[Add]新增api/vnbigone

vnpy/api/bigone/__init__.py

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+from .vnbigone import BigoneRestApi

vnpy/api/bigone/vnbigone.py

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+# encoding: UTF-8
+
+import hashlib
+import hmac
+import json
+import ssl
+import traceback
+import base64
+
+from queue import Queue, Empty
+from multiprocessing.dummy import Pool
+from time import time
+from urlparse import urlparse
+from copy import copy
+from urllib import urlencode
+from threading import Thread
+
+import requests
+from jwt import PyJWS
+
+
+REST_HOST = 'https://big.one/api/v2/'
+
+
+
+
+########################################################################
+class BigoneRestApi(object):
+    """REST API"""
+    jws = PyJWS()
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        self.apiKey = ''
+        self.apiSecret = ''
+        
+        self.active = False
+        self.reqid = 0
+        self.queue = Queue()
+        self.pool = None
+        self.sessionDict = {}   # 会话对象字典
+        
+    #----------------------------------------------------------------------
+    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
+        
+        header = {}
+        header['Authorization'] = 'Bearer ' + self.generateSignature()
+
+        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, json=postdict)
+            #resp = requests.request(method, url, headers=header, params=params, data=postdict)
+            
+            code = resp.status_code
+            d = resp.json()
+            
+            if code == 200:
+                callback(d, reqid)
+            else:
+                self.onError(code, 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):
+        """生成签名"""
+        payload = '{"type":"OpenAPI","sub":"%s","nonce":%s}' %(self.apiKey, time()*1000000000)
+        signature = self.jws.encode(payload, self.apiSecret)
+        return signature
+    
+    #----------------------------------------------------------------------
+    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
+
+    
+
+
+if __name__ == '__main__':
+    from datetime import datetime
+    from time import sleep
+    
+    API_KEY = 'c9c61d5e-6a4b-42c5-9d9d-e0656feb2c94'
+    API_SECRET = '806E0FAEFCD2FF8CBD325A55D77B3E018BB7A9B94419EA4F5B2B3F71F5B188CB'
+    
+    # REST测试
+    rest = BigoneRestApi()
+    rest.init(API_KEY, API_SECRET)
+    rest.start(1)
+    
+    #rest.addReq('GET', '/markets/EOS-BTC/depth', rest.onData)
+    
+    rest.addReq('GET', '/viewer/orders', rest.onData)
+    
+
+    raw_input()
+    
+