[Add]新增修改后的火币接口

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vn.py 2018-03-14 14:29:26 +08:00
parent 0de9573759
commit 23e95bbc4a
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vnpy/api/huobi/README.md Normal file
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# vnpy.api.huobi
### 简介
火币电子货币交易接口交易基于Rest API开发行情基于Websocket API开发实现了官方提供API的全部功能。
### 特点
相比较于[火币官方](http://github.com/huobiapi/API_Docs/)给出的Python API实现本实现的一些特点
1. 面向对象的API设计接近CTP API的结构对于国内用户而言更容易上手
2. 参考CTP API的设计主动函数调用的结果通过异步回调函数的方式推送到程序中适用于开发稳定可靠的实盘交易程序
### API版本
日期2018-3-14
链接:[http://github.com/huobiapi/API_Docs/wiki](http://github.com/huobiapi/API_Docs/wiki)

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# encoding: UTF-8
from vnhuobi import TradeApi, DataApi

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vnpy/api/huobi/testmd.py Normal file
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# encoding: UTF-8
#from websocket import create_connection
#import gzip
#import zlib
#import time
from vnhuobi import DataApi
#if __name__ == '__main__':
#while(1):
#try:
#ws = create_connection("wss://api.huobipro.com/ws")
#break
#except:
#print('connect ws error,retry...')
#time.sleep(5)
## 订阅 KLine 数据
##tradeStr="""{"sub": "market.ethusdt.kline.1min","id": "id10"}"""
## 请求 KLine 数据
## tradeStr="""{"req": "market.ethusdt.kline.1min","id": "id10", "from": 1513391453, "to": 1513392453}"""
##订阅 Market Depth 数据
#tradeStr="""{"sub": "market.ethusdt.depth.step5", "id": "id10"}"""
##请求 Market Depth 数据
## tradeStr="""{"req": "market.ethusdt.depth.step5", "id": "id10"}"""
##订阅 Trade Detail 数据
## tradeStr="""{"sub": "market.ethusdt.trade.detail", "id": "id10"}"""
##请求 Trade Detail 数据
## tradeStr="""{"req": "market.ethusdt.trade.detail", "id": "id10"}"""
##请求 Market Detail 数据
## tradeStr="""{"req": "market.ethusdt.detail", "id": "id12"}"""
#ws.send(tradeStr)
#while(1):
#compressData=ws.recv()
##print compressData
#result=zlib.decompress(compressData, 15+32).decode('utf-8')
#if result[:7] == '{"ping"':
#ts=result[8:21]
#pong='{"pong":'+ts+'}'
#ws.send(pong)
#ws.send(tradeStr)
#else:
#print(result)
api = DataApi()
api.connect("wss://api.huobipro.com/ws")
#api.subscribeMarketDepth('ethusdt')
#api.subscribeTradeDetail('ethusdt')
api.subscribeMarketDetail('ethusdt')
input()

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vnpy/api/huobi/testtd.py Normal file
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# encoding: utf-8
from vnhuobi import *
#----------------------------------------------------------------------
def testTrade():
"""测试交易"""
accessKey = ''
secretKey = ''
# 创建API对象并初始化
api = TradeApi()
api.DEBUG = True
api.init(accessKey, secretKey)
# 查询账户,测试通过
api.getAccountInfo()
# 查询委托,测试通过
#api.getOrders()
# 买入,测试通过
#api.buy(7100, 0.0095)
# 卖出,测试通过
#api.sell(7120, 0.0095)
# 撤单,测试通过
#api.cancelOrder(3915047376L)
# 查询杠杆额度,测试通过
#api.getLoanAvailable()
# 查询杠杆列表,测试通过
#api.getLoans()
# 阻塞
input()
if __name__ == '__main__':
#testTrade()
testData()

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vnpy/api/huobi/vnhuobi.py Normal file
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# encoding: utf-8
import urllib
import hashlib
import json
import requests
import zlib
from time import time, sleep
from Queue import Queue, Empty
from threading import Thread
from websocket import create_connection, _exceptions
# 常量定义
COINTYPE_BTC = 1
COINTYPE_LTC = 2
ACCOUNTTYPE_CNY = 1
ACCOUNTTYPE_USD = 2
LOANTYPE_CNY = 1
LOANTYPE_BTC = 2
LOANTYPE_LTC = 3
LOANTYPE_USD = 4
MARKETTYPE_CNY = 'cny'
MARKETTYPE_USD = 'usd'
SYMBOL_BTCCNY = 'BTC_CNY'
SYMBOL_LTCCNY = 'LTC_CNY'
SYMBOL_BTCUSD = 'BTC_USD'
PERIOD_1MIN = '001'
PERIOD_5MIN = '005'
PERIOD_15MIN = '015'
PERIOD_30MIN = '030'
PERIOD_60MIN = '060'
