{"status":"error","err-code":"api-signature-not-valid","err-msg":"Signature not valid: Verification failure [校验失败]","data":null}
后来参考了这个项目，才发觉对签名理解有误。
HuobiDMUtil.py:
#!/usr/bin/env python3
# -*- coding: utf-8 -*-
# @Date : 20180917
# @Author : zhaobo
# @github :
import base64
import hmac
import hashlib
import json
import urllib
import datetime
import requests
#import urlparse # urllib.parse in python 3
# timeout in 5 seconds:
TIMEOUT = 5
#各种请求,获取数据方式
def http_get_request(url, params, add_to_headers=None):
headers = {
"Content-type": "application/x-www-form-urlencoded",
'User-Agent':'Mozilla/5.0 (Windows NT 6.1; WOW64; rv:53.0) Gecko/20100101 Firefox/53.0'
}
if add_to_headers:
headers.update(add_to_headers)
postdata = urllib.parse.urlencode(params)
try:
response = requests.get(url, postdata, headers=headers, timeout=TIMEOUT)
if response.status_code == 200:
return response.json()
else:
return {"status":"fail"}
except Exception as e:
print("httpGet failed, detail is:%s" %e)
return {"status":"fail","msg": "%s"%e}
def http_post_request(url, params, add_to_headers=None):
headers = {
"Accept": "application/json",
'Content-Type': 'application/json',
'User-Agent':'Mozilla/5.0 (Windows NT 6.1; WOW64; rv:53.0) Gecko/20100101 Firefox/53.0'
}
if add_to_headers:
headers.update(add_to_headers)
postdata = json.dumps(params)
try:
response = requests.post(url, postdata, headers=headers, timeout=TIMEOUT)
if response.status_code == 200:
return response.json()
else:
return response.json()
except Exception as e:
print("httpPost failed, detail is:%s" % e)
return {"status":"fail","msg": "%s"%e}
def api_key_get(url, request_path, params, ACCESS_KEY, SECRET_KEY):
method = 'GET'
timestamp = datetime.datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S')
params.update({'AccessKeyId': ACCESS_KEY,
'SignatureMethod': 'HmacSHA256',
'SignatureVersion': '2',
'Timestamp': timestamp})
host_name = host_url = url
#host_name = urlparse.urlparse(host_url).hostname
host_name = urllib.parse.urlparse(host_url).hostname
host_name = host_name.lower()
params['Signature'] = createSign(params, method, host_name, request_path, SECRET_KEY)
url = host_url + request_path
return http_get_request(url, params)
def api_key_post(url, request_path, params, ACCESS_KEY, SECRET_KEY):
method = 'POST'
timestamp = datetime.datetime.utcnow().strftime('%Y-%m-%dT%H:%M:%S')
params_to_sign = {'AccessKeyId': ACCESS_KEY,
'SignatureMethod': 'HmacSHA256',
'SignatureVersion': '2',
'Timestamp': timestamp}
host_url = url
#host_name = urlparse.urlparse(host_url).hostname
host_name = urllib.parse.urlparse(host_url).hostname
host_name = host_name.lower()
params_to_sign['Signature'] = createSign(params_to_sign, method, host_name, request_path, SECRET_KEY)
url = host_url + request_path + '?' + urllib.parse.urlencode(params_to_sign)
return http_post_request(url, params)
#签名函数，是对method, host_url, request_path, encode_params都放入了hmac算法内进#行签名
def createSign(pParams, method, host_url, request_path, secret_key):
sorted_params = sorted(pParams.items(), key=lambda d: d[0], reverse=False)
encode_params = urllib.parse.urlencode(sorted_params)
payload = [method, host_url, request_path, encode_params]
payload = '\n'.join(payload)
payload = payload.encode(encoding='UTF8')
secret_key = secret_key.encode(encoding='UTF8')
digest = hmac.new(secret_key, payload, digestmod=hashlib.sha256).digest()
signature = base64.b64encode(digest)
signature = signature.decode()
return signature
HuobiDMService.py:
#!/usr/bin/env python
# -*- coding: utf-8 -*-
# @Date : 20180917
# @Author : zhaobo
# @github :
from HuobiDMUtil import http_get_request, api_key_post
class HuobiDM:
def __init__(self,url,access_key,secret_key):
self.__url = url
self.__access_key = access_key
self.__secret_key = secret_key
'''
======================
Market data API
======================
'''
# 获取合约信息
def get_contract_info(self, symbol='', contract_type='', contract_code=''):
"""
参数名称 参数类型 必填 描述
symbol string false "BTC","ETH"...
