def __init__(self, init_symbols=False, do_fill_history=False):
super().__init__(name='huobi websocket', daemon=True)
self.hb = HBWebsocket()
self.api = HBRestAPI()
self.init_symbols = init_symbols
self.logger = logging.getLogger(self.__class__.__name__)
self.do_fill_history = do_fill_history
def __init__(self, init_symbols=False, do_fill_history=False):
super().__init__(name='huobi websocket', daemon=True)
self.hb = HBWebsocket()
self.api = HBRestAPI()
self.init_symbols = init_symbols
self.logger = logging.getLogger(self.__class__.__name__)
self.do_fill_history = do_fill_history
import logging
from huobitrade.service import HBWebsocket
from huobitrade.handler import baseHandler
from huobitrade import setKey
from config import Config
import time
logger = logging.getLogger()
setKey(Config.EXCHANGE_ACCESS_KEY, Config.EXCHANGE_SECRET_KEY)
class SimpleHandler(baseHandler):
def handle(self, msg):
logger.debug(msg)
hb = HBWebsocket()
hb.sub_dict['ethbtc'] = {'id': '', 'topic': 'market.ethbtc.kline.1min'}
handler = SimpleHandler('simple handler')
hb.register_handler(handler)
hb.run()
time.sleep(3) # run之后连接需要一丢丢时间，sleep一下再订阅
# hb.sub_kline('ethbtc', '1min')
# @hb.register_handle_func('market.ethbtc.kline.1min')
# def handle(msg):
# print('handle:', msg)
# api = HBRestAPI()
# print(api.get_timestamp())
#
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Time : 2018/6/8 0008 13:47 # @Author : Hadrianl # @File : example.py # @Contact : [email protected] from huobitrade.service import HBWebsocket, HBRestAPI from huobitrade.handler import DBHandler from huobitrade import setKey, logger import time logger.setLevel('DEBUG') # setKey('access_key', 'secret_key') hb = HBWebsocket() hb.run() time.sleep(1) # run之后连接需要一丢丢时间，sleep一下再订阅 hb.sub_kline('ethbtc', '1min') hb.req_kline('ethbtc', '1min') handler = DBHandler() hb.register_handler(handler) @hb.register_handle_func('market.ethbtc.kline.1min') def handle(msg): print('handle:', msg) # api = HBRestAPI() # print(api.get_timestamp())
class MDFeeder(Thread):
"""接受订阅数据想redis发送数据"""
def __init__(self, init_symbols=False, do_fill_history=False):
super().__init__(name='huobi websocket', daemon=True)
self.hb = HBWebsocket()
self.api = HBRestAPI()
self.init_symbols = init_symbols
self.logger = logging.getLogger(self.__class__.__name__)
self.do_fill_history = do_fill_history
self.heart_beat = HeartBeatHandler()
# 加载数据库表模型（已经废弃，因为需要支持多周期到不同的数据库表）
# self.table_name = MDMin1Temp.__tablename__
# self.md_orm_table = MDMin1Temp.__table__
# self.md_orm_table_insert = self.md_orm_table.insert(on_duplicate_key_update=True)
def init(self,
periods=['1min', '60min', '1day'],
symbol_partition_set={'main', 'innovation', 'bifurcation'}):
"""
初始化，订阅行情
默认1分钟、1小时、1日
包含 {'main', 'innovation', 'bifurcation'} 全部币种
:param periods:
:param symbol_partition_set:
:return:
"""
if self.init_symbols:
# 获取有效的交易对信息保存（更新）数据库
ret = self.api.get_symbols()
key_mapping = {
'base-currency': 'base_currency',
'quote-currency': 'quote_currency',
'price-precision': 'price_precision',
'amount-precision': 'amount_precision',
'symbol-partition': 'symbol_partition',
}
# 获取支持的交易对
data_dic_list = []
for d in ret['data']:
d['market'] = Config.MARKET_NAME # 'huobi'
data_dic_list.append(
