[Add]新增api/vnfcoin
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vn.py
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vnpy/api/fcoin/__init__.py
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vnpy/api/fcoin/__init__.py
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from .vnfcoin import FcoinRestApi, FcoinWebsocketApi
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vnpy/api/fcoin/vnfcoin.py
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vnpy/api/fcoin/vnfcoin.py
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# encoding: UTF-8
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import hashlib
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import hmac
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import json
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import ssl
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import traceback
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import base64
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from queue import Queue, Empty
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from multiprocessing.dummy import Pool
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from time import time
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from urlparse import urlparse
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from copy import copy
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from urllib import urlencode
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from threading import Thread
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import requests
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import websocket
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REST_HOST = 'https://api.fcoin.com/v2'
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WEBSOCKET_HOST = 'wss://api.fcoin.com/v2/ws'
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########################################################################
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class FcoinRestApi(object):
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"""REST API"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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self.apiKey = ''
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self.apiSecret = ''
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self.active = False
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self.reqid = 0
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self.queue = Queue()
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self.pool = None
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self.sessionDict = {} # 会话对象字典
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#----------------------------------------------------------------------
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def init(self, apiKey, apiSecret):
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"""初始化"""
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self.apiKey = str(apiKey)
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self.apiSecret = str(apiSecret)
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#----------------------------------------------------------------------
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def start(self, n=10):
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"""启动"""
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if self.active:
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return
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self.active = True
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self.pool = Pool(n)
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self.pool.map_async(self.run, range(n))
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#----------------------------------------------------------------------
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def close(self):
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"""关闭"""
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self.active = False
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if self.pool:
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self.pool.close()
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self.pool.join()
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#----------------------------------------------------------------------
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def addReq(self, method, path, callback, params=None, postdict=None):
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"""添加请求"""
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self.reqid += 1
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req = (method, path, callback, params, postdict, self.reqid)
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self.queue.put(req)
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return self.reqid
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#----------------------------------------------------------------------
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def processReq(self, req, i):
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"""处理请求"""
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method, path, callback, params, postdict, reqid = req
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url = REST_HOST + path
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timestamp = str(int(time()) * 1000)
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header = {}
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header['FC-ACCESS-TIMESTAMP'] = timestamp
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header['FC-ACCESS-KEY'] = self.apiKey
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header['FC-ACCESS-SIGNATURE'] = self.generateSignature(method, url, timestamp, params, postdict)
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try:
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# 使用长连接的session，比短连接的耗时缩短80%
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session = self.sessionDict[i]
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resp = session.request(method, url, headers=header, params=params, json=postdict)
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#resp = requests.request(method, url, headers=header, params=params, data=postdict)
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#if method != 'GET':
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#print '-' * 30
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#print 'method', method
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#print 'url', url
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#print 'header', header
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#print 'params', params
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#print 'postdict', postdict
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code = resp.status_code
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d = resp.json()
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if code == 200:
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callback(d, reqid)
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else:
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self.onError(code, d)
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except Exception as e:
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self.onError(type(e), e.message)
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#----------------------------------------------------------------------
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def run(self, i):
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"""连续运行"""
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self.sessionDict[i] = requests.Session()
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while self.active:
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try:
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req = self.queue.get(timeout=1)
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self.processReq(req, i)
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except Empty:
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pass
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#----------------------------------------------------------------------
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def generateSignature(self, method, path, timestamp, params=None, postdict=None):
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"""生成签名"""
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# 对params在HTTP报文路径中，以请求字段方式序列化
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if params:
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query = urlencode(sorted(params.items()))
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path = path + '?' + query
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if postdict:
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post = urlencode(sorted(postdict.items()))
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else:
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post = ''
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msg = method + path + timestamp + post
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msg = base64.b64encode(msg)
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signature = hmac.new(self.apiSecret, msg, digestmod=hashlib.sha1).digest()
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signature = base64.b64encode(signature)
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return signature
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#----------------------------------------------------------------------
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def onError(self, code, error):
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"""错误回调"""
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print 'on error'
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print code, error
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#----------------------------------------------------------------------
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def onData(self, data, reqid):
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"""通用回调"""
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print 'on data'
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print data, reqid
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########################################################################
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class FcoinWebsocketApi(object):
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"""Websocket API"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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self.ws = None
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self.thread = None
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self.active = False
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#----------------------------------------------------------------------
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def start(self):
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"""启动"""
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self.ws = websocket.create_connection(WEBSOCKET_HOST,
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sslopt={'cert_reqs': ssl.CERT_NONE})
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self.active = True
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self.thread = Thread(target=self.run)
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self.thread.start()
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self.onConnect()
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#----------------------------------------------------------------------
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def reconnect(self):
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"""重连"""
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self.ws = websocket.create_connection(WEBSOCKET_HOST,
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sslopt={'cert_reqs': ssl.CERT_NONE})
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self.onConnect()
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#----------------------------------------------------------------------
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def run(self):
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"""运行"""
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while self.active:
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try:
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stream = self.ws.recv()
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data = json.loads(stream)
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self.onData(data)
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except:
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msg = traceback.format_exc()
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self.onError(msg)
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self.reconnect()
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#----------------------------------------------------------------------
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def close(self):
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"""关闭"""
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self.active = False
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if self.thread:
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self.thread.join()
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#----------------------------------------------------------------------
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def onConnect(self):
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"""连接回调"""
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print 'connected'
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#----------------------------------------------------------------------
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def onData(self, data):
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"""数据回调"""
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print '-' * 30
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l = data.keys()
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l.sort()
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for k in l:
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print k, data[k]
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#----------------------------------------------------------------------
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def onError(self, msg):
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"""错误回调"""
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print msg
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#----------------------------------------------------------------------
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def sendReq(self, req):
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"""发出请求"""
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self.ws.send(json.dumps(req))
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if __name__ == '__main__':
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from datetime import datetime
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from time import sleep
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API_KEY = '88893f839fbd49f4b5fcb03e7c15c015'
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API_SECRET = 'ef383295cf4e4c128e6d18d7e9564b12'
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# REST测试
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rest = FcoinRestApi()
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rest.init(API_KEY, API_SECRET)
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rest.start(3)
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#rest.addReq('GET', '/accounts/balance', rest.onData)
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# 查委托
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#states = ['submitted', 'partial_filled', 'partial_canceled',
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#'filled', 'canceled', 'pending_cancel']
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#req = {
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#'symbol': 'ethusdt',
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#'start': datetime.now().strftime('%Y%m%d'),
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#'states': 'submitted',
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#'limit': 500
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#}
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#for i in range(10):
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#rest.addReq('GET', '/orders', rest.onData, params=req)
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#sleep(2)
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req = {
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'symbol': 'ethusdt',
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'side': 'buy',
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'type': 'limit',
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'price': 300,
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'amount': 0.01
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}
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rest.addReq('POST', '/orders', rest.onData, postdict=req)
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#sleep(1)
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#rest.addReq('POST', '/orders', rest.onData, params=req)
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## WS测试
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#ws = FcoinWebsocketApi()
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#ws.start()
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#req = {
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#'cmd': 'sub',
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#'args': ['depth.L20.btcusdt'],
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#'id': 1
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#}
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#ws.sendReq(req)
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raw_input()
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