修改接口
This commit is contained in:
msincenselee
parent
c9c4b81ea4
commit
acae635d6b
@ -6,6 +6,7 @@ import hmac
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import requests
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import six
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import time
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import sys
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from .exceptions import BinanceAPIException, BinanceRequestException, BinanceWithdrawException
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if six.PY2:
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@ -68,7 +69,7 @@ class Client(object):
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ORDER_RESP_TYPE_RESULT = 'RESULT'
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ORDER_RESP_TYPE_FULL = 'FULL'
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def __init__(self, api_key, api_secret):
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def __init__(self, api_key, api_secret, api=None):
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"""Binance API Client constructor
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:param api_key: Api Key
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@ -80,11 +81,37 @@ class Client(object):
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self.API_KEY = api_key
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self.API_SECRET = api_secret
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self.api = api
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self.DEBUG = False
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self.session = self._init_session()
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# init DNS and SSL cert
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self.ping()
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def writeLog(self, content):
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content = 'client ' + content
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if not self.api:
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print(content)
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return
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if not hasattr(self.api, 'writeLog'):
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print(content)
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return
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self.api.writeLog(content)
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def writeError(self, content, error_id=0):
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content = 'client ' + content
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if not self.api:
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print(u'{},error_id:{}'.format(content, error_id) ,file=sys.stderr)
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return
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if not hasattr(self.api, 'writeError'):
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print(u'{},error_id:{}'.format(content, error_id), file=sys.stderr)
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return
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self.api.writeError(content, error_id)
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def _init_session(self):
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session = requests.session()
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session.headers.update({'Accept': 'application/json',
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@ -127,14 +154,12 @@ class Client(object):
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def _request(self, method, uri, signed, force_params=False, **kwargs):
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data = kwargs.get('data', None)
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#if data is None:
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# kwargs['data'] = data
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if data and isinstance(data, dict):
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if data is None:
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kwargs['data'] = data
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if data and isinstance(data, dict):
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kwargs['data'] = data
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if signed:
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if data is None:
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kwargs['data'] = {}
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# generate signature
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kwargs['data']['timestamp'] = int(time.time() * 1000)
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kwargs['data']['recvWindow'] = 20000
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@ -145,13 +170,18 @@ class Client(object):
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del(kwargs['data'])
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# kwargs["verify"] = False # I don't know whay this is error
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print('_request:method:{} uri:{},{}'.format(method, uri, kwargs))
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if self.DEBUG:
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self.writeLog('_request:method:{} uri:{},{}'.format(method, uri, kwargs))
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response = getattr(self.session, method)(uri, **kwargs )
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if self.DEBUG:
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self.writeLog(str(response))
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return self._handle_response(response , uri , **kwargs )
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def _request_api(self, method, path, signed=False, version=PUBLIC_API_VERSION, **kwargs):
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uri = self._create_api_uri(path, signed, version)
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return self._request(method, uri, signed, **kwargs)
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def _request_withdraw_api(self, method, path, signed=False, **kwargs):
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@ -84,13 +84,18 @@ class BinanceSpotApi(object):
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self.active = False # API工作状态
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self.DEBUG = True
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self.DEBUG = False
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self.writeLog = None
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self.writeError = None
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#----------------------------------------------------------------------
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def connect_Subpot(self, apiKey , secretKey ):
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self.apiKey = apiKey
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self.secretKey = secretKey
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self.client = Client( apiKey , secretKey)
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self.client = Client( apiKey , secretKey, self)
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self.client.DEBUG = self.DEBUG
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self.bm = BinanceSocketManager(self.client)
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@ -105,33 +110,31 @@ class BinanceSpotApi(object):
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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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#req = self.reqQueue.get(block=True, timeout=0.001) # 获取请求的阻塞为一秒
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if len(self.reqQueue) == 0:
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continue
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(Type , req) = self.reqQueue[0]
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try:
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callback = req['callback']
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reqID = req['reqID']
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try:
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data = self.processRequest(req)
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# 请求成功
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if data != None :
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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 Exception as ex:
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print(u'processQueue exception:{},{}'.format(str(ex), traceback.format_exc()), file=sys.stderr)
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if req is None:
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self.reqQueue.pop(0)
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sleep(0.1)
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#except BinanceAPIException as ex:
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# print(u'BinanceAPIException:{},{}'.format( str(ex),traceback.format_exc()),file=sys.stderr)
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#except BinanceRequestException as ex:
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# print(u'BinanceRequestException:{},{}'.format(str(ex), traceback.format_exc()), file=sys.stderr)
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continue
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callback = req.get('callback', None)
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reqID = req.get('reqID', None)
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try:
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data = self.processRequest(req)
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# 请求成功
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if data != None :
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if self.DEBUG:
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self.writeLog(callback.__name__)
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callback(data, req, reqID)
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except Exception as ex:
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self.onAllError(ex,req,reqID)
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print(u'processQueue exception:{},{}'.format(str(ex), traceback.format_exc()), file=sys.stderr)
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self.writeError(u'processQueue exception:{},{}'.format(str(ex), traceback.format_exc()))
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self.reqQueue.pop(0)
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sleep(0.1)
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#----------------------------------------------------------------------
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def processRequest(self, req):
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@ -140,6 +143,7 @@ class BinanceSpotApi(object):
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:param req:
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:return:
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"""
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try:
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method = req['method']
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reqID = req["reqID"]
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@ -233,7 +237,7 @@ class BinanceSpotApi(object):
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except Exception as ex:
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if req is not None or reqID is not None:
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self.onAllError(ex, req, reqID)
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print(u'processRequest exception:{},{}'.format(str(ex), traceback.format_exc()), file=sys.stderr)
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self.writeError(u'processRequest exception:{},{}'.format(str(ex), traceback.format_exc()))
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# pass
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#----------------------------------------------------------------------
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@ -343,21 +347,21 @@ class BinanceSpotApi(object):
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# print "self.bm != None:"
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symbol = self.legalSymbolLower(symbol)
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symbol = symbolFromOtherExchangesToBinance(symbol)
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self.bm.start_symbol_ticker_socket( symbol , self.onPreDealTicker)
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self.bm.start_symbol_ticker_socket(symbol, self.onPreDealTicker)
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#----------------------------------------------------------------------
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def subscribeSpotDepth(self, symbol):
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if self.bm != None:
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symbol = self.legalSymbolLower(symbol)
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symbol = symbolFromOtherExchangesToBinance(symbol)
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self.bm.start_depth_socket(symbol , self.onPreDealDepth)
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self.bm.start_depth_socket(symbol, self.onPreDealDepth)
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#----------------------------------------------------------------------
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def subscribeSpotTrades(self, symbol):
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if self.bm != None:
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symbol = self.legalSymbolLower(symbol)
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symbol = symbolFromOtherExchangesToBinance(symbol)
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self.bm.start_trade_socket(symbol , self.onPreDealTrades)
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self.bm.start_trade_socket(symbol, self.onPreDealTrades)
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#----------------------------------------------------------------------
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def http_get_request(self, url, params, add_to_headers=None):
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@ -374,10 +378,10 @@ class BinanceSpotApi(object):
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if response.status_code == 200:
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return response.json()
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else:
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return {"status":"fail"}
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return {"status": "fail"}
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except Exception as e:
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print("httpGet failed, detail is:%s" %e)
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return {"status":"fail","msg":e}
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self.writeError('httpGet failed, detail is:{}'.format(str(e)))
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return {"status": "fail", "msg":e}
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# limit in [5, 10, 20, 50, 100, 500, 1000]
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#----------------------------------------------------------------------
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@ -402,7 +406,7 @@ class BinanceSpotApi(object):
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#----------------------------------------------------------------------
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def onAllError(self, ex , req , reqID):
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print( "onAllError" + str(ex))
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self.writeError("onAllError" + str(ex))
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#----------------------------------------------------------------------
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def onPreDealAllTicker(self, msg):
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@ -413,7 +417,7 @@ class BinanceSpotApi(object):
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#----------------------------------------------------------------------