{key_mapping.setdefault(k, k): v
for k, v in d.items()})
with with_db_session(engine_md) as session:
session.execute(
SymbolPair.__table__.insert(on_duplicate_key_update=True),
data_dic_list)
available_pairs = [
d['base_currency'] + d['quote_currency'] for d in data_dic_list
if d['symbol_partition'] in symbol_partition_set
]
# 通过 on_open 方式进行订阅总是无法成功
for pair, period in itertools.product(available_pairs, periods):
self.hb.sub_dict[pair + period] = {
'id': '',
'topic': f'market.{pair}.kline.{period}'
}
else:
self.hb.sub_dict['ethbtc60'] = {
'id': '',
'topic': 'market.ethbtc.kline.60min'
}
# self.hb.sub_dict['ethusdt'] = {'id': '', 'topic': 'market.ethusdt.kline.1min'}
self.hb.sub_dict['ethusdt60'] = {
'id': '',
'topic': 'market.ethusdt.kline.60min'
}
# handler = SimpleHandler('simple handler')
if Config.ENABLE_DB_HANDLER:
# Tick 数据插入
handler = DBHandler(period='1min', db_model=MDTick, save_tick=True)
self.hb.register_handler(handler)
time.sleep(1)
# 其他周期数据插入
for period in periods:
save_tick = False
if period == '1min':
db_model = MDMin1
elif period == '60min':
db_model = MDMin60
# save_tick = True
elif period == '1day':
db_model = MDMinDaily
else:
self.logger.warning(f'{period} 不是有效的周期')
continue
handler = DBHandler(period=period,
db_model=db_model,
save_tick=save_tick)
self.hb.register_handler(handler)
logger.info('注册 %s 处理句柄', handler.name)
time.sleep(1)
# 数据redis广播
if Config.ENABLE_REDIS_HANDLER and check_redis():
handler = PublishHandler(market=Config.MARKET_NAME)
self.hb.register_handler(handler)
logger.info('注册 %s 处理句柄', handler.name)
# Heart Beat
self.hb.register_handler(self.heart_beat)
logger.info('注册 %s 处理句柄', self.heart_beat.name)
server_datetime = self.get_server_datetime()
logger.info("api.服务期时间 %s 与本地时间差： %f 秒", server_datetime,
(datetime.now() - server_datetime).total_seconds())
self.check_state()
def stop(self):
self.hb.stop()
self.logger.info('结束订阅')
@property
def is_working(self):
return (datetime.now() - self.heart_beat.time).total_seconds() < 3600
def check_state(self):
self.check_accounts()
data = self.get_balance()
for bal in data:
self.logger.info(f"{bal['currency']} : {bal['balance']}")
def get_server_datetime(self):
ret_data = self.api.get_timestamp()
server_datetime = datetime.fromtimestamp(ret_data['data'] / 1000)
return server_datetime
def get_accounts(self):
ret_data = self.api.get_accounts()
account_info = [acc for acc in ret_data['data']]
return account_info
def check_accounts(self):
account_info = self.get_accounts()
is_ok = True
for acc in account_info:
if acc['state'] != 'working':
self.logger.error(f'账户[%d] %s %s 状态异常：%s', acc['id'],
acc['type'], acc['subtype'], acc['state'])
is_ok = False
return is_ok
def get_balance(self, no_zero_only=True):
ret_data = self.api.get_balance()
acc_balance = ret_data['data']['list']
if no_zero_only:
ret_acc_balance = [
balance for balance in acc_balance if balance['balance'] != '0'
]
else:
ret_acc_balance = acc_balance
return ret_acc_balance
# def get_orders_info(self, symbol, states='submitted'):
# ret_data = self.api.get_orders_info(symbol=symbol, states=states)
# return ret_data['data']
def run(self):
self.hb.run()
self.logger.info('启动')
# 补充历史数据
if self.do_fill_history:
self.logger.info('开始补充历史数据')
self.fill_history()
