501 lines
15 KiB
Python
501 lines
15 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 hashlib
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import inspect
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import requests
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import cerberus
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SYMBOL_BTCJPY = 'btc_jpy'
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SYMBOL_ETHJPY = 'eth_jpy'
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FUNCTIONCODE_GETINFO_ZAIF = 'get_info'
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FUNCTIONCODE_GETINFO2_ZAIF = 'get_info2'
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FUNCTIONCODE_GETPERSONALINFO_ZAIF = 'get_personal_info'
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FUNCTIONCODE_TRADEHISTORY_ZAIF = 'trade_history'
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FUNCTIONCODE_ACTIVEORDERS_ZAIF = 'active_orders'
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FUNCTIONCODE_TRADE_ZAIF = 'trade'
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FUNCTIONCODE_CANCEL_ORDER_ZAIF = 'cancel_order'
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FUNCTIONCODE_WITHDRAL_ZAIF = 'withdraw'
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FUNCTIONCODE_DEPOSIT_HISTORY_ZAIF = 'deposit_history'
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FUNCTIONCODE_WITHDRAW_HISTORY_ZAIF = 'withdraw_history'
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SCHEMA = {
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'from_num': {
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'type': 'integer'
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},
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'count': {
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'type': 'integer'
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},
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'from_id': {
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'type': 'integer'
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},
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'end_id': {
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'type': ['string', 'integer']
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},
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'order': {
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'type': 'string',
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'allowed': ['ASC', 'DESC']
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},
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'since': {
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'type': 'integer'
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},
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'end': {
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'type': ['string', 'integer']
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},
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'currency_pair': {
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'type': 'string',
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'allowed': ['btc_jpy', 'xem_jpy', 'mona_jpy', 'mona_btc']
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},
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'currency': {
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'required': True,
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'type': 'string',
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'allowed': ['jpy', 'btc', 'mona']
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},
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'address': {
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'required': True,
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'type': 'string'
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},
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'message': {
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'type': 'string'
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},
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'amount': {
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'required': True,
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'type': 'number'
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},
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'opt_fee': {
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'type': 'number'
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},
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'order_id': {
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'required': True,
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'type': 'integer'
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},
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'action': {
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'required': True,
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'type': 'string',
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'allowed': ['bid', 'ask']
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},
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'price': {
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'required': True,
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'type': 'number'
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},
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'limit': {
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'type': 'number'
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}
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}
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########################################################################
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class TradeApi(object):
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"""交易接口"""
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__API_URL = 'https://api.zaif.jp/tapi'
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DEBUG = True
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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.reqThread = Thread(target=self.processQueue) # 请求处理线程
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self.nonce = int(mktime(datetime.now().timetuple()))
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def params_pre_processing(self, schema_keys, params):
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schema = self.__get_schema(schema_keys)
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self.__validate(schema, params)
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return self.__edit_params(params)
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@classmethod
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def __get_schema(cls, keys):
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schema = {}
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for key in keys:
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schema[key] = SCHEMA[key]
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return schema
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@classmethod
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def __edit_params(cls, params):
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if 'from_num' in params:
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params['from'] = params['from_num']
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del (params['from_num'])
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return params
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@classmethod
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def __validate(cls, schema, param):
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v = cerberus.Validator(schema)
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if v.validate(param):
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return
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raise Exception(json.dumps(v.errors))
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def __get_parameter(self , func_name, params):
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params['method'] = func_name
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params['nonce'] = self.nonce
