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