enriched README.md
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Kate Hu
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README.md
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README.md
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[TOC]
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### Overview
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This is an unofficial Python wrapper for the [OKX exchange REST API v5](https://www.okx.com/docs-v5/en/)
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### 如何使用？
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If you came here looking to purchase cryptocurrencies from the OKX exchange, please go [here](https://www.okx.com/).
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`python版本：>=3.9
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#### Source code
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https://github.com/okxapi/python-okx
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#### OKX API Telegram
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https://t.me/OKXAPI
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#### API trading tutorials
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- Spot trading: [](https://www.okx.com/learn/spot-trading-with-jupyter-notebook)
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- Derivative trading: [](https://www.okx.com/learn/derivatives-trading-with-jupyter-notebook)
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`WebSocketAPI：autobahn.twisted>=22.10.0`
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Make sure you update often and check the [Changelog](https://www.okx.com/docs-v5/log_en/) for new features and bug fixes.
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#### 第一步：下载SDK，安装相关所需库
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### Features
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- Implementation of all Rest API endpoints.
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- Private and Public Websocket implementation
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- Testnet support
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- Websocket handling with reconnection and multiplexed connections
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1.1 下载`python SDK`
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### Quick start
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#### Prerequisites
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* 将SDK目录`Clone`或者`Download`到本地，选择使用`okx-python-sdk-api-v5`即可
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1.2 安装所需库
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```python
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pip install requests
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pip install autobahn\[twisted\]
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pip install pyOpenSSL
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```
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#### 第二步：配置个人信息
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2.1 如果还未有API，可[点击](https://www.okx.com/account/users/myApi)前往官网进行申请
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```python
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api_key = ""
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secret_key = ""
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passphrase = ""
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```
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#### 第三步：调用接口
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* RestAPI
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* 运行`example.py`
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* 解开相应方法的注释传参调用各接口即可
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* WebSocketAPI
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* 参考Test文件夹下`WsPrivate`和`WsPublic`文件示例；
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* 根据`公共频道`/`私有频道`选择对应`url`(如果是私有频道需要设置登陆信息)，传入相应参数即可。
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```python
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# WebSocket公共频道
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url = "wss://ws.okx.com:8443/ws/v5/public"
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# WebSocket私有频道
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url = "wss://ws.okx.com:8443/ws/v5/private"
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```
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```python
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# 公共频道 不需要登录（行情，持仓总量，K线，标记价格，深度，资金费率等）
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参考 WsPublicTest.py
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# 私有频道 需要登录（账户，持仓，订单等）
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参考 WsPrivateTest.py
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```
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附言：
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* 如果对API尚不了解，建议参考`OKX`官方[API文档](https://www.okx.com/docs-v5/zh/)
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* 使用RestAPI的用户可以通过参考Test文件夹下的示例，设置正确的参数即可
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* 使用WebSocketAPI的用户可以通过参考Test文件夹下的`WsPublicTest.py`和`WsPrivateTest.py`，设置正确的参数即可
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* 若使用`WebSocketAPI`遇到问题建议参考相关链接
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* `asyncio`、`websockets`文档/`github`：
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https://docs.python.org/3/library/asyncio-dev.html
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https://websockets.readthedocs.io/en/stable/intro.html
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https://github.com/aaugustin/websockets
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* 关于`code=1006`：
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https://github.com/Rapptz/discord.py/issues/1996
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https://github.com/aaugustin/websockets/issues/587
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### How to use ?