PERIOD_DAILY = '100'
PERIOD_WEEKLY = '200'
PERIOD_MONTHLY = '300'
PERIOD_ANNUALLY = '400'
# API相关定义
HUOBI_TRADE_API = 'https://api.huobi.com/apiv3'
# 功能代码
FUNCTIONCODE_GETACCOUNTINFO = 'get_account_info'
FUNCTIONCODE_GETORDERS = 'get_orders'
FUNCTIONCODE_ORDERINFO = 'order_info'
FUNCTIONCODE_BUY = 'buy'
FUNCTIONCODE_SELL = 'sell'
FUNCTIONCODE_BUYMARKET = 'buy_market'
FUNCTIONCODE_SELLMARKET = 'sell_market'
FUNCTIONCODE_CANCELORDER = 'cancel_order'
FUNCTIONCODE_GETNEWDEALORDERS = 'get_new_deal_orders'
FUNCTIONCODE_GETORDERIDBYTRADEID = 'get_order_id_by_trade_id'
FUNCTIONCODE_WITHDRAWCOIN = 'withdraw_coin'
FUNCTIONCODE_CANCELWITHDRAWCOIN = 'cancel_withdraw_coin'
FUNCTIONCODE_GETWITHDRAWCOINRESULT = 'get_withdraw_coin_result'
FUNCTIONCODE_TRANSFER = 'transfer'
FUNCTIONCODE_LOAN = 'loan'
FUNCTIONCODE_REPAYMENT = 'repayment'
FUNCTIONCODE_GETLOANAVAILABLE = 'get_loan_available'
FUNCTIONCODE_GETLOANS = 'get_loans'
#----------------------------------------------------------------------
def signature(params):
"""生成签名"""
params = sorted(params.iteritems(), key=lambda d:d[0], reverse=False)
message = urllib.urlencode(params)
m = hashlib.md5()
m.update(message)
m.digest()
sig=m.hexdigest()
return sig
########################################################################
class TradeApi(object):
"""交易接口"""
DEBUG = True
#----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
self.accessKey = ''
self.secretKey = ''
self.active = False # API工作状态
self.reqID = 0 # 请求编号
self.reqQueue = Queue() # 请求队列
self.reqThread = Thread(target=self.processQueue) # 请求处理线程
#----------------------------------------------------------------------
def processRequest(self, req):
"""处理请求"""
# 读取方法和参数
method = req['method']
params = req['params']
optional = req['optional']
# 在参数中增加必须的字段
params['created'] = long(time())
params['access_key'] = self.accessKey
params['secret_key'] = self.secretKey
params['method'] = method
# 添加签名
sign = signature(params)
params['sign'] = sign
del params['secret_key']
# 添加选填参数
if optional:
params.update(optional)
# 发送请求
payload = urllib.urlencode(params)
r = requests.post(HUOBI_TRADE_API, params=payload)
if r.status_code == 200:
data = r.json()
return data
else:
return None
#----------------------------------------------------------------------
def processQueue(self):
"""处理请求队列中的请求"""
while self.active:
try:
req = self.reqQueue.get(block=True, timeout=1) # 获取请求的阻塞为一秒
callback = req['callback']
reqID = req['reqID']
data = self.processRequest(req)
# 请求失败
if 'code' in data and 'message' in data:
error = u'错误信息:%s' %data['message']
self.onError(error, req, reqID)
# 请求成功
else:
if self.DEBUG:
print callback.__name__
callback(data, req, reqID)
except Empty:
pass
#----------------------------------------------------------------------
def sendRequest(self, method, params, callback, optional=None):
"""发送请求"""
# 请求编号加1
self.reqID += 1
# 生成请求字典并放入队列中
req = {}
req['method'] = method
req['params'] = params
req['callback'] = callback
req['optional'] = optional
req['reqID'] = self.reqID
self.reqQueue.put(req)
# 返回请求编号
return self.reqID
####################################################
## 主动函数
####################################################
#----------------------------------------------------------------------
def init(self, accessKey, secretKey):
"""初始化"""
self.accessKey = accessKey
self.secretKey = secretKey
self.active = True
self.reqThread.start()
#----------------------------------------------------------------------
def exit(self):
"""退出"""
self.active = False
if self.reqThread.isAlive():
self.reqThread.join()
#----------------------------------------------------------------------
def getAccountInfo(self, market='cny'):
"""查询账户"""
method = FUNCTIONCODE_GETACCOUNTINFO
params = {}