while self.is_working:
time.sleep(5)
def fill_history(self, periods=['1day', '1min', '60min']):
for period in periods:
if period == '1min':
model_tot, model_tmp = MDMin1, MDMin1Temp
elif period == '60min':
model_tot, model_tmp = MDMin60, MDMin60Temp
elif period == '1day':
model_tot, model_tmp = MDMinDaily, MDMinDailyTemp
else:
self.logger.warning(f'{period} 不是有效的周期')
self.fill_history_period(period, model_tot, model_tmp)
def fill_history_period(self, period, model_tot, model_tmp: MDMin1Temp):
"""
根据数据库中的支持 symbol 补充历史数据
:param period:
:param model_tot:
:param model_tmp:
:return:
"""
with with_db_session(engine_md) as session:
data = session.query(SymbolPair).filter(
SymbolPair.market == Config.MARKET_NAME).all(
) # , SymbolPair.symbol_partition == 'main'
pair_datetime_latest_dic = dict(
session.query(model_tmp.symbol, func.max(
model_tmp.ts_start)).filter(
model_tmp.market == Config.MARKET_NAME).group_by(
model_tmp.symbol).all())
# 循环获取每一个交易对的历史数据
for symbol_info in data:
symbol = f'{symbol_info.base_currency}{symbol_info.quote_currency}'
if symbol in pair_datetime_latest_dic:
datetime_latest = pair_datetime_latest_dic[symbol]
if period == '1min':
second_of_period = 60
elif period == '60min':
second_of_period = 60 * 60
elif period == '1day':
second_of_period = 60 * 60 * 24
else:
self.logger.warning(f'{period} 不是有效的周期')
continue
size = min([
2000,
int((datetime.now() - datetime_latest).seconds /
second_of_period * 1.2)
])
else:
size = 2000
if size <= 1:
continue
ret = self.get_kline(symbol, period, size=size)
# for n in range(1, 3):
# try:
# ret = self.api.get_kline(symbol, period, size=size)
# except ProxyError:
# self.logger.exception('symbol:%s, period:%s, size=%d', symbol, period, size)
# ret = None
# time.sleep(5)
# continue
# break
if ret is None:
continue
if ret['status'] == 'ok':
data_list = ret['data']
data_dic_list = []
for data in data_list:
ts_start = datetime.fromtimestamp(data.pop('id'))
data['ts_start'] = ts_start
data['market'] = Config.MARKET_NAME
data['ts_curr'] = ts_start + timedelta(
seconds=59) # , microseconds=999999
data['symbol'] = symbol
data_dic_list.append(data)
self._save_md(data_dic_list, symbol, model_tot, model_tmp)
else:
self.logger.error(ret)
# 过于频繁方位可能导致链接失败
time.sleep(5) # 已经包含在 try_n_times 里面
@try_n_times(5, sleep_time=5, logger=logger)
def get_kline(self, symbol, period, size):
ret = self.api.get_kline(symbol, period, size=size)
return ret
def _save_md(self, data_dic_list, symbol, model_tot: MDMin1,
model_tmp: MDMin1Temp):
"""
保存md数据到数据库及文件
:param data_dic_list:
:param symbol:
:param model_tot:
:param model_tmp:
:return:
"""
if data_dic_list is None or len(data_dic_list) == 0:
self.logger.warning("data_dic_list 为空")
return
md_count = len(data_dic_list)
# 保存到数据库
with with_db_session(engine_md) as session:
try:
# session.execute(self.md_orm_table_insert, data_dic_list)
session.execute(
model_tmp.__table__.insert(on_duplicate_key_update=True),
data_dic_list)
self.logger.info('%d 条 %s 历史数据 -> %s 完成', md_count, symbol,
model_tmp.__tablename__)
sql_str = f"""insert into {model_tot.__tablename__} select * from {model_tmp.__tablename__}
where market=:market and symbol=:symbol
ON DUPLICATE KEY UPDATE open=VALUES(open), high=VALUES(high), low=VALUES(low), close=VALUES(close)
