mirror of
https://github.com/wassname/libcryptomarket.git
synced 2026-09-09 11:25:52 +08:00
[#9] Add BitMEX API
This commit is contained in:
Gavin.Chan
@@ -4,4 +4,4 @@
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__author__ = """Gavin Chan"""
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__email__ = 'gavincyi@gmail.com'
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__version__ = '0.1.4'
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__version__ = '0.1.5rc1'
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@@ -0,0 +1,85 @@
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#!/bin/python
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from libcryptomarket.api.exchange_api import ExchangeApi
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class BitmexApi(ExchangeApi):
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"""BitMEX API connector.
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"""
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def __init__(self, public_key, private_key, logger=None):
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"""Constructor.
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:param public_key: Public key.
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:param private_key: Private key.
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:param logger: Logger.
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"""
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ExchangeApi.__init__(self, public_key, private_key, logger)
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@classmethod
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def get_url(cls):
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"""Get API url.
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"""
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return 'https://www.bitmex.com/api/v1/'
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@classmethod
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def get_public_calls(cls):
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"""Get public API calls.
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"""
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return {
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"funding": "GET",
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"instrument": "GET",
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"instrument/active": "GET",
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"instrument/activeAndIndices": "GET",
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"instrument/activeIntervals": "GET",
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"instrument/compositeIndex": "GET",
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"instrument/indices": "GET",
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"insurance": "GET",
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"liquidation": "GET",
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"orderbook/l2": "GET",
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"quote": "GET",
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"quote/bucketed": "GET",
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"settlement": "GET",
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"stats": "GET",
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"stats/history": "GET",
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"stats/history/usd": "GET",
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"trade": "GET",
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"trade/bucketed": "GET",
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}
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@classmethod
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def get_private_calls(cls):
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"""Get public API calls.
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"""
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return {}
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@classmethod
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def translate_call_name(cls, name):
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"""Translate API call name.
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The class method name is always underscored (aligned with Python
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standard.) This method is to translate underscored name to exchange
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API call name.
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:param name: Method name (underscored).
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"""
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return name.replace("_", "/")
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def _request_public(self, name, http_method, **kwargs):
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"""Request public API call.
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:param name: Method name.
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:param http_method: HTTP method (POST, GET, DELETE).
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"""
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return self._send_request(
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command=name, http_method=http_method, params=kwargs, data=None)
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def _request_private(self, name, http_method, **kwargs):
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"""Request private API call.
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:param name: Method name.
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:param http_method: HTTP method (POST, GET, DELETE).
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"""
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# return self._send_request(
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# command=name, http_method=http_method, params=kwargs,
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# public_key=self._public_key, private_key=self._private_key)
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raise NotImplementedError("request private is not implemented.")
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@@ -0,0 +1,216 @@
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#!/bin/python
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import requests
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import hmac
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import hashlib
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import urllib
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import json
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from functools import partial
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from time import time
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class ExchangeApi:
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"""Exchange API connector.
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"""
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def __init__(self, public_key, private_key, logger=None):
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"""Constructor.
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:param public_key: Public key.
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:param private_key: Private key.
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:param logger: Logger.
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"""
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self._public_key = public_key
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self._private_key = private_key
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self._logger = logger
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@classmethod
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def get_url(cls):
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"""Get API url.
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"""
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raise NotImplementedError("Url getter not implemented")
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@classmethod
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def get_public_url(cls):
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"""Get public API url.
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"""
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raise NotImplementedError("Public url getter not implemented")
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@classmethod
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def get_private_url(cls):
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"""Get private API url.
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"""
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raise NotImplementedError("Private url getter not implemented")
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@classmethod
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def get_public_calls(cls):
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"""Get public API calls.
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"""
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raise NotImplementedError("Public API calls getter not implemented")
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@classmethod
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def get_private_calls(cls):
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"""Get private API calls.