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`python version：>=3.9`
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`python version：>=3.9`
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`WebSocketAPI： autobahn.twisted>=22.10.0`
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`WebSocketAPI： websockets package advise version 6.0`
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#### Step 1: Download the SDK and install the necessary libraries
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#### Step 1: register an account on OKX and apply for an API key
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- Register account: [](https://www.okx.com/account/register)
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- Apply for an API key: [](https://www.okx.com/account/users/myApi)
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1.1 Download python SDK
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#### Step 2: install python-okx
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- `Clone` or `Download` the SDK directory to your local directory,choose to use `okx-python-sdk-api-v5`
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1.2 Install the necessary libraries
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```python
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```python
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pip install requests
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pip install python-okx
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pip install autobahn\[twisted\]
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pip install pyOpenSSL
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```
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```
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#### Step 2: Configure Personal Information
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#### Step 3: Run examples
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2.1 If you have no API，[Click here](https://www.okx.com/account/users/myApi) to the official websit to apply for the API
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2.2 Fill out all necessary informatiuon in `example.py（RestAPI）` and `websocket_example.py（WebSocketAPI）`
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- Fill in API credentials in the corresponding examples
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```python
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```python
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api_key = ""
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api_key = ""
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secret_key = ""
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secret_key = ""
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passphrase = ""
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passphrase = ""
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```
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```
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#### Step 3: Call API
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- RestAPI
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- RestAPI
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- Run `example.py`
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- For spot trading: run example/get_started_en.ipynb
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- Uncomment the corresponding method and then pass the arguments and call the interfaces
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- For derivative trading: run example/https://github.com/okxapi/python-okx/blob/master/example/trade_derivatives_en.ipynb
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- Tweak the value of the parameter `flag` (live trading: 0, demo trading: 1
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) to switch between live and demo trading environment
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- WebSocketAPI
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- WebSocketAPI
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- Open `WsPrivate`and`WsPublic`；
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- Run test/WsPrivateTest.py for private websocket channels
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- choose the right `url`(if private channel need login info).
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- Run test/WsPublicTest.py for public websocket channels
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- Use different URLs for different environment
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```python
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```python
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# WebSocket Public channel
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# WebSocket public channel
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url = "wss://ws.okx.com:8443/ws/v5/public"
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# live trading
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# WebSocket Private channel
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url = "wss://ws.okx.com:8443/ws/v5/public?brokerId=9999"
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url = "wss://ws.okx.com:8443/ws/v5/private"
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# demo trading
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url = "wss://wspap.okx.com:8443/ws/v5/public?brokerId=9999"
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# WebSocket private channel
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# live trading
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url = "wss://ws.okx.com:8443/ws/v5/private?brokerId=9999"
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# demo trading
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url = "wss://wspap.okx.com:8443/ws/v5/private?brokerId=9999"
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```
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```
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```python
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Note
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# Public channel not need login(e.g. tickers,candle,mark-price,books,funding-rate)
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refer to WsPublicTest.py
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# Private channel nedd login(e.g. account,positions,orders)
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- To learn more about OKX API, visit official [OKX API documentation](https://www.okx.com/docs-v5/en/)
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refer to WsPrivateTest.py
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```
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P.S.
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- If you face any questions when using `WebSocketAPI`,you can consult the following links
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- If you know little about API, advise consulting the offical [API document](https://www.okx.com/docs-v5/en/)
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- User with RestAPI can configure parameter `flag` in `example.py` in to choose to access to real trading or demo trading
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- User with WebSocketAPI can ucomment the corresponding `url` to choose to access to real trading or demo trading
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- Rest API support request by http2, you can refer to http2_example
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- If you face any questions when using `WebSocketAPI`,you can consult related link
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- `asyncio`、`websockets` document/`github`：
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- `asyncio`、`websockets` document/`github`：
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@ -160,6 +89,3 @@ P.S.
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https://github.com/Rapptz/discord.py/issues/1996
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https://github.com/Rapptz/discord.py/issues/1996
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https://github.com/aaugustin/websockets/issues/587
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https://github.com/aaugustin/websockets/issues/587
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```
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```
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import json
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import time
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import okx.Account as Account
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async def http2_request(request, parameters):
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while 1:
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begin = time.time()
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if type(parameters) is list:
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result = request(*parameters)
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else:
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result = request(**parameters)
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end = time.time()
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cost = end - begin
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print(f'request_cost:{cost}\nresponse_body:{json.dumps(result)}')
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api_key = ""
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secret_key = ""
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passphrase = ""
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# flag是实盘与模拟盘的切换参数 flag is the key parameter which can help you to change between demo and real trading.