, amount=VALUES(amount), vol=VALUES(vol), count=VALUES(count)"""
session.execute(sql_str,
params={
"symbol": symbol,
"market": Config.MARKET_NAME
})
datetime_latest = session.query(
func.max(
model_tmp.ts_start).label('ts_start_latest')).filter(
model_tmp.symbol == symbol,
model_tmp.market == Config.MARKET_NAME).scalar()
# issue:
# https://stackoverflow.com/questions/9882358/how-to-delete-rows-from-a-table-using-an-sqlalchemy-query-without-orm
delete_count = session.query(model_tmp).filter(
model_tmp.market == Config.MARKET_NAME,
model_tmp.symbol == symbol,
model_tmp.ts_start < datetime_latest).delete()
self.logger.debug('%d 条 %s 历史数据被清理，最新数据日期 %s', delete_count,
symbol, datetime_latest)
session.commit()
except:
self.logger.exception('%d 条 %s 数据-> %s 失败', md_count, symbol,
model_tot.__tablename__)
class MDFeeder(Thread):
"""接受订阅数据想redis发送数据"""
def __init__(self, init_symbols=False, do_fill_history=False):
super().__init__(name='huobi websocket', daemon=True)
self.hb = HBWebsocket()
self.api = HBRestAPI()
self.init_symbols = init_symbols
self.logger = logging.getLogger(self.__class__.__name__)
self.do_fill_history = do_fill_history
# 加载数据库表模型（已经废弃，因为需要支持多周期到不同的数据库表）
# self.table_name = MDMin1Temp.__tablename__
# self.md_orm_table = MDMin1Temp.__table__
# self.md_orm_table_insert = self.md_orm_table.insert(on_duplicate_key_update=True)
def init(self, periods=['1min', '60min', '1day'], symbol_partition_set={'main', 'innovation', 'bifurcation'}):
"""
初始化，订阅行情
默认1分钟、1小时、1日
包含 {'main', 'innovation', 'bifurcation'} 全部币种
:param periods:
:param symbol_partition_set:
:return:
"""
if self.init_symbols:
# 获取有效的交易对信息保存（更新）数据库
ret = self.api.get_symbols()
key_mapping = {
'base-currency': 'base_currency',
'quote-currency': 'quote_currency',
'price-precision': 'price_precision',
'amount-precision': 'amount_precision',
'symbol-partition': 'symbol_partition',
}
# 获取支持的交易对
data_dic_list = []
for d in ret['data']:
d['market'] = 'huobi'
data_dic_list.append({key_mapping.setdefault(k, k): v for k, v in d.items()})
with with_db_session(engine_md) as session:
session.execute(SymbolPair.__table__.insert(on_duplicate_key_update=True), data_dic_list)
available_pairs = [d['base_currency'] + d['quote_currency']
for d in data_dic_list if d['symbol_partition'] in symbol_partition_set]
# 通过 on_open 方式进行订阅总是无法成功
for pair, period in itertools.product(available_pairs, periods):
self.hb.sub_dict[pair+period] = {'id': '', 'topic': f'market.{pair}.kline.{period}'}
else:
self.hb.sub_dict['ethbtc60'] = {'id': '', 'topic': 'market.ethbtc.kline.60min'}
# self.hb.sub_dict['ethusdt'] = {'id': '', 'topic': 'market.ethusdt.kline.1min'}
self.hb.sub_dict['ethusdt60'] = {'id': '', 'topic': 'market.ethusdt.kline.60min'}
# handler = SimpleHandler('simple handler')
# Tick 数据插入
handler = DBHandler(period='1min', db_model=MDTick, save_tick=True)
self.hb.register_handler(handler)
time.sleep(1)
# 其他周期数据插入
for period in periods:
save_tick = False
if period == '1min':
db_model = MDMin1
elif period == '60min':
db_model = MDMin60
# save_tick = True
elif period == '1day':
db_model = MDMinDaily
else:
self.logger.warning(f'{period} 不是有效的周期')
continue
handler = DBHandler(period=period, db_model=db_model, save_tick=save_tick)
