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新增火币接口，目前完成了交易接口

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chenxy123 2017-02-03 23:53:19 +08:00
parent 447edd1e45
commit c7e27fe9bd
6 changed files with 564 additions and 6 deletions
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18
vn.huobi/README.md Normal file
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# vn.huobi
### 简介
火币的比特币交易接口，基于Rest API（交易）和Websocket API（行情）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，vn.huobi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：2015-12-02
链接：[http://github.com/huobiapi/API_Docs/wiki](http://github.com/huobiapi/API_Docs/wiki)

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vn.huobi/test.py Normal file
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# encoding: utf-8
from vnhuobi import *
if __name__ == '__main__':
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()

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vn.huobi/vnhuobi.py Normal file
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# encoding: utf-8
import urllib
import hashlib
import json
import requests
from time import time
from Queue import Queue, Empty
from threading import Thread
# 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'
# API相关定义
HUOBI_SERVICE_API="https://api.huobi.com/apiv3"
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):
""""""
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_SERVICE_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, reqID)
# 请求成功
else:
if self.DEBUG:
print callback.__name__
callback(data, 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
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, reqID):
"""错误推送"""
print error, reqID
#----------------------------------------------------------------------
def onGetAccountInfo(self, data, reqID):
"""查询账户回调"""
print data
#----------------------------------------------------------------------
def onGetOrders(self, data, reqID):
"""查询委托回调"""
print data
#----------------------------------------------------------------------
def onOrderInfo(self, data, reqID):
"""委托详情回调"""
print data
#----------------------------------------------------------------------
def onBuy(self, data, reqID):
"""买入回调"""
print data
#----------------------------------------------------------------------
def onSell(self, data, reqID):
"""卖出回调"""
print data
#----------------------------------------------------------------------
def onBuyMarket(self, data, reqID):
"""市价买入回调"""
print data
#----------------------------------------------------------------------
def onSellMarket(self, data, reqID):
"""市价卖出回调"""
print data
#----------------------------------------------------------------------
def onCancelOrder(self, data, reqID):
"""撤单回调"""
print data
#----------------------------------------------------------------------
def onGetNewDealOrders(self, data, reqID):
"""查询最新成交回调"""
print data
#----------------------------------------------------------------------
def onGetOrderIdByTradeId(self, data, reqID):
"""通过成交编号查询委托编号回调"""
print data
#----------------------------------------------------------------------
def onWithdrawCoin(self, data, reqID):
"""提币回调"""
print data
#----------------------------------------------------------------------
def onCancelWithdrawCoin(self, data, reqID):
"""取消提币回调"""
print data
#----------------------------------------------------------------------
def onGetWithdrawCoinResult(self, data, reqID):
"""查询提币结果回调"""
print data
#----------------------------------------------------------------------
def onTransfer(self, data, reqID):
"""转账回调"""
print data
#----------------------------------------------------------------------
def onLoan(self, data, reqID):
"""申请杠杆回调"""
print data
#----------------------------------------------------------------------
def onRepayment(self, data, reqID):
"""归还杠杆回调"""
print data
#----------------------------------------------------------------------
def onLoanAvailable(self, data, reqID):
"""查询杠杆额度回调"""
print data
#----------------------------------------------------------------------
def onGetLoans(self, data, reqID):
"""查询杠杆列表"""
print data

6
vn.trader/ctaAlgo/ctaBacktesting.py
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@ -120,7 +120,7 @@ class BacktestingEngine(object):
#----------------------------------------------------------------------
def loadHistoryData(self):
"""载入历史数据"""
host, port = loadMongoSetting()
host, port, logging = loadMongoSetting()
self.dbClient = pymongo.MongoClient(host, port)
collection = self.dbClient[self.dbName][self.symbol]
@ -658,8 +658,8 @@ class BacktestingEngine(object):
self.output(u'平均每笔佣金：\t%s' %formatNumber(d['totalCommission']/d['totalResult']))
self.output(u'胜率\t\t%s%%' %formatNumber(d['winningRate']))
self.output(u'平均每笔盈利\t%s' %formatNumber(d['averageWinning']))
self.output(u'平均每笔亏损\t%s' %formatNumber(d['averageLosing']))
self.output(u'盈利交易平均值\t%s' %formatNumber(d['averageWinning']))
self.output(u'亏损交易平均值\t%s' %formatNumber(d['averageLosing']))
self.output(u'盈亏比：\t%s' %formatNumber(d['profitLossRatio']))
# 绘图

4
vn.trader/ctaAlgo/ctaHistoryData.py
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@ -33,7 +33,7 @@ class HistoryDataEngine(object):
#----------------------------------------------------------------------
def __init__(self):
"""Constructor"""
host, port = loadMongoSetting()
host, port, logging = loadMongoSetting()
self.dbClient = pymongo.MongoClient(host, port)
self.datayesClient = DatayesClient()
@ -322,7 +322,7 @@ def loadMcCsv(fileName, dbName, symbol):
print u'开始读取CSV文件%s中的数据插入到%s的%s中' %(fileName, dbName, symbol)
# 锁定集合，并创建索引
host, port = loadMongoSetting()
host, port, logging = loadMongoSetting()
client = pymongo.MongoClient(host, port)
collection = client[dbName][symbol]

2
vn.trader/ctaAlgo/tools/multiTimeFrame/ctaBacktestMultiTF.py
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@ -72,7 +72,7 @@ class BacktestEngineMultiTF(BacktestingEngine):
"""载入历史数据"""
"""load historical data"""
host, port = loadMongoSetting()
host, port, logging = loadMongoSetting()
self.dbClient = pymongo.MongoClient(host, port)
collection = self.dbClient[self.dbName][self.symbol]