269 lines
8.1 KiB
Python
269 lines
8.1 KiB
Python
#!/usr/bin/env python
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# -*- coding:utf-8 -*-
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"""
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数字货币行情数据
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Created on 2017年9月9日
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@author: Jimmy Liu
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@group : waditu
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@contact: jimmysoa@sina.cn
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"""
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import pandas as pd
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import traceback
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import time
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import json
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try:
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from urllib.request import urlopen, Request
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except ImportError:
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from urllib2 import urlopen, Request
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URL = {
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"hb": {
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"rt" : 'http://api.huobi.com/staticmarket/ticker_%s_json.js',
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"kline" : 'http://api.huobi.com/staticmarket/%s_kline_%s_json.js?length=%s',
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"snapshot" : 'http://api.huobi.com/staticmarket/depth_%s_%s.js',
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"tick" : 'http://api.huobi.com/staticmarket/detail_%s_json.js',
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},
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"ok": {
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"rt" : 'https://www.okcoin.cn/api/v1/ticker.do?symbol=%s_cny',
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"kline" : 'https://www.okcoin.cn/api/v1/kline.do?symbol=%s_cny&type=%s&size=%s',
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"snapshot" : 'https://www.okcoin.cn/api/v1/depth.do?symbol=%s_cny&merge=&size=%s',
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"tick" : 'https://www.okcoin.cn/api/v1/trades.do?symbol=%s_cny',
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},
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'chbtc': {
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"rt" : 'http://api.chbtc.com/data/v1/ticker?currency=%s_cny',
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"kline" : 'http://api.chbtc.com/data/v1/kline?currency=%s_cny&type=%s&size=%s',
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"snapshot" : 'http://api.chbtc.com/data/v1/depth?currency=%s_cny&size=%s&merge=',
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"tick" : 'http://api.chbtc.com/data/v1/trades?currency=%s_cny',
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}
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}
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KTYPES = {
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"D": {
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"hb" : '100',
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'ok' : '1day',
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'chbtc' : '1day',
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},
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"W": {
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"hb" : '200',
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'ok' : '1week',
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'chbtc' : '1week',
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},
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"M": {
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"hb" : '300',
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"ok" : '',
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"chbtc" : '',
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},
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"1MIN": {
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"hb" : '001',
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'ok' : '1min',
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'chbtc' : '1min',
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},
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"5MIN": {
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"hb" : '005',
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'ok' : '5min',
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'chbtc' : '5min',
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},
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"15MIN": {
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"hb" : '015',
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'ok' : '15min',
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'chbtc' : '15min',
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},
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"30MIN": {
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"hb" : '030',
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'ok' : '30min',
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'chbtc' : '30min',
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},
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"60MIN": {
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"hb" : '060',
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'ok' : '1hour',
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'chbtc' : '1hour',
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},
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}
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def coins_tick(broker='hb', code='btc'):
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"""
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实时tick行情
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params:
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---------------
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broker: hb:火币
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ok:okCoin
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chbtc:中国比特币
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code: hb:btc,ltc
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----okcoin---
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btc_cny：比特币 ltc_cny：莱特币 eth_cny :以太坊 etc_cny :以太经典 bcc_cny :比特现金
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----chbtc----
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btc_cny:BTC/CNY
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ltc_cny :LTC/CNY
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eth_cny :以太币/CNY
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etc_cny :ETC币/CNY
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bts_cny :BTS币/CNY
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eos_cny :EOS币/CNY
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bcc_cny :BCC币/CNY
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qtum_cny :量子链/CNY
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hsr_cny :HSR币/CNY
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return:json
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---------------
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hb:
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{
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"time":"1504713534",
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"ticker":{
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"symbol":"btccny",
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"open":26010.90,
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"last":28789.00,
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"low":26000.00,
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"high":28810.00,
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"vol":17426.2198,
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"buy":28750.000000,
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"sell":28789.000000
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}
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}
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ok:
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{
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"date":"1504713864",
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"ticker":{
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"buy":"28743.0",
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"high":"28886.99",
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"last":"28743.0",
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"low":"26040.0",
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"sell":"28745.0",
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"vol":"20767.734"
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}
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}
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chbtc:
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{
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u'date': u'1504794151878',