contract_type string false 合约类型: this_week:当周 next_week:下周 quarter:季度
contract_code string false BTC181228
备注：如果contract_code填了值，那就按照contract_code去查询，如果contract_code 没有填值，则按照symbol+contract_type去查询
"""
params = {}
if symbol:
params['symbol'] = symbol
if contract_type:
params['contract_type'] = contract_type
if contract_code:
params['contract_code'] = contract_code
url = self.__url + '/api/v1/contract_contract_info'
return http_get_request(url, params)
# 获取合约指数信息
def get_contract_index(self, symbol):
"""
:symbol "BTC","ETH"...
"""
params = {'symbol': symbol}
url = self.__url + '/api/v1/contract_index'
return http_get_request(url, params)
# 获取合约最高限价和最低限价
def get_contract_price_limit(self, symbol='', contract_type='', contract_code=''):
"""
:symbol "BTC","ETH"...
:contract_type 合约类型: this_week:当周 next_week:下周 quarter:季度
"contract_code BTC180928
备注：如果contract_code填了值，那就按照contract_code去查询，如果contract_code 没有填值，则按照symbol+contract_type去查询
"""
params = {}
if symbol:
params['symbol'] = symbol
if contract_type:
params['contract_type'] = contract_type
if contract_code:
params['contract_code'] = contract_code
url = self.__url + '/api/v1/contract_price_limit'
return http_get_request(url, params)
# 获取当前可用合约总持仓量
def get_contract_open_interest(self, symbol='', contract_type='', contract_code=''):
"""
:symbol "BTC","ETH"...
:contract_type 合约类型: this_week:当周 next_week:下周 quarter:季度
"contract_code BTC180928
备注：如果contract_code填了值，那就按照contract_code去查询，如果contract_code 没有填值，则按照symbol+contract_type去查询
"""
params = {'symbol': symbol,
'contract_type': contract_type,
'contract_code': contract_code}
url = self.__url + '/api/v1/contract_open_interest'
return http_get_request(url, params)
# 获取行情深度
def get_contract_depth(self, symbol, type):
"""
:param symbol: BTC_CW, BTC_NW, BTC_CQ , ...
:param type: 可选值：{ step0, step1, step2, step3, step4, step5 （合并深度0-5）；step0时，不合并深度 }
:return:
"""
params = {'symbol': symbol,
'type': type}
url = self.__url + '/market/depth'
return http_get_request(url, params)
# 获取KLine
def get_contract_kline(self, symbol, period, size=150):
"""
:param symbol BTC_CW, BTC_NW, BTC_CQ , ...
:param period: 可选值：{1min, 5min, 15min, 30min, 60min, 4hour, 1day, 1week, 1mon }
:param size: [1,2000]
:return:
"""
params = {'symbol': symbol,
'period': period}
if size:
params['size'] = size
url = self.__url + '/market/history/kline'
return http_get_request(url, params)
# 获取聚合行情
def get_contract_market_merged(self, symbol):
"""
:symbol "BTC_CW","BTC_NW", "BTC_CQ" ...