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"""
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raise NotImplementedError("Private API calls getter not implemented")
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@classmethod
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def translate_call_name(cls, name):
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"""Translate API call name.
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The class method name is always underscored (aligned with Python
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standard.) This method is to translate underscored name to exchange
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API call name.
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:param name: Method name (underscored).
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"""
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return name
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def __getattr__(self, name):
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"""Get attribute.
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"""
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name = self.translate_call_name(name)
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if name in self.get_public_calls().keys():
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return partial(self._request_public, name=name,
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http_method=self.get_public_calls()[name])
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elif name in self.get_private_calls().keys():
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return partial(self._request_private, name=name,
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http_method=self.get_private_calls()[name])
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else:
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raise AttributeError("Trading method ({0}) ".format(name) +
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"is not defined.")
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def _request_public(self, name, http_method, **kwargs):
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"""Request public API call.
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:param name: Method name.
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:param http_method: HTTP method (POST, GET, DELETE).
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"""
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raise NotImplementedError("Public API request not implemented")
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def _request_private(self, name, http_method, *kwargs):
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"""Request private API call.
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:param name: Method name.
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:param http_method: HTTP method (POST, GET, DELETE).
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"""
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raise NotImplementedError("Private API request not implemented")
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# ======================================================================
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# Requests
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# ======================================================================
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@classmethod
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def _generate_nonce(cls):
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"""Generate an increasing unique number.
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"""
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return int(round(time() * 1000))
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@classmethod
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def _generate_headers(cls, command, http_method, params, data,
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public_key, private_key):
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"""Generate headers.
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:param command: Command.
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:param http_method: HTTP method, for example GET.
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:param params: Parameters.
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:param data: Data.
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:param public_key: Public key.
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:param private_key: Private key.
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"""
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raise NotImplementedError("Not yet implemented.")
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@classmethod
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def _generate_auth(cls, public_key, private_key):
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"""Generate authentication.
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:param public_key: Public key.
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:param private_key: Private key.
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"""
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raise NotImplementedError("Not yet implemented.")
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@classmethod
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def _generate_data(cls, data):
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"""Generate data.
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:param data: Dict containing data information.
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"""
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raise NotImplementedError("Not yet implemented.")
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def _send_request(self, command, http_method, params=None, data=None,
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public_method=False):
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"""Send request.
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:param command: API command.
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:param http_method: Http method.
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:param api_key: API key.
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:param params: Input parameters, which will be parsed
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as "?key1=value1...".
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:param data: Data.
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:param public_method: Indicate if the request is a public method.
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:return: JSON object.
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"""
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http_method = http_method.upper()
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if http_method == "DELETE":
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R = requests.delete
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elif http_method == "GET":
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R = requests.get
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elif http_method == "POST":
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R = requests.post
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else:
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raise ValueError("Http method must be either DELETE, GET or "
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"POST.")
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# Get url
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url = self.get_url()
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if url is None:
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if public_method:
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url = self.get_public_url()
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else:
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url = self.get_private_url()
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if url is None:
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raise NotImplementedError("Url cannot be None.")
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if command is not None or command == "":
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url = '/'.join([url, command])
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# Get data
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if data is not None:
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data = self._format_data(data)
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else:
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data = ""
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# Get headers and auth
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if (self._public_key is not None and self._private_key is not None and
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not public_method):
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headers = self._generate_headers(command, http_method, params,
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data, self._public_key,
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self._private_key)
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auth = self._generate_auth(self._public_key, self._private_key)
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else:
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headers = None
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auth = None
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if self._logger is not None:
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self._logger.info(">>> OUT:\n%s" % json.dumps({
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"Method": http_method,
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"Url": url,
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"Params": params,
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"Data": data,
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"Headers": headers
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}))
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if auth is None:
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response = R(url, params=params, data=data, headers=headers)
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else:
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response = R(url, params=params, data=data, headers=headers,
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auth=auth)
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if self._logger is not None:
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self._logger.info("<<< IN:\n%s" % json.dumps({
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"Status code": response.status_code,
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"Text": response.text
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}))
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return response
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@@ -5,7 +5,7 @@ import hashlib
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import urllib
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from functools import partial
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from libcryptomarket.api.rest_api_connector import RestApiConnector
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from libcryptomarket.api.exchange_api import ExchangeApi
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API_URL = "https://poloniex.com/public?command="
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VALID_PERIODS = [300, 900, 1800, 7200, 14400, 86400]
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@@ -66,80 +66,130 @@ def get_return_order_book(currency_pair, depth=10):
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return r.json()
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class PoloniexApi(RestApiConnector):
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class PoloniexApi(ExchangeApi):
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"""Poloniex API.
