650 lines
22 KiB
Python
650 lines
22 KiB
Python
# encoding: utf-8
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import urllib
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import hashlib
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import json
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import requests
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from time import time, sleep
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from Queue import Queue, Empty
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from threading import Thread
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# 常量定义
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COINTYPE_BTC = 1
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COINTYPE_LTC = 2
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ACCOUNTTYPE_CNY = 1
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ACCOUNTTYPE_USD = 2
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LOANTYPE_CNY = 1
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LOANTYPE_BTC = 2
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LOANTYPE_LTC = 3
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LOANTYPE_USD = 4
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MARKETTYPE_CNY = 'cny'
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MARKETTYPE_USD = 'usd'
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SYMBOL_BTCCNY = 'BTC_CNY'
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SYMBOL_LTCCNY = 'LTC_CNY'
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SYMBOL_BTCUSD = 'BTC_USD'
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PERIOD_1MIN = '001'
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PERIOD_5MIN = '005'
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PERIOD_15MIN = '015'
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PERIOD_30MIN = '030'
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PERIOD_60MIN = '060'
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PERIOD_DAILY = '100'
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PERIOD_WEEKLY = '200'
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PERIOD_MONTHLY = '300'
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PERIOD_ANNUALLY = '400'
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# API相关定义
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HUOBI_TRADE_API = 'https://api.huobi.com/apiv3'
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# 功能代码
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FUNCTIONCODE_GETACCOUNTINFO = 'get_account_info'
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FUNCTIONCODE_GETORDERS = 'get_orders'
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FUNCTIONCODE_ORDERINFO = 'order_info'
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FUNCTIONCODE_BUY = 'buy'
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FUNCTIONCODE_SELL = 'sell'
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FUNCTIONCODE_BUYMARKET = 'buy_market'
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FUNCTIONCODE_SELLMARKET = 'sell_market'
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FUNCTIONCODE_CANCELORDER = 'cancel_order'
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FUNCTIONCODE_GETNEWDEALORDERS = 'get_new_deal_orders'
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FUNCTIONCODE_GETORDERIDBYTRADEID = 'get_order_id_by_trade_id'
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FUNCTIONCODE_WITHDRAWCOIN = 'withdraw_coin'
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FUNCTIONCODE_CANCELWITHDRAWCOIN = 'cancel_withdraw_coin'
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FUNCTIONCODE_GETWITHDRAWCOINRESULT = 'get_withdraw_coin_result'
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FUNCTIONCODE_TRANSFER = 'transfer'
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FUNCTIONCODE_LOAN = 'loan'
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FUNCTIONCODE_REPAYMENT = 'repayment'
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FUNCTIONCODE_GETLOANAVAILABLE = 'get_loan_available'
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FUNCTIONCODE_GETLOANS = 'get_loans'
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#----------------------------------------------------------------------
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def signature(params):
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"""生成签名"""
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params = sorted(params.iteritems(), key=lambda d:d[0], reverse=False)
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message = urllib.urlencode(params)
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m = hashlib.md5()
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m.update(message)
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m.digest()
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sig=m.hexdigest()
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return sig
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########################################################################
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class TradeApi(object):
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"""交易接口"""
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DEBUG = True
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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self.accessKey = ''
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self.secretKey = ''
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self.active = False # API工作状态
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self.reqID = 0 # 请求编号
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self.reqQueue = Queue() # 请求队列
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self.reqThread = Thread(target=self.processQueue) # 请求处理线程
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#----------------------------------------------------------------------
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def processRequest(self, req):
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"""处理请求"""
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# 读取方法和参数
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method = req['method']
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params = req['params']
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optional = req['optional']
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# 在参数中增加必须的字段
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params['created'] = long(time())
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params['access_key'] = self.accessKey
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params['secret_key'] = self.secretKey
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params['method'] = method
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# 添加签名
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sign = signature(params)
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params['sign'] = sign
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del params['secret_key']
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# 添加选填参数
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if optional:
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params.update(optional)
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# 发送请求
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payload = urllib.urlencode(params)
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r = requests.post(HUOBI_TRADE_API_API, params=payload)
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if r.status_code == 200:
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data = r.json()
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return data
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else:
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return None
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#----------------------------------------------------------------------
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def processQueue(self):
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"""处理请求队列中的请求"""
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while self.active:
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try:
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req = self.reqQueue.get(block=True, timeout=1) # 获取请求的阻塞为一秒
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callback = req['callback']
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reqID = req['reqID']
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data = self.processRequest(req)
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# 请求失败
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if 'code' in data and 'message' in data:
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error = u'错误信息：%s' %data['message']
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self.onError(error, reqID)
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# 请求成功
