【量化交易】OKX的登录验证配置

最新推荐文章于 2025-04-24 21:59:55 发布

weixin_39418866

最新推荐文章于 2025-04-24 21:59:55 发布

阅读量2k

点赞数

文章标签： python 开发语言

本文链接：https://blog.csdn.net/weixin_39418866/article/details/129541745

版权

在配置OKX的时候出现了两个问题：

1、timestamp request expired

2、invalid sign

第一个问题，我一开始是以为服务器与交易所时间不匹配，但通过datetime.utcnow()可以知道时间匹配。最终发现是输入的时间格式是2023-03-14T14:13:28.849Z。于是就修改为下面的get time函数。

第二个问题，比较诡异。根据文本，在加密时，是message在前，secret key在后，不知道是不是python的这个包的原因。在python中要secret key在前，message在后。

import base64
import datetime as dt
import hmac
import requests

APIKEY = os.getenv('KEY')
APISECRET = os.getenv('SECRET')
PASS = os.getenv('PASSPHRASE')
BASE_URL = 'https://www.okx.com'

def send_signed_request(http_method, url_path, payload={}):
    '''
    See https://stackoverflow.com/questions/66486374/how-to-sign-an-okex-api-request
    '''
    def get_time():
        return dt.datetime.utcnow().isoformat()[:-3]+'Z'
    
    def signature(timestamp, method, request_path, body, secret_key):
        if str(body) == '{}' or str(body) == 'None':
            body = ''
        message = str(timestamp) + str.upper(method) + request_path + str(body)
        mac = hmac.new(bytes(secret_key, encoding='utf8'), bytes(message, encoding='utf-8'), digestmod='sha256')
        d = mac.digest()
        return base64.b64encode(d)
    
    # set request header
    def get_header(request='GET', endpoint='', body:dict=dict()):
        cur_time = get_time()
        header = dict()
        header['CONTENT-TYPE'] = 'application/json'
        header['OK-ACCESS-KEY'] = APIKEY
        header['OK-ACCESS-SIGN'] = signature(cur_time, request, endpoint , body, APISECRET)
        header['OK-ACCESS-TIMESTAMP'] = str(cur_time)
        header['OK-ACCESS-PASSPHRASE'] = PASS
        return header

    url = BASE_URL + url_path
    header = get_header(http_method, url_path, payload)
    print(url)
    print(header)
    response = requests.get(url, headers=header)
    response.json()
    return response.json()

send_signed_request("GET", "/api/v5/account/balance", payload={})