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增加链行接口vn.lhang

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chenxy123 2017-02-14 22:54:53 +08:00
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vn.lhang/README.md Normal file
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# vn.lhang
### 简介
链行的比特币交易接口，基于Rest API开发。
### 特点
vn.lhang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：2017 - 02
来源：链行官方API交流群 325248096

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vn.lhang/test.py Normal file
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# encoding: utf-8
from time import time, sleep
from vnlhang import LhangApi
if __name__ == '__main__':
apiKey = '259ad3a4-3e19-489e-935d-71b43ad65be8'
secretKey = '9A4D9094315681F62FB4C7FB6494FBD2'
# 创建API对象并初始化
api = LhangApi()
api.DEBUG = True
api.init(apiKey, secretKey)
# 查询行情
api.getTicker('btc_cny')
# 查询深度
api.getDepth('btc_cny', '60', '1')
# 查询历史成交
#api.getTrades('btc_cny', '1', str(int(time())))
# 查询Ｋ线
#t = int(time())
#sleep(300)
#api.getKline('btc_cny', '20', 'minute1', str(t))
# 查询账户
#api.getUserInfo()
# 发送委托
#api.createOrder('btc_cny', 'sell', '8000', '0.001')
# 撤单
#api.cancelOrder('btc_cny', '725bd2da-73aa-419f-8090-f68488074e8f')
# 查询委托
#api.getOrdersInfo('btc_cny', '725bd2da-73aa-419f-8090-f68488074e8f')
# 查询委托历史
#api.getOrdersInfoHistory('btc_cny', '0', '1', '100')
# 阻塞
raw_input()

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vn.lhang/vnlhang.py Normal file
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# encoding: utf-8
import urllib
import hashlib
import requests
from Queue import Queue, Empty
from threading import Thread
LHANG_API_ROOT ="https://api.lhang.com/v1/"
FUNCTION_TICKER = ('ticker.do', 'get')
FUNCTION_DEPTH = ('depth.do', 'get')
FUNCTION_TRADES = ('trades.do', 'get')
FUNCTION_KLINE = ('kline.do', 'get')
FUNCTION_USERINFO = ('user_info.do', 'post')
FUNCTION_CREATEORDER = ('create_order.do', 'post')
FUNCTION_CANCELORDER = ('cancel_order.do', 'post')
FUNCTION_ORDERSINFO = ('orders_info.do', 'post')
FUNCTION_ORDERSINFOHISTORY = ('orders_info_history.do', 'post')
#----------------------------------------------------------------------
def signature(params, secretKey):
"""生成签名"""
params = sorted(params.iteritems(), key=lambda d:d[0], reverse=False)
params.append(('secret_key', secretKey))
message = urllib.urlencode(params)
m = hashlib.md5()
m.update(message)
m.digest()
sig=m.hexdigest()
return sig
########################################################################
class LhangApi(object):
""""""
DEBUG = True
#----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
self.apiKey = ''
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 init(self, apiKey, secretKey):
"""初始化"""
self.apiKey = apiKey
self.secretKey = secretKey
self.active = True
self.reqThread.start()
#----------------------------------------------------------------------
def exit(self):
"""退出"""
self.active = False
self.reqThread.join()
#----------------------------------------------------------------------
def processRequest(self, req):
"""处理请求"""
# 读取方法和参数
api, method = req['function']
params = req['params']
url = LHANG_API_ROOT + api
# 在参数中增加必须的字段
params['api_key'] = self.apiKey
# 添加签名
sign = signature(params, self.secretKey)
params['sign'] = sign
# 发送请求
payload = urllib.urlencode(params)
r = requests.request(method, url, 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 data is None:
error = u'请求失败'
self.onError(error, reqID)
elif 'error_code' in data:
error = u'请求出错，错误代码：%s' % data['error_code']
self.onError(error, reqID)
# 请求成功
else:
if self.DEBUG:
print callback.__name__
callback(data, reqID)
except Empty:
pass
#----------------------------------------------------------------------
def sendRequest(self, function, params, callback):
"""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['function'] = function
req['params'] = params
req['callback'] = callback
req['reqID'] = self.reqID
self.reqQueue.put(req)
# 返回请求编号
return self.reqID
#----------------------------------------------------------------------
def onError(self, error, reqID):
"""错误推送"""
print error, reqID
###############################################
# 行情接口
###############################################
#----------------------------------------------------------------------
def getTicker(self, symbol):
"""查询行情"""
function = FUNCTION_TICKER
params = {'symbol': symbol}
callback = self.onGetTicker
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def getDepth(self, symbol, size, merge):
"""查询深度"""
function = FUNCTION_DEPTH
params = {
'symbol': symbol,
'size': size,
'mege': merge
}
callback = self.onGetDepth
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def getTrades(self, symbol, size, time):
"""查询历史成交"""
function = FUNCTION_TRADES
params = {
'symbol': symbol,
'size': size,
'time': time
}
callback = self.onGetTrades
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def getKline(self, symbol, size, type_, time):
"""查询K线"""
function = FUNCTION_TRADES
params = {
'symbol': symbol,
'size': size,
'type': type_,
'time': time
}
callback = self.onGetKline
return self.sendRequest(function, params, callback)
#----------------------------------------------------------------------
def onGetTicker(self, data, reqID):
"""查询行情回调"""
print data, reqID
# ----------------------------------------------------------------------
def onGetDepth(self, data, reqID):
"""查询深度回调"""
print data, reqID
# ----------------------------------------------------------------------
def onGetTrades(self, data, reqID):
"""查询历史成交"""
print data, reqID
# ----------------------------------------------------------------------
def onGetKline(self, data, reqID):
"""查询Ｋ线回报"""
print data, reqID
###############################################
# 交易接口
###############################################
# ----------------------------------------------------------------------
def getUserInfo(self):
"""查询K线"""
function = FUNCTION_USERINFO
params = {}
callback = self.onGetUserInfo
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def createOrder(self, symbol, type_, price, amount):
"""发送委托"""
function = FUNCTION_CREATEORDER
params = {
'symbol': symbol,
'type': type_,
'price': price,
'amount': amount
}
callback = self.onCreateOrder
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def cancelOrder(self, symbol, orderId):
"""撤单"""
function = FUNCTION_CANCELORDER
params = {
'symbol': symbol,
'order_id': orderId
}
callback = self.onCancelOrder
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def getOrdersInfo(self, symbol, orderId):
"""查询委托"""
function = FUNCTION_ORDERSINFO
params = {
'symbol': symbol,
'order_id': orderId
}
callback = self.onGetOrdersInfo
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def getOrdersInfoHistory(self, symbol, status, currentPage, pageLength):
"""撤单"""
function = FUNCTION_ORDERSINFOHISTORY
params = {
'symbol': symbol,
'status': status,
'current_page': currentPage,
'page_length': pageLength
}
callback = self.onGetOrdersInfoHistory
return self.sendRequest(function, params, callback)
# ----------------------------------------------------------------------
def onGetUserInfo(self, data, reqID):
"""查询Ｋ线回报"""
print data, reqID
# ----------------------------------------------------------------------
def onCreateOrder(self, data, reqID):
"""委托回报"""
print data, reqID
# ----------------------------------------------------------------------
def onCancelOrder(self, data, reqID):
"""撤单回报"""
print data, reqID
# ----------------------------------------------------------------------
def onGetOrdersInfo(self, data, reqID):
"""查询委托回报"""
print data, reqID
# ----------------------------------------------------------------------
def onGetOrdersInfoHistory(self, data, reqID):
"""撤单回报"""
print data, reqID