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"""
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URL = 'https://poloniex.com/tradingApi'
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AVAILABLE_TRADING_API = [
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"returnBalances",
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"returnCompleteBalances",
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"returnDepositAddresses",
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"generateNewAddress",
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"returnDepositsWithdrawals",
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"returnOpenOrders",
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"returnTradeHistory",
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"returnOrderTrades",
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"buy",
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"sell",
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"cancelOrder",
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"moveOrder",
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"withdraw",
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"returnFeeInfo",
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"returnAvailableAccountBalances",
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"returnTradableBalances",
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"transferBalance",
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"returnMarginAccountSummary",
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"marginBuy",
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"marginSell",
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"getMarginPosition",
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"closeMarginPosition",
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"createLoanOffer",
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"cancelLoanOffer",
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"returnOpenLoanOffers",
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"returnActiveLoans",
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"returnLendingHistory",
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"toggleAutoRenew",
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]
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def __init__(self, public_key, private_key, logger=None):
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def __init__(self, public_key=None, private_key=None, logger=None):
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"""Constructor.
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:param public_key: Public key.
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:param private_key: Private key.
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:param logger: Logger.
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"""
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RestApiConnector.__init__(self, url=PoloniexApi.URL, logger=logger)
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ExchangeApi.__init__(self, public_key, private_key, logger)
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self.__public_key = public_key
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self.__private_key = private_key
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def __getattr__(self, name):
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"""Get attribute.
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@classmethod
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def get_url(cls):
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"""Get API url.
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"""
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if name in PoloniexApi.AVAILABLE_TRADING_API:
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return partial(self._request, command=name, http_method="POST")
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else:
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raise AttributeError("Trading method ({0}) ".format(name) +
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"is not defined.")
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return None
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def _request(self, command, **kwargs):
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"""Send request.
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:param kwargs: Named arguments.
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@classmethod
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def get_public_url(cls):
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"""Get public API url.
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"""
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kwargs["command"] = command
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kwargs["nonce"] = self._generate_nonce()
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return 'https://poloniex.com/public'
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@classmethod
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def get_private_url(cls):
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"""Get private API url.
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"""
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return 'https://poloniex.com/tradingApi'
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@classmethod
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def get_public_calls(cls):
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"""Get public API calls.
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"""
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return {
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"returnTicker": "GET",
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"return24Volume": "GET",
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"returnOrderBook": "GET",
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"returnTradeHistory": "GET",
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"returnChartData": "GET",
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"returnCurrencies": "GET",
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"returnTicker": "GET",
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"returnLoanOrders": "GET",
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}
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@classmethod
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def get_private_calls(cls):
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"""Get public API calls.
