first commit
This commit is contained in:
shiyao.zhu@okg.com
commit
b6cef36dba
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README.md
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build/
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dist/
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python_okx.egg-info/
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### STS ###
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.apt_generated
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.classpath
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.factorypath
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.project
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.settings
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.springBeans
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.sts4-cache
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### IntelliJ IDEA ###
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.idea
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*.iws
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*.iml
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*.ipr
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### NetBeans ###
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/nbproject/private/
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/nbbuild/
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/dist/
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/nbdist/
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/.nb-gradle/
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build/
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!**/src/main/**/build/
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!**/src/test/**/build/
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### VS Code ###
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.vscode/
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setup.py
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import unittest
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from ..okx import Account
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class AccountTest(unittest.TestCase):
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def setUp(self):
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api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d'
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api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960'
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passphrase = 'Beijing123'
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self.AccountAPI = Account.AccountAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1')
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'''
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POSITIONS_HISTORY = '/api/v5/account/positions-history' #need add
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GET_PM_LIMIT = '/api/v5/account/position-tiers' #need add
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ACCOUNT_RISK = '/api/v5/account/risk-state' #need add
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def test_account_risk(self):
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print(self.AccountAPI.get_account_risk())
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def test_get_pm_limit(self):
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print(self.AccountAPI.get_pm_limit("SWAP","BTC-USDT"))
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#positions-history
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def test_get_positions_history(self):
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print(self.AccountAPI.get_positions_history())
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def test_get_user_config(self):
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print(self.AccountAPI.get_account_config())
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def test_get_positions(self):
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print(self.AccountAPI.get_positions("SWAP"))
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def test_get_balance(self):
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print(self.AccountAPI.get_account())
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def test_get_positions_risk(self):
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print(self.AccountAPI.get_position_risk("SWAP"))
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def test_get_bills(self):
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print(self.AccountAPI.get_bills_detail())
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def test_get_bills_arch(self):
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print(self.AccountAPI.get_bills_details())
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def test_set_position_mode(self):
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print(self.AccountAPI.set_position_mode("long_short_mode"))
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def test_set_leverage(self):
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print(self.AccountAPI.set_leverage(instId="BTC-USDT",lever="5",mgnMode="isolated"))
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def test_get_max_avaliable_size(self):
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print(self.AccountAPI.get_max_avail_size(instId="BTC-USDT",tdMode="cash"))
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def test_get_max_size(self):
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print(self.AccountAPI.get_maximum_trade_size(instId="BTC-USDT",tdMode="cash"))
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def test_get_positions(self):
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print(self.AccountAPI.get_positions("MARGIN"))
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def test_set_margin_balance(self):
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print(self.AccountAPI.Adjustment_margin(instId="BTC-USDT",posSide="net",type="add",amt="1"))
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def test_get_lev_info(self):
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print(self.AccountAPI.get_leverage("BTC-USDT","cross"));
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def test_get_max_loan(self):
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print(self.AccountAPI.get_max_loan("BTC-USDT","cross","USDT"))
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def test_get_trade_fee(self):
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print(self.AccountAPI.get_fee_rates("SPOT"))
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def test_get_insterested_accrued(self):
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print(self.AccountAPI.get_interest_accrued())
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def test_get_interestred_rate(self):
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print(self.AccountAPI.get_interest_rate())
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def test_set_greeks(self):
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print(self.AccountAPI.set_greeks("BS"))
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def test_set_isolated_mode(self):
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print(self.AccountAPI.set_isolated_mode("automatic","MARGIN"))
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def test_set_max_withdraw(self):
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print(self.AccountAPI.get_max_withdrawal("USDT"))
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def test_borrow_repay(self):
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print(self.AccountAPI.borrow_repay("BTC","borrow","1.0"))
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def test_borrow_repay_history(self):
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print(self.AccountAPI.get_borrow_repay_history())
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def test_get_interest_limits(self):
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print(self.AccountAPI.get_interest_limits())
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def test_simulated_margin(self):
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print(self.AccountAPI.get_simulated_margin())
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def test_get_greeks(self):
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print(self.AccountAPI.get_greeks())
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'''
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def test_simulated_margin(self):
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print(self.AccountAPI.get_simulated_margin())
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if __name__ == '__main__':
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unittest.main()
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import unittest
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from ..okx import BlockTrading
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class BlockTradingTest(unittest.TestCase):
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def setUp(self):