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# flag = '1' # 模拟盘 demo trading
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flag = '0' # 实盘 real tradiang
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if __name__ == '__main__':
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# account api
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accountAPI = Account.AccountAPI(api_key, secret_key, passphrase, False, flag)
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accountAPI.get_account_config()
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accountAPI.get_greeks('BTC')
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import asyncio
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import base64
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import datetime
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import hmac
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import json
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import time
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import zlib
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import requests
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import websockets
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def get_timestamp():
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now = datetime.datetime.now()
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t = now.isoformat("T", "milliseconds")
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return t + "Z"
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def get_server_time():
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url = "https://www.okx.com/api/v5/public/time"
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response = requests.get(url)
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if response.status_code == 200:
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return response.json()['data'][0]['ts']
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else:
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return ""
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def get_local_timestamp():
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return int(time.time())
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def login_params(timestamp, api_key, passphrase, secret_key):
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message = timestamp + 'GET' + '/users/self/verify'
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mac = hmac.new(bytes(secret_key, encoding='utf8'), bytes(message, encoding='utf-8'), digestmod='sha256')
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d = mac.digest()
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sign = base64.b64encode(d)
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login_param = {"op": "login", "args": [{"apiKey": api_key,
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"passphrase": passphrase,
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"timestamp": timestamp,
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"sign": sign.decode("utf-8")}]}
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login_str = json.dumps(login_param)
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return login_str
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def partial(res):
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data_obj = res['data'][0]
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bids = data_obj['bids']
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asks = data_obj['asks']
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instrument_id = res['arg']['instId']
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# print('全量数据bids为：' + str(bids))
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# print('档数为：' + str(len(bids)))
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# print('全量数据asks为：' + str(asks))
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# print('档数为：' + str(len(asks)))
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return bids, asks, instrument_id
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def update_bids(res, bids_p):
