# encoding: utf-8 from __future__ import print_function import urllib import hashlib import json import requests import hmac import time from datetime import datetime from time import time, sleep , mktime from Queue import Queue, Empty from threading import Thread import urllib import hashlib import inspect import requests import cerberus SYMBOL_BTCJPY = 'btc_jpy' SYMBOL_ETHJPY = 'eth_jpy' FUNCTIONCODE_GETINFO_ZAIF = 'get_info' FUNCTIONCODE_GETINFO2_ZAIF = 'get_info2' FUNCTIONCODE_GETPERSONALINFO_ZAIF = 'get_personal_info' FUNCTIONCODE_TRADEHISTORY_ZAIF = 'trade_history' FUNCTIONCODE_ACTIVEORDERS_ZAIF = 'active_orders' FUNCTIONCODE_TRADE_ZAIF = 'trade' FUNCTIONCODE_CANCEL_ORDER_ZAIF = 'cancel_order' FUNCTIONCODE_WITHDRAL_ZAIF = 'withdraw' FUNCTIONCODE_DEPOSIT_HISTORY_ZAIF = 'deposit_history' FUNCTIONCODE_WITHDRAW_HISTORY_ZAIF = 'withdraw_history' SCHEMA = { 'from_num': { 'type': 'integer' }, 'count': { 'type': 'integer' }, 'from_id': { 'type': 'integer' }, 'end_id': { 'type': ['string', 'integer'] }, 'order': { 'type': 'string', 'allowed': ['ASC', 'DESC'] }, 'since': { 'type': 'integer' }, 'end': { 'type': ['string', 'integer'] }, 'currency_pair': { 'type': 'string', 'allowed': ['btc_jpy', 'xem_jpy', 'mona_jpy', 'mona_btc'] }, 'currency': { 'required': True, 'type': 'string', 'allowed': ['jpy', 'btc', 'mona'] }, 'address': { 'required': True, 'type': 'string' }, 'message': { 'type': 'string' }, 'amount': { 'required': True, 'type': 'number' }, 'opt_fee': { 'type': 'number' }, 'order_id': { 'required': True, 'type': 'integer' }, 'action': { 'required': True, 'type': 'string', 'allowed': ['bid', 'ask'] }, 'price': { 'required': True, 'type': 'number' }, 'limit': { 'type': 'number' } } ######################################################################## class TradeApi(object): """交易接口""" __API_URL = 'https://api.zaif.jp/tapi' 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 self.nonce = int(mktime(datetime.now().timetuple())) def params_pre_processing(self, schema_keys, params): schema = self.__get_schema(schema_keys) self.__validate(schema, params) return self.__edit_params(params) @classmethod def __get_schema(cls, keys): schema = {} for key in keys: schema[key] = SCHEMA[key] return schema @classmethod def __edit_params(cls, params): if 'from_num' in params: params['from'] = params['from_num'] del (params['from_num']) return params @classmethod def __validate(cls, schema, param): v = cerberus.Validator(schema) if v.validate(param): return raise Exception(json.dumps(v.errors)) def __get_parameter(self , func_name, params): params['method'] = func_name params['nonce'] = self.nonce self.nonce += 1 return urllib.urlencode(params) def __get_header(self, params): signature = hmac.new(bytearray(self.secretKey.encode('utf-8')), digestmod=hashlib.sha512) signature.update(params.encode('utf-8')) return { 'key': str(self.accessKey), 'sign': str(signature.hexdigest()) } #---------------------------------------------------------------------- def processRequest(self, req): """处理请求""" # 读取方法和参数 schema_keys = req['schema_keys'] method = req['method'] kwargs = req['kwargs'] optional = req['optional'] params = self.params_pre_processing(schema_keys, kwargs) params = self.__get_parameter(method, params) header = self.__get_header(params) r = requests.post(self.__API_URL , data=params , headers=header) if r != None: try: data = r.json() if data['success'] == 0: print("error in vnzaif %s" % method) return data else: return data except Exception as ex: return None else: return None ''' def processRequest(self, req): schema_keys = req['schema_keys'] kwargs = req['kwargs'] method = req['method'] optional = req['optional'] params = self.params_pre_processing(schema_keys, kwargs) params = self.__get_parameter(method, params) header = self.__get_header(params) response = requests.post(self.__API_URL, data=params, headers=header) if response.status_code != 200: raise Exception('return status code is {}'.format(response.status_code)) res = json.loads(response.text) if res['success'] == 0: raise Exception(res['error']) return res['return'] ''' #---------------------------------------------------------------------- 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, req, reqID) # 请求成功 else: if self.DEBUG: print(callback.__name__) callback(data, req, reqID) except Empty: pass #---------------------------------------------------------------------- def sendRequest(self, method, schema_keys , kwargs , 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['schema_keys'] = schema_keys req['kwargs'] = kwargs #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 if self.reqThread.isAlive(): self.reqThread.join() #--------------------------------------------------- ''' def get_info(self): print FUNCTIONCODE_GETINFO_ZAIF method = FUNCTIONCODE_GETINFO_ZAIF key = {} params = {} callback = self.onGet_info optional = {} print params return self.sendRequest(method, key, params,callback, optional) ''' def get_info2(self): method = FUNCTIONCODE_GETINFO2_ZAIF key = {} params = {} callback = self.onGet_info2 optional = {} return self.sendRequest(method, key, params, callback, optional) def trade_history(self , **kwargs): method = FUNCTIONCODE_TRADEHISTORY_ZAIF schema_keys = ['from_num', 'count', 'from_id', 'end_id', 'order', 'since', 'end', 'currency_pair'] callback = self.onTradeHistory optional = {} return self.sendRequest(method, schema_keys, kwargs, callback, optional) def active_orders(self , **kwargs): method = FUNCTIONCODE_ACTIVEORDERS_ZAIF schema_keys = ['currency_pair'] callback = self.onActiveOrders optional = {} return self.sendRequest(method, schema_keys, kwargs, callback, optional) def withdraw_history(self , **kwargs): method = FUNCTIONCODE_WITHDRAW_HISTORY_ZAIF schema_keys = ['currency', 'from_num', 'count', 'from_id', 'end_id', 'order', 'since', 'end'] callback = self.onWithdrawHistory optional = {} return self.sendRequest(method, schema_keys, kwargs, callback, optional) def deposit_history(self , **kwargs): method = FUNCTIONCODE_DEPOSIT_HISTORY_ZAIF schema_keys = ['currency', 'from_num', 'count', 'from_id', 'end_id', 'order', 'since', 'end'] callback = self.onDepositHistory optional = {} return self.sendRequest(method, schema_keys, kwargs, callback, optional) def withdraw(self , **kwargs): method = FUNCTIONCODE_WITHDRAL_ZAIF schema_keys = ['currency', 'address', 'message', 'amount', 'opt_fee'] callback = self.onWithdraw optional = {} return self.sendRequest(method, schema_keys, kwargs, callback, optional) def cancel_order(self, **kwargs): method = FUNCTIONCODE_CANCEL_ORDER_ZAIF schema_keys = ['order_id'] callback = self.onCancelOrder optional = {} return self.sendRequest(method, schema_keys, kwargs, callback, optional) def trade(self, **kwargs): method = FUNCTIONCODE_TRADE_ZAIF schema_keys = ['currency_pair', 'action', 'price', 'amount', 'limit'] callback = self.onTrade optional = {} return self.sendRequest(method, schema_keys, kwargs, callback, optional) #################################################### ## 回调函数 #################################################### ''' def onGet_info(self, data, req, reqID): """用户信息""" print data ''' def onTrade(self, data, req, reqID): print(data) def onCancelOrder(self, data, req, reqID): print(data) def onWithdraw(self, data, req, reqID): print(data) def onDepositHistory(self, data, req, reqID): print(data) def onWithdrawHistory(self, data, req, reqID): print(data) def onTradeHistory(self, data, req, reqID): print(data) def onActiveOrders(self, data, req, reqID): print(data) def onGet_info2(self, data, req, reqID): """用户信息""" print(data) class DataApi(object): """ 行情接口 """ TICK_SYMBOL_URL = { SYMBOL_BTCJPY: 'https://api.zaif.jp/api/1/ticker/btc_jpy', SYMBOL_ETHJPY: 'https://api.zaif.jp/api/1/ticker/eth_jpy' } TRADES_SYMBOL_URL = { SYMBOL_BTCJPY: 'https://api.zaif.jp/api/1/trades/btc_jpy', SYMBOL_ETHJPY: 'https://api.zaif.jp/api/1/trades/eth_jpy', } DEPTH_SYMBOL_URL = { SYMBOL_BTCJPY: 'https://api.zaif.jp/api/1/depth/btc_jpy', SYMBOL_ETHJPY: 'https://api.zaif.jp/api/1/depth/eth_jpy', } LAST_SYMBOL_URL = { SYMBOL_BTCJPY: 'https://api.zaif.jp/api/1/last_price/btc_jpy', SYMBOL_ETHJPY: 'https://api.zaif.jp/api/1/last_price/eth_jpy', } DEBUG = True #---------------------------------------------------------------------- def __init__(self): """Constructor""" self.active = False self.taskInterval = 0 # 每轮请求延时 self.taskList = [] # 订阅的任务列表 self.taskThread = Thread(target=self.run) # 处理任务的线程 #---------------------------------------------------------------------- def init(self, interval, debug): """初始化""" self.taskInterval = interval self.DEBUG = debug self.active = True self.taskThread.start() #---------------------------------------------------------------------- def exit(self): """退出""" self.active = False if self.taskThread.isAlive(): self.taskThread.join() #---------------------------------------------------------------------- def run(self): """连续运行""" while self.active: for url, callback in self.taskList: try: r = requests.get(url) if r.status_code == 200: data = r.json() if self.DEBUG: print(callback.__name__) data = {"return_symbol": (url.split('/'))[-1].split('_')[0] , "data":data} #data["return_symbol"] = callback(data) except Exception as e: print(e) sleep(self.taskInterval) #---------------------------------------------------------------------- def subscribeTick(self, symbol): """订阅实时成交数据""" url = self.TICK_SYMBOL_URL[symbol] task = (url, self.onTick) self.taskList.append(task) #---------------------------------------------------------------------- def subscribeLast(self, symbol): """订阅实时成交数据""" url = self.LAST_SYMBOL_URL[symbol] task = (url, self.onLast) self.taskList.append(task) #---------------------------------------------------------------------- def subscribeTrades(self, symbol): """订阅实时报价数据""" url = self.TRADES_SYMBOL_URL[symbol] task = (url, self.onTrades) self.taskList.append(task) #---------------------------------------------------------------------- def subscribeDepth(self, symbol, level=0): """订阅深度数据""" url = self.DEPTH_SYMBOL_URL[symbol] if level: url = url.replace('json', str(level)) task = (url, self.onDepth) self.taskList.append(task) #---------------------------------------------------------------------- def onTick(self, data): """实时成交推送""" print(data) #---------------------------------------------------------------------- def onLast(self, data): """实时深度推送""" print(data) #---------------------------------------------------------------------- def onTrades(self, data): """实时深度推送""" print(data) #---------------------------------------------------------------------- def onDepth(self, data): """实时深度推送""" print(data)