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api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d'
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api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960'
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passphrase = 'Beijing123'
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self.BlockTradingAPI = BlockTrading.BlockTradingAPI(use_server_time=False, flag='1')
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"""
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def test_get_counter_parties(self):
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print(self.BlockTradingAPI.counterparties())
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def test_create_rfqs(self):
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counterparties=['HWZ']
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legs =[{
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'instId':"BTC-USDT",
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'sz':'25',
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'side':'buy'
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}]
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print(self.BlockTradingAPI.create_rfq(counterparties,legs = legs))
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def test_cancel_rfq(self):###'rfqId': '3I1MK3O'
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print(self.BlockTradingAPI.cancel_rfq(rfqId='3I1MK3O'))
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def test_cancel_batch_rfqs(self):
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#3I1MK40
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#3I1MK48
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print(self.BlockTradingAPI.cancel_batch_rfqs(["3I1MK40","3I1MK48"]))
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def test_cancel_all_rfqs(self):
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print(self.BlockTradingAPI.cancel_all_rfqs())
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def test_execute_quotes(self):
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print(self.BlockTradingAPI.execute_quote("3I1MJE0","AC1233"))
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def test_create_quotes(self):
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print(self.BlockTradingAPI.create_quote("3I1MJE0",))
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def test_get_rfqs(self):
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print(self.BlockTradingAPI.get_rfqs())
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def test_get_quotes(self):
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print(self.BlockTradingAPI.get_quotes())
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def test_get_public_trades(self):
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print(self.BlockTradingAPI.get_public_trades())
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def test_get_trade(self):
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print(self.BlockTradingAPI.get_trades())
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"""
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def test_get_public_trades(self):
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print(self.BlockTradingAPI.get_public_trades())
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if __name__ == '__main__':
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unittest.main()
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import unittest
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from ..okx import NDBroker
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class BrokerTest(unittest.TestCase):
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def setUp(self):
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'''
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52c37310-a8b0-454a-8191-3250acff2626
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EC37534156E6B8C32E78FE8D8C1D506B
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Hanhao0.0
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'''
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api_key = '52c37310-a8b0-454a-8191-3250acff2626'
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api_secret_key = 'EC37534156E6B8C32E78FE8D8C1D506B'
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passphrase = 'Hanhao0.0'
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self.NDBrokerAPI = NDBroker.NDBrokerAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1')
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'''
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def test_get_broker_info(self):
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result = self.NDBrokerAPI.get_broker_info()
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print(result)
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def test_create_subAccount(self):
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print(self.NDBrokerAPI.create_subaccount("",""))
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#{'code': '0', 'data': [{'acctLv': '1', 'label': 'unitTest', 'subAcct': 'unitTest1298', 'ts': '1660789737257', 'uid': '346146586377719875'}], 'msg': ''}
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def test_get_subaccount_info(self):
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print(self.NDBrokerAPI.get_subaccount_info())
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def test_subaccount_create_apikey(self):
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print(self.NDBrokerAPI.create_subaccount_apikey("unitTest1298",'test2222',"114514A.bc","142.112.128.63","trade"))
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#{'code': '0', 'data': [{'apiKey': 'faf24bd1-dc25-45ab-9f78-ebfea58614bd', 'ip': '142.112.128.63', 'label': 'test2222', 'passphrase': '114514A.bc', 'perm': 'read_only,trade', 'secretKey': 'DB4F607380AA04313BB0DEDBFE576FF1', 'subAcct': 'unitTest1298', 'ts': '1660793476848'}], 'msg': ''}
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def test_subaccount_get_apikey(self):
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print(self.NDBrokerAPI.get_subaccount_apikey("unitTest1298","faf24bd1-dc25-45ab-9f78-ebfea58614bd"))
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def test_delete_subAccount(self):
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print(self.NDBrokerAPI.delete_subaccount("hanhaoBras1234"))
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def test_modifiy_subaccount_apikey(self):
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print(self.NDBrokerAPI.reset_subaccount_apikey("unitTest1298","faf24bd1-dc25-45ab-9f78-ebfea58614bd","csuihssssiani",perm="trade",ip = "192.168.1.1"))
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def test_delete_subaccount_apikey(self):
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print(self.NDBrokerAPI.delete_subaccount_apikey("unitTest1298","faf24bd1-dc25-45ab-9f78-ebfea58614bd"))
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def test_set_account_lv(self):
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print(self.NDBrokerAPI.set_subaccount_level("unitTest1298","4"))
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def test_delete_subaccount_apikey(self):
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print(self.NDBrokerAPI.delete_subaccount_apikey("unitTest1298","faf24bd1-dc25-45ab-9f78-ebfea58614bd"))
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def test_set_fee_rate(self):
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print(self.NDBrokerAPI.set_subaccount_fee_rate("unitTest1298","SPOT","absolute","90","90"))
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def test_create_desposit(self):
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print(self.NDBrokerAPI.create_subaccount_deposit_address("unitTest1298","ETH"))
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def test_rebate_daily(self):
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print(self.NDBrokerAPI.get_rebate_daily())
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def test_create_rebate_per_order(self):
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print(self.NDBrokerAPI.generate_rebate_per_orders("20220501","20220801"))
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'''
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def test_get_rebate_per_order(self):
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print(self.NDBrokerAPI.get_rebate_per_orders("false",begin="20220501",end = "20220801"))
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if __name__ == '__main__':
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unittest.main()
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import unittest
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from ..okx import Convert
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class ConvertTest(unittest.TestCase):
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def setUp(self):
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api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d'
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api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960'
