[Add]新增Bithumb API

vnpy/api/bithumb/__init__.py

@@ -0,0 +1 @@
+from .vnbithumb import BithumbRestApi

vnpy/api/bithumb/vnbithumb.py

@@ -0,0 +1,165 @@
+# encoding: UTF-8
+import base64
+import hashlib
+import hmac
+import urllib
+from multiprocessing.dummy import Pool
+from time import time
+
+import requests
+from queue import Queue, Empty
+
+REST_HOST = 'https://api.bithumb.com'
+
+
+########################################################################
+class BithumbRestApi(object):
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        self.apiKey = ''
+        self.apiSecret = ''
+
+        self.active = False
+        self.reqid = 0
+        self.queue = Queue()
+        self.pool = None  # type: Pool
+        self.sessionDict = {}
+
+    #----------------------------------------------------------------------
+    def init(self, apiKey, apiSecret):
+        """初始化"""
+        self.apiKey = str(apiKey)
+        self.apiSecret = str(apiSecret)
+
+    #----------------------------------------------------------------------
+    def start(self, n=10):
+        """启动"""
+        if self.active:
+            return
+
+        self.active = True
+        self.pool = Pool(n)
+        self.pool.map_async(self.run, range(n))
+
+    #----------------------------------------------------------------------
+    def close(self):
+        """关闭"""
+        self.active = False
+
+        if self.pool:
+            self.pool.close()
+            self.pool.join()
+
+    #----------------------------------------------------------------------
+    def addReq(self, method, path, callback, params=None, postdict=None):
+        """添加请求"""
+        self.reqid += 1
+        req = (method, path, callback, params, postdict, self.reqid)
+        self.queue.put(req)
+        return self.reqid
+
+    def processReq(self, req, i):
+        """处理请求"""
+        method, path, callback, params, postdict, reqid = req
+        url = REST_HOST + path
+
+        body = ''
+        header = {}
+
+        # 如果调用的是需要签名的API，则加上签名
+        # 不是以/public/开头的API都需要签名
+        if path[:8] != '/public/':
+            nonce = BithumbRestApi.generateNonce()
+
+            # 如果有参数，使用urlencode编码参数
+            body = urllib.urlencode(postdict) if postdict else ''
+
+            # 加上签名
+            header = {
+                'Api-Key': self.apiKey,
+                'Api-Sign': self.generateSignature(path, body, nonce),
+                'Api-Nonce': nonce,
+                'Content-Type': 'application/x-www-form-urlencoded'
+            }
+
+        try:
+            # 使用长连接的session，比短连接的耗时缩短20%
+            session = self.sessionDict[i]
+            resp = session.request(method, url, headers=header, params=params, data=body)
+
+            code = resp.status_code
+            d = resp.json()
+
+            if code == 200:
+                callback(d, reqid)
+            else:
+                self.onError(code, str(d))
+        except Exception as e:
+            self.onError(type(e), e.message)
+
+    #----------------------------------------------------------------------
+    def run(self, i):
+        """连续运行"""
+        self.sessionDict[i] = requests.Session()
+
+        while self.active:
+            try:
+                req = self.queue.get(timeout=1)
+                self.processReq(req, i)
+            except Empty:
+                pass
+
+    #----------------------------------------------------------------------
+    def generateSignature(self, path, body, nonce):
+        """生成签名"""
+        # 要签名的数据包括path，body和nonce，用\x00隔开
+        data = path + chr(0) + body + chr(0) + nonce
+
+        # 签名的核心方法：hmac-sha512
+        # 签名流程：base64(hex(hmac-sha512(要签名的数据)))
+        return base64.b64encode(hmac.new(bytes(self.apiSecret), data, hashlib.sha512).hexdigest())
+
+    #----------------------------------------------------------------------
+    def onError(self, code, error):
+        """错误回调"""
+        print('on error')
+        print(code, error)
+
+    #----------------------------------------------------------------------
+    def onData(self, data, reqid):
+        """通用回调"""
+        print('on data')
+        print(data, reqid)
+
+    #----------------------------------------------------------------------
+    @staticmethod  # 静态函数:不依赖于self的函数
+    def generateNonce():
+        """生成时间戳"""
+        return str(int(time() * 1000))
+
+
+if __name__ == '__main__':
+    API_KEY = '0c2f5621ac18d26d51ce640b25eb44f9'
+    API_SECRET = '62bb8b4e263476f443f8d3dbf0aad6bc'
+
+    rest = BithumbRestApi()
+    rest.init(apiKey=API_KEY, apiSecret=API_SECRET)
+    rest.start(1)
+
+
+    def on_btc_tick(jsonObj, reqid):
+        print('on_btc_tick : \n{}'.format(jsonObj))
+        pass
+
+
+    def on_account_info(jsonObj, reqid):
+        print('on_account_info : \n{}'.format(jsonObj))
+        pass
+
+
+    rest.addReq('POST', '/public/ticker/BTC', on_btc_tick)
+    rest.addReq('POST', '/info/account', on_account_info, postdict={'currency': 'BTC'})
+
+    raw_input()