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# 获取增量bids数据
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bids_u = res['data'][0]['bids']
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# print('增量数据bids为：' + str(bids_u))
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# print('档数为：' + str(len(bids_u)))
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# bids合并
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for i in bids_u:
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bid_price = i[0]
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for j in bids_p:
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if bid_price == j[0]:
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if i[1] == '0':
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bids_p.remove(j)
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break
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else:
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del j[1]
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j.insert(1, i[1])
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break
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else:
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if i[1] != "0":
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bids_p.append(i)
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else:
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bids_p.sort(key=lambda price: sort_num(price[0]), reverse=True)
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# print('合并后的bids为：' + str(bids_p) + '，档数为：' + str(len(bids_p)))
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return bids_p
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def update_asks(res, asks_p):
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# 获取增量asks数据
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asks_u = res['data'][0]['asks']
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# print('增量数据asks为：' + str(asks_u))
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# print('档数为：' + str(len(asks_u)))
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# asks合并
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for i in asks_u:
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ask_price = i[0]
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for j in asks_p:
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if ask_price == j[0]:
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if i[1] == '0':
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asks_p.remove(j)
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break
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else:
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del j[1]
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j.insert(1, i[1])
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break
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else:
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if i[1] != "0":
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asks_p.append(i)
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else:
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asks_p.sort(key=lambda price: sort_num(price[0]))
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# print('合并后的asks为：' + str(asks_p) + '，档数为：' + str(len(asks_p)))
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return asks_p
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def sort_num(n):
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if n.isdigit():
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return int(n)
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else:
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return float(n)
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def check(bids, asks):
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# 获取bid档str
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bids_l = []
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bid_l = []
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count_bid = 1
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while count_bid <= 25:
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if count_bid > len(bids):
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break
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bids_l.append(bids[count_bid - 1])
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count_bid += 1
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for j in bids_l:
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str_bid = ':'.join(j[0: 2])
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bid_l.append(str_bid)
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# 获取ask档str
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asks_l = []
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ask_l = []
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count_ask = 1
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while count_ask <= 25:
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if count_ask > len(asks):
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break
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asks_l.append(asks[count_ask - 1])
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count_ask += 1
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for k in asks_l:
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str_ask = ':'.join(k[0: 2])
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ask_l.append(str_ask)
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# 拼接str
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num = ''
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if len(bid_l) == len(ask_l):
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for m in range(len(bid_l)):
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|
||||||
num += bid_l[m] + ':' + ask_l[m] + ':'
|
|
||||||
elif len(bid_l) > len(ask_l):
|
|
||||||
# bid档比ask档多
|
|
||||||
for n in range(len(ask_l)):
|
|
||||||
num += bid_l[n] + ':' + ask_l[n] + ':'
|
|
||||||
for l in range(len(ask_l), len(bid_l)):
|
|
||||||
num += bid_l[l] + ':'
|
|
||||||
elif len(bid_l) < len(ask_l):
|
|
||||||
# ask档比bid档多
|
|
||||||
for n in range(len(bid_l)):
|
|
||||||
num += bid_l[n] + ':' + ask_l[n] + ':'
|
|
||||||
for l in range(len(bid_l), len(ask_l)):
|
|
||||||
num += ask_l[l] + ':'
|
|
||||||
|
|
||||||
new_num = num[:-1]
|
|
||||||
int_checksum = zlib.crc32(new_num.encode())
|
|
||||||
fina = change(int_checksum)
|
|
||||||
return fina
|
|
||||||
|
|
||||||
|
|
||||||
def change(num_old):
|
|
||||||
num = pow(2, 31) - 1
|
|
||||||
if num_old > num:
|
|
||||||
out = num_old - num * 2 - 2
|
|
||||||
else:
|
|
||||||
out = num_old
|
|
||||||
return out
|
|
||||||
|
|
||||||
|
|
||||||
# subscribe channels un_need login
|
|
||||||
async def subscribe_without_login(url, channels):
|
|
||||||
l = []
|
|
||||||
while True:
|
|
||||||
try:
|
|
||||||
async with websockets.connect(url) as ws:
|
|
||||||
sub_param = {"op": "subscribe", "args": channels}
|
|
||||||
sub_str = json.dumps(sub_param)
|
|
||||||
await ws.send(sub_str)
|
|
||||||
print(f"send: {sub_str}")
|
|
||||||
|
|
||||||
while True:
|
|
||||||
try:
|
|
||||||
res = await asyncio.wait_for(ws.recv(), timeout=25)
|
|
||||||
except (asyncio.TimeoutError, websockets.exceptions.ConnectionClosed) as e:
|
|
||||||
try:
|
|
||||||
await ws.send('ping')
|
|
||||||
res = await ws.recv()
|
|
||||||
print(res)
|
|
||||||
continue
|
|
||||||
except Exception as e:
|
|
||||||
print("连接关闭，正在重连……")
|
|
||||||
break
|
|
||||||
|
|
||||||
print(get_timestamp() + res)
|
|
||||||
res = eval(res)
|
|
||||||
if 'event' in res:
|
|
||||||
continue
|
|
||||||
for i in res['arg']:
|
|
||||||
if 'books' in res['arg'][i] and 'books5' not in res['arg'][i]:
|
|
||||||
# 订阅频道是深度频道
|
|
||||||
if res['action'] == 'snapshot':
|
|
||||||
for m in l:
|
|
||||||
if res['arg']['instId'] == m['instrument_id']:
|
|
||||||
l.remove(m)
|
|
||||||
# 获取首次全量深度数据
|
|
||||||
bids_p, asks_p, instrument_id = partial(res)
|
|
||||||
d = {}
|
|
||||||
d['instrument_id'] = instrument_id
|
|
||||||
d['bids_p'] = bids_p
|
|
||||||
d['asks_p'] = asks_p
|
|
||||||
l.append(d)
|
|
||||||
|
|
||||||
# 校验checksum
|
|
||||||
checksum = res['data'][0]['checksum']
|
|
||||||