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passphrase = 'Beijing123'
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self.ConvertAPI = Convert.ConvertAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1')
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'''
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def test_get_currencies(self):
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print(self.ConvertAPI.get_currencies())
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def test_get_currency_pair(self):
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print(self.ConvertAPI.get_currency_pair("USDT","BTC"))
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def test_query_estimate(self):
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print(self.ConvertAPI.estimate_quote("BTC","USDT","buy","0.1","BTC"))
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def test_query_estimate(self):
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print(self.ConvertAPI.estimate_quote("BTC", "USDT", "buy", "0.1", "BTC"))
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def test_convert_trade(self):
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print(self.ConvertAPI.convert_trade('quotersBTC-USDT16618704214351712','BTC',"USDT",'buy','0.1','BTC'))
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def test_get_convert_history(self):
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print(self.ConvertAPI.get_convert_history())
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'''
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#def test_query_estimate(self):
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# print(self.ConvertAPI.estimate_quote("BTC", "USDT", "buy", "0.1", "BTC"))
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if __name__ == '__main__':
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unittest.main()
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@ -0,0 +1,66 @@
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import unittest
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from ..okx import Funding
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class FundingTest(unittest.TestCase):
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def setUp(self):
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api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d'
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api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960'
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passphrase = 'Beijing123'
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self.FundingAPI = Funding.FundingAPI(use_server_time=False, flag='0')
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"""
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CANCEL_WITHDRAWAL = '/api/v5/asset/cancel-withdrawal' #need add
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CONVERT_DUST_ASSETS = '/api/v5/asset/convert-dust-assets' #need add
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ASSET_VALUATION = '/api/v5/asset/asset-valuation' #need add
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GET_SAVING_BALANCE = '/api/v5/asset/saving-balance' #need to add
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def test_asset_evluation(self):
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print(self.FundingAPI.get_asset_valuation("USDT"))
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def test_dust_convert_asset(self):
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print(self.FundingAPI.convert_dust_assets(["USDT"]))
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def test_saving_balance(self):
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print(self.FundingAPI.get_saving_balance())
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def test_asset_get_currency(self):
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print(self.FundingAPI.get_currency())
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def test_get_balance(self):
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print(self.FundingAPI.get_balances())
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def test_transfer(self):
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print(self.FundingAPI.funds_transfer("USDT","100","6","18"))
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def test_transfer_state(self):
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print(self.FundingAPI.transfer_state("11"))
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def test_get_bills(self):
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print(self.FundingAPI.get_bills())
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def test_deposit_lighting(self):
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print(self.FundingAPI.get_deposit_lightning("BTC","10"))
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def test_get_deposit_address(self):
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print(self.FundingAPI.get_deposit_address("BTC"))
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def test_get_deposit_history(self):
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print(self.FundingAPI.get_deposit_history())
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def test_withdraw(self):
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print(self.FundingAPI.coin_withdraw(ccy="USDT",amt = '10.0',dest = '3',toAddr="1391224291",fee="10"))
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def test_lighting_withdrawl(self):
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print(self.FundingAPI.withdrawal_lightning("BTC","jdsnjvhofhenogvne",memo="222"))
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def test_cancel_withdrawl(self):
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print(self.FundingAPI.cancel_withdrawal("sdhiadhsfdjknvjdaodns"))
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def test_get_withdrawal_history(self):
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print(self.FundingAPI.get_withdrawal_history())
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def test_purchase_redempt(self):
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print(self.FundingAPI.purchase_redempt("BTC",'1.0','purchase','0.1'))
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def test_set_lending_rate(self):
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print(self.FundingAPI.set_lending_rate("USDT","0.1"))
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def test_get_lending_history(self):
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print(self.FundingAPI.get_lending_history(ccy="USDT"))
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def test_get_lending_summary(self):
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print(self.FundingAPI.get_lending_rate_summary('BTC'))
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def test_get_lending_rate_history(self):
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print(self.FundingAPI.get_lending_rate_history())
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def test_get_lending_summary(self):
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print(self.FundingAPI.get_lending_rate_summary('BTC'))
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"""
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def test_get_lending_summary(self):
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print(self.FundingAPI.get_lending_rate_summary('BTC'))
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def test_get_lending_rate_history(self):
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print(self.FundingAPI.get_lending_rate_history())
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if __name__ == '__main__':
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unittest.main()
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|
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@ -0,0 +1,55 @@
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|||
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import unittest
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from ..okx import Grid
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class GridTest(unittest.TestCase):
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def setUp(self):
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api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d'
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api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960'
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passphrase = 'Beijing123'
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self.GridAPI = Grid.GridAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1', debug=False)
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"""
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GRID_COMPUTE_MARIGIN_BALANCE = '/api/v5/tradingBot/grid/compute-margin-balance'
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GRID_MARGIN_BALANCE = '/api/v5/tradingBot/grid/margin-balance'
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GRID_AI_PARAM = '/api/v5/tradingBