diff --git a/beta/gateway/huobiGateway/__init__.py b/beta/gateway/huobiGateway/__init__.py deleted file mode 100644 index e69de29b..00000000 diff --git a/beta/gateway/huobiGateway/huobiGateway.py b/beta/gateway/huobiGateway/huobiGateway.py deleted file mode 100644 index 4c8c6ecd..00000000 --- a/beta/gateway/huobiGateway/huobiGateway.py +++ /dev/null @@ -1,302 +0,0 @@ -# encoding: UTF-8 - -''' -''' - -from __future__ import print_function - -import base64 -import hashlib -import hmac -import json -import re -import urllib -import zlib - -from vnpy.api.rest import Request, RestClient -from vnpy.api.websocket import WebsocketClient -from vnpy.trader.vtGateway import * - -REST_HOST = 'https://api.huobipro.com' -WEBSOCKET_MARKET_HOST = 'wss://api.huobi.pro/ws' # Global站行情 -WEBSOCKET_ASSETS_HOST = 'wss://api.huobi.pro/ws/v1' # 资产和订单 -WEBSOCKET_CONTRACT_HOST = 'wss://www.hbdm.com/ws' # 合约站行情 - - -#---------------------------------------------------------------------- -def _split_url(url): - """ - 将url拆分为host和path - :return: host, path - """ - m = re.match('\w+://([^/]*)(.*)', url) - if m: - return m.group(1), m.group(2) - - -#---------------------------------------------------------------------- -def createSignature(apiKey, method, host, path, secretKey): - """创建签名""" - sortedParams = ( - ("AccessKeyId", apiKey), - ("SignatureMethod", 'HmacSHA256'), - ("SignatureVersion", "2"), - ("Timestamp", datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S')) - ) - encodeParams = urllib.urlencode(sortedParams) - - payload = [method, host, path, encodeParams] - payload = '\n'.join(payload) - payload = payload.encode(encoding='UTF8') - - secretKey = secretKey.encode(encoding='UTF8') - - digest = hmac.new(secretKey, payload, digestmod=hashlib.sha256).digest() - - signature = base64.b64encode(digest) - params = dict(sortedParams) - params["Signature"] = signature - return params - - -######################################################################## -class HuobiRestApi(RestClient): - - def __init__(self, gateway): # type: (VtGateway)->HuobiRestApi - super(HuobiRestApi, self).__init__() - self.gateway = gateway - self.gatewayName = gateway.gatewayName - - self.apiKey = "" - self.apiSecret = "" - self.signHost = "" - - #---------------------------------------------------------------------- - def sign(self, request): - request.headers = { - "User-Agent": - "Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.71 Safari/537.36"} - additionalParams = createSignature(self.apiKey, - request.method, - self.signHost, - request.path, - self.apiSecret) - if not request.params: - request.params = additionalParams - else: - request.params.update(additionalParams) - if request.method == "POST": - request.headers['Content-Type'] = 'application/json' - return request - - #---------------------------------------------------------------------- - def connect(self, apiKey, apiSecret, sessionCount=3): - """连接服务器""" - self.apiKey = apiKey - self.apiSecret = apiSecret - - host, path = _split_url(REST_HOST) - self.init(REST_HOST) - self.signHost = host - self.start(sessionCount) - - #---------------------------------------------------------------------- - def qeuryAccount(self): - self.addRequest('GET', '/v1/account/accounts', self.onAccount) - - #---------------------------------------------------------------------- - def onAccount(self, data, request): # type: (dict, Request)->None - pass - - #---------------------------------------------------------------------- - def cancelWithdraw(self, id): - self.addRequest('POST', - "/v1/dw/withdraw-virtual/" + str(id) + "/cancel", - self.onWithdrawCanceled - ) - - #---------------------------------------------------------------------- - def onWithdrawCanceled(self, data, request): # type: (dict, Request)->None - pass - - -######################################################################## -class HuobiWebsocketApiBase(WebsocketClient): - - #---------------------------------------------------------------------- - def __init__(self, gateway): - """Constructor""" - super(HuobiWebsocketApiBase, self).