[Add]新增api/vnfcoin

vnpy/api/fcoin/__init__.py

@@ -0,0 +1 @@
+from .vnfcoin import FcoinRestApi, FcoinWebsocketApi

vnpy/api/fcoin/vnfcoin.py

@@ -0,0 +1,292 @@
+# encoding: UTF-8
+
+import hashlib
+import hmac
+import json
+import ssl
+import traceback
+import base64
+
+from queue import Queue, Empty
+from multiprocessing.dummy import Pool
+from time import time
+from urlparse import urlparse
+from copy import copy
+from urllib import urlencode
+from threading import Thread
+
+import requests
+import websocket
+
+
+REST_HOST = 'https://api.fcoin.com/v2'
+WEBSOCKET_HOST = 'wss://api.fcoin.com/v2/ws'
+
+
+
+
+########################################################################
+class FcoinRestApi(object):
+    """REST API"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        self.apiKey = ''
+        self.apiSecret = ''
+        
+        self.active = False
+        self.reqid = 0
+        self.queue = Queue()
+        self.pool = None
+        self.sessionDict = {}   # 会话对象字典
+    
+    #----------------------------------------------------------------------
+    def init(self, apiKey, apiSecret):
+        """初始化"""
+        self.apiKey = str(apiKey)
+        self.apiSecret = str(apiSecret)
+        
+    #----------------------------------------------------------------------
+    def start(self, n=10):
+        """启动"""
+        if self.active:
+            return
+        
+        self.active = True
+        self.pool = Pool(n)
+        self.pool.map_async(self.run, range(n))
+    
+    #----------------------------------------------------------------------
+    def close(self):
+        """关闭"""
+        self.active = False
+        
+        if self.pool:
+            self.pool.close()
+            self.pool.join()
+    
+    #----------------------------------------------------------------------
+    def addReq(self, method, path, callback, params=None, postdict=None):
+        """添加请求"""
+        self.reqid += 1
+        req = (method, path, callback, params, postdict, self.reqid)
+        self.queue.put(req)
+        return self.reqid
+    
+    #----------------------------------------------------------------------
+    def processReq(self, req, i):
+        """处理请求"""
+        method, path, callback, params, postdict, reqid = req
+        url = REST_HOST + path
+        timestamp = str(int(time()) * 1000) 
+        
+        header = {}
+        header['FC-ACCESS-TIMESTAMP'] = timestamp
+        header['FC-ACCESS-KEY'] = self.apiKey
+        header['FC-ACCESS-SIGNATURE'] = self.generateSignature(method, url, timestamp, params, postdict)
+        
+        try:
+            # 使用长连接的session，比短连接的耗时缩短80%
+            session = self.sessionDict[i]
+            resp = session.request(method, url, headers=header, params=params, json=postdict)
+            #resp = requests.request(method, url, headers=header, params=params, data=postdict)
+            
+            #if method != 'GET':
+                #print '-' * 30
+                #print 'method', method
+                #print 'url', url
+                #print 'header', header
+                #print 'params', params
+                #print 'postdict', postdict        
+            
+            code = resp.status_code
+            d = resp.json()
+            
+            if code == 200:
+                callback(d, reqid)
+            else:
+                self.onError(code, d)    
+        except Exception as e:
+            self.onError(type(e), e.message)
+    
+    #----------------------------------------------------------------------
+    def run(self, i):
+        """连续运行"""
+        self.sessionDict[i] = requests.Session()
+        
+        while self.active:
+            try:
+                req = self.queue.get(timeout=1)
+                self.processReq(req, i)
+            except Empty:
+                pass
+
+    #----------------------------------------------------------------------
+    def generateSignature(self, method, path, timestamp, params=None, postdict=None):
+        """生成签名"""
+        # 对params在HTTP报文路径中，以请求字段方式序列化
+        if params:
+            query = urlencode(sorted(params.items()))
+            path = path + '?' + query
+        
+        if postdict:
+            post = urlencode(sorted(postdict.items()))
+        else:
+            post = ''
+        
+        msg = method + path + timestamp + post