# print('推送数据的checksum为：' + str(checksum))
|
|
||||||
check_num = check(bids_p, asks_p)
|
|
||||||
# print('校验后的checksum为：' + str(check_num))
|
|
||||||
if check_num == checksum:
|
|
||||||
print("校验结果为：True")
|
|
||||||
else:
|
|
||||||
print("校验结果为：False，正在重新订阅……")
|
|
||||||
|
|
||||||
# 取消订阅
|
|
||||||
await unsubscribe_without_login(url, channels)
|
|
||||||
# 发送订阅
|
|
||||||
async with websockets.connect(url) as ws:
|
|
||||||
sub_param = {"op": "subscribe", "args": channels}
|
|
||||||
sub_str = json.dumps(sub_param)
|
|
||||||
await ws.send(sub_str)
|
|
||||||
print(f"send: {sub_str}")
|
|
||||||
|
|
||||||
elif res['action'] == 'update':
|
|
||||||
for j in l:
|
|
||||||
if res['arg']['instId'] == j['instrument_id']:
|
|
||||||
# 获取全量数据
|
|
||||||
bids_p = j['bids_p']
|
|
||||||
asks_p = j['asks_p']
|
|
||||||
# 获取合并后数据
|
|
||||||
bids_p = update_bids(res, bids_p)
|
|
||||||
asks_p = update_asks(res, asks_p)
|
|
||||||
|
|
||||||
# 校验checksum
|
|
||||||
checksum = res['data'][0]['checksum']
|
|
||||||
# print('推送数据的checksum为：' + str(checksum))
|
|
||||||
check_num = check(bids_p, asks_p)
|
|
||||||
# print('校验后的checksum为：' + str(check_num))
|
|
||||||
if check_num == checksum:
|
|
||||||
print("校验结果为：True")
|
|
||||||
else:
|
|
||||||
print("校验结果为：False，正在重新订阅……")
|
|
||||||
|
|
||||||
# 取消订阅
|
|
||||||
await unsubscribe_without_login(url, channels)
|
|
||||||
# 发送订阅
|
|
||||||
async with websockets.connect(url) as ws:
|
|
||||||
sub_param = {"op": "subscribe", "args": channels}
|
|
||||||
sub_str = json.dumps(sub_param)
|
|
||||||
await ws.send(sub_str)
|
|
||||||
print(f"send: {sub_str}")
|
|
||||||
except Exception as e:
|
|
||||||
print(e)
|
|
||||||
print("连接断开，正在重连……")
|
|
||||||
continue
|
|
||||||
|
|
||||||
|
|
||||||
# subscribe channels need login
|
|
||||||
async def subscribe(url, api_key, passphrase, secret_key, channels):
|
|
||||||
while True:
|
|
||||||
try:
|
|
||||||
async with websockets.connect(url) as ws:
|
|
||||||
# login
|
|
||||||
timestamp = str(get_local_timestamp())
|
|
||||||
login_str = login_params(timestamp, api_key, passphrase, secret_key)
|
|
||||||
await ws.send(login_str)
|
|
||||||
# print(f"send: {login_str}")
|
|
||||||
res = await ws.recv()
|
|
||||||
print(res)
|
|
||||||
|
|
||||||
# subscribe
|
|
||||||
sub_param = {"op": "subscribe", "args": channels}
|
|
||||||
sub_str = json.dumps(sub_param)
|
|
||||||
await ws.send(sub_str)
|
|
||||||
print(f"send: {sub_str}")
|
|
||||||
|
|
||||||
while True:
|
|
||||||
try:
|
|
||||||
res = await asyncio.wait_for(ws.recv(), timeout=25)
|
|
||||||
except (asyncio.TimeoutError, websockets.exceptions.ConnectionClosed) as e:
|
|
||||||
try:
|
|
||||||
await ws.send('ping')
|
|
||||||
res = await ws.recv()
|
|
||||||
print(res)
|
|
||||||
continue
|
|
||||||
except Exception as e:
|
|
||||||
print("连接关闭，正在重连……")
|
|
||||||
break
|
|
||||||
|
|
||||||
print(get_timestamp() + res)
|
|
||||||
|
|
||||||
except Exception as e:
|
|
||||||
print("连接断开，正在重连……")
|
|
||||||
continue
|
|
||||||
|
|
||||||
|
|
||||||
# trade
|
|
||||||
async def trade(url, api_key, passphrase, secret_key, trade_param):
|
|
||||||
while True:
|
|
||||||
try:
|
|
||||||
async with websockets.connect(url) as ws:
|
|
||||||
# login
|
|
||||||
timestamp = str(get_local_timestamp())
|
|
||||||
login_str = login_params(timestamp, api_key, passphrase, secret_key)
|
|
||||||
await ws.send(login_str)
|
|
||||||
# print(f"send: {login_str}")
|
|
||||||
res = await ws.recv()
|
|
||||||
print(res)
|
|
||||||
|
|
||||||
# trade
|
|
||||||
sub_str = json.dumps(trade_param)
|
|
||||||
await ws.send(sub_str)
|
|
||||||
print(f"send: {sub_str}")
|
|
||||||
|
|
||||||
while True:
|
|
||||||
try:
|
|
||||||
res = await asyncio.wait_for(ws.recv(), timeout=25)
|
|
||||||
except (asyncio.TimeoutError, websockets.exceptions.ConnectionClosed) as e:
|
|
||||||
try:
|
|
||||||
await ws.send('ping')
|
|
||||||
res = await ws.recv()
|
|
||||||
print(res)
|
|
||||||
continue
|
|
||||||
except Exception as e:
|
|
||||||
print("连接关闭，正在重连……")
|
|
||||||
break
|
|
||||||
|
|
||||||
print(get_timestamp() + res)
|
|
||||||
|
|
||||||
except Exception as e:
|
|
||||||
print("连接断开，正在重连……")