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def onAllTicker(self,msg):
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"""币安支持所有 ticker 同时socket过来"""
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print(u'onAllTicker:'.format(msg))
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self.writeLog(u'onAllTicker:'.format(msg))
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# ----------------------------------------------------------------------
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def onPreDealTicker(self, msg):
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@ -423,7 +427,7 @@ class BinanceSpotApi(object):
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#----------------------------------------------------------------------
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def onTick(self, msg):
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print(u'onTick:'.format(msg))
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self.writeLog(u'onTick:'.format(msg))
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# ----------------------------------------------------------------------
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def onPreDealDepth(self, msg):
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@ -432,7 +436,7 @@ class BinanceSpotApi(object):
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self.onDepth(msg)
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#----------------------------------------------------------------------
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def onDepth(self, msg):
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print(u'onDepth:'.format(msg))
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self.writeLog(u'onDepth:'.format(msg))
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# ----------------------------------------------------------------------
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def onPreDealTrades(self, msg):
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@ -441,36 +445,36 @@ class BinanceSpotApi(object):
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self.onTrades(msg)
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#----------------------------------------------------------------------
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def onTrades(self, msg):
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print(u'onTrades:{}'.format(msg))
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self.writeLog(u'onTrades:{}'.format(msg))
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#----------------------------------------------------------------------
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def onGetAccount(self, data, req, reqID):
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print(u'onGetAccount:'.format(data, req, reqID))
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self.writeLog(u'onGetAccount:'.format(data, req, reqID))
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#----------------------------------------------------------------------
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def onGetOpenOrders(self, data, req, reqID):
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print(u'onGetOpenOrders:ata:{}, req:{}, reqID:{}'.format(data, req, reqID))
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self.writeLog(u'onGetOpenOrders:ata:{}, req:{}, reqID:{}'.format(data, req, reqID))
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#----------------------------------------------------------------------
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def onGetAllOrders(self, data, req, reqID):
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print(u'onGetAllOrders:data:{}, req:{}, reqID:{}'.format(data, req, reqID))
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self.writeLog(u'onGetAllOrders:data:{}, req:{}, reqID:{}'.format(data, req, reqID))
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#----------------------------------------------------------------------
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def onGetBuyOrder(self, data, req, reqID):
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print(u'onGetBuyOrder:data:{}, req:{}, reqID:{}'.format(data, req, reqID))
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self.writeLog(u'onGetBuyOrder:data:{}, req:{}, reqID:{}'.format(data, req, reqID))
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#----------------------------------------------------------------------
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def onGetSellOrder(self, data, req, reqID):
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print(u'onGetSellOrder:data:{}, req:{}, reqID:{}'.format(data, req, reqID))
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self.writeLog(u'onGetSellOrder:data:{}, req:{}, reqID:{}'.format(data, req, reqID))
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#----------------------------------------------------------------------
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def onGetCancelOrder(self, data, req, reqID):
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print(u'onGetCancelOrder:data:{},req:{},reqId:{}'.format(data, req, reqID))
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self.writeLog(u'onGetCancelOrder:data:{},req:{},reqId:{}'.format(data, req, reqID))
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#----------------------------------------------------------------------
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def onExchangeInfo(self, data, req, reqID):
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print(u'onExchangeInfo:data:{},req:{},reqId:{}'.format(data, req, reqID))
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self.writeLog(u'onExchangeInfo:data:{},req:{},reqId:{}'.format(data, req, reqID))
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# ----------------------------------------------------------------------
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def onTradeOrder(self, data, req, reqID):
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print (u'onTradeOrder:{}'.format(data))
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self.writeLog (u'onTradeOrder:{}'.format(data))
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@ -27,12 +27,18 @@ from vnpy.trader.vtConstant import STATUS_UNKNOWN, STATUS_REJECTED, STATUS_ALLTR
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'''
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class BinanceGateway(VtGateway):
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"""Binance 接口"""
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#----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def __init__(self, eventEngine , gatewayName='BINANCE'):
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"""Constructor"""
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super(BinanceGateway, self).__init__(eventEngine, gatewayName)
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# 创建现货交易API实例
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self.api_spot = BinanceApi(self)
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# 绑定写入日志和错误
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self.api_spot.writeLog = self.writeLog
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self.api_spot.writeError = self.writeError
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self.connected = False
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self.qryEnabled = True
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@ -46,7 +52,8 @@ class BinanceGateway(VtGateway):
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# 消息调试
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self.log_message = False
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#----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def connect(self):
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try:
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f = open(self.filePath, 'r')
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@ -61,22 +68,28 @@ class BinanceGateway(VtGateway):
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apiKey = str(setting['accessKey'])
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secretKey = str(setting['secretKey'])