self.hb.register_handler(handler)
time.sleep(1)
# 数据redis广播
handler = PublishHandler(market=Config.MARKET_NAME)
self.hb.register_handler(handler)
server_datetime = self.get_server_datetime()
logger.info("api.服务期时间 %s 与本地时间差： %f 秒",
server_datetime, (datetime.now() - server_datetime).total_seconds())
self.check_state()
def check_state(self):
self.check_accounts()
data = self.get_balance()
for bal in data:
self.logger.info(f"{bal['currency']} : {bal['balance']}")
def get_server_datetime(self):
ret_data = self.api.get_timestamp()
server_datetime = datetime.fromtimestamp(ret_data['data']/1000)
return server_datetime
def get_accounts(self):
ret_data = self.api.get_accounts()
account_info = [acc for acc in ret_data['data']]
return account_info
def check_accounts(self):
account_info = self.get_accounts()
is_ok = True
for acc in account_info:
if acc['state'] != 'working':
self.logger.error(f'账户[%d] %s %s 状态异常：%s',
acc['id'], acc['type'], acc['subtype'], acc['state'])
is_ok = False
return is_ok
def get_balance(self, no_zero_only=True):
ret_data = self.api.get_balance()
acc_balance = ret_data['data']['list']
if no_zero_only:
ret_acc_balance = [balance for balance in acc_balance if balance['balance'] != '0']
else:
ret_acc_balance = acc_balance
return ret_acc_balance
def get_orders_info(self, symbol, states='submitted'):
ret_data = self.api.get_orders_info(symbol=symbol, states=states)
return ret_data['data']
def run(self):
self.hb.run()
self.logger.info('启动')
# 补充历史数据
if self.do_fill_history:
self.logger.info('开始补充历史数据')
self.fill_history()
while True:
time.sleep(1)
def fill_history(self, periods=['1day', '1min', '60min']):
for period in periods:
if period == '1min':
model_tot, model_tmp = MDMin1, MDMin1Temp
elif period == '60min':
model_tot, model_tmp = MDMin60, MDMin60Temp
elif period == '1day':
model_tot, model_tmp = MDMinDaily, MDMinDailyTemp
else:
self.logger.warning(f'{period} 不是有效的周期')
self.fill_history_period(period, model_tot, model_tmp)
def fill_history_period(self, period, model_tot, model_tmp: MDMin1Temp):
"""
根据数据库中的支持 symbol 补充历史数据
:param period:
:param model_tot:
:param model_tmp:
:return:
"""
with with_db_session(engine_md) as session:
data = session.query(SymbolPair).filter(
SymbolPair.market == Config.MARKET_NAME).all() # , SymbolPair.symbol_partition == 'main'
pair_datetime_latest_dic = dict(
session.query(
model_tmp.symbol, func.max(model_tmp.ts_start)
).filter(model_tmp.market == Config.MARKET_NAME).group_by(model_tmp.symbol).all()
)
# 循环获取每一个交易对的历史数据
for symbol_info in data:
symbol = f'{symbol_info.base_currency}{symbol_info.quote_currency}'
if symbol in pair_datetime_latest_dic:
datetime_latest = pair_datetime_latest_dic[symbol]
if period == '1min':
second_of_period = 60
elif period == '60min':
second_of_period = 60 * 60
elif period == '1day':
second_of_period = 60 * 60 * 24
else:
self.logger.warning(f'{period} 不是有效的周期')
continue
size = min([2000, int((datetime.now() - datetime_latest).seconds / second_of_period * 1.2)])
else:
size = 2000
if size <= 1:
continue
ret = self.get_kline(symbol, period, size=size)
# for n in range(1, 3):
# try:
# ret = self.api.get_kline(symbol, period, size=size)
# except ProxyError:
# self.logger.exception('symbol:%s, period:%s, size=%d', symbol, period, size)
# ret = None
# time.sleep(5)
# continue
# break
if ret is None:
continue
if ret['status'] == 'ok':
data_list = ret['data']
data_dic_list = []
for data in data_list:
ts_start = datetime.fromtimestamp(data.pop('id'))
data['ts_start'] = ts_start
data['market'] = Config.MARKET_NAME
data['ts_curr'] = ts_start + timedelta(seconds=59) # , microseconds=999999
data['symbol'] = symbol
data_dic_list.append(data)
self._save_md(data_dic_list, symbol, model_tot, model_tmp)
else:
self.logger.error(ret)
# 过于频繁方位可能导致链接失败
time.sleep(5) # 已经包含在 try_n_times 里面
@try_n_times(5, sleep_time=5, logger=logger)
def get_kline(self, symbol, period, size):
ret = self.api.get_kline(symbol, period, size=size)
return ret
def _save_md(self, data_dic_list, symbol, model_tot: MDMin1, model_tmp: MDMin1Temp):
"""
保存md数据到数据库及文件
:param data_dic_list:
:param symbol:
:param model_tot:
:param model_tmp:
:return:
"""
if data_dic_list is None or len(data_dic_list) == 0:
self.logger.warning("data_dic_list 为空")
return
md_count = len(data_dic_list)
# 保存到数据库
with with_db_session(engine_md) as session:
try:
# session.execute(self.md_orm_table_insert, data_dic_list)
session.execute(model_tmp.__table__.insert(on_duplicate_key_update=True), data_dic_list)
self.logger.info('%d 条 %s 历史数据保存到 %s 完成', md_count, symbol, model_tmp.__tablename__)
sql_str = f"""insert into {model_tot.__tablename__} select * from {model_tmp.__tablename__}
where market=:market and symbol=:symbol
ON DUPLICATE KEY UPDATE open=VALUES(open), high=VALUES(high), low=VALUES(low), close=VALUES(close)
, amount=VALUES(amount), vol=VALUES(vol), count=VALUES(count)"""
session.execute(sql_str, params={"symbol": symbol, "market": Config.MARKET_NAME})
datetime_latest = session.query(
func.max(model_tmp.ts_start).label('ts_start_latest')
).filter(
model_tmp.symbol == symbol,
model_tmp.market == Config.MARKET_NAME
).scalar()
# issue:
# https://stackoverflow.com/questions/9882358/how-to-delete-rows-from-a-table-using-an-sqlalchemy-query-without-orm
delete_count = session.query(model_tmp).filter(
model_tmp.market == Config.MARKET_NAME,
model_tmp.symbol == symbol,
model_tmp.ts_start < datetime_latest
).delete()
self.logger.debug('%d 条 %s 历史数据被清理，最新数据日期 %s', delete_count, symbol, datetime_latest)
session.commit()
except:
self.logger.exception('%d 条 %s 数据保存到 %s 失败', md_count, symbol, model_tot.__tablename__)
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Time : 2018/6/8 0008 13:47 # @Author : Hadrianl # @File : example.py # @Contact : [email protected] from huobitrade.service import HBWebsocket, HBRestAPI from huobitrade.handler import DBHandler from huobitrade import setKey, logger import time logger.setLevel('DEBUG') # setKey('access_key', 'secret_key') hb = HBWebsocket() hb.run() time.sleep(1) # run之后连接需要一丢丢时间，sleep一下再订阅 hb.sub_kline('ethbtc', '1min') hb.req_kline('ethbtc', '1min') # handler = DBHandler() # hb.register_handler(handler) # @hb.register_handle_func('market.ethbtc.kline.1min') # def handle(msg): # print('handle:', msg) # api = HBRestAPI() # print(api.get_timestamp())
if buy_cond:
buy_amount = ... #买入量
buy_price = ... # 买入价
api.send_order(api.acc_id, buy_amount, symbol, 'buy-limit', buy_price)
if sell_cond:
sell_amount = ...
sell_price = ...