|
|
||||||
continue
|
|
||||||
|
|
||||||
|
|
||||||
# unsubscribe channels
|
|
||||||
async def unsubscribe(url, api_key, passphrase, secret_key, channels):
|
|
||||||
async with websockets.connect(url) as ws:
|
|
||||||
# login
|
|
||||||
timestamp = str(get_local_timestamp())
|
|
||||||
login_str = login_params(timestamp, api_key, passphrase, secret_key)
|
|
||||||
await ws.send(login_str)
|
|
||||||
# print(f"send: {login_str}")
|
|
||||||
|
|
||||||
res = await ws.recv()
|
|
||||||
print(f"recv: {res}")
|
|
||||||
|
|
||||||
# unsubscribe
|
|
||||||
sub_param = {"op": "unsubscribe", "args": channels}
|
|
||||||
sub_str = json.dumps(sub_param)
|
|
||||||
await ws.send(sub_str)
|
|
||||||
print(f"send: {sub_str}")
|
|
||||||
|
|
||||||
res = await ws.recv()
|
|
||||||
print(f"recv: {res}")
|
|
||||||
|
|
||||||
|
|
||||||
# unsubscribe channels
|
|
||||||
async def unsubscribe_without_login(url, channels):
|
|
||||||
async with websockets.connect(url) as ws:
|
|
||||||
# unsubscribe
|
|
||||||
sub_param = {"op": "unsubscribe", "args": channels}
|
|
||||||
sub_str = json.dumps(sub_param)
|
|
||||||
await ws.send(sub_str)
|
|
||||||
print(f"send: {sub_str}")
|
|
||||||
|
|
||||||
res = await ws.recv()
|
|
||||||
print(f"recv: {res}")
|
|
||||||
|
|
||||||
|
|
||||||
api_key = ""
|
|
||||||
secret_key = ""
|
|
||||||
passphrase = ""
|
|
||||||
|
|
||||||
# WebSocket公共频道 public channels
|
|
||||||
# 实盘 real trading
|
|
||||||
# url = "wss://ws.okx.com:8443/ws/v5/public"
|
|
||||||
# 模拟盘 demo trading
|
|
||||||
# url = "wss://wspap.okx.com:8443/ws/v5/public"
|
|
||||||
|
|
||||||
# WebSocket私有频道 private channels
|
|
||||||
# 实盘 real trading
|
|
||||||
# url = "wss://ws.okx.com:8443/ws/v5/private"
|
|
||||||
# 模拟盘 demo trading
|
|
||||||
# url = "wss://wspap.okx.com:8443/ws/v5/private"
|
|
||||||
|
|
||||||
'''
|
|
||||||
公共频道 public channel
|
|
||||||
:param channel: 频道名
|
|
||||||
:param instType: 产品类型
|
|
||||||
:param instId: 产品ID
|
|
||||||
:param uly: 合约标的指数
|
|
||||||
|
|
||||||
'''
|
|
||||||
|
|
||||||
# 产品频道 Instruments Channel
|
|
||||||
# channels = [{"channel": "instruments", "instType": "FUTURES"}]
|
|
||||||
# 行情频道 tickers channel
|
|
||||||
# channels = [{"channel": "tickers", "instId": "BTC-USDT"}, {"channel": "tickers", "instId": "ETH-USDT"}]
|
|
||||||
# 持仓总量频道 Open interest Channel
|
|
||||||
# channels = [{"channel": "open-interest", "instId": "BTC-USD-210326"}]
|
|
||||||
# K线频道 Candlesticks Channel
|
|
||||||
# channels = [{"channel": "candle1m", "instId": "BTC-USD-210326"}]
|
|
||||||
# 交易频道 Trades Channel
|
|
||||||
# channels = [{"channel": "trades", "instId": "BTC-USD-201225"}]
|
|
||||||
# 预估交割/行权价格频道 Estimated delivery/exercise Price Channel
|
|
||||||
# channels = [{"channel": "estimated-price", "instType": "FUTURES", "uly": "BTC-USD"}]
|
|
||||||
# 标记价格频道 Mark Price Channel
|
|
||||||
# channels = [{"channel": "mark-price", "instId": "BTC-USDT-210326"}]
|
|
||||||
# 标记价格K线频道 Mark Price Candlesticks Channel
|
|
||||||
# channels = [{"channel": "mark-price-candle1D", "instId": "BTC-USD-201225"}]
|
|
||||||
# 限价频道 Price Limit Channel
|
|
||||||
# channels = [{"channel": "price-limit", "instId": "BTC-USD-201225"}]
|
|
||||||
# 深度频道 Order Book Channel
|
|
||||||
# channels = [{"channel": "books", "instId": "BTC-USD-SWAP"}]
|
|
||||||
# 期权定价频道 OPTION Summary Channel
|
|
||||||
# channels = [{"channel": "opt-summary", "uly": "BTC-USD"}]
|
|
||||||
# 资金费率频道 Funding Rate Channel
|
|
||||||
# channels = [{"channel": "funding-rate", "instId": "BTC-USD-SWAP"}]
|
|
||||||
# 指数K线频道 Index Candlesticks Channel
|
|
||||||
# channels = [{"channel": "index-candle1m", "instId": "BTC-USDT"}]
|
|
||||||
# 指数行情频道 Index Tickers Channel
|
|
||||||
# channels = [{"channel": "index-tickers", "instId": "BTC-USDT"}]
|
|
||||||
# status频道 Status Channel
|
|
||||||
# channels = [{"channel": "status"}]
|
|
||||||
# 公共大宗交易频道 Public block trading channel
|
|
||||||
# channels = [{"channel": "public-struc-block-trades"}]
|
|
||||||
# 大宗交易行情频道 Block trading market channel
|
|
||||||
# channels = [{"channel": "block-tickers", "instId":"BTC-USDT-SWAP"}]
|
|
||||||
|
|
||||||
'''
|
|
||||||
私有频道 private channel
|
|
