Merge pull request #1296 from nanoric/beta_new_huobi
[Add] 基于新的RestClient和WebSocketClient重写了huobiGateway的底层
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vn.py
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beta/__init__.py
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beta/__init__.py
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beta/gateway/__init__.py
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beta/gateway/__init__.py
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beta/gateway/huobiGateway/__init__.py
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beta/gateway/huobiGateway/__init__.py
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beta/gateway/huobiGateway/huobiGateway.py
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beta/gateway/huobiGateway/huobiGateway.py
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# encoding: UTF-8
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'''
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'''
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from __future__ import print_function
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import base64
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import hashlib
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import hmac
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import json
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import re
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import urllib
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import zlib
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from vnpy.api.rest import Request, RestClient
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from vnpy.api.websocket import WebsocketClient
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from vnpy.trader.vtGateway import *
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REST_HOST = 'https://api.huobipro.com'
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WEBSOCKET_MARKET_HOST = 'wss://api.huobi.pro/ws' # Global站行情
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WEBSOCKET_ASSETS_HOST = 'wss://api.huobi.pro/ws/v1' # 资产和订单
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WEBSOCKET_CONTRACT_HOST = 'wss://www.hbdm.com/ws' # 合约站行情
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#----------------------------------------------------------------------
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def _split_url(url):
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"""
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将url拆分为host和path
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:return: host, path
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"""
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m = re.match('\w+://([^/]*)(.*)', url)
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if m:
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return m.group(1), m.group(2)
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#----------------------------------------------------------------------
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def createSignature(apiKey, method, host, path, secretKey):
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"""创建签名"""
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sortedParams = (
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("AccessKeyId", apiKey),
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("SignatureMethod", 'HmacSHA256'),
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("SignatureVersion", "2"),
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("Timestamp", datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S'))
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)
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encodeParams = urllib.urlencode(sortedParams)
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payload = [method, host, path, encodeParams]
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payload = '\n'.join(payload)
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payload = payload.encode(encoding='UTF8')
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secretKey = secretKey.encode(encoding='UTF8')
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digest = hmac.new(secretKey, payload, digestmod=hashlib.sha256).digest()
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signature = base64.b64encode(digest)
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params = dict(sortedParams)
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params["Signature"] = signature
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return params
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########################################################################
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class HuobiRestApi(RestClient):
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def __init__(self, gateway): # type: (VtGateway)->HuobiRestApi
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super(HuobiRestApi, self).__init__()
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self.gateway = gateway
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self.gatewayName = gateway.gatewayName
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self.apiKey = ""
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self.apiSecret = ""
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self.signHost = ""
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#----------------------------------------------------------------------
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def sign(self, request):
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request.headers = {
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"User-Agent":
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"Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.71 Safari/537.36"}
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additionalParams = createSignature(self.apiKey,
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request.method,
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self.signHost,
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request.path,
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self.apiSecret)
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if not request.params:
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request.params = additionalParams
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else:
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request.params.update(additionalParams)
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if request.method == "POST":
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request.headers['Content-Type'] = 'application/json'
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return request
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#----------------------------------------------------------------------
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def connect(self, apiKey, apiSecret, sessionCount=3):
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"""连接服务器"""
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self.apiKey = apiKey
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self.apiSecret = apiSecret
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host, path = _split_url(REST_HOST)
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self.init(REST_HOST)
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self.signHost = host
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self.start(sessionCount)
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#----------------------------------------------------------------------
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def qeuryAccount(self):
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self.addRequest('GET', '/v1/account/accounts', self.onAccount)
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#----------------------------------------------------------------------
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def onAccount(self, data, request): # type: (dict, Request)->None
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pass
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#----------------------------------------------------------------------
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def cancelWithdraw(self, id):
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self.addRequest('POST',
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"/v1/dw/withdraw-virtual/" + str(id) + "/cancel",
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self.onWithdrawCanceled
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)
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#----------------------------------------------------------------------
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def onWithdrawCanceled(self, data, request): # type: (dict, Request)->None
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pass
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########################################################################
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class HuobiWebsocketApiBase(WebsocketClient):
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#----------------------------------------------------------------------
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def __init__(self, gateway):
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"""Constructor"""
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super(HuobiWebsocketApiBase, self).__init__()
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self.gateway = gateway
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self.gatewayName = gateway.gatewayName
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self.apiKey = ''
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self.apiSecret = ''
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self.signHost = ''
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self.path = ''
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#----------------------------------------------------------------------
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def connect(self, apiKey, apiSecret, url):
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""""""
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self.apiKey = apiKey
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self.apiSecret = apiSecret
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host, path = _split_url(url)
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self.init(url)
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self.signHost = host
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self.path = path
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self.start()
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#----------------------------------------------------------------------