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else:
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if self.DEBUG:
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print callback.__name__
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callback(data, reqID)
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except Empty:
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pass
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#----------------------------------------------------------------------
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def sendRequest(self, method, params, callback, optional=None):
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"""发送请求"""
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# 请求编号加1
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self.reqID += 1
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# 生成请求字典并放入队列中
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req = {}
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req['method'] = method
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req['params'] = params
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req['callback'] = callback
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req['optional'] = optional
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req['reqID'] = self.reqID
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self.reqQueue.put(req)
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# 返回请求编号
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return self.reqID
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####################################################
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## 主动函数
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####################################################
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#----------------------------------------------------------------------
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def init(self, accessKey, secretKey):
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"""初始化"""
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self.accessKey = accessKey
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self.secretKey = secretKey
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self.active = True
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self.reqThread.start()
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#----------------------------------------------------------------------
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def exit(self):
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"""退出"""
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self.active = False
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self.reqThread.join()
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#----------------------------------------------------------------------
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def getAccountInfo(self, market='cny'):
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"""查询账户"""
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method = FUNCTIONCODE_GETACCOUNTINFO
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params = {}
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callback = self.onGetAccountInfo
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optional = {'market': market}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def getOrders(self, coinType=COINTYPE_BTC, market='cny'):
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"""查询委托"""
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method = FUNCTIONCODE_GETORDERS
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params = {'coin_type': coinType}
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callback = self.onGetOrders
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optional = {'market': market}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def orderInfo(self, id_, coinType=COINTYPE_BTC, market='cny'):
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"""获取委托详情"""
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method = FUNCTIONCODE_ORDERINFO
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params = {
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'coin_type': coinType,
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'id': id_
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}
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callback = self.onOrderInfo
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optional = {'market': market}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def buy(self, price, amount, coinType=COINTYPE_BTC,
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tradePassword='', tradeId = '', market='cny'):
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"""委托买入"""
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method = FUNCTIONCODE_BUY
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params = {
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'coin_type': coinType,
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'price': price,
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'amount': amount
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}
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callback = self.onBuy
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optional = {
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'trade_password': tradePassword,
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'trade_id': tradeId,
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'market': market
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}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def sell(self, price, amount, coinType=COINTYPE_BTC,
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tradePassword='', tradeId = '', market='cny'):
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"""委托卖出"""
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method = FUNCTIONCODE_SELL
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params = {
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'coin_type': coinType,
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'price': price,
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'amount': amount
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}
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callback = self.onSell
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optional = {
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'trade_password': tradePassword,
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'trade_id': tradeId,
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'market': market
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}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def buyMarket(self, amount, coinType=COINTYPE_BTC,
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tradePassword='', tradeId = '', market='cny'):
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"""市价买入"""
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method = FUNCTIONCODE_BUYMARKET
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params = {
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'coin_type': coinType,
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'amount': amount
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}
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callback = self.onBuyMarket
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optional = {
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'trade_password': tradePassword,
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'trade_id': tradeId,
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'market': market
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}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def sellMarket(self, amount, coinType=COINTYPE_BTC,
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tradePassword='', tradeId = '', market='cny'):
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"""市价卖出"""
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method = FUNCTIONCODE_SELLMARKET
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params = {
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'coin_type': coinType,
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'amount': amount
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}
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callback = self.onSellMarket
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optional = {
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'trade_password': tradePassword,
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'trade_id': tradeId,
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'market': market
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}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def cancelOrder(self, id_, coinType=COINTYPE_BTC, market='cny'):
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"""撤销委托"""
