441 lines
14 KiB
Python
441 lines
14 KiB
Python
# encoding: UTF-8
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import json
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import requests
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from socketIO_client import SocketIO
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from threading import Thread
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from queue import Queue, Empty
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########################################################################
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class FxcmApi(object):
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"""FXCM"""
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API_URL = 'https://api-demo.fxcm.com:443'
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WEBSOCKET_PORT = 443
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METHOD_GET = 'get'
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METHOD_POST = 'post'
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MODEL_OFFER = 'Offer'
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MODEL_ACCOUNT = 'Account'
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MODEL_ORDER = 'Order'
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MODEL_OPENPOSITION = 'OpenPosition'
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MODEL_SUMMARY = 'Summary'
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MODEL_PROPERTIES = 'Properties'
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MODEL_CLOSEDPOSITION = 'ClosedPosition'
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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self.url = ''
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self.port = ''
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self.token = ''
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self.proxy = ''
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self.sio = None
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self.bearer = ''
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self.headers = None
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self.queue = Queue()
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self.reqid = 0
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self.active = False
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self.reqThread = None
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self.sioThread = None
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#----------------------------------------------------------------------
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def connect(self, url, port, token, proxy=''):
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"""连接"""
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self.url = url
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self.port = port
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self.token = token
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self.proxy = proxy
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self.active = True
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self.reqThread = Thread(target=self.runReq)
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self.reqThread.start()
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self.sioThread = Thread(target=self.runSio)
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self.sioThread.start()
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#----------------------------------------------------------------------
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def stop(self):
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"""停止"""
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if self.active:
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self.active = False
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self.reqThread.join()
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self.sio._close()
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self.sioThread.join()
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#----------------------------------------------------------------------
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def initSocketIO(self):
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"""初始化SocketIO客户端"""
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params = {
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'access_token': self.token,
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'agent': "leiwang-rest-api"
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}
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proxy = {}
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if self.proxy:
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proxy['https'] = self.proxy
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self.sio = SocketIO(self.url, self.port, params=params, proxies=proxy)
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self.sio.on('connect', self.onConnect)
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self.sio.on('disconnect', self.onDisconnect)
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#----------------------------------------------------------------------
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def generateBearer(self):
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"""创建通讯授权码"""
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self.bearer = "Bearer " + self.sio._engineIO_session.id + self.token
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#----------------------------------------------------------------------
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def generateHeaders(self):
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"""生成通讯头部"""
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self.headers = {
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'User-Agent': 'request',
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'Authorization': self.bearer,
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'Accept': 'application/json',
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'Content-Type': 'application/x-www-form-urlencoded'
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}
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#----------------------------------------------------------------------
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def runReq(self):
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"""处理主动请求"""
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while self.active:
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try:
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d = self.queue.get(timeout=1)
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self.processReq(d)
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except Empty:
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pass
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#----------------------------------------------------------------------
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def runSio(self):
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"""处理回调数据"""
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self.initSocketIO()
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self.generateBearer()
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self.generateHeaders()
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self.sio.wait()
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#----------------------------------------------------------------------
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def sendReq(self, method, uri, params, callback):
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"""发出请求"""
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self.reqid += 1
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d = {
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'method': method,
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'uri': uri,
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'params': params,
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'callback': callback,
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'reqid': self.reqid
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}
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self.queue.put(d)
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return self.reqid
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#----------------------------------------------------------------------
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def processReq(self, d):
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"""处理请求"""
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method = d['method']
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uri = d['uri']
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params = d['params']
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callback = d['callback']
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reqid = d['reqid']
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url = self.url + uri
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proxy = {}
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if self.proxy:
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proxy['https'] = self.proxy
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if method == self.METHOD_GET:
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resp = requests.get(url, headers=self.headers, params=params, proxies=proxy)
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elif method == self.METHOD_POST:
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resp = requests.post(url, headers=self.headers, data=params, proxies=proxy)
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if resp.status_code == 200:
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data = resp.json()
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if data["response"]["executed"] is True:
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callback(data, reqid)
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return
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if 'response' in data:
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self.onError(data["response"]["error"], reqid)
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else:
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self.onError(u'HTTP请求失败，错误代码%s' %resp.status_code)
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#----------------------------------------------------------------------
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def getInstruments(self):
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"""查询合约代码"""
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uri = '/trading/get_instruments'
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reqid = self.sendReq(self.METHOD_GET, uri, {}, self.onGetInstruments)
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return reqid
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#----------------------------------------------------------------------
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def getModel(self, model):
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"""查询表"""
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uri = '/trading/get_model'
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params = {'models': model}
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reqid = self.sendReq(self.METHOD_GET, uri, params, self.onGetModel)
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return reqid
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#----------------------------------------------------------------------
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def subscribe(self, symbol):
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"""订阅行情"""
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uri = '/subscribe'
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params = {'pairs': symbol}
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reqid = self.sendReq(self.METHOD_POST, uri, params, self.onSubscribe)
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self.sio.on(symbol, self.processPriceUpdate)
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return reqid
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#----------------------------------------------------------------------
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def unsubscribe(self, symbol):
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"""退订行情"""
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uri = '/unsubscribe'
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params = {'pairs': symbol}
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reqid = self.sendReq(self.METHOD_POST, uri, params, self.onUnsubscribe)
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return reqid
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#----------------------------------------------------------------------
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def subscribeModel(self, model):
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"""订阅表"""
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uri = '/trading/subscribe'
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params = {'models': model}
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reqid = self.sendReq(self.METHOD_POST, uri, params, self.onSubscribeModel)
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self.sio.on(model, self.processModelUpdate)
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return reqid
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#----------------------------------------------------------------------
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def unsubscribeModel(self, model):
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"""退订表"""
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uri = '/trading/unsubscribe'
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params = {'models': model}
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reqid = self.sendReq(self.METHOD_POST, uri, params, self.onUnsubscribeModel)
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return reqid
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#----------------------------------------------------------------------
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def updateSubscriptions(self, symbol):
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"""订阅报价表"""
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uri = '/trading/update_subscriptions'
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params = {
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'symbol': symbol,
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'visible': 'true'
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}
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#params = {'symbol': symbol}
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reqid = self.sendReq(self.METHOD_POST, uri, params, self.onUpdateSubscriptions)
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return reqid
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#----------------------------------------------------------------------
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def openTrade(self, accountID, symbol, isBuy, amount,
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atMarket, orderType, timeInForce,
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rate=0, limit=0, stop=0,
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trailingStep=0, isInPips=False):
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"""市价开仓交易"""
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uri = '/trading/open_trade'
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params = {
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'account_id': accountID,
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'symbol': symbol,
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'is_buy': isBuy,
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'amount': amount,
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'at_market': atMarket,
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'order_type': orderType,
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'time_in_force': timeInForce,
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'is_in_pips': isInPips
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}
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if rate:
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params['rate'] = rate
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if rate:
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params['limit'] = limit
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if stop:
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params['stop'] = stop
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if trailingStep:
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params['trailing_step'] = trailingStep
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reqid = self.sendReq(self.METHOD_POST, uri, params, self.onOpenTrade)
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return reqid
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#----------------------------------------------------------------------
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def createEntryOrder(self, accountID, symbol, isBuy, rate,
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amount, orderType, timeInForce,
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limit=0, stop=0, trailingStep=0, isInPips=False):
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"""限价开仓交易"""
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uri = '/trading/create_entry_order'
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params = {
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'account_id': accountID,
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'symbol': symbol,
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'is_buy': isBuy,
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'rate': rate,
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'amount': amount,
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'order_type': orderType,
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'time_in_force': timeInForce,
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'is_in_pips': isInPips
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}
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if rate:
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params['limit'] = limit
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if stop:
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params['stop'] = stop
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if trailingStep:
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params['trailing_step'] = trailingStep
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reqid = self.sendReq(self.METHOD_POST, uri, params, self.onOpenTrade)
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return reqid
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#----------------------------------------------------------------------
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def closeTrade(self, tradeID, amount, atMarket, orderType, timeInForce, rate=0):
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"""平仓交易"""
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uri = '/trading/close_trade'
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params = {
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'trade_id': tradeID,