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self.interval = float(setting['interval'])
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self.api_spot.setAccount(self.accountID)
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self.log_message = setting['log_message'] if 'log_message' in setting else False
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self.api_spot.setAccount(self.accountID)
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except KeyError:
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self.writeLog(u'BINANCE连接配置缺少字段，请检查')
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return
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self.api_spot.active = True
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self.api_spot.connect_Subpot( apiKey , secretKey)
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if self.log_message:
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self.api_spot.DEBUG = True
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self.api_spot.connect_Subpot(apiKey, secretKey)
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self.api_spot.spotExchangeInfo()
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# sub = VtSubscribeReq()
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# sub.symbol = "etc_btc.BINANCE"
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# self.subscribe(sub)
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sub = VtSubscribeReq()
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sub.symbol = "btc_usdt.BINANCE"
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self.subscribe(sub)
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sub = VtSubscribeReq()
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sub.symbol = "eth_usdt.BINANCE"
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self.subscribe(sub)
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self.writeLog(u'{}接口初始化成功'.format(self.gatewayName))
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@ -84,7 +97,7 @@ class BinanceGateway(VtGateway):
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self.initQuery()
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self.startQuery()
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#----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def subscribe(self, subscribeReq):
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"""订阅行情，自动订阅全部行情，无需实现"""
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self.api_spot.register(subscribeReq)
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@ -95,7 +108,7 @@ class BinanceGateway(VtGateway):
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try:
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return self.api_spot.sendOrder(orderReq)
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except Exception as ex:
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print(u'send order Exception:{},{}'.format(str(ex),traceback.format_exc()),file=sys.stderr)
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self.writeError(u'send order Exception:{},{}'.format(str(ex),traceback.format_exc()))
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#----------------------------------------------------------------------
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def cancelOrder(self, cancelOrderReq):
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@ -219,8 +232,8 @@ class BinanceApi(BinanceSpotApi):
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symbol = (subscribeReq.symbol.split('.'))[0]
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if symbol not in self.registerSymbolSets:
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self.registerSymbolSets.add( symbol )
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self.subscribeSpotTicker( symbol )
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self.subscribeSpotDepth( symbol )
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self.subscribeSpotTicker( symbol )
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self.subscribeSpotDepth( symbol )
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#----------------------------------------------------------------------
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def setAccount(self, useAccountID):
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@ -862,14 +875,16 @@ BREAK
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status = use_order["status"]
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side = use_order["side"]
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tradedVolume = float(use_order["executedQty"])
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use_dt , use_date, now_time = self.generateDateTime(use_order["time"])
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# now_time = self.generateDateTime(use_order["time"])
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if systemID in local_system_dict_keys:
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localID = self.systemLocalDict[systemID]
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order = self.workingOrderDict.get(localID, None)
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if order != None:
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bef_has_volume = self.tradedVolumeDict.get(localID , 0.0)
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bef_has_volume = self.tradedVolumeDict.get(localID, 0.0)
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newTradeVolume = tradedVolume - bef_has_volume
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self.writeLog('{} 成交:{} ,之前累计成交:{},当次成交:{}'.format(localID, tradedVolume, bef_has_volume, newTradeVolume))
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order.tradedVolume = tradedVolume
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if newTradeVolume > 0.000001:
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@ -880,7 +895,7 @@ BREAK
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self.tradeID += 1
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trade.tradeID = str(self.tradeID)
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trade.vtTradeID = '.'.join([ trade.gatewayName,trade.tradeID])
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trade.vtTradeID = '.'.join([trade.gatewayName, trade.tradeID])
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trade.orderID = order.orderID
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trade.vtOrderID = order.vtOrderID
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@ -913,6 +928,7 @@ BREAK
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del self.systemLocalDict[systemID]
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del self.workingOrderDict[localID]
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# 部分成交
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elif status == "PARTIALLY_FILLED":
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order.status = STATUS_PARTTRADED
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self.gateway.onOrder(order)
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@ -922,7 +938,6 @@ BREAK
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self.gateway.onOrder(order)
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else:
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# 说明是以前发的单子
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symbol_pair = systemSymbolToVnSymbol(use_order["symbol"])
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@ -960,7 +975,7 @@ BREAK
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self.gateway.onOrder(order)
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#----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def cancel(self, req):
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localID = req.orderID
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if localID in self.localSystemDict:
|
||||
|
||||
@ -160,7 +160,12 @@ class OkexGateway(VtGateway):
|
||||
:return:
|
||||
"""
|
||||
try:
|
||||
if subscribeReq.symbol in SPOT_SYMBOL:
|
||||
symbol_pair_gateway = subscribeReq.symbol
|
||||
arr = symbol_pair_gateway.split('.')
|
||||
# 提取品种对 eth_usdt
|
||||
symbol_pair = arr[0]
|
||||
|
||||
if symbol_pair in SPOT_SYMBOL:
|
||||
if self.api_spot and self.spot_connected:
|
||||
self.api_spot.subscribe(subscribeReq)
|
||||
else:
|
||||
|
||||
Loading…
Reference in New Issue
Block a user