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def login(self):
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params = {
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'op': 'auth',
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}
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params.update(
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createSignature(self.apiKey,
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'GET',
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self.signHost,
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self.path,
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self.apiSecret)
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)
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return self.sendPacket(params)
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#----------------------------------------------------------------------
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def onLogin(self, packet):
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pass
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#----------------------------------------------------------------------
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@staticmethod
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def unpackData(data):
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return json.loads(zlib.decompress(data, 31))
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#----------------------------------------------------------------------
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def onPacket(self, packet):
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"""
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这里我新增了一个onHuobiPacket的函数，也可以让子类重写这个函数，然后调用super.onPacket
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"""
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if 'ping' in packet:
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self.sendPacket({'pong': packet['ping']})
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return
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# todo: use another error handing method
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if 'err-msg' in packet:
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return self.onHuobiErrorPacket(packet)
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if "op" in packet and packet["op"] == "auth":
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return self.onLogin(packet)
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self.onHuobiPacket(packet)
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#----------------------------------------------------------------------
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def onHuobiPacket(self, packet): # type: (dict)->None
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pass
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#----------------------------------------------------------------------
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def onHuobiErrorPacket(self, packet): # type: (dict)->None
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print("error : {}".format(packet))
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########################################################################
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class HuobiAssetsWebsocketApi(HuobiWebsocketApiBase):
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def connect(self, apiKey, apiSecret, host=WEBSOCKET_ASSETS_HOST):
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"""
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这里我使用重写connect，添加了默认参数。这样写感觉~~不太好~~，不过目前想到的比较好的方式就是这样了
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虽然在Python中可以直接把这个connect()写成不接收host和path的形式，但是PyCharm会提示重载错误，所以不接收host和path似乎不太好？
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我觉得最好的写法应该是这个函数不接收host和path。同时为了让PyCharm不提示重载错误(减少歧义)，应该给
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HuobiWebsocketApiBase.connect起另外一个名字。
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"""
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return super(HuobiAssetsWebsocketApi, self). \
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connect(apiKey, apiSecret, host)
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#----------------------------------------------------------------------
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def onConnected(self):
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self.login()
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#----------------------------------------------------------------------
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def subscribeAccount(self):
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"""
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:param symbol: str ethbtc, ltcbtc, etcbtc, bchbtc
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:param period: str 1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year
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"""
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self.sendPacket({
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"op": "sub",
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"cid": "any thing you want",
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"topic": "accounts"
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})
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#----------------------------------------------------------------------
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def onHuobiPacket(self, packet): # type: (dict)->None
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if 'op' in packet:
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if packet['op'] == 'sub':
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timestamp = packet['ts']
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topic = packet['topic']
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"""
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"data": {
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"event": "order.match|order.place|order.refund|order.cancel|order.fee-refund|margin.transfer|margin.loan|margin.interest|margin.repay|other",
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"list": [
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{
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"account-id": 419013,
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"currency": "usdt",
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"type": "trade",
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"balance": "500009195917.4362872650"
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},
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{
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"account-id": 419013,
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"currency": "btc",
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"type": "frozen",
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"balance": "9786.6783000000"
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}
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]
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}
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"""
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pass
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########################################################################
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class HuobiMarketWebsocketApi(HuobiWebsocketApiBase):
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#----------------------------------------------------------------------
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def connect(self, apiKey, apiSecret, host=WEBSOCKET_MARKET_HOST):
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"""
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这里我使用重写connect，添加了默认参数。这样写感觉~~不太好~~，不过目前想到的比较好的方式就是这样了
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虽然在Python中可以直接把这个connect()写成不接收host和path的形式，但是PyCharm会提示重载错误，所以不接收host和path似乎不太好？
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我觉得最好的写法应该是这个函数不接收host和path。同时为了让PyCharm不提示重载错误(减少歧义)，应该给
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HuobiWebsocketApiBase.connect起另外一个名字。
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"""
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return super(HuobiMarketWebsocketApi, self). \
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connect(apiKey, apiSecret, host)
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#----------------------------------------------------------------------
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def subscribeKLine(self, symbol, period): # type:(str, str)->None
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"""
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:param symbol: str ethbtc, ltcbtc, etcbtc, bchbtc
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:param period: str 1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year
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:return:
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"""
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self.sendPacket({
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"sub": "market." + symbol + ".kline." + period,
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"id": "any thing you want"
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})
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#----------------------------------------------------------------------
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def onHuobiPacket(self, packet): # type: (dict)->None
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# code for test purpose only
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if 'ch' in packet:
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if packet['ch'] == 'market.btcusdt.kline.1min':
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timestamp = packet['ts']
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data = packet['tick']
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id = data['id']
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amount = data['amount']
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count = data['count']
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open = data['open']
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close = data['close']
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low = data['low']
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high = data['high']
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vol = data['vol']
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pass
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