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self.nonce += 1
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return urllib.urlencode(params)
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def __get_header(self, params):
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signature = hmac.new(bytearray(self.secretKey.encode('utf-8')), digestmod=hashlib.sha512)
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signature.update(params.encode('utf-8'))
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return {
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'key': str(self.accessKey),
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'sign': str(signature.hexdigest())
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}
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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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schema_keys = req['schema_keys']
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method = req['method']
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kwargs = req['kwargs']
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optional = req['optional']
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params = self.params_pre_processing(schema_keys, kwargs)
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params = self.__get_parameter(method, params)
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header = self.__get_header(params)
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r = requests.post(self.__API_URL , data=params , headers=header)
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if r != None:
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try:
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data = r.json()
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if data['success'] == 0:
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print "error in vnzaif %s" % method
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return data
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else:
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return data
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except Exception,ex:
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return None
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else:
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return None
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'''
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def processRequest(self, req):
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schema_keys = req['schema_keys']
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kwargs = req['kwargs']
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method = req['method']
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optional = req['optional']
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params = self.params_pre_processing(schema_keys, kwargs)
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params = self.__get_parameter(method, params)
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header = self.__get_header(params)
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response = requests.post(self.__API_URL, data=params, headers=header)
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if response.status_code != 200:
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raise Exception('return status code is {}'.format(response.status_code))
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res = json.loads(response.text)
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if res['success'] == 0:
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raise Exception(res['error'])
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return res['return']
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'''
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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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req = self.reqQueue.get(block=True, timeout=1) # 获取请求的阻塞为一秒
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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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# 请求失败
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if 'code' in data and 'message' in data:
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error = u'错误信息：%s' %data['message']
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self.onError(error, req, reqID)
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# 请求成功
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else:
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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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except Empty:
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pass
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#----------------------------------------------------------------------
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def sendRequest(self, method, schema_keys , kwargs , callback, 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['method'] = method
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req['schema_keys'] = schema_keys
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req['kwargs'] = kwargs
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#req['params'] = params
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req['callback'] = callback
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req['optional'] = optional
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req['reqID'] = self.reqID
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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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#---------------------------------------------------
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'''
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def get_info(self):
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print FUNCTIONCODE_GETINFO_ZAIF
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method = FUNCTIONCODE_GETINFO_ZAIF
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key = {}
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params = {}
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callback = self.onGet_info
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optional = {}
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print params
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return self.sendRequest(method, key, params,callback, optional)
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'''
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def get_info2(self):
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method = FUNCTIONCODE_GETINFO2_ZAIF
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key = {}
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params = {}
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callback = self.onGet_info2
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optional = {}
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return self.sendRequest(method, key, params, callback, optional)
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def trade_history(self , **kwargs):
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method = FUNCTIONCODE_TRADEHISTORY_ZAIF
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schema_keys = ['from_num', 'count', 'from_id', 'end_id', 'order', 'since', 'end', 'currency_pair']
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callback = self.onTradeHistory
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optional = {}
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return self.sendRequest(method, schema_keys, kwargs, callback, optional)
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def active_orders(self , **kwargs):
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method = FUNCTIONCODE_ACTIVEORDERS_ZAIF
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schema_keys = ['currency_pair']
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callback = self.onActiveOrders
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optional = {}
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return self.sendRequest(method, schema_keys, kwargs, callback, optional)
