python 调用okex api_OKEX API v1 SDK基于 Python 实现

#!/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

importtime,datetimeimportjsonimportmathimporthashlib,hmacimportnumpy as npimportwebsocketimportsysfrom base.exchange importEXCHANGEclassOKEX(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

defmarkets(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()})returnlist#精度

defprecisions(self):

url= self._api_url + '/api/spot/v3/instruments'result=self.http_request(url)

dict={}for item inresult:

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_dictreturndict#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"])}returndict#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 inresult:

list.append({'id': int(item["tid"]), 'time': item["date_ms"], 'price': item["price"], 'quantity': item["amount"], 'direction': item["type"]})returnlist#获取的K线数据

def kline(self, symbol = 'btc_usdt', interval = '1hour', limit = 120, start = None, end =None):

xdict={"1min":"1min","3min":"3min","5min":"5min","10min":"","15min":"15min","30min":"30min","1hour":"1hour","2hour":"2hour","3hour":"","4hour":"4hour","6hour":"6hour","8hour":"","12hour":"12hour","1day":"1day","3day":"3day","1week":"1week","2week":"","1month":""}if notxdict[interval]:print('不支持的K线周期 %s not support %s'%(self._exchange, interval))returnNone

url= self._api_url + '/api/v1/kline.do?symbol=%s&type=%s&size=%s'%(self._x_symbol(symbol), xdict[interval], limit)if start: #如果指定了size，则优先size

url += '&since=%s'%(start) + "000" #毫秒级时间戳

print(url)

result=self.http_request(url)

npa= np.array(result, dtype='float64')if (npa.shape[0] < 60):

self._x_print(symbol, sys._getframe().f_code.co_name, interval+ "数组维度过小" +str(npa.shape[0]))

stamp, open, high, low, close, volume= npa.T[0] / 1000, npa.T[1], npa.T[2], npa.T[3], npa.T[4], npa.T[5]returnstamp, open, high, low, close, volume#获取用户账户资产信息

defaccount(self):

url= self._api_url + '/api/v1/userinfo.do'params={'api_key': self._apikey

}

params['sign'] =self.signature(params)

result= self.http_request(url, "POST", params)

dict={}

i= 1

for item in result["info"]["funds"]["free"]:

dict[item.upper()]= {'free': float(result["info"]["funds"]["free"][item]), 'locked': float(result["info"]["funds"]["freezed"][item]), 'total': float(result["info"]["funds"]["free"][item]) + float(result["info"]["funds"]["freezed"][item])}returndict#下单 {'result': True, 'orderid': 342856847}

def order(self, symbol, side, type, quantity=None, price=None):if side not in ["BUY", "SELL"] or type not in ["LIMIT", "MARKET"]:raise Exception("ERROR params side %s type %s"%(side, type))returnurl= self._api_url + '/api/v1/trade.do'

#买卖类型：限价单(buy/sell) 市价单(buy_market/sell_market)

new_type = "_".join([side, type]).lower() if type == "MARKET" elseside.lower()

params={'api_key':self._apikey,'symbol':self._x_symbol(symbol),'type':new_type,'price':price,'amount':quantity

}

params.pop('amount') if side in ["BUY"] and type in ["MARKET"] else None #市价买单不传amount

params.pop('price') if side in ["SELL"] and type in ["MARKET"] else None #市价卖单不传price

#print(params)

params['sign'] =self.signature(params)

result= self.http_request(url, "POST", params)if 'result' inresult:return {'result': result['result'], 'orderid': result['order_id']}elif 'error_code' inresult:return {'result': False, 'errcode': result['error_code'], 'errmsg': "https://github.com/okcoin-okex/API-docs-OKEx.com/tree/master/API-For-Spot-CN"}else:returnresult#撤销订单 {'result': True}

deforder_cancel(self, symbol, orderid):

url= self._api_url + '/api/v1/cancel_order.do'params={'api_key':self._apikey,'symbol':self._x_symbol(symbol),'order_id':orderid

}

params['sign'] =self.signature(params)

result= self.http_request(url, "POST", params)return {'result': result['result']}#查询订单

deforder_query(self, symbol, orderid):

url= self._api_url + '/api/v1/order_info.do'params={'api_key':self._apikey,'symbol':self._x_symbol(symbol),'order_id':orderid

}

params['sign'] =self.signature(params)

result= self.http_request(url, "POST", params)#print(result)

types ={

0:"SUBMITTED",1:"PARTIALLY_FILLED",2:"FILLED",-1:"CANCELED",4:"OTHER"}#print(len(result["orders"])) > 0

if (result["result"]):

dict={'symbol': result["orders"][0]["symbol"],'orderid': result["orders"][0]["order_id"],'price': result["orders"][0]["price"],'avg_price':result["orders"][0]["avg_price"],'quantity': result["orders"][0]["amount"],'status': types[result["orders"][0]["status"]],'type': result["orders"][0]["type"],'time': result["orders"][0]["create_date"],

}returndictelse:return {'result': False, 'errcode': result["error_code"], 'errmsg': "empty data"}#签名函数

defsignature(self, params):

sign= ''

for key insorted(params.keys()):

sign+= key + '=' + str(params[key]) +'&'data= sign+'secret_key='+self._secretreturn hashlib.md5(data.encode("utf8")).hexdigest().upper()#websocket 连接 https://www.cnblogs.com/fangbei/p/okex-api-v1.html

defwebsocket_conn(self):try:

self.ws=websocket.create_connection(self._ws_url)

time.sleep(1)except:print("WebSocket Connect Error %s" %(self._exchange))else:returnself.ws#websocket订阅函数，目前支持ticker, depth两种频道

def websocket_sub(self, symbol = 'BTC_USDT', channel="depth"):if channel == "depth":

channel= channel + "_5"sub= {"event": "addChannel", "channel": '_'.join(['ok_sub_spot', self._x_symbol(symbol), channel])}#print(sub)

self.ws.send(json.dumps(sub))returnself.ws#websocket 接收数据格式化，格式和REST统一

'''while True:

data = exchange.websocket_fmt(channel, ws.recv())

print(data)'''

defwebsocket_fmt(self, channel, data):

result=json.loads(data)[0]

dict={}if channel == "depth" and "channel" in result and "depth" in result["channel"]:#print(result)

bids, asks =[], []for i in range(len(result["data"]["bids"])):

bids.append(list(map(float, [result["data"]["bids"][i][0], result["data"]["bids"][i][1]])))

asks.append(list(map(float, [result["data"]["asks"][i][0], result["data"]["asks"][i][1]])))

dict= {'asks': asks, 'bids': bids}#self.print_depth(dict)

if channel == "ticker" and "channel" in result and "ticker" in result["channel"]:

dict= {'bid': float(result["data"]["buy"]), 'ask': float(result["data"]["sell"]), 'last': float(result["data"]["last"])}if 'event' inresult:

pong= {"event" : "pong"}

self.ws.send(json.dumps(pong))returndict#websocket 接收数据 带 币种 组成字典，用于同频道多个币种的订阅，如三角套利

defwebsocket_fmt_multi(self, channel, data):

result=json.loads(data)[0]

dict={}if 'event' inresult:

pong= {"event" : "pong"}

self.ws.send(json.dumps(pong))if channel == "depth" and "data" in result and "depth" in result["channel"] and "bids" in result["data"] and "asks" in result["data"]:

symbol= result['channel'].split("spot_")[-1].split("_depth")[0].upper()#symbol = result['channel'].replace("_depth_5","").replace("ok_sub_spot_","").upper()

values =self.websocket_fmt(channel, data)

dict={symbol: values}return dict