# encoding: UTF-8 import hashlib import zlib import json from time import sleep from threading import Thread import websocket import urllib2, hashlib,struct,sha,time # OKEX网站 zb_usd_url = "wss://api.zb.com:9999/websocket" zb_all_symbol_pairs = ["ltc_btc","btc_qc","bcc_qc","ltc_qc","eth_qc","etc_qc","bts_qc","eos_qc","qtum_qc","btc_qc","hsr_qc","xpr_qc","bcd_qc","dash_qc"] zb_all_symbols = ["btc","ltc","qc","bch","eth","hsr","ubtc","sbtc"] zb_all_real_pair = {} for symbol_pair in zb_all_symbol_pairs: zb_all_real_pair[ symbol_pair.replace('_',"")] = symbol_pair class ZB_Sub_Spot_Api(object): """基于Websocket的API对象""" def __init__(self): """Constructor""" self.apiKey = '' # 用户名 self.secretKey = '' # 密码 self.ws_sub_spot = None # websocket应用对象 现货对象 self.thread = None # 线程变量 #---------------------------------------------------------------------- def reconnect(self): """重新连接""" # 首先关闭之前的连接 self.close() # 再执行重连任务 self.ws_sub_spot = websocket.WebSocketApp(self.host, on_message=self.onMessage, on_error=self.onError, on_close=self.onClose, on_open=self.onOpen) self.thread = Thread(target=self.ws_sub_spot.run_forever) self.thread.start() #---------------------------------------------------------------------- def connect_Subpot(self, apiKey , secretKey , trace = False): self.host = zb_usd_url self.apiKey = apiKey self.secretKey = secretKey websocket.enableTrace(trace) self.ws_sub_spot = websocket.WebSocketApp(self.host, on_message=self.onMessage, on_error=self.onError, on_close=self.onClose, on_open=self.onOpen) self.thread = Thread(target=self.ws_sub_spot.run_forever) self.thread.start() #---------------------------------------------------------------------- def readData(self, evt): """解压缩推送收到的数据""" # # 创建解压器 # decompress = zlib.decompressobj(-zlib.MAX_WBITS) # # 将原始数据解压成字符串 # inflated = decompress.decompress(evt) + decompress.flush() # 通过json解析字符串 data = json.loads(evt) return data #---------------------------------------------------------------------- def close(self): """关闭接口""" if self.thread and self.thread.isAlive(): self.ws_sub_spot.close() self.thread.join() #---------------------------------------------------------------------- def onMessage(self, ws, evt): """信息推送""" print evt #---------------------------------------------------------------------- def onError(self, ws, evt): """错误推送""" print 'onError' print evt #---------------------------------------------------------------------- def onClose(self, ws): """接口断开""" print 'onClose' #---------------------------------------------------------------------- def onOpen(self, ws): """接口打开""" print 'onOpen' #---------------------------------------------------------------------- def subscribeSpotTicker(self, symbol_pair): # 现货的 ticker symbol_pair = symbol_pair.replace('_','') req = "{'event':'addChannel','channel':'%s_ticker'}" % symbol_pair self.ws_sub_spot.send(req) #---------------------------------------------------------------------- def subscribeSpotDepth(self, symbol_pair): # 现货的 市场深度 symbol_pair = symbol_pair.replace('_','') req = "{'event':'addChannel','channel':'%s_depth'}" % symbol_pair self.ws_sub_spot.send(req) #---------------------------------------------------------------------- def subscribeSpotTrades(self, symbol_pair): symbol_pair = symbol_pair.replace('_','') req = "{'event':'addChannel','channel':'%s_trades'}" % symbol_pair self.ws_sub_spot.send(req) #---------------------------------------------------------------------- def __fill(self, value, lenght, fillByte): if len(value) >= lenght: return value else: fillSize = lenght - len(value) return value + chr(fillByte) * fillSize #---------------------------------------------------------------------- def __doXOr(self, s, value): slist = list(s) for index in xrange(len(slist)): slist[index] = chr(ord(slist[index]) ^ value) return "".join(slist) #---------------------------------------------------------------------- def __hmacSign(self, aValue, aKey): keyb = struct.pack("%ds" % len(aKey), aKey) value = struct.pack("%ds" % len(aValue), aValue) k_ipad = self.__doXOr(keyb, 0x36) k_opad = self.__doXOr(keyb, 0x5c) k_ipad = self.__fill(k_ipad, 64, 54) k_opad = self.__fill(k_opad, 64, 92) m = hashlib.md5() m.update(k_ipad) m.update(value) dg = m.digest() m = hashlib.md5() m.update(k_opad) subStr = dg[0:16] m.update(subStr) dg = m.hexdigest() return dg #---------------------------------------------------------------------- def __digest(self, aValue): value = struct.pack("%ds" % len(aValue), aValue) h = sha.new() h.update(value) dg = h.hexdigest() return dg #---------------------------------------------------------------------- def generateSign(self, params): """生成签名""" l = [] for key in sorted(params.keys()): l.append('"%s":"%s"' %(key, params[key])) sign = ','.join(l) sign = '{' + sign + '}' SHA_secret = self.__digest(self.secretKey) return self.__hmacSign( sign, SHA_secret) # return hashlib.md5(sign.encode('utf-8')).hexdigest().upper() #---------------------------------------------------------------------- def sendTradingRequest(self, channel, params): """发送交易请求""" # 在参数字典中加上api_key和签名字段 params['accesskey'] = self.apiKey params['channel'] = channel params['event'] = "addChannel" params['sign'] = self.generateSign(params) # 使用json打包并发送 j = json.dumps(params) # 若触发异常则重连 try: self.ws_sub_spot.send(j) except websocket.WebSocketConnectionClosedException: pass #---------------------------------------------------------------------- def spotTrade(self, symbol_pair, type_, price, amount): """现货委托""" symbol_pair = symbol_pair.replace('_','') params = {} params['tradeType'] = str(type_) params['price'] = str(price) params['amount'] = str(amount) channel = symbol_pair.lower() + "_order" print channel , str(type_) , str(price) , str(amount) self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- def spotCancelOrder(self, symbol_pair, orderid): """现货撤单""" bef_symbol_pair = symbol_pair symbol_pair = symbol_pair.replace('_','') params = {} params['id'] = str(orderid) params['no'] = str(bef_symbol_pair) + "." + str(orderid) channel = symbol_pair.lower() + "_cancelorder" self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- def spotUserInfo(self): """查询现货账户""" channel = 'getaccountinfo' self.sendTradingRequest(channel, {}) #---------------------------------------------------------------------- def spotOrderInfo(self, symbol_pair, orderid): """查询现货委托信息""" symbol_pair = symbol_pair.replace('_','') params = {} params['id'] = str(orderid) channel = symbol_pair.lower() + "_getorder" self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- def spotGetOrders(self, symbol_pair , pageIndex , type_): """查询现货所有委托信息""" symbol_pair = symbol_pair.replace('_','') params = {} params['pageIndex'] = str(pageIndex) params['tradeType'] = str(type_) channel = symbol_pair.lower() + "_getorders" self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- def spotGetOrderSignOrderTradeType(self , symbol_pair , pageIndex , pageSize , type_): symbol_pair = symbol_pair.replace('_','') params = {} params['pageIndex'] = str(pageIndex) params['pageSize'] = str(pageSize) params['tradeType'] = str(type_) channel = symbol_pair.lower() + "_getordersignoretradetype" self.sendTradingRequest(channel, params)