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method = FUNCTIONCODE_CANCELORDER
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params = {
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'coin_type': coinType,
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'id': id_
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}
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callback = self.onCancelOrder
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optional = {'market': market}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def getNewDealOrders(self, market='cny'):
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"""查询最新10条成交"""
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method = FUNCTIONCODE_GETNEWDEALORDERS
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params = {}
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callback = self.onGetNewDealOrders
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optional = {'market': market}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def getOrderIdByTradeId(self, tradeId, coinType=COINTYPE_BTC,
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market='cny'):
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"""通过成交编号查询委托编号"""
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method = FUNCTIONCODE_GETORDERIDBYTRADEID
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params = {
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'coin_type': coinType,
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'trade_id': tradeId
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}
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callback = self.onGetOrderIdByTradeId
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optional = {'market': market}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def withdrawCoin(self, withdrawAddress, withdrawAmount,
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coinType=COINTYPE_BTC, tradePassword='',
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market='cny', withdrawFee=0.0001):
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"""提币"""
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method = FUNCTIONCODE_WITHDRAWCOIN
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params = {
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'coin_type': coinType,
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'withdraw_address': withdrawAddress,
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'withdraw_amount': withdrawAmount
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}
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callback = self.onWithdrawCoin
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optional = {
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'market': market,
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'withdraw_fee': withdrawFee
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}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def cancelWithdrawCoin(self, id_, market='cny'):
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"""取消提币"""
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method = FUNCTIONCODE_CANCELWITHDRAWCOIN
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params = {'withdraw_coin_id': id_}
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callback = self.onCancelWithdrawCoin
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optional = {'market': market}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def onGetWithdrawCoinResult(self, id_, market='cny'):
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"""查询提币结果"""
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method = FUNCTIONCODE_GETWITHDRAWCOINRESULT
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params = {'withdraw_coin_id': id_}
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callback = self.onGetWithdrawCoinResult
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optional = {'market': market}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def transfer(self, amountFrom, amountTo, amount,
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coinType=COINTYPE_BTC ):
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"""账户内转账"""
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method = FUNCTIONCODE_TRANSFER
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params = {
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'amount_from': amountFrom,
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'amount_to': amountTo,
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'amount': amount,
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'coin_type': coinType
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}
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callback = self.onTransfer
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optional = {}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def loan(self, amount, loan_type=LOANTYPE_CNY,
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market=MARKETTYPE_CNY):
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"""申请杠杆"""
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method = FUNCTIONCODE_LOAN
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params = {
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'amount': amount,
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'loan_type': loan_type
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}
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callback = self.onLoan
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optional = {'market': market}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def repayment(self, id_, amount, repayAll=0,
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market=MARKETTYPE_CNY):
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"""归还杠杆"""
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method = FUNCTIONCODE_REPAYMENT
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params = {
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'loan_id': id_,
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'amount': amount
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}
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callback = self.onRepayment
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optional = {
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'repay_all': repayAll,
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'market': market
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}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def getLoanAvailable(self, market='cny'):
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"""查询杠杆额度"""
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method = FUNCTIONCODE_GETLOANAVAILABLE
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params = {}
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callback = self.onLoanAvailable
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optional = {'market': market}
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return self.sendRequest(method, params, callback, optional)
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#----------------------------------------------------------------------
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def getLoans(self, market='cny'):
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"""查询杠杆列表"""
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method = FUNCTIONCODE_GETLOANS
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params = {}
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callback = self.onGetLoans
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optional = {'market': market}
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return self.sendRequest(method, params, callback, optional)
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####################################################
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## 回调函数
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####################################################
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#----------------------------------------------------------------------
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def onError(self, error, reqID):
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"""错误推送"""
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print error, reqID
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#----------------------------------------------------------------------
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def onGetAccountInfo(self, data, reqID):
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"""查询账户回调"""
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print data
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#----------------------------------------------------------------------
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def onGetOrders(self, data, reqID):
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"""查询委托回调"""
