# encoding: utf-8 from __future__ import print_function import urllib import hashlib import json import logging 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 websocket import inspect import requests import cerberus korbit_host = "https://api.korbit.co.kr/v1/" KORBITFUNCTIONCODE_LIMIT_BID_ORDER = 'limit_bid_order' KORBITFUNCTIONCODE_LIMIT_ASK_ORDER = 'limit_ask_order' KORBITFUNCTIONCODE_CANCEL_ORDER = 'cancel' KORBITFUNCTIONCODE_LIST_OPEN_ORDERS = 'list_open_orders' # 不实现这个了，好像用不到，获得所有的 开仓单 KORBITFUNCTIONCODE_LIST_EXCHANGE_ORDERS = 'list_exchange_orders' # 实现这个，获得所有的在交易的单子 KORBITFUNCTIONCODE_LIST_TRANSFERS = 'list_transfers' # 不实现这个，获得所有的 提现充值订单 KORBITFUNCTIONCODE_FEE = 'fee' # 不实现这个，获得交易所手续费 KORBITFUNCTIONCODE_BALANCES = "balances" # 实现这个，获取用户账户持仓信息 KORBITFUNCTIONCODE_ACCOUNTS = "accounts" # 不实现这个，获取用户的提币地址 KORBIT_ALL_SYMBOL_PAIR = ["btc_krw","bch_krw" , "eth_krw"] KORBIT_ALL_SYMBOLS = ["krw","btc","eth","etc","xrp","bch"] class Korbit_TradeApi(object): #---------------------------------------------------------------------- def __init__(self): """Constructor""" self.accessKey = '' self.secretKey = '' self.__token = {} self.active = False # API 工作状态 self.reqID = 0 # 请求编号 # self.reqQueue = Queue() # 请求队列 self.reqQueue = [] # 请求的队列 self.reqThread = Thread(target=self.processQueue) # 请求处理线程 self.DEBUG = True ''' 直接发送 request ,获得身份 ''' def request_post(self, path, headers=None, data=None): url = korbit_host + path response = requests.post(url, headers=headers, data=data, timeout=20) try: return response.json() except json.decoder.JSONDecodeError as e: print("exception: {}, response_text: {}".format(e, response.text)) return response.text ''' 直接发送 get request ,获得其他数据 ''' def request_get(self, url, headers=None, params=None): response = requests.get( url, headers=headers, params=params, timeout=self.__timeout) try: return response.json() except json.decoder.JSONDecodeError as e: logging.error("exception: {}, response_text: {}".format(e, response.text)) return response.text ''' 直接发送 request ,获得 token ''' # https://apidocs.korbit.co.kr/#authentication def create_token_directly(self, username, password): payload = { 'client_id': self.accessKey, 'client_secret': self.secretKey, 'username': username, 'password': password, 'grant_type': "password" } self.__token = self.request_post("oauth2/access_token", data=payload) return self.__token def refresh_token(self): payload = { 'client_id': self.__client_id, 'client_secret': self.__secret, 'refresh_token': self.__token['refresh_token'], 'grant_type': "refresh_token" } self.__token = self.request_post("oauth2/access_token", data=payload) return self.__token #---------------------------------------------------------------------- def exit(self): """退出""" self.active = False if self.reqThread.isAlive(): self.reqThread.join() @property def nonce(self): return int(time() * 1000) @property def headers(self): return { 'Accept': 'application/json', 'Authorization': "{} {}".format(self.__token['token_type'], self.__token['access_token']) } #---------------------------------------------------------------------- def processRequest(self , req): """处理请求""" # 读取方法和参数 url = req['url'] method = req['method'] r = None headers = self.headers kwargs = req["kwargs"] if method in [KORBITFUNCTIONCODE_LIMIT_BID_ORDER , KORBITFUNCTIONCODE_LIMIT_ASK_ORDER, KORBITFUNCTIONCODE_CANCEL_ORDER]: if method in [KORBITFUNCTIONCODE_CANCEL_ORDER]: payload = { 'id': kwargs["ids"], 'currency_pair': kwargs["currency_pair"], 'nonce': self.nonce } r = requests.post(url , headers=headers , data = payload) else: payload = { 'type': 'limit', 'currency_pair': kwargs["currency_pair"], 'price': kwargs["price"], 'coin_amount': kwargs["coin_amount"], 'fiat_amount': None, 'nonce': self.nonce } r = requests.post(url , headers=headers , data = payload) elif method in [KORBITFUNCTIONCODE_LIST_EXCHANGE_ORDERS , KORBITFUNCTIONCODE_BALANCES]: if method in [KORBITFUNCTIONCODE_LIST_EXCHANGE_ORDERS]: payload = { 'currency_pair': kwargs["currency_pair"], 'offset': kwargs["offset"], 'limit': kwargs["limit"] } r = requests.get(url , headers = headers , params = payload) elif method in [KORBITFUNCTIONCODE_BALANCES]: r = requests.get(url , headers = headers ) # print url , method, headers , kwargs , r if r != None and r.status_code == 200: data = r.json() return data else: try: data = json.loads(r.text) print("Error in r , " , data) return data except Exception as ex: print(ex) return None #---------------------------------------------------------------------- def processQueue(self): """处理请求队列中的请求""" while self.active: try: # req = self.reqQueue.get(block=True, timeout=0.1) # 获取请求的阻塞为一秒 if len(self.reqQueue) > 0: (Type , req) = self.reqQueue[0] self.reqQueue.pop(0) callback = req['callback'] reqID = req['reqID'] data = self.processRequest(req) # 请求成功 if data != None : if self.DEBUG: print(callback.