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u'ticker': {
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u'sell': u'28859.56',
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u'buy': u'28822.89',
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u'last': u'28859.56',
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u'vol': u'2702.71',
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u'high': u'29132',
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u'low': u'27929'
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}
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}
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"""
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return _get_data(URL[broker]['rt'] % (code))
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def coins_bar(broker='hb', code='btc', ktype='D', size='2000'):
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"""
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获取各类k线数据
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params:
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broker:hb,ok,chbtc
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code:btc,ltc,eth,etc,bcc
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ktype:D,W,M,1min,5min,15min,30min,60min
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size:<2000
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return DataFrame: 日期时间，开盘价，最高价，最低价，收盘价，成交量
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"""
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try:
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js = _get_data(URL[broker]['kline'] % (code, KTYPES[ktype.strip().upper()][broker], size))
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if js is None:
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return js
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if broker == 'chbtc':
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js = js['data']
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df = pd.DataFrame(js, columns=['DATE', 'OPEN', 'HIGH', 'LOW', 'CLOSE', 'VOL'])
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if broker == 'hb':
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if ktype.strip().upper() in ['D', 'W', 'M']:
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df['DATE'] = df['DATE'].apply(lambda x: x[0:8])
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else:
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df['DATE'] = df['DATE'].apply(lambda x: x[0:12])
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else:
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df['DATE'] = df['DATE'].apply(lambda x: int2time(x / 1000))
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if ktype.strip().upper() in ['D', 'W', 'M']:
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df['DATE'] = df['DATE'].apply(lambda x: str(x)[0:10])
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df['DATE'] = pd.to_datetime(df['DATE'])
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return df
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except Exception:
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print(traceback.print_exc())
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def coins_snapshot(broker='hb', code='btc', size='5'):
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"""
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获取实时快照数据
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params:
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broker:hb,ok,chbtc
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code:btc,ltc,eth,etc,bcc
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size:<150
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return Panel: asks,bids
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"""
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try:
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js = _get_data(URL[broker]['snapshot'] % (code, size))
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if js is None:
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return js
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if broker == 'hb':
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timestr = js['ts']
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timestr = int2time(timestr / 1000)
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if broker == 'ok':
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timestr = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())
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if broker == 'chbtc':
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timestr = js['timestamp']
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timestr = int2time(timestr)
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asks = pd.DataFrame(js['asks'], columns = ['price', 'vol'])
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bids = pd.DataFrame(js['bids'], columns = ['price', 'vol'])
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asks['time'] = timestr
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bids['time'] = timestr
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djs = {"asks": asks, "bids": bids}
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pf = pd.Panel(djs)
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return pf
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except Exception:
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print(traceback.print_exc())
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def coins_trade(broker='hb', code='btc'):
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"""
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获取实时交易数据
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params:
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-------------
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broker: hb,ok,chbtc
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code:btc,ltc,eth,etc,bcc
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return:
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---------------
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DataFrame
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'tid':order id
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'datetime', date time
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'price' : trade price
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'amount' : trade amount
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'type' : buy or sell
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"""
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js = _get_data(URL[broker]['tick'] % code)
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if js is None:
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return js
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if broker == 'hb':
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df = pd.DataFrame(js['trades'])
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df = df[['id', 'ts', 'price', 'amount', 'direction']]
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df['ts'] = df['ts'].apply(lambda x: int2time(x / 1000))
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if broker == 'ok':
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df = pd.DataFrame(js)
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df = df[['tid', 'date_ms', 'price', 'amount', 'type']]
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df['date_ms'] = df['date_ms'].apply(lambda x: int2time(x / 1000))
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if broker == 'chbtc':
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df = pd.DataFrame(js)
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df = df[['tid', 'date', 'price', 'amount', 'type']]
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df['date'] = df['date'].apply(lambda x: int2time(x))
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df.columns = ['tid', 'datetime', 'price', 'amount', 'type']
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return df
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def _get_data(url):
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try:
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request = Request(url)
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lines = urlopen(request, timeout = 10).read()
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if len(lines) < 50: #no data
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return None
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js = json.loads(lines.decode('GBK'))
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return js
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except Exception:
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print(traceback.print_exc())
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def int2time(timestamp):
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value = time.localtime(timestamp)
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dt = time.strftime('%Y-%m-%d %H:%M:%S', value)
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return dt
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