callback = self.onGetAccountInfo
optional = {'market': market}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def getOrders(self, coinType=COINTYPE_BTC, market='cny'):
"""查询委托"""
method = FUNCTIONCODE_GETORDERS
params = {'coin_type': coinType}
callback = self.onGetOrders
optional = {'market': market}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def orderInfo(self, id_, coinType=COINTYPE_BTC, market='cny'):
"""获取委托详情"""
method = FUNCTIONCODE_ORDERINFO
params = {
'coin_type': coinType,
'id': id_
}
callback = self.onOrderInfo
optional = {'market': market}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def buy(self, price, amount, coinType=COINTYPE_BTC,
tradePassword='', tradeId = '', market='cny'):
"""委托买入"""
method = FUNCTIONCODE_BUY
params = {
'coin_type': coinType,
'price': price,
'amount': amount
}
callback = self.onBuy
optional = {
'trade_password': tradePassword,
'trade_id': tradeId,
'market': market
}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def sell(self, price, amount, coinType=COINTYPE_BTC,
tradePassword='', tradeId = '', market='cny'):
"""委托卖出"""
method = FUNCTIONCODE_SELL
params = {
'coin_type': coinType,
'price': price,
'amount': amount
}
callback = self.onSell
optional = {
'trade_password': tradePassword,
'trade_id': tradeId,
'market': market
}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def buyMarket(self, amount, coinType=COINTYPE_BTC,
tradePassword='', tradeId = '', market='cny'):
"""市价买入"""
method = FUNCTIONCODE_BUYMARKET
params = {
'coin_type': coinType,
'amount': amount
}
callback = self.onBuyMarket
optional = {
'trade_password': tradePassword,
'trade_id': tradeId,
'market': market
}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def sellMarket(self, amount, coinType=COINTYPE_BTC,
tradePassword='', tradeId = '', market='cny'):
"""市价卖出"""
method = FUNCTIONCODE_SELLMARKET
params = {
'coin_type': coinType,
'amount': amount
}
callback = self.onSellMarket
optional = {
'trade_password': tradePassword,
'trade_id': tradeId,
'market': market
}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def cancelOrder(self, id_, coinType=COINTYPE_BTC, market='cny'):
"""撤销委托"""
method = FUNCTIONCODE_CANCELORDER
params = {
'coin_type': coinType,
'id': id_
}
callback = self.onCancelOrder
optional = {'market': market}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def getNewDealOrders(self, market='cny'):
"""查询最新10条成交"""
method = FUNCTIONCODE_GETNEWDEALORDERS
params = {}
callback = self.onGetNewDealOrders
optional = {'market': market}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def getOrderIdByTradeId(self, tradeId, coinType=COINTYPE_BTC,
market='cny'):
"""通过成交编号查询委托编号"""
method = FUNCTIONCODE_GETORDERIDBYTRADEID
params = {
'coin_type': coinType,
'trade_id': tradeId
}
callback = self.onGetOrderIdByTradeId
optional = {'market': market}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def withdrawCoin(self, withdrawAddress, withdrawAmount,
coinType=COINTYPE_BTC, tradePassword='',
market='cny', withdrawFee=0.0001):
"""提币"""
method = FUNCTIONCODE_WITHDRAWCOIN
params = {
'coin_type': coinType,
'withdraw_address': withdrawAddress,
'withdraw_amount': withdrawAmount
}
callback = self.onWithdrawCoin
optional = {
'market': market,
'withdraw_fee': withdrawFee
}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def cancelWithdrawCoin(self, id_, market='cny'):
"""取消提币"""
method = FUNCTIONCODE_CANCELWITHDRAWCOIN
params = {'withdraw_coin_id': id_}
callback = self.onCancelWithdrawCoin
optional = {'market': market}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def onGetWithdrawCoinResult(self, id_, market='cny'):
"""查询提币结果"""
method = FUNCTIONCODE_GETWITHDRAWCOINRESULT
params = {'withdraw_coin_id': id_}
callback = self.onGetWithdrawCoinResult