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def withdraw_history(self , **kwargs):
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method = FUNCTIONCODE_WITHDRAW_HISTORY_ZAIF
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schema_keys = ['currency', 'from_num', 'count', 'from_id', 'end_id', 'order', 'since', 'end']
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callback = self.onWithdrawHistory
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optional = {}
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return self.sendRequest(method, schema_keys, kwargs, callback, optional)
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def deposit_history(self , **kwargs):
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method = FUNCTIONCODE_DEPOSIT_HISTORY_ZAIF
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schema_keys = ['currency', 'from_num', 'count', 'from_id', 'end_id', 'order', 'since', 'end']
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callback = self.onDepositHistory
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optional = {}
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return self.sendRequest(method, schema_keys, kwargs, callback, optional)
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def withdraw(self , **kwargs):
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method = FUNCTIONCODE_WITHDRAL_ZAIF
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schema_keys = ['currency', 'address', 'message', 'amount', 'opt_fee']
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callback = self.onWithdraw
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optional = {}
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return self.sendRequest(method, schema_keys, kwargs, callback, optional)
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def cancel_order(self, **kwargs):
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method = FUNCTIONCODE_CANCEL_ORDER_ZAIF
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schema_keys = ['order_id']
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callback = self.onCancelOrder
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optional = {}
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return self.sendRequest(method, schema_keys, kwargs, callback, optional)
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def trade(self, **kwargs):
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method = FUNCTIONCODE_TRADE_ZAIF
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schema_keys = ['currency_pair', 'action', 'price', 'amount', 'limit']
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callback = self.onTrade
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optional = {}
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return self.sendRequest(method, schema_keys, kwargs, callback, optional)
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####################################################
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## 回调函数
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####################################################
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'''
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def onGet_info(self, data, req, reqID):
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"""用户信息"""
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print data
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'''
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def onTrade(self, data, req, reqID):
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print data
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def onCancelOrder(self, data, req, reqID):
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print data
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def onWithdraw(self, data, req, reqID):
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print data
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def onDepositHistory(self, data, req, reqID):
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print data
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def onWithdrawHistory(self, data, req, reqID):
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print data
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def onTradeHistory(self, data, req, reqID):
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print data
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def onActiveOrders(self, data, req, reqID):
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print data
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def onGet_info2(self, data, req, reqID):
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"""用户信息"""
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print data
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class DataApi(object):
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"""
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行情接口
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"""
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TICK_SYMBOL_URL = {
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SYMBOL_BTCJPY: 'https://api.zaif.jp/api/1/ticker/btc_jpy',
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SYMBOL_ETHJPY: 'https://api.zaif.jp/api/1/ticker/eth_jpy'
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}
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TRADES_SYMBOL_URL = {
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SYMBOL_BTCJPY: 'https://api.zaif.jp/api/1/trades/btc_jpy',
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SYMBOL_ETHJPY: 'https://api.zaif.jp/api/1/trades/eth_jpy',
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}
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DEPTH_SYMBOL_URL = {
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SYMBOL_BTCJPY: 'https://api.zaif.jp/api/1/depth/btc_jpy',
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SYMBOL_ETHJPY: 'https://api.zaif.jp/api/1/depth/eth_jpy',
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}
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LAST_SYMBOL_URL = {
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SYMBOL_BTCJPY: 'https://api.zaif.jp/api/1/last_price/btc_jpy',
|
||
|
|
SYMBOL_ETHJPY: 'https://api.zaif.jp/api/1/last_price/eth_jpy',
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
DEBUG = True
|
||
|
|
|
||
|
|
#----------------------------------------------------------------------
|
||
|
|
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__
|
||
|
|
|
||
|
|
data = {"return_symbol": (url.split('/'))[-1].split('_')[0] , "data":data}
|
||
|
|
#data["return_symbol"] =
|
||
|
|
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 subscribeLast(self, symbol):
|
||
|
|
"""订阅实时成交数据"""
|
||
|
|
url = self.LAST_SYMBOL_URL[symbol]
|
||
|
|
task = (url, self.onLast)
|
||
|
|
self.taskList.append(task)
|
||
|
|
|
||
|
|
|
||
|
|
#----------------------------------------------------------------------
|
||
|
|
def subscribeTrades(self, symbol):
|
||
|
|
"""订阅实时报价数据"""
|
||
|
|
url = self.TRADES_SYMBOL_URL[symbol]
|
||
|
|
task = (url, self.onTrades)
|
||
|
|
self.taskList.append(task)
|
||
|
|
|
||
|
|
#----------------------------------------------------------------------
|
||
|
|
def subscribeDepth(self, symbol, level=0):
|
||
|
|
"""订阅深度数据"""
|
||
|
|
url = self.DEPTH_SYMBOL_URL[symbol]
|
||
|
|
|
||
|
|
if level:
|
||
|
|
url = url.replace('json', str(level))
|
||
|
|
|
||
|
|
task = (url, self.onDepth)
|
||
|
|
self.taskList.append(task)
|
||
|
|
|
||
|
|
|
||
|
|
#----------------------------------------------------------------------
|
||
|
|
def onTick(self, data):
|
||
|
|
"""实时成交推送"""
|
||
|
|
print data
|
||
|
|
|
||
|
|
#----------------------------------------------------------------------
|
||
|
|
def onLast(self, data):
|
||
|
|
"""实时深度推送"""
|
||
|
|
print data
|
||
|
|
#----------------------------------------------------------------------
|
||
|
|
def onTrades(self, data):
|
||
|
|
"""实时深度推送"""
|
||
|
|
print data
|
||
|
|
#----------------------------------------------------------------------
|
||
|
|
def onDepth(self, data):
|
||
|
|
"""实时深度推送"""
|
||
|
|
print data
|
||
|
|
|