# encoding: utf-8 import urllib import hashlib import requests from Queue import Queue, Empty from threading import Thread from time import sleep LHANG_API_ROOT ="https://api.lhang.com/v1/" FUNCTION_TICKER = ('ticker.do', 'get') FUNCTION_DEPTH = ('depth.do', 'get') FUNCTION_TRADES = ('trades.do', 'get') FUNCTION_KLINE = ('kline.do', 'get') FUNCTION_USERINFO = ('user_info.do', 'post') FUNCTION_CREATEORDER = ('create_order.do', 'post') FUNCTION_CANCELORDER = ('cancel_order.do', 'post') FUNCTION_ORDERSINFO = ('orders_info.do', 'post') FUNCTION_ORDERSINFOHISTORY = ('orders_info_history.do', 'post') #---------------------------------------------------------------------- def signature(params, secretKey): """生成签名""" params = sorted(params.iteritems(), key=lambda d:d[0], reverse=False) params.append(('secret_key', secretKey)) message = urllib.urlencode(params) m = hashlib.md5() m.update(message) m.digest() sig=m.hexdigest() return sig ######################################################################## class LhangApi(object): """""" DEBUG = True #---------------------------------------------------------------------- def __init__(self): """Constructor""" self.apiKey = '' self.secretKey = '' self.interval = 1 # 每次请求的间隔等待 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 #---------------------------------------------------------------------- def init(self, apiKey, secretKey, interval): """初始化""" self.apiKey = apiKey self.secretKey = secretKey self.interval = interval self.active = True self.reqThread.start() #---------------------------------------------------------------------- def exit(self): """退出""" self.active = False if self.reqThread.isAlive(): self.reqThread.join() #---------------------------------------------------------------------- def processRequest(self, req): """处理请求""" # 读取方法和参数 api, method = req['function'] params = req['params'] url = LHANG_API_ROOT + api # 在参数中增加必须的字段 params['api_key'] = self.apiKey # 添加签名 sign = signature(params, self.secretKey) params['sign'] = sign # 发送请求 payload = urllib.urlencode(params) r = requests.request(method, url, params=payload) if r.status_code == 200: data = r.json() return data else: 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=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 data is None: error = u'请求失败' self.onError(error, req, reqID) elif 'error_code' in data: error = u'请求出错，错误代码：%s' % data['error_code'] self.onError(error, req, reqID) # 请求成功 else: if self.DEBUG: print(callback.__name__) callback(data, req, reqID) # 流控等待 sleep(self.interval) except Empty: pass #---------------------------------------------------------------------- def sendRequest(self, function, params, callback): """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['function'] = function req['params'] = params req['callback'] = callback req['reqID'] = self.reqID self.reqQueue.put(req) # 返回请求编号 return self.reqID #---------------------------------------------------------------------- def onError(self, error, req, reqID): """错误推送""" print(error, req, reqID) ############################################### # 行情接口 ############################################### #---------------------------------------------------------------------- def getTicker(self, symbol): """查询行情""" function = FUNCTION_TICKER params = {'symbol': symbol} callback = self.onGetTicker return self.sendRequest(function, params, callback) # ---------------------------------------------------------------------- def getDepth(self, symbol, size, merge): """查询深度""" function = FUNCTION_DEPTH params = { 'symbol': symbol, 'size': size, 'mege': merge } callback = self.onGetDepth return self.sendRequest(function, params, callback) # ---------------------------------------------------------------------- def getTrades(self, symbol, size, time): """查询历史成交""" function = FUNCTION_TRADES params = { 'symbol': symbol, 'size': size, 'time': time } callback = self.onGetTrades return self.sendRequest(function, params, callback) # ---------------------------------------------------------------------- def getKline(self, symbol, size, type_, time): """查询K线""" function = FUNCTION_TRADES params = { 'symbol': symbol, 'size': size, 'type': type_, 'time': time } callback = self.onGetKline return self.sendRequest(function, params, callback) #---------------------------------------------------------------------- def onGetTicker(self, data, req, reqID): """查询行情回调""" print(data, reqID) # ---------------------------------------------------------------------- def onGetDepth(self, data, req, reqID): """查询深度回调""" print(data, reqID) # ---------------------------------------------------------------------- def onGetTrades(self, data, req, reqID): """查询历史成交""" print(data, reqID) # ---------------------------------------------------------------------- def onGetKline(self, data, req, reqID): """查询Ｋ线回报""" print(data, reqID) ############################################### # 交易接口 ############################################### # ---------------------------------------------------------------------- def getUserInfo(self): """查询K线""" function = FUNCTION_USERINFO params = {} callback = self.onGetUserInfo return self.sendRequest(function, params, callback) # ---------------------------------------------------------------------- def createOrder(self, symbol, type_, price, amount): """发送委托""" function = FUNCTION_CREATEORDER params = { 'symbol': symbol, 'type': type_, 'price': price, 'amount': amount } callback = self.onCreateOrder return self.sendRequest(function, params, callback) # ---------------------------------------------------------------------- def cancelOrder(self, symbol, orderId): """撤单""" function = FUNCTION_CANCELORDER params = { 'symbol': symbol, 'order_id': orderId } callback = self.onCancelOrder return self.sendRequest(function, params, callback) # ---------------------------------------------------------------------- def getOrdersInfo(self, symbol, orderId): """查询委托""" function = FUNCTION_ORDERSINFO params = { 'symbol': symbol, 'order_id': orderId } callback = self.onGetOrdersInfo return self.sendRequest(function, params, callback) # ---------------------------------------------------------------------- def getOrdersInfoHistory(self, symbol, status, currentPage, pageLength): """撤单""" function = FUNCTION_ORDERSINFOHISTORY params = { 'symbol': symbol, 'status': status, 'current_page': currentPage, 'page_length': pageLength } callback = self.onGetOrdersInfoHistory return self.sendRequest(function, params, callback) # ---------------------------------------------------------------------- def onGetUserInfo(self, data, req, reqID): """查询Ｋ线回报""" print(data, reqID) # ---------------------------------------------------------------------- def onCreateOrder(self, data, req, reqID): """委托回报""" print(data, reqID) # ---------------------------------------------------------------------- def onCancelOrder(self, data, req, reqID): """撤单回报""" print(data, reqID) # ---------------------------------------------------------------------- def onGetOrdersInfo(self, data, req, reqID): """查询委托回报""" print(data, reqID) # ---------------------------------------------------------------------- def onGetOrdersInfoHistory(self, data, req, reqID): """撤单回报""" print(data, reqID)