optional = {'market': market}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def transfer(self, amountFrom, amountTo, amount,
coinType=COINTYPE_BTC ):
"""账户内转账"""
method = FUNCTIONCODE_TRANSFER
params = {
'amount_from': amountFrom,
'amount_to': amountTo,
'amount': amount,
'coin_type': coinType
}
callback = self.onTransfer
optional = {}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def loan(self, amount, loan_type=LOANTYPE_CNY,
market=MARKETTYPE_CNY):
"""申请杠杆"""
method = FUNCTIONCODE_LOAN
params = {
'amount': amount,
'loan_type': loan_type
}
callback = self.onLoan
optional = {'market': market}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def repayment(self, id_, amount, repayAll=0,
market=MARKETTYPE_CNY):
"""归还杠杆"""
method = FUNCTIONCODE_REPAYMENT
params = {
'loan_id': id_,
'amount': amount
}
callback = self.onRepayment
optional = {
'repay_all': repayAll,
'market': market
}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def getLoanAvailable(self, market='cny'):
"""查询杠杆额度"""
method = FUNCTIONCODE_GETLOANAVAILABLE
params = {}
callback = self.onLoanAvailable
optional = {'market': market}
return self.sendRequest(method, params, callback, optional)
#----------------------------------------------------------------------
def getLoans(self, market='cny'):
"""查询杠杆列表"""
method = FUNCTIONCODE_GETLOANS
params = {}
callback = self.onGetLoans
optional = {'market': market}
return self.sendRequest(method, params, callback, optional)
####################################################
## 回调函数
####################################################
#----------------------------------------------------------------------
def onError(self, error, req, reqID):
"""错误推送"""
print error, reqID
#----------------------------------------------------------------------
def onGetAccountInfo(self, data, req, reqID):
"""查询账户回调"""
print data
#----------------------------------------------------------------------
def onGetOrders(self, data, req, reqID, fuck):
"""查询委托回调"""
print data
#----------------------------------------------------------------------
def onOrderInfo(self, data, req, reqID):
"""委托详情回调"""
print data
#----------------------------------------------------------------------
def onBuy(self, data, req, reqID):
"""买入回调"""
print data
#----------------------------------------------------------------------
def onSell(self, data, req, reqID):
"""卖出回调"""
print data
#----------------------------------------------------------------------
def onBuyMarket(self, data, req, reqID):
"""市价买入回调"""
print data
#----------------------------------------------------------------------
def onSellMarket(self, data, req, reqID):
"""市价卖出回调"""
print data
#----------------------------------------------------------------------
def onCancelOrder(self, data, req, reqID):
"""撤单回调"""
print data
#----------------------------------------------------------------------
def onGetNewDealOrders(self, data, req, reqID):
"""查询最新成交回调"""
print data
#----------------------------------------------------------------------
def onGetOrderIdByTradeId(self, data, req, reqID):
"""通过成交编号查询委托编号回调"""
print data
#----------------------------------------------------------------------
def onWithdrawCoin(self, data, req, reqID):
"""提币回调"""
print data
#----------------------------------------------------------------------
def onCancelWithdrawCoin(self, data, req, reqID):
"""取消提币回调"""
print data
#----------------------------------------------------------------------
def onGetWithdrawCoinResult(self, data, req, reqID):
"""查询提币结果回调"""
print data
#----------------------------------------------------------------------
def onTransfer(self, data, req, reqID):
"""转账回调"""
print data
#----------------------------------------------------------------------