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print data
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#----------------------------------------------------------------------
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def onOrderInfo(self, data, reqID):
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"""委托详情回调"""
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print data
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#----------------------------------------------------------------------
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def onBuy(self, data, reqID):
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"""买入回调"""
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print data
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#----------------------------------------------------------------------
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def onSell(self, data, reqID):
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"""卖出回调"""
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print data
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#----------------------------------------------------------------------
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def onBuyMarket(self, data, reqID):
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"""市价买入回调"""
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print data
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#----------------------------------------------------------------------
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def onSellMarket(self, data, reqID):
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"""市价卖出回调"""
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print data
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#----------------------------------------------------------------------
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def onCancelOrder(self, data, reqID):
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"""撤单回调"""
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print data
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#----------------------------------------------------------------------
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def onGetNewDealOrders(self, data, reqID):
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"""查询最新成交回调"""
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print data
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#----------------------------------------------------------------------
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def onGetOrderIdByTradeId(self, data, reqID):
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"""通过成交编号查询委托编号回调"""
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print data
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#----------------------------------------------------------------------
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def onWithdrawCoin(self, data, reqID):
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"""提币回调"""
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print data
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#----------------------------------------------------------------------
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def onCancelWithdrawCoin(self, data, reqID):
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"""取消提币回调"""
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print data
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#----------------------------------------------------------------------
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def onGetWithdrawCoinResult(self, data, reqID):
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"""查询提币结果回调"""
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print data
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#----------------------------------------------------------------------
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def onTransfer(self, data, reqID):
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"""转账回调"""
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print data
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#----------------------------------------------------------------------
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def onLoan(self, data, reqID):
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"""申请杠杆回调"""
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print data
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#----------------------------------------------------------------------
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def onRepayment(self, data, reqID):
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"""归还杠杆回调"""
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print data
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#----------------------------------------------------------------------
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def onLoanAvailable(self, data, reqID):
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"""查询杠杆额度回调"""
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print data
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#----------------------------------------------------------------------
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def onGetLoans(self, data, reqID):
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"""查询杠杆列表"""
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print data
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########################################################################
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class DataApi(object):
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"""行情接口"""
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TICK_SYMBOL_URL = {
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SYMBOL_BTCCNY: 'http://api.huobi.com/staticmarket/detail_btc_json.js',
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SYMBOL_LTCCNY: 'http://api.huobi.com/staticmarket/detail_ltc_json.js',
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SYMBOL_BTCUSD: 'http://api.huobi.com/usdmarket/detail_btc_json.js'
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}
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QUOTE_SYMBOL_URL = {
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SYMBOL_BTCCNY: 'http://api.huobi.com/staticmarket/ticker_btc_json.js',
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SYMBOL_LTCCNY: 'http://api.huobi.com/staticmarket/ticker_ltc_json.js',
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SYMBOL_BTCUSD: 'http://api.huobi.com/usdmarket/ticker_btc_json.js'
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}
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DEPTH_SYMBOL_URL = {
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SYMBOL_BTCCNY: 'http://api.huobi.com/staticmarket/depth_btc_json.js',
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SYMBOL_LTCCNY: 'http://api.huobi.com/staticmarket/depth_ltc_json.js',
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SYMBOL_BTCUSD: 'http://api.huobi.com/usdmarket/depth_btc_json.js'
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}
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KLINE_SYMBOL_URL = {
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SYMBOL_BTCCNY: 'http://api.huobi.com/staticmarket/btc_kline_[period]_json.js',
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SYMBOL_LTCCNY: 'http://api.huobi.com/staticmarket/btc_kline_[period]_json.js',
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SYMBOL_BTCUSD: 'http://api.huobi.com/usdmarket/btc_kline_[period]_json.js'
|
|
}
|
|
|
|
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=True):
|
|
"""初始化"""
|
|
self.taskInterval = interval
|
|
self.DEBUG = debug
|
|
|
|
self.active = True
|
|
self.taskThread.start()
|
|
|
|
#----------------------------------------------------------------------
|
|
def stop(self):
|
|
"""停止"""
|
|
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__
|
|
callback(data)
|
|
except Exception, 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 subscribeQuote(self, symbol):
|
|
"""订阅实时报价数据"""
|
|
url = self.QUOTE_SYMBOL_URL[symbol]
|
|
task = (url, self.onQuote)
|
|
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 onQuote(self, data):
|
|
"""实时报价推送"""
|
|
print data
|
|
|
|
#----------------------------------------------------------------------
|
|
def onDepth(self, data):
|
|
"""实时深度推送"""
|
|
print data
|
|
|
|
#----------------------------------------------------------------------
|
|
def getKline(self, symbol, period, length=0):
|
|
"""查询K线数据"""
|
|
url = self.KLINE_SYMBOL_URL[symbol]
|
|
url = url.replace('[period]', period)
|
|
|
|
if length:
|
|
url = url + '?length=' + str(length)
|
|
|
|
try:
|
|
r = requests.get(url)
|
|
if r.status_code == 200:
|
|
data = r.json()
|
|
return data
|
|
except Exception, e:
|
|
print e
|
|
return None |