api.send_order(api.acc_id, sell_amount, symbol, 'sell-limit', sell_price)
if __name__ == '__main__':
from huobitrade.service import HBWebsocket, HBRestAPI
from huobitrade import setUrl, setKey
setKey('', '')
# setUrl('https://api.huobi.pro', 'https://api.huobi.pro')
ws = HBWebsocket('api.huobi.br.com') # 生产环境请不要用api.huobi.br.com
api = HBRestAPI(get_acc=True) # get_acc为true，初始化时候会获取acount_id中的第一个id并赋值给acc_id属性
@ws.after_open # 连接成功后会调用此函数，一般在这个位置进行初始化订阅
def sub_depth():
ws.sub_kline('dcreth', '1min')
ws.run()
demo_handler = DemoHandler('dcreth')
ws.register_handler(demo_handler)
#!/usr/bin/env python # -*- coding: utf-8 -*- # @Time : 2018/9/25 0025 12:39 # @Author : Hadrianl # @File : auth_test.py # @Contact : [email protected] """ 该例子仅限于用来测试鉴权接口是否能鉴权成功 """ from huobitrade.service import HBWebsocket from huobitrade import setKey, logger logger.setLevel('DEBUG') setKey('access_key', 'secret_key') auhb = HBWebsocket(auth=True) auhb.after_auth(auhb.sub_accounts) @auhb.after_auth def init_sub(): auhb.sub_accounts() auhb.sub_orders() auhb.run()
print(topic)
# 初始化restapi
restapi = HBRestAPI(get_acc=True)
print(restapi.get_accounts()) # 请求账户
# 构造异步请求
rep1 = restapi.get_timestamp(_async=True)
rep2 = restapi.get_all_last_24h_kline(_async=True)
result = restapi.async_request([rep1, rep2]) # 一起发起请求
for r in result:
print(r)
# 初始化多个ws
auhb = HBWebsocket(auth=True)
hb = HBWebsocket()
hb2 = HBWebsocket()
# 注册鉴权或连接后的订阅行为, 断线重连后依然会重新订阅
auhb.after_auth(auhb.sub_accounts)
hb.after_open(partial(hb.sub_kline, 'dcreth', '1min'))
hb2.after_open(partial(hb2.sub_depth, 'dcreth'))
# 把handler与handle_func注册进相应的ws
handler = MyHandler(None) # topic为None即订阅全部topic
auhb.register_handler(handler)
hb.register_handler(handler)
hb2.register_handler(handler)
@hb2.register_handle_func('market.dcreth.depth.step0')
def print_msg(msg):
import logging
from huobitrade.service import HBWebsocket
from huobitrade.handler import baseHandler
from huobitrade import setKey
from ibats_huobi_feeder.config import config
import time
logger = logging.getLogger()
setKey(config.EXCHANGE_ACCESS_KEY, config.EXCHANGE_SECRET_KEY)
class SimpleHandler(baseHandler):
def handle(self, msg):
logger.debug(msg)
hb = HBWebsocket()
hb.sub_dict['ethbtc'] = {'id': '', 'topic': 'market.ethbtc.kline.1min'}
handler = SimpleHandler('simple handler')
hb.register_handler(handler)
hb.run()
time.sleep(3) # run之后连接需要一丢丢时间，sleep一下再订阅
# hb.sub_kline('ethbtc', '1min')
# @hb.register_handle_func('market.ethbtc.kline.1min')
# def handle(msg):
# print('handle:', msg)
# api = HBRestAPI()
# print(api.get_timestamp())
#
buy_price = ... # 买入价
api.send_order(api.acc_id, buy_amount, symbol, 'buy-limit',
buy_price)
if sell_cond:
sell_amount = ...
sell_price = ...
api.send_order(api.acc_id, sell_amount, symbol, 'sell-limit',
sell_price)
if __name__ == '__main__':
from huobitrade.service import HBWebsocket, HBRestAPI
from huobitrade import setUrl, setKey
setKey('', '')
# setUrl('https://api.huobi.pro', 'https://api.huobi.pro')
ws = HBWebsocket('api.huobi.br.com') # 生产环境请不要用api.huobi.br.com
api = HBRestAPI(
get_acc=True) # get_acc为true，初始化时候会获取acount_id中的第一个id并赋值给acc_id属性
@ws.after_open # 连接成功后会调用此函数，一般在这个位置进行初始化订阅
def sub_depth():
ws.sub_kline('dcreth', '1min')
ws.run()
demo_handler = DemoHandler('dcreth')
ws.register_handler(demo_handler)