||||||
:param channel: 频道名
|
|
||||||
:param ccy: 币种
|
|
||||||
:param instType: 产品类型
|
|
||||||
:param uly: 合约标的指数
|
|
||||||
:param instId: 产品ID
|
|
||||||
|
|
||||||
'''
|
|
||||||
|
|
||||||
# 账户频道 Account Channel
|
|
||||||
# channels = [{"channel": "account", "ccy": "BTC"}]
|
|
||||||
# 持仓频道 Positions Channel
|
|
||||||
# channels = [{"channel": "positions", "instType": "FUTURES", "uly": "BTC-USDT", "instId": "BTC-USDT-210326"}]
|
|
||||||
# 余额和持仓频道 Balance and Position Channel
|
|
||||||
# channels = [{"channel": "balance_and_position"}]
|
|
||||||
# 订单频道 Order Channel
|
|
||||||
# channels = [{"channel": "orders", "instType": "FUTURES", "uly": "BTC-USD", "instId": "BTC-USD-201225"}]
|
|
||||||
# 策略委托订单频道 Algo Orders Channel
|
|
||||||
# channels = [{"channel": "orders-algo", "instType": "FUTURES", "uly": "BTC-USD", "instId": "BTC-USD-201225"}]
|
|
||||||
# 高级策略委托订单频道 Cancel Advance Algos
|
|
||||||
# channels = [{"channel": "algo-advance", "instType": "SPOT","instId": "BTC-USD-201225","algoId":"12345678"}]
|
|
||||||
# 爆仓风险预警推送频道
|
|
||||||
# channels = [{"channel": "liquidation-warning", "instType": "SWAP","instType": "","uly":"","instId":""}]
|
|
||||||
# 账户greeks频道
|
|
||||||
# channels = [{"channel": "account-greeks", "ccy": "BTC"}]
|
|
||||||
# 询价频道 Inquiry channel
|
|
||||||
# channels = [{"channel": "rfqs"}]
|
|
||||||
# 报价频道 Quote channel
|
|
||||||
# channels = [{"channel": "quotes"}]
|
|
||||||
# 大宗交易频道 Block trading channel
|
|
||||||
# channels = [{"channel": "struc-block-trades"}]
|
|
||||||
# 现货网格策略委托订单频道 Consignment order channel of spot grid strategy
|
|
||||||
# channels = [{"channel": "grid-orders-spot", "instType": "ANY"}]
|
|
||||||
# 合约网格策略委托订单频道 Spot grid policy delegated order channel contract grid policy delegated order channel
|
|
||||||
# channels = [{"channel": "grid-orders-contract", "instType": "ANY"}]
|
|
||||||
# 合约网格持仓频道 Contract grid position channel
|
|
||||||
# channels = [{"channel": "grid-positions", "algoId": ""}]
|
|
||||||
# 网格策略子订单频道 Grid policy suborder channel
|
|
||||||
# channels = [{"channel": "grid-sub-orders", "algoId": ""}]
|
|
||||||
'''
|
|
||||||
交易 trade
|
|
||||||
'''
|
|
||||||
|
|
||||||
# 下单 Place Order
|
|
||||||
# trade_param = {"id": "1512", "op": "order", "args": [{"side": "buy", "instId": "BTC-USDT", "tdMode": "isolated", "ordType": "limit", "px": "19777", "sz": "1"}]}
|
|
||||||
# 批量下单 Place Multiple Orders
|
|
||||||
# trade_param = {"id": "1512", "op": "batch-orders", "args": [
|
|
||||||
# {"side": "buy", "instId": "BTC-USDT", "tdMode": "isolated", "ordType": "limit", "px": "19666", "sz": "1"},
|
|
||||||
# {"side": "buy", "instId": "BTC-USDT", "tdMode": "isolated", "ordType": "limit", "px": "19633", "sz": "1"}
|
|
||||||
# ]}
|
|
||||||
# 撤单 Cancel Order
|
|
||||||
# trade_param = {"id": "1512", "op": "cancel-order", "args": [{"instId": "BTC-USDT", "ordId": "259424589042823169"}]}
|
|
||||||
# 批量撤单 Cancel Multiple Orders
|
|
||||||
# trade_param = {"id": "1512", "op": "batch-cancel-orders", "args": [
|
|
||||||
# {"instId": "BTC-USDT", "ordId": ""},
|
|
||||||
# {"instId": "BTC-USDT", "ordId": ""}
|
|
||||||
# ]}
|
|
||||||
# 改单 Amend Order
|
|
||||||
# trade_param = {"id": "1512", "op": "amend-order", "args": [{"instId": "BTC-USDT", "ordId": "259432767558135808", "newSz": "2"}]}
|
|
||||||
# 批量改单 Amend Multiple Orders
|
|
||||||
# trade_param = {"id": "1512", "op": "batch-amend-orders", "args": [
|
|
||||||
# {"instId": "BTC-USDT", "ordId": "", "newSz": "2"},
|
|
||||||
# {"instId": "BTC-USDT", "ordId": "", "newSz": "3"}
|
|
||||||
# ]}
|
|
||||||
|
|
||||||
|
|
||||||
loop = asyncio.get_event_loop()
|
|
||||||
|
|
||||||
# 公共频道 不需要登录（行情，持仓总量，K线，标记价格，深度，资金费率等）subscribe public channel
|
|
||||||
loop.run_until_complete(subscribe_without_login(url, channels))
|
|
||||||
|
|
||||||
# 私有频道 需要登录（账户，持仓，订单等）subscribe private channel
|
|
||||||
# loop.run_until_complete(subscribe(url, api_key, passphrase, secret_key, channels))
|
|
||||||
|
|
||||||
# 交易（下单，撤单，改单等）trade
|
|
||||||
# loop.run_until_complete(trade(url, api_key, passphrase, secret_key, trade_param))
|
|
||||||
|
|
||||||
loop.close()
|
|
||||||
Loading…
Reference in New Issue