308 lines
9.9 KiB
Python
308 lines
9.9 KiB
Python
# encoding: utf-8
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import urllib
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import hashlib
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import requests
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from Queue import Queue, Empty
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from threading import Thread
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from time import sleep
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LHANG_API_ROOT ="https://api.lhang.com/v1/"
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FUNCTION_TICKER = ('ticker.do', 'get')
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FUNCTION_DEPTH = ('depth.do', 'get')
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FUNCTION_TRADES = ('trades.do', 'get')
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FUNCTION_KLINE = ('kline.do', 'get')
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FUNCTION_USERINFO = ('user_info.do', 'post')
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FUNCTION_CREATEORDER = ('create_order.do', 'post')
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FUNCTION_CANCELORDER = ('cancel_order.do', 'post')
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FUNCTION_ORDERSINFO = ('orders_info.do', 'post')
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FUNCTION_ORDERSINFOHISTORY = ('orders_info_history.do', 'post')
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#----------------------------------------------------------------------
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def signature(params, secretKey):
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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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params.append(('secret_key', secretKey))
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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 LhangApi(object):
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""""""
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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.apiKey = ''
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self.secretKey = ''
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self.interval = 1 # 每次请求的间隔等待
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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 init(self, apiKey, secretKey, interval):
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"""初始化"""
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self.apiKey = apiKey
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self.secretKey = secretKey
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self.interval = interval
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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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if self.reqThread.isAlive():
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self.reqThread.join()
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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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api, method = req['function']
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params = req['params']
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url = LHANG_API_ROOT + api
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# 在参数中增加必须的字段
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params['api_key'] = self.apiKey
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# 添加签名
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sign = signature(params, self.secretKey)
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params['sign'] = sign
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# 发送请求
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payload = urllib.urlencode(params)
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r = requests.request(method, url, 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 data is None:
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error = u'请求失败'
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self.onError(error, req, reqID)
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elif 'error_code' in data:
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error = u'请求出错，错误代码：%s' % data['error_code']
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self.onError(error, req, 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, req, reqID)
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# 流控等待
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sleep(self.interval)
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except Empty:
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pass
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#----------------------------------------------------------------------
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def sendRequest(self, function, params, callback):
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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['function'] = function
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req['params'] = params
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req['callback'] = callback
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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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def onError(self, error, req, reqID):
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"""错误推送"""
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print(error, req, reqID)
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###############################################
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# 行情接口
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###############################################
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#----------------------------------------------------------------------
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def getTicker(self, symbol):
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"""查询行情"""
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function = FUNCTION_TICKER
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params = {'symbol': symbol}
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callback = self.onGetTicker
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return self.sendRequest(function, params, callback)
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# ----------------------------------------------------------------------
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def getDepth(self, symbol, size, merge):
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"""查询深度"""
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function = FUNCTION_DEPTH
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params = {
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'symbol': symbol,
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'size': size,
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'mege': merge
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}
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callback = self.onGetDepth
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return self.sendRequest(function, params, callback)
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# ----------------------------------------------------------------------
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def getTrades(self, symbol, size, time):
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"""查询历史成交"""
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function = FUNCTION_TRADES
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params = {
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'symbol': symbol,
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'size': size,
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'time': time
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}
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callback = self.onGetTrades
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return self.sendRequest(function, params, callback)
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# ----------------------------------------------------------------------
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def getKline(self, symbol, size, type_, time):
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"""查询K线"""
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function = FUNCTION_TRADES
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params = {
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'symbol': symbol,
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'size': size,
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'type': type_,
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'time': time
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}
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callback = self.onGetKline
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return self.sendRequest(function, params, callback)
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#----------------------------------------------------------------------
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def onGetTicker(self, data, req, reqID):
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"""查询行情回调"""
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print(data, reqID)
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# ----------------------------------------------------------------------
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def onGetDepth(self, data, req, reqID):
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"""查询深度回调"""
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print(data, reqID)
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# ----------------------------------------------------------------------
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def onGetTrades(self, data, req, reqID):
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"""查询历史成交"""
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print(data, reqID)
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# ----------------------------------------------------------------------
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def onGetKline(self, data, req, reqID):
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"""查询Ｋ线回报"""
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print(data, reqID)
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###############################################
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# 交易接口
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###############################################
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# ----------------------------------------------------------------------
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def getUserInfo(self):
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"""查询K线"""
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function = FUNCTION_USERINFO
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params = {}
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callback = self.onGetUserInfo
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return self.sendRequest(function, params, callback)
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# ----------------------------------------------------------------------
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def createOrder(self, symbol, type_, price, amount):
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"""发送委托"""
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function = FUNCTION_CREATEORDER
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params = {
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'symbol': symbol,
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'type': type_,
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'price': price,
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'amount': amount
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}
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callback = self.onCreateOrder
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return self.sendRequest(function, params, callback)
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# ----------------------------------------------------------------------
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def cancelOrder(self, symbol, orderId):
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"""撤单"""
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function = FUNCTION_CANCELORDER
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params = {
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'symbol': symbol,
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'order_id': orderId
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}
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callback = self.onCancelOrder
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return self.sendRequest(function, params, callback)
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# ----------------------------------------------------------------------
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def getOrdersInfo(self, symbol, orderId):
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"""查询委托"""
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function = FUNCTION_ORDERSINFO
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params = {
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'symbol': symbol,
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'order_id': orderId
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}
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callback = self.onGetOrdersInfo
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return self.sendRequest(function, params, callback)
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# ----------------------------------------------------------------------
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def getOrdersInfoHistory(self, symbol, status, currentPage, pageLength):
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"""撤单"""
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function = FUNCTION_ORDERSINFOHISTORY
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params = {
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'symbol': symbol,
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'status': status,
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'current_page': currentPage,
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'page_length': pageLength
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}
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callback = self.onGetOrdersInfoHistory
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return self.sendRequest(function, params, callback)
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# ----------------------------------------------------------------------
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def onGetUserInfo(self, data, req, reqID):
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"""查询Ｋ线回报"""
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print(data, reqID)
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# ----------------------------------------------------------------------
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def onCreateOrder(self, data, req, reqID):
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"""委托回报"""
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print(data, reqID)
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# ----------------------------------------------------------------------
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def onCancelOrder(self, data, req, reqID):
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"""撤单回报"""
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print(data, reqID)
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# ----------------------------------------------------------------------
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def onGetOrdersInfo(self, data, req, reqID):
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"""查询委托回报"""
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print(data, reqID)
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# ----------------------------------------------------------------------
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def onGetOrdersInfoHistory(self, data, req, reqID):
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"""撤单回报"""
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print(data, reqID)
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