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"""
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return {
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"returnBalances": "POST",
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"returnCompleteBalances": "POST",
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"returnDepositAddresses": "POST",
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"generateNewAddress": "POST",
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"returnDepositsWithdrawals": "POST",
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"returnOpenOrders": "POST",
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"returnTradeHistory": "POST",
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"returnOrderTrades": "POST",
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"buy": "POST",
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"sell": "POST",
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"cancelOrder": "POST",
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"moveOrder": "POST",
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"withdraw": "POST",
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"returnFeeInfo": "POST",
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"returnAvailableAccountBalances": "POST",
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"returnTradableBalances": "POST",
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"transferBalance": "POST",
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"returnMarginAccountSummary": "POST",
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"marginBuy": "POST",
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"marginSell": "POST",
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"getMarginPosition": "POST",
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"closeMarginPosition": "POST",
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"createLoanOffer": "POST",
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"cancelLoanOffer": "POST",
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"returnOpenLoanOffers": "POST",
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"returnActiveLoans": "POST",
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"returnLendingHistory": "POST",
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"toggleAutoRenew": "POST"
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}
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@classmethod
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def translate_call_name(cls, name):
|
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"""Translate API call name.
|
||||
|
||||
The class method name is always underscored (aligned with Python
|
||||
standard.) This method is to translate underscored name to exchange
|
||||
API call name.
|
||||
|
||||
:param name: Method name (underscored).
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"""
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splitted_names = name.split('_')
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if len(splitted_names) > 1:
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splitted_names = ([splitted_names[0]] +
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[n.title() for n in splitted_names[1:]])
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return ''.join(splitted_names)
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def _request_public(self, name, http_method, **kwargs):
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"""Request public API call.
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|
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:param name: Method name.
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:param http_method: HTTP method (POST, GET, DELETE).
|
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"""
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kwargs['command'] = name
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return self._send_request(
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command="",
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http_method="POST",
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public_key=self.__public_key,
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private_key=self.__private_key,
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params=None,
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data=kwargs)
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command=None, http_method=http_method, params=kwargs,
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public_method=True)
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|
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def _generate_auth(self, public_key, private_key):
|
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def _request_private(self, name, http_method, **kwargs):
|
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"""Request private API call.
|
||||
|
||||
:param name: Method name.
|
||||
:param http_method: HTTP method (POST, GET, DELETE).
|
||||
"""
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kwargs['command'] = name
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kwargs['nonce'] = self._generate_nonce()
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|
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return self._send_request(
|
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command=None, http_method=http_method, params=None, data=kwargs)
|
||||
|
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@classmethod
|
||||
def _generate_auth(cls, public_key, private_key):
|
||||
"""Generate authentication.
|
||||
|
||||
:param public_key: Public key.
|
||||
@@ -147,7 +197,8 @@ class PoloniexApi(RestApiConnector):
|
||||
"""
|
||||
return None
|
||||
|
||||
def _generate_headers(self, command, http_method, params, data,
|
||||
@classmethod
|
||||
def _generate_headers(cls, command, http_method, params, data,
|
||||
public_key, private_key):
|
||||
"""Generate headers.
|
||||
|
||||
@@ -168,12 +219,10 @@ class PoloniexApi(RestApiConnector):
|
||||
|
||||
return header
|
||||
|
||||
def _format_data(self, data):
|
||||
@classmethod
|
||||
def _format_data(cls, data):
|
||||
"""Format the data to exchange desirable format.
|
||||
|
||||
:param data: Data.
|
||||
"""
|
||||
if data is None:
|
||||
return ""
|
||||
else:
|
||||
return data
|
||||
return data
|
||||
|
||||
@@ -0,0 +1,50 @@
|
||||
from functools import partial
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
import pandas as pd
|
||||
|
||||
|
||||
def historical_ticker(source, symbol, period, start_time=None, end_time=None):
|
||||
"""Return historical ticker.
|
||||
|
||||
:param source: Source, an Exchange API object.
|
||||
:param start_time: Start time, datetime object.
|
||||
:param end_time: Start time, datetime object.
|
||||
"""
|
||||
# Validation
|
||||
if start_time is not None and not isinstance(start_time, datetime):
|
||||
raise ValueError("Start time is not a datetime object.")
|
||||
|
||||
if end_time is not None and not isinstance(end_time, datetime):
|
||||
raise ValueError("End time is not a datetime object.")