def onLoan(self, data, req, reqID):
"""申请杠杆回调"""
print data
#----------------------------------------------------------------------
def onRepayment(self, data, req, reqID):
"""归还杠杆回调"""
print data
#----------------------------------------------------------------------
def onLoanAvailable(self, data, req, reqID):
"""查询杠杆额度回调"""
print data
#----------------------------------------------------------------------
def onGetLoans(self, data, req, reqID):
"""查询杠杆列表"""
print data
########################################################################
class DataApi(object):
"""行情接口"""
#----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
self.ws = None
self.url = ''
self.reqid = 0
self.active = False
self.thread = Thread(target=self.run)
self.subDict = {}
#----------------------------------------------------------------------
def run(self):
"""执行连接"""
while self.active:
try:
stream = self.ws.recv()
result = zlib.decompress(stream, 47).decode('utf-8')
data = json.loads(result)
self.onData(data)
except zlib.error:
self.onError(u'数据解压出错:%s' %stream)
except _exceptions.WebSocketConnectionClosedException:
self.onError(u'行情服务器连接断开:%s' %stream)
break
#----------------------------------------------------------------------
def connect(self, url):
"""连接"""
self.url = url
try:
self.ws = create_connection(self.url)
self.active = True
self.thread.start()
return True
except:
self.onError(u'行情服务器连接失败')
return False
#----------------------------------------------------------------------
def sendReq(self, req):
"""发送请求"""
stream = json.dumps(req)
self.ws.send(stream)
#----------------------------------------------------------------------
def pong(self, data):
"""响应心跳"""
req = {'pong': data['ping']}
self.sendReq(req)
#----------------------------------------------------------------------
def subTopic(self, topic):
"""订阅主题"""
if topic in self.subDict:
return
self.reqid += 1
req = {
'sub': topic,
'id': str(self.reqid)
}
self.sendReq(req)
self.subDict[topic] = str(self.reqid)
#----------------------------------------------------------------------
def unsubTopic(self, topic):
"""取消订阅主题"""
if topic not in self.subDict:
return
req = {
'unsub': topic,
'id': self.subDict[topic]
}
self.sendReq(req)
del self.subDict[topic]
#----------------------------------------------------------------------
def subscribeMarketDepth(self, symbol):
"""订阅行情深度"""
topic = 'market.%s.depth.step5' %symbol
self.subTopic(topic)
#----------------------------------------------------------------------
def subscribeTradeDetail(self, symbol):
"""订阅成交细节"""
topic = 'market.%s.trade.detail' %symbol
self.subTopic(topic)
#----------------------------------------------------------------------
def subscribeMarketDetail(self, symbol):
"""订阅市场细节"""
topic = 'market.%s.detail' %symbol
self.subTopic(topic)
#----------------------------------------------------------------------
def onError(self, msg):
"""错误推送"""
print msg
#----------------------------------------------------------------------
def onData(self, data):
"""数据推送"""
if 'ping' in data:
self.pong(data)
elif 'ch' in data:
if 'depth.step' in data['ch']:
self.onMarketDepth(data)
elif 'trade.detail' in data['ch']:
self.onTradeDetail(data)
elif 'detail' in data['ch']:
self.onMarketDetail(data)
elif 'err-code' in data:
self.onError(u'错误代码:%s, 信息:%s' %(data['err-code'], data['err-msg']))
#----------------------------------------------------------------------
def onMarketDepth(self, data):
"""行情深度推送 """
print data
#----------------------------------------------------------------------
def onTradeDetail(self, data):
"""成交细节推送"""
print data
#----------------------------------------------------------------------
def onMarketDetail(self, data):
"""市场细节推送"""
print data