OKEX API v1 SDK基于 Python 实现

最新推荐文章于 2021-08-26 15:47:27 发布

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最新推荐文章于 2021-08-26 15:47:27 发布 · 600 阅读

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本文深入解析OKEx交易所API的使用方法，包括市场数据获取、交易操作、账户信息查询等核心功能，并提供了详细的代码示例，帮助开发者快速上手。

#!/usr/bin/python
# -*- coding: utf-8 -*-
# Note: it is okex v1. okex v3 api has many bugs, for example kline don't support 1hour when set start or end 
# https://www.cnblogs.com/fangbei/p/okex-api-v1.html

import time,datetime
import json
import math
import hashlib,hmac
import numpy as np
import websocket
import sys
from base.exchange import EXCHANGE

class OKEX(EXCHANGE):

    _api_url = "https://www.okex.com"
    _ws_url = "wss://real.okex.com:10441/websocket"


    ''' 初始化
    def __init__(self, apikey="", secret=""):
        self.__apikey = apikey
        self.__secret = secret
    '''

    # 货币对列表
    def markets(self):
        url = self._api_url + '/v2/spot/markets/products'
        result = self.http_request(url)
        list = []
        for item in result["data"]:
            if item["online"] == 1:
                temp = item["symbol"].split("_")
                list.append({
    
    'symbol': item["symbol"], 'base': temp[0].upper(), 'quote': temp[1].upper()})
        return list

    # 精度
    def precisions(self):
        url = self._api_url + '/api/spot/v3/instruments'
        result = self.http_request(url)
        dict = {}
        for item in result:
            symbol = item["base_currency"] + "_" + item["quote_currency"]
            filter_dict = {}
            filter_dict['price'] = abs(round(math.log(float(item["tick_size"]), 10)))
            filter_dict['quantity'] = abs(round(math.log(float(item["size_increment"]), 10)))
            dict[symbol] = filter_dict
        return dict

    # 获取行情
    def ticker(self, symbol = 'btc_usdt'):
        url = self._api_url + '/api/v1/ticker.do?symbol=%s'%(self._x_symbol(symbol))
        result = self.http_request(url)
        dict = {
   
   'bid': float(result["ticker"]["buy"]), 'ask': float(result["ticker"]["sell"]), 'last': float(result["ticker"]["last"])}
        return dict

    # 获取市场深度
    def depth(self, symbol = 'btc_usdt'):
        url = self._api_url + '/api/v1/depth.do?symbol=%s'%(self._x_symbol(symbol))
        depth = self.http_request(url)
        depth['asks'].sort(key=lambda x:x[0], reverse=False)
        depth['bids'].sort(key=lambda x:x[0], reverse=True)
        return depth   #标准格式，不用转换

    # # 获取交易信息(60条)
    def trades(self, symbol = 'btc_usdt', limit = 60):
        url = self._api_url + '/api/v1/trades.do?symbol=%s'%(self._x_symbol(symbol))
        # print(url)
        result = self.http_request(url)
        list = []
        for item in result:
            list.append({
    
    'id': int(item["tid"]), '