__init__() - - self.gateway = gateway - self.gatewayName = gateway.gatewayName - - self.apiKey = '' - self.apiSecret = '' - self.signHost = '' - self.path = '' - - #---------------------------------------------------------------------- - def connect(self, apiKey, apiSecret, url): - """""" - self.apiKey = apiKey - self.apiSecret = apiSecret - - host, path = _split_url(url) - - self.init(url) - self.signHost = host - self.path = path - self.start() - - #---------------------------------------------------------------------- - def login(self): - params = { - 'op': 'auth', - } - params.update( - createSignature(self.apiKey, - 'GET', - self.signHost, - self.path, - self.apiSecret) - ) - return self.sendPacket(params) - - #---------------------------------------------------------------------- - def onLogin(self, packet): - pass - - #---------------------------------------------------------------------- - @staticmethod - def unpackData(data): - return json.loads(zlib.decompress(data, 31)) - - #---------------------------------------------------------------------- - def onPacket(self, packet): - """ - 这里我新增了一个onHuobiPacket的函数，也可以让子类重写这个函数，然后调用super.onPacket - """ - if 'ping' in packet: - self.sendPacket({'pong': packet['ping']}) - return - - # todo: use another error handing method - if 'err-msg' in packet: - return self.onHuobiErrorPacket(packet) - - if "op" in packet and packet["op"] == "auth": - return self.onLogin(packet) - - self.onHuobiPacket(packet) - - #---------------------------------------------------------------------- - def onHuobiPacket(self, packet): # type: (dict)->None - pass - - #---------------------------------------------------------------------- - def onHuobiErrorPacket(self, packet): # type: (dict)->None - print("error : {}".format(packet)) - - -######################################################################## -class HuobiAssetsWebsocketApi(HuobiWebsocketApiBase): - - def connect(self, apiKey, apiSecret, host=WEBSOCKET_ASSETS_HOST): - """ - 这里我使用重写connect，添加了默认参数。这样写感觉~~不太好~~，不过目前想到的比较好的方式就是这样了 - 虽然在Python中可以直接把这个connect()写成不接收host和path的形式，但是PyCharm会提示重载错误，所以不接收host和path似乎不太好？ - - 我觉得最好的写法应该是这个函数不接收host和path。同时为了让PyCharm不提示重载错误(减少歧义)，应该给 - HuobiWebsocketApiBase.connect起另外一个名字。 - """ - return super(HuobiAssetsWebsocketApi, self). \ - connect(apiKey, apiSecret, host) - - #---------------------------------------------------------------------- - def onConnected(self): - self.login() - - #---------------------------------------------------------------------- - def subscribeAccount(self): - """ - :param symbol: str ethbtc, ltcbtc, etcbtc, bchbtc - :param period: str 1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year - """ - self.sendPacket({ - "op": "sub", - "cid": "any thing you want", - "topic": "accounts" - }) - - #---------------------------------------------------------------------- - def onHuobiPacket(self, packet): # type: (dict)->None - if 'op' in packet: - if packet['op'] == 'sub': - timestamp = packet['ts'] - topic = packet['topic'] - """ - "data": { - "event": "order.match|order.place|order.refund|order.cancel|order.fee-refund|margin.transfer|margin.loan|margin.interest|margin.repay|other", - "list": [ - { - "account-id": 419013, - "currency": "usdt", - "type": "trade", - "balance": "500009195917.4362872650" - }, - { - "account-id": 419013, - "currency": "btc", - "type": "frozen", - "balance": "9786.6783000000" - } - ] - } - """ - pass - - -######################################################################## -class HuobiMarketWebsocketApi(HuobiWebsocketApiBase): - - #---------------------------------------------------------------------- - def connect(self, apiKey, apiSecret, host=WEBSOCKET_MARKET_HOST): - """ - 这里我使用重写connect，添加了默认参数。这样写感觉~~不太好~~，不过目前想到的比较好的方式就是这样了 - 虽然在Python中可以直接把这个connect()写成不接收host和path的形式，但是PyCharm会提示重载错误，所以不接收host和path似乎不太好？ - - 我觉得最好的写法应该是这个函数不接收host和path。同时为了让PyCharm不提示重载错误(减少歧义)，应该给 - HuobiWebsocketApiBase.connect起另外一个名字。 - """ - return super(HuobiMarketWebsocketApi, self). \ - connect(apiKey, apiSecret, host) - - #---------------------------------------------------------------------- - def subscribeKLine(self, symbol, period): # type:(str, str)->None - """ - :param symbol: str ethbtc, ltcbtc, etcbtc, bchbtc - :param period: str 1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year - :return: - """ - self.sendPacket({ - "sub": "market." + symbol + ".kline." + period, - "id": "any thing you want" - }) - - #---------------------------------------------------------------------- - def onHuobiPacket(self, packet): # type: (dict)->None - # code for test purpose only - if 'ch' in packet: - if packet['ch'] == 'market.btcusdt.kline.1min': - timestamp = packet['ts'] - data = packet['tick'] - id = data['id'] - amount = data['amount'] - count = data['count'] - open = data['open'] - close = data['close'] - low = data['low'] - high = data['high'] - vol = data['vol'] - pass