self.onList_order , None)
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def cancel_orders(self , order_id):
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return self.sendRequest( self.API_cancel_order % (str(order_id)) , FUNCTIONCODE_CANCEL_ORDER_COINCHECK , self.onCancel_orders , None)
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def history_orders(self):
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return self.sendRequest( self.API_history_order , FUNCTIONCODE_HISTORY_ORDER_COINCHECK , self.onHistory_orders , None)
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####################################################
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## 回调函数
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####################################################
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def onGet_info(self, data, req, reqID):
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print data
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def onGet_balance(self, data, req, reqID):
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print data
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def onBuy_btc(self, data, req, reqID):
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print data
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def onSell_btc(self, data, req, reqID):
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print data
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def onList_order(self, data, req, reqID):
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print data
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def onCancel_orders(self, data, req, reqID):
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print data
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def onHistory_orders(self, data, req, reqID):
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print data
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class DataApiSocket(object):
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"""基于websocket的API对象"""
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#----------------------------------------------------------------------
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def __init__(self ):
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"""Constructor"""
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self.host = '' # 服务器地址
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self.currency = '' # 货币类型（usd或者cny）
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self.ws = None # websocket应用对象
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self.thread = None # 工作线程
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#######################
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## 通用函数
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#######################
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#----------------------------------------------------------------------
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def onMessage(self, ws, evt):
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"""信息推送"""
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print 'onMessage'
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print evt
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#----------------------------------------------------------------------
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def onError(self, ws, evt):
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"""错误推送"""
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print 'onError'
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print evt
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#----------------------------------------------------------------------
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def onClose(self, ws):
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"""接口断开"""
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print 'onClose'
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#----------------------------------------------------------------------
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def onOpen(self, ws):
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"""接口打开"""
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print "onOpen"
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self.sendOrderbookRequest()
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self.sendTradesRequest()
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#----------------------------------------------------------------------
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def connect(self, host, trace=False):
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"""连接服务器"""
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self.host = host
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self.currency = CURRENCY_JPY
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websocket.enableTrace(trace)
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self.ws = websocket.WebSocketApp(host,
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on_message=self.onMessage,
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on_error=self.onError,
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on_close=self.onClose,
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on_open=self.onOpen)
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self.thread = Thread(target=self.ws.run_forever)
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self.thread.start()
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sleep(8)
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#----------------------------------------------------------------------
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def reconnect(self):
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"""重新连接"""
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# 首先关闭之前的连接
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self.close()
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# 再执行重连任务
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self.ws = websocket.WebSocketApp(self.host,
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on_message=self.onMessage,
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on_error=self.onError,
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on_close=self.onClose,
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on_open=self.onOpen)
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self.thread = Thread(target=self.ws.run_forever)
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self.thread.start()
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#----------------------------------------------------------------------
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def exit(self):
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self.close()
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#----------------------------------------------------------------------
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def close(self):
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"""关闭接口"""
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if self.thread and self.thread.isAlive():
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self.ws.close()
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self.thread.join()
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#----------------------------------------------------------------------
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def sendOrderbookRequest(self):
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"""发送行情请求 , 订阅 orderbook"""
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# 生成请求
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d = {}
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d['type'] = 'subscribe'
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d['channel'] = "btc_jpy-orderbook"
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# 使用json打包并发送
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j = json.dumps(d)
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# 若触发异常则重连
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try:
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self.ws.send(j)
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except websocket.WebSocketConnectionClosedException:
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pass
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#----------------------------------------------------------------------
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def sendTradesRequest(self):
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"""订阅最近的交易记录 """
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# 生成请求
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d = {}
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d['type'] = 'subscribe'
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d['channel'] = "btc_jpy-trades"
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# 使用json打包并发送
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j = json.dumps(d)
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# 若触发异常则重连
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try:
|
|||
|
|
self.ws.send(j)
|
|||
|
|
except websocket.WebSocketConnectionClosedException:
|
|||
|
|
pass
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
class DataApi(object):
|
|||
|
|
|
|||
|
|
'''get latest information of coincheck market'''
|
|||
|
|
TICK_SYMBOL_URL = {
|
|||
|
|
SYMBOL_BTCJPY: 'https://coincheck.com/api/ticker'
|
|||
|
|
}
|
|||
|
|
'''get latest deal history of coincheck market'''
|
|||
|
|
TRADES_SYMBOL_URL = {
|
|||
|
|
SYMBOL_BTCJPY: 'https://coincheck.com/api/trades'
|
|||
|
|
}
|
|||
|
|
'''get latest asks/bids information of coincheck market'''
|
|||
|
|
ORDERBOOKERS_SYMBOL_URL = {
|
|||
|
|
SYMBOL_BTCJPY: 'https://coincheck.com/api/order_books'
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
DEBUG = False
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def __init__(self):
|
|||
|
|
"""Constructor"""
|
|||
|
|
self.active = False
|
|||
|
|
|
|||
|
|
self.taskInterval = 0 # 每轮请求延时
|
|||
|
|
self.taskList = [] # 订阅的任务列表
|
|||
|
|
self.taskThread = Thread(target=self.run) # 处理任务的线程
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def init(self, interval, debug):
|
|||
|
|
"""初始化"""
|
|||
|
|
self.taskInterval = interval
|
|||
|
|
self.DEBUG = debug
|
|||
|
|
|
|||
|
|
self.active = True
|
|||
|
|
self.taskThread.start()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def exit(self):
|
|||
|
|
"""退出"""
|
|||
|
|
self.active = False
|
|||
|
|
|
|||
|
|
if self.taskThread.isAlive():
|
|||
|
|
self.taskThread.join()
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def run(self):
|
|||
|
|
"""连续运行"""
|
|||
|
|
while self.active:
|
|||
|
|
for url, callback in self.taskList:
|
|||
|
|
try:
|
|||
|
|
r = requests.get(url)
|
|||
|
|
if r.status_code == 200:
|
|||
|
|
data = r.json()
|
|||
|
|
if self.DEBUG:
|
|||
|
|
print callback.__name__
|
|||
|
|
callback(data)
|
|||
|
|
except Exception, e:
|
|||
|
|
print e
|
|||
|
|
sleep(self.taskInterval)
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def subscribeTick(self, symbol):
|
|||
|
|
"""订阅实时成交数据"""
|
|||
|
|
url = self.TICK_SYMBOL_URL[symbol]
|
|||
|
|
task = (url, self.onTick)
|
|||
|
|
self.taskList.append(task)
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def subscribeTrades(self, symbol):
|
|||
|
|
"""订阅实时成交数据"""
|
|||
|
|
url = self.TRADES_SYMBOL_URL[symbol]
|
|||
|
|
task = (url, self.onTrades)
|
|||
|
|
self.taskList.append(task)
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def subscribeOrderbooks(self, symbol):
|
|||
|
|
"""订阅实时成交数据"""
|
|||
|
|
url = self.ORDERBOOKERS_SYMBOL_URL[symbol]
|
|||
|
|
task = (url, self.onOrderbooks)
|
|||
|
|
self.taskList.append(task)
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def onTick(self, data):
|
|||
|
|
"""实时成交推送"""
|
|||
|
|
print data
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def onTrades(self, data):
|
|||
|
|
"""实时成交推送"""
|
|||
|
|
print data
|
|||
|
|
|
|||
|
|
#----------------------------------------------------------------------
|
|||
|
|
def onOrderbooks(self, data):
|
|||
|
|
"""实时成交推送"""
|
|||
|
|
print data
|
|||
|
|
|
|||
|
|
if __name__ == '__main__':
|
|||
|
|
pass
|