From 38590e38ddf7d411cbc403889d36308eeae52907 Mon Sep 17 00:00:00 2001 From: nanoric Date: Mon, 17 Dec 2018 06:15:39 -0400 Subject: [PATCH] =?UTF-8?q?[Add]=20=E5=9F=BA=E4=BA=8E=E6=96=B0=E7=9A=84Res?= =?UTF-8?q?tClient=E5=92=8CWebSocketClient=E9=87=8D=E5=86=99=E4=BA=86huobi?= =?UTF-8?q?Gateway=E7=9A=84=E5=BA=95=E5=B1=82?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- beta/__init__.py | 0 beta/gateway/__init__.py | 0 beta/gateway/huobiGateway/__init__.py | 0 beta/gateway/huobiGateway/huobiGateway.py | 302 ++++++++++++++++++++++ 4 files changed, 302 insertions(+) create mode 100644 beta/__init__.py create mode 100644 beta/gateway/__init__.py create mode 100644 beta/gateway/huobiGateway/__init__.py create mode 100644 beta/gateway/huobiGateway/huobiGateway.py diff --git a/beta/__init__.py b/beta/__init__.py new file mode 100644 index 00000000..e69de29b diff --git a/beta/gateway/__init__.py b/beta/gateway/__init__.py new file mode 100644 index 00000000..e69de29b diff --git a/beta/gateway/huobiGateway/__init__.py b/beta/gateway/huobiGateway/__init__.py new file mode 100644 index 00000000..e69de29b diff --git a/beta/gateway/huobiGateway/huobiGateway.py b/beta/gateway/huobiGateway/huobiGateway.py new file mode 100644 index 00000000..4c8c6ecd --- /dev/null +++ b/beta/gateway/huobiGateway/huobiGateway.py @@ -0,0 +1,302 @@ +# encoding: UTF-8 + +''' +''' + +from __future__ import print_function + +import base64 +import hashlib +import hmac +import json +import re +import urllib +import zlib + +from vnpy.api.rest import Request, RestClient +from vnpy.api.websocket import WebsocketClient +from vnpy.trader.vtGateway import * + +REST_HOST = 'https://api.huobipro.com' +WEBSOCKET_MARKET_HOST = 'wss://api.huobi.pro/ws' # Global站行情 +WEBSOCKET_ASSETS_HOST = 'wss://api.huobi.pro/ws/v1' # 资产和订单 +WEBSOCKET_CONTRACT_HOST = 'wss://www.hbdm.com/ws' # 合约站行情 + + +#---------------------------------------------------------------------- +def _split_url(url): + """ + 将url拆分为host和path + :return: host, path + """ + m = re.match('\w+://([^/]*)(.*)', url) + if m: + return m.group(1), m.group(2) + + +#---------------------------------------------------------------------- +def createSignature(apiKey, method, host, path, secretKey): + """创建签名""" + sortedParams = ( + ("AccessKeyId", apiKey), + ("SignatureMethod", 'HmacSHA256'), + ("SignatureVersion", "2"), + ("Timestamp", datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S')) + ) + encodeParams = urllib.urlencode(sortedParams) + + payload = [method, host, path, encodeParams] + payload = '\n'.join(payload) + payload = payload.encode(encoding='UTF8') + + secretKey = secretKey.encode(encoding='UTF8') + + digest = hmac.new(secretKey, payload, digestmod=hashlib.sha256).digest() + + signature = base64.b64encode(digest) + params = dict(sortedParams) + params["Signature"] = signature + return params + + +######################################################################## +class HuobiRestApi(RestClient): + + def __init__(self, gateway): # type: (VtGateway)->HuobiRestApi + super(HuobiRestApi, self).__init__() + self.gateway = gateway + self.gatewayName = gateway.gatewayName + + self.apiKey = "" + self.apiSecret = "" + self.signHost = "" + + #---------------------------------------------------------------------- + def sign(self, request): + request.headers = { + "User-Agent": + "Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.71 Safari/537.36"} + additionalParams = createSignature(self.apiKey, + request.method, + self.signHost, + request.path, + self.apiSecret) + if not request.params: + request.params = additionalParams + else: + request.params.update(additionalParams) + if request.method == "POST": + request.headers['Content-Type'] = 'application/json' + return request + + #---------------------------------------------------------------------- + def connect(self, apiKey, apiSecret, sessionCount=3): + """连接服务器""" + self.apiKey = apiKey + self.apiSecret = apiSecret + + host, path = _split_url(REST_HOST) + self.init(REST_HOST) + self.signHost = host + self.start(sessionCount) + + #---------------------------------------------------------------------- + def qeuryAccount(self): + self.addRequest('GET', '/v1/account/accounts', self.onAccount) + + #---------------------------------------------------------------------- + def onAccount(self, data, request): # type: (dict, Request)->None + pass + + #---------------------------------------------------------------------- + def cancelWithdraw(self, id): + self.addRequest('POST', + "/v1/dw/withdraw-virtual/" + str(id) + "/cancel", + self.onWithdrawCanceled + ) + + #---------------------------------------------------------------------- + def onWithdrawCanceled(self, data, request): # type: (dict, Request)->None + pass + + +######################################################################## +class HuobiWebsocketApiBase(WebsocketClient): + + #---------------------------------------------------------------------- + def __init__(self, gateway): + """Constructor""" + super(HuobiWebsocketApiBase, self).