+        msg = base64.b64encode(msg)
+        
+        signature = hmac.new(self.apiSecret, msg, digestmod=hashlib.sha1).digest()
+        signature = base64.b64encode(signature)
+        
+        return signature
+    
+    #----------------------------------------------------------------------
+    def onError(self, code, error):
+        """错误回调"""
+        print 'on error'
+        print code, error
+    
+    #----------------------------------------------------------------------
+    def onData(self, data, reqid):
+        """通用回调"""
+        print 'on data'
+        print data, reqid
+
+    
+########################################################################
+class FcoinWebsocketApi(object):
+    """Websocket API"""
+
+    #----------------------------------------------------------------------
+    def __init__(self):
+        """Constructor"""
+        self.ws = None
+        self.thread = None
+        self.active = False
+    
+    #----------------------------------------------------------------------
+    def start(self):
+        """启动"""
+        self.ws = websocket.create_connection(WEBSOCKET_HOST,
+                                              sslopt={'cert_reqs': ssl.CERT_NONE})
+    
+        self.active = True
+        self.thread = Thread(target=self.run)
+        self.thread.start()
+        
+        self.onConnect()
+    
+    #----------------------------------------------------------------------
+    def reconnect(self):
+        """重连"""
+        self.ws = websocket.create_connection(WEBSOCKET_HOST,
+                                              sslopt={'cert_reqs': ssl.CERT_NONE})   
+        
+        self.onConnect()
+        
+    #----------------------------------------------------------------------
+    def run(self):
+        """运行"""
+        while self.active:
+            try:
+                stream = self.ws.recv()
+                data = json.loads(stream)
+                self.onData(data)
+            except:
+                msg = traceback.format_exc()
+                self.onError(msg)
+                self.reconnect()
+    
+    #----------------------------------------------------------------------
+    def close(self):
+        """关闭"""
+        self.active = False
+        
+        if self.thread:
+            self.thread.join()
+        
+    #----------------------------------------------------------------------
+    def onConnect(self):
+        """连接回调"""
+        print 'connected'
+    
+    #----------------------------------------------------------------------
+    def onData(self, data):
+        """数据回调"""
+        print '-' * 30
+        l = data.keys()
+        l.sort()
+        for k in l:
+            print k, data[k]
+    
+    #----------------------------------------------------------------------
+    def onError(self, msg):
+        """错误回调"""
+        print msg
+    
+    #----------------------------------------------------------------------
+    def sendReq(self, req):
+        """发出请求"""
+        self.ws.send(json.dumps(req))      
+
+
+
+
+
+if __name__ == '__main__':
+    from datetime import datetime
+    from time import sleep
+    
+    API_KEY = '88893f839fbd49f4b5fcb03e7c15c015'
+    API_SECRET = 'ef383295cf4e4c128e6d18d7e9564b12'
+    
+    # REST测试
+    rest = FcoinRestApi()
+    rest.init(API_KEY, API_SECRET)
+    rest.start(3)
+       
+    #rest.addReq('GET', '/accounts/balance', rest.onData)
+    
+    # 查委托
+    #states = ['submitted', 'partial_filled', 'partial_canceled', 
+              #'filled', 'canceled', 'pending_cancel']    
+    #req = {
+        #'symbol': 'ethusdt',
+        #'start': datetime.now().strftime('%Y%m%d'),
+        #'states': 'submitted',
+        #'limit': 500        
+    #}
+    
+    #for i in range(10):
+        #rest.addReq('GET', '/orders', rest.onData, params=req)
+        #sleep(2)
+        
+    req = {
+        'symbol': 'ethusdt',
+        'side': 'buy',
+        'type': 'limit',
+        'price': 300,
+        'amount': 0.01
+    }    
+    rest.addReq('POST', '/orders', rest.onData, postdict=req)
+    #sleep(1)
+    #rest.addReq('POST', '/orders', rest.onData, params=req)
+
+    ## WS测试
+    #ws = FcoinWebsocketApi()
+    #ws.start()
+    
+    #req = {
+        #'cmd': 'sub',
+        #'args': ['depth.L20.btcusdt'],
+        #'id': 1
+    #}
+    
+    #ws.sendReq(req)
+
+    raw_input()
+    
+