"""
params = {'symbol': symbol}
url = self.__url + '/market/detail/merged'
return http_get_request(url, params)
# 获取市场最近成交记录
def get_contract_trade(self, symbol, size=1):
"""
:param symbol: 可选值：{ BTC_CW, BTC_NW, BTC_CQ, etc. }
:return:
"""
params = {'symbol': symbol,
'size' : size}
url = self.__url + '/market/trade'
return http_get_request(url, params)
# 批量获取最近的交易记录
def get_contract_batch_trade(self, symbol, size=1):
"""
:param symbol: 可选值：{ BTC_CW, BTC_NW, BTC_CQ, etc. }, size: int
:return:
"""
params = {'symbol': symbol,
'size' : size}
url = self.__url + '/market/history/trade'
return http_get_request(url, params)
'''
======================
Trade/Account API
======================
'''
# 获取用户账户信息
def get_contract_account_info(self, symbol=''):
"""
:param symbol: "BTC","ETH"...如果缺省，默认返回所有品种
:return:
"""
params = {}
if symbol:
params["symbol"] = symbol
request_path = '/api/v1/contract_account_info'
return api_key_post(self.__url, request_path, params, self.__access_key, self.__secret_key)
# 获取用户持仓信息
def get_contract_position_info(self, symbol=''):
"""
:param symbol: "BTC","ETH"...如果缺省，默认返回所有品种
:return:
"""
params = {}
if symbol:
params["symbol"] = symbol
request_path = '/api/v1/contract_position_info'
return api_key_post(self.__url, request_path, params, self.__access_key, self.__secret_key)
# 合约下单
def send_contract_order(self, symbol, contract_type, contract_code,
client_order_id, price,volume,direction,offset,
lever_rate,order_price_type):
"""
:symbol: "BTC","ETH"..
:contract_type: "this_week", "next_week", "quarter"
:contract_code: "BTC181228"
:client_order_id: 客户自己填写和维护，这次一定要大于上一次
:price 必填 价格
:volume 必填 委托数量（张）
:direction 必填 "buy" "sell"
:offset 必填 "open", "close"
:lever_rate 必填 杠杆倍数
:order_price_type 必填 "limit"限价， "opponent" 对手价
备注：如果contract_code填了值，那就按照contract_code去下单，如果contract_code没有填值，则按照symbol+contract_type去下单。
:
"""
params = {"price": price,
"volume": volume,
"direction": direction,
"offset": offset,
"lever_rate": lever_rate,
"order_price_type": order_price_type}
if symbol:
params["symbol"] = symbol
if contract_type:
params['contract_type'] = contract_type
if contract_code:
params['contract_code'] = contract_code
if client_order_id:
params['client_order_id'] = client_order_id
request_path = '/api/v1/contract_order'
return api_key_post(self.__url, request_path, params, self.__access_key, self.__secret_key)
# 合约批量下单
def send_contract_batchorder(self, orders_data):
"""
orders_data: example:
orders_data = {'orders_data': [
{'symbol': 'BTC', 'contract_type': 'quarter',
'contract_code':'BTC181228', 'client_order_id':'',
'price':1, 'volume':1, 'direction':'buy', 'offset':'open',
'leverRate':20, 'orderPriceType':'limit'},
{'symbol': 'BTC','contract_type': 'quarter',
'contract_code':'BTC181228', 'client_order_id':'',
'price':2, 'volume':2, 'direction':'buy', 'offset':'open',
'leverRate':20, 'orderPriceType':'limit'}]}
Parameters of each order: refer to send_contract_order
"""
params = orders_data
request_path = '/api/v1/contract_batchorder'
return api_key_post(self.__url, request_path, params, self.__access_key, self.__secret_key)
# 撤销订单
def cancel_contract_order(self, symbol, order_id='', client_order_id=''):
"""
参数名称 是否必须 类型 描述
symbol true string BTC, ETH, ...
order_id false string 订单ID（ 多个订单ID中间以","分隔,一次最多允许撤消50个订单 ）
client_order_id false string 客户订单ID(多个订单ID中间以","分隔,一次最多允许撤消50个订单)
备注： order_id 和 client_order_id都可以用来撤单，同时只可以设置其中一种，如果设置了两种，默认以order_id来撤单。
"""
params = {"symbol": symbol}
if order_id:
params["order_id"] = order_id
if client_order_id:
params["client_order_id"] = client_order_id
request_path = '/api/v1/contract_cancel'
return api_key_post(self.__url, request_path, params, self.__access_key, self.__secret_key)
# 全部撤单
def cancel_all_contract_order(self, symbol):
"""
symbol: BTC, ETH, ...