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'amount': amount,
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'at_market': atMarket,
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'order_type': orderType,
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'time_in_force': timeInForce
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}
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if rate:
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params['rate'] = rate
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reqid = self.sendReq(self.METHOD_POST, uri, params, self.onCloseTrade)
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return reqid
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#----------------------------------------------------------------------
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def changeOrder(self, orderID, rate, range_, amount, trailingStep=0):
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"""修改委托"""
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uri = '/trading/change_order'
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params = {
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'order_id': orderID,
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'rate': rate,
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'range': range_,
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'amount': amount
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}
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if trailingStep:
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params['trailing_step'] = trailingStep
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reqid = self.sendReq(self.METHOD_POST, uri, params, self.onChangeOrder)
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return reqid
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#----------------------------------------------------------------------
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def deleteOrder(self, orderID):
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"""撤销委托"""
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uri = '/trading/delete_order'
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params = {'order_id': orderID}
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reqid = self.sendReq(self.METHOD_POST, uri, params, self.onDeleteOrder)
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return reqid
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#----------------------------------------------------------------------
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def onConnect(self):
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"""连接回调"""
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print 'onConnect'
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#----------------------------------------------------------------------
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def onDisconnect(self):
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"""断开回调"""
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print 'onClose'
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#----------------------------------------------------------------------
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def onError(self, error, reqid):
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"""错误回调"""
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print 'onError', error
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#----------------------------------------------------------------------
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def onGetInstruments(self, data, reqid):
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"""查询合约代码回调"""
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print data, reqid
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#----------------------------------------------------------------------
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def onGetModel(self, data, reqid):
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"""查询表回调"""
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print '*' * 30
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print data
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for d in data['offers']:
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#if str(d['currency']) == 'EUR/USD':
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# print d
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print d['currency']#, d['visible']
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#print len(data['summary'])
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#print data
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#----------------------------------------------------------------------
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def onSubscribe(self, data, reqid):
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"""订阅行情回调"""
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print data, reqid
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#----------------------------------------------------------------------
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def onUnsubscribe(self, data, reqid):
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"""退订行情回调"""
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print data, reqid
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#----------------------------------------------------------------------
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def onSubscribeModel(self, data, reqid):
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"""订阅表回调"""
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print data, reqid
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#----------------------------------------------------------------------
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def onUnsubscribeModel(self, data, reqid):
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"""退订表回调"""
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print data, reqid
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#----------------------------------------------------------------------
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def onUpdateSubscriptions(self, data, reqid):
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"""订阅报价表回调"""
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print data, reqid
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#----------------------------------------------------------------------
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def onOpenTrade(self, data, reqid):
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"""开仓回调"""
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print data, reqid
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#----------------------------------------------------------------------
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def onCloseTrade(self, data, reqid):
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"""平仓回调"""
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print data, reqid
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#----------------------------------------------------------------------
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def onChangeOrder(self, data, reqid):
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"""改单回调"""
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print data, reqid
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#----------------------------------------------------------------------
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def onDeleteOrder(self, data, reqid):
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"""撤单回调"""
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print data, reqid
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#----------------------------------------------------------------------
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def processPriceUpdate(self, msg):
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"""行情推送"""
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data = json.loads(msg)
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self.onPriceUpdate(data)
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#----------------------------------------------------------------------
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def processModelUpdate(self, msg):
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"""表推送"""
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print msg
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data = json.loads(msg)
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self.onModelUpdate(data)
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#----------------------------------------------------------------------
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def onPriceUpdate(self, data):
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"""行情推送"""
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print data
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#----------------------------------------------------------------------
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def onModelUpdate(self, data):
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"""表推送"""
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print data
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#print '*' * 30
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#fsubscribeModel
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#print len(data), data.get('isTotal', None), data
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#print '*' * 30
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#for d in data:
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# print d
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