__name__) callback(data, req, reqID) sleep(0.1) except Exception as ex: print(ex) #---------------------------------------------------------------------- def sendRequest(self, url , method, callback, kwargs = None,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['url'] = url req['method'] = method req['callback'] = callback req['optional'] = optional req['kwargs'] = kwargs req['reqID'] = self.reqID if method in [KORBITFUNCTIONCODE_LIST_EXCHANGE_ORDERS ]: flag = False for use_method ,r in self.reqQueue: if use_method == method: flag = True break if False == flag: self.reqQueue.append( (method , req)) else: self.reqQueue.append( (method , req)) #self.reqQueue.put(req) # 返回请求编号 return self.reqID #---------------------------------------------------------------------- def exit(self): """退出""" self.active = False if self.reqThread.isAlive(): self.reqThread.join() #################################################### ## 主动函数 #################################################### #---------------------------------------------------------------------- def init(self, accessKey, secretKey , username , password): """初始化""" self.accessKey = accessKey self.secretKey = secretKey self.create_token_directly( username , password) self.active = True self.reqThread.start() #---------------------------------------------------------------------- def buy_currency(self , coin_amount, price, currency_pair="btc_krw"): kwargs = {"currency_pair":currency_pair , "coin_amount":coin_amount , "price":int(price)} return self.sendRequest( korbit_host + "user/orders/buy" , KORBITFUNCTIONCODE_LIMIT_BID_ORDER , self.on_buy_currency , kwargs = kwargs, optional = None) #---------------------------------------------------------------------- def sell_currency(self , coin_amount , price , currency_pair="btc_krw"): kwargs = {"currency_pair":currency_pair , "coin_amount":coin_amount , "price":int(price)} return self.sendRequest( korbit_host + "user/orders/sell" , KORBITFUNCTIONCODE_LIMIT_ASK_ORDER , self.on_sell_currency , kwargs = kwargs, optional = None) #---------------------------------------------------------------------- def list_market_orders(self , currency_pair = "btc_krw" , offset = 0 , limit = 50): kwargs = {"currency_pair":currency_pair , "offset":offset , "limit":limit} return self.sendRequest( korbit_host + "user/orders",KORBITFUNCTIONCODE_LIST_EXCHANGE_ORDERS , self.on_list_exchange_orders , kwargs = kwargs , optional = None) #---------------------------------------------------------------------- def cancel_orders(self , order_id , currency_pair = "btc_krw"): kwargs = {"currency_pair":currency_pair , "ids": order_id} return self.sendRequest( korbit_host + "user/orders/cancel" , KORBITFUNCTIONCODE_CANCEL_ORDER , self.onCancelOrders , kwargs = kwargs , optional = None) #---------------------------------------------------------------------- def user_balances(self): return self.sendRequest( korbit_host + "user/balances" , KORBITFUNCTIONCODE_BALANCES , self.onBalances , kwargs = {} , optional = None) #################################################### ## 回调函数 #################################################### def on_buy_currency(self, data , req, reqID): print(data) #---------------------------------------------------------------------- def on_sell_currency(self, data , req, reqID): print(data) #---------------------------------------------------------------------- def on_list_exchange_orders(self, data , req, reqID): print(data) #---------------------------------------------------------------------- def onCancelOrders(self, data , req, reqID): print(data) #---------------------------------------------------------------------- def onBalances(self, data , req, reqID): print(data) class Korbit_DataApi(object): simple_ticker_url = korbit_host + "ticker" detail_ticker_url = korbit_host + "ticker/detailed" orderbook_url = korbit_host + "orderbook" transactions_url = korbit_host + "transactions" constants_url = korbit_host + "constants" def __init__(self ): 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 , symbol in self.taskList: try: r = requests.get(url) if r.status_code == 200: data = r.json() data["symbol"] = symbol if self.DEBUG: print(callback.__name__) callback(data) except Exception as e: print("Korbit_DataApi" , e) sleep(self.taskInterval) #---------------------------------------------------------------------- def subscribeTick(self, symbol): """订阅实时成交数据""" url = self.detail_ticker_url + "?currency_pair=" + symbol task = (url, self.onTick , symbol) self.taskList.append( task) #---------------------------------------------------------------------- def subscribeTrades(self, symbol ): """订阅实时成交数据""" # time in ('minute','hour','day') url = self.transactions_url + "?currency_pair=" + symbol + "&time=" + "minute" task = (url, self.onTrades , symbol) self.taskList.append(task) #---------------------------------------------------------------------- def subscribeOrderbooks(self, symbol): """订阅实时成交数据""" url = self.orderbook_url + "?currency_pair=" + symbol task = (url, self.onOrderbooks , symbol) self.taskList.append(task) #---------------------------------------------------------------------- def onTick(self, data): """实时成交推送""" print(data) #---------------------------------------------------------------------- def onTrades(self, data): """实时成交推送""" print(data) #---------------------------------------------------------------------- def onOrderbooks(self, data): """实时成交推送""" print(data)