|
||||
|
||||
# Source object name
|
||||
source_name = source.__class__.__name__.lower().replace("api", "")
|
||||
|
||||
if source_name == "poloniex":
|
||||
# Exchange validation
|
||||
if start_time is None and end_time is None:
|
||||
raise ValueError("Start time and end time cannot be both None.")
|
||||
|
||||
request_func = partial(source.return_chart_data, currencyPair=symbol,
|
||||
period=period)
|
||||
|
||||
if start_time is not None:
|
||||
request_func = partial(request_func,
|
||||
start=start_time.timestamp())
|
||||
if end_time is not None:
|
||||
request_func = partial(request_func,
|
||||
end=end_time.timestamp())
|
||||
data = request_func()
|
||||
data.raise_for_status()
|
||||
data = pd.DataFrame(data.json())
|
||||
data['date'] = data['date'].apply(
|
||||
lambda x: pd.to_datetime(x, unit='s'))
|
||||
data = data.set_index(['date'])
|
||||
data.index.name = 'datetime'
|
||||
data.columns.name = symbol
|
||||
|
||||
return data
|
||||
else:
|
||||
raise ValueError("Source (%s [%s]) does not support historical ticker"
|
||||
% (source, source_name))
|
||||
@@ -1,5 +1,5 @@
|
||||
from functools import partial
|
||||
from datetime import datetime
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
import pandas as pd
|
||||
|
||||
@@ -73,6 +73,55 @@ def get_historical_prices(source='cryptocompare', symbol=None, exchange=None,
|
||||
|
||||
return _get_historical_prices_poloniex(symbol, period,
|
||||
from_time, to_time)
|
||||
elif source == 'bitmex':
|
||||
if exchange is not None:
|
||||
raise ValueError("Bitmex does not need exchange parameter.")
|
||||
|
||||
# Validate and transform periods
|
||||
valid_periods = ["1m", "5m", "1h", "1d"]
|
||||
|
||||
period = period.lower()
|
||||
if period not in valid_periods:
|
||||
raise ValueError("Periods is not valid. " +
|
||||
("Valid values (%s)" % str(valid_periods)))
|
||||
|
||||
# Validate and transform to_time and from_time
|
||||
if (to_time is not None and from_time is not None and
|
||||
to_time <= from_time):
|
||||
raise ValueError("From time should not be greater than or "
|
||||
"equal to to time.")
|
||||
|
||||
ret = []
|
||||
|
||||
while from_time is None or to_time is None or from_time < to_time:
|
||||
# Import and query
|
||||
from libcryptomarket.api.bitmex_api import BitmexApi
|
||||
exchange = BitmexApi(public_key=None, private_key=None, logger=None)
|
||||
func = partial(exchange.trade_bucketed, symbol=symbol,
|
||||
binSize=period)
|
||||
|
||||
if from_time is not None:
|
||||
from_time_s = from_time.strftime("%Y-%m-%dT%H:%M:%S")
|
||||
func = partial(func, startTime=from_time_s)
|
||||
|
||||
if to_time is not None:
|
||||
to_time_s = to_time.strftime("%Y-%m-%dT%H:%M:%S")
|
||||
func = partial(func, endTime=to_time_s)
|
||||
|
||||
data = func()
|
||||
data.raise_for_status()
|
||||
data = pd.DataFrame(data.json())
|
||||
|
||||
if len(data) > 0:
|
||||
ret.append(data)
|
||||
from_time = data.iloc[-1, :]['timestamp'][:-5]
|
||||
from_time = datetime.strptime(from_time, "%Y-%m-%dT%H:%M:%S")
|
||||
from_time = from_time + timedelta(seconds=1)
|
||||
else:
|
||||
break
|
||||
|
||||
return pd.concat(ret)
|
||||
|
||||
else:
|
||||
raise ValueError("No source is called {0}".format(source))
|
||||
|
||||
|
||||
Reference in New Issue
Block a user