__init__() + + self.gateway = gateway + self.gatewayName = gateway.gatewayName + + self.apiKey = '' + self.apiSecret = '' + self.signHost = '' + self.path = '' + + #---------------------------------------------------------------------- + def connect(self, apiKey, apiSecret, url): + """""" + self.apiKey = apiKey + self.apiSecret = apiSecret + + host, path = _split_url(url) + + self.init(url) + self.signHost = host + self.path = path + self.start() + + #---------------------------------------------------------------------- + def login(self): + params = { + 'op': 'auth', + } + params.update( + createSignature(self.apiKey, + 'GET', + self.signHost, + self.path, + self.apiSecret) + ) + return self.sendPacket(params) + + #---------------------------------------------------------------------- + def onLogin(self, packet): + pass + + #---------------------------------------------------------------------- + @staticmethod + def unpackData(data): + return json.loads(zlib.decompress(data, 31)) + + #---------------------------------------------------------------------- + def onPacket(self, packet): + """ + 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 + """ + if 'ping' in packet: + self.sendPacket({'pong': packet['ping']}) + return + + # todo: use another error handing method + if 'err-msg' in packet: + return self.onHuobiErrorPacket(packet) + + if "op" in packet and packet["op"] == "auth": + return self.onLogin(packet) + + self.onHuobiPacket(packet) + + #---------------------------------------------------------------------- + def onHuobiPacket(self, packet): # type: (dict)->None + pass + + #---------------------------------------------------------------------- + def onHuobiErrorPacket(self, packet): # type: (dict)->None + print("error : {}".format(packet)) + + +######################################################################## +class HuobiAssetsWebsocketApi(HuobiWebsocketApiBase): + + def connect(self, apiKey, apiSecret, host=WEBSOCKET_ASSETS_HOST): + """ + 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 + 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？ + + 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 + HuobiWebsocketApiBase.connect起另外一个名字。 + """ + return super(HuobiAssetsWebsocketApi, self). \ + connect(apiKey, apiSecret, host) + + #---------------------------------------------------------------------- + def onConnected(self): + self.login() + + #---------------------------------------------------------------------- + def subscribeAccount(self): + """ + :param symbol: str ethbtc, ltcbtc, etcbtc, bchbtc + :param period: str 1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year + """ + self.sendPacket({ + "op": "sub", + "cid": "any thing you want", + "topic": "accounts" + }) + + #---------------------------------------------------------------------- + def onHuobiPacket(self, packet): # type: (dict)->None + if 'op' in packet: + if packet['op'] == 'sub': + timestamp = packet['ts'] + topic = packet['topic'] + """ + "data": { + "event": "order.match|order.place|order.refund|order.cancel|order.fee-refund|margin.transfer|margin.loan|margin.interest|margin.repay|other", + "list": [ + { + "account-id": 419013, + "currency": "usdt", + "type": "trade", + "balance": "500009195917.4362872650" + }, + { + "account-id": 419013, + "currency": "btc", + "type": "frozen", + "balance": "9786.6783000000" + } + ] + } + """ + pass + + +######################################################################## +class HuobiMarketWebsocketApi(HuobiWebsocketApiBase): + + #---------------------------------------------------------------------- + def connect(self, apiKey, apiSecret, host=WEBSOCKET_MARKET_HOST): + """ + 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 + 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？ + + 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 + HuobiWebsocketApiBase.connect起另外一个名字。 + """ + return super(HuobiMarketWebsocketApi, self). \ + connect(apiKey, apiSecret, host) + + #---------------------------------------------------------------------- + def subscribeKLine(self, symbol, period): # type:(str, str)->None + """ + :param symbol: str ethbtc, ltcbtc, etcbtc, bchbtc + :param period: str 1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year + :return: + """ + self.sendPacket({ + "sub": "market." + symbol + ".kline." + period, + "id": "any thing you want" + }) + + #---------------------------------------------------------------------- + def onHuobiPacket(self, packet): # type: (dict)->None + # code for test purpose only + if 'ch' in packet: + if packet['ch'] == 'market.btcusdt.kline.1min': + timestamp = packet['ts'] + data = packet['tick'] + id = data['id'] + amount = data['amount'] + count = data['count'] + open = data['open'] + close = data['close'] + low = data['low'] + high = data['high'] + vol = data['vol'] + pass