"""
params = {"symbol": symbol}
request_path = '/api/v1/contract_cancelall'
return api_key_post(self.__url, request_path, params, self.__access_key, self.__secret_key)
# 获取合约订单信息
def get_contract_order_info(self, symbol, order_id='', client_order_id=''):
"""
参数名称 是否必须 类型 描述
symbol true string BTC, ETH, ...
order_id false string 订单ID（ 多个订单ID中间以","分隔,一次最多允许查询20个订单 ）
client_order_id false string 客户订单ID(多个订单ID中间以","分隔,一次最多允许查询20个订单)
备注：order_id和client_order_id都可以用来查询，同时只可以设置其中一种，如果设置了两种，默认以order_id来查询。
"""
params = {"symbol": symbol}
if order_id:
params["order_id"] = order_id
if client_order_id:
params["client_order_id"] = client_order_id
request_path = '/api/v1/contract_order_info'
return api_key_post(self.__url, request_path, params, self.__access_key, self.__secret_key)
# 获取合约订单明细信息
def get_contract_order_detail(self, symbol, order_id, order_type, created_at, page_index=None, page_size=None):
"""
参数名称 是否必须 类型 描述
symbol true string "BTC","ETH"...
order_id true long 订单id
order_type true int 订单类型。1:报单， 2:撤单， 3:爆仓， 4:交割
created_at true number 订单创建时间
page_index false int 第几页,不填第一页
page_size false int 不填默认20，不得多于50
"""
params = {"symbol": symbol,
"order_id": order_id,
"order_type": order_type,
"created_at": created_at}
if page_index:
params["page_index"] = page_index
if page_size:
params["page_size"] = page_size
request_path = '/api/v1/contract_order_detail'
return api_key_post(self.__url, request_path, params, self.__access_key, self.__secret_key)
# 获取合约当前未成交委托
def get_contract_open_orders(self, symbol=None, page_index=None, page_size=None):
"""
参数名称 是否必须 类型 描述
symbol false string "BTC","ETH"...
page_index false int 第几页,不填第一页
page_size false int 不填默认20，不得多于50
"""
params = {}
if symbol:
params["symbol"] = symbol
if page_index:
params["page_index"] = page_index
if page_size:
params["page_size"] = page_size
request_path = '/api/v1/contract_openorders'
return api_key_post(self.__url, request_path, params, self.__access_key, self.__secret_key)
# 获取合约历史委托
def get_contract_history_orders(self, symbol, trade_type, type, status, create_date,
page_index=None, page_size=None):
"""
参数名称 是否必须 类型 描述 取值范围
symbol true string 品种代码 "BTC","ETH"...
trade_type true int 交易类型 0:全部,1:买入开多,2: 卖出开空,3: 买入平空,4: 卖出平多,5: 卖出强平,6: 买入强平,7:交割平多,8: 交割平空
type true int 类型 1:所有订单、2：结束汏订单
status true int 订单状态 0:全部,3:未成交, 4: 部分成交,5: 部分成交已撤单,6: 全部成交,7:已撤单
create_date true int 日期 7，90（7天或者90天）
page_index false int 页码，不填默认第1页
page_size false int 不填默认20，不得多于50
"""
params = {"symbol": symbol,
"trade_type": trade_type,
"type": type,
"status": status,
"create_date": create_date}
if page_index:
params["page_index"] = page_index
if page_size:
params["page_size"] = page_size
request_path = '/api/v1/contract_hisorders'
return api_key_post(self.__url, request_path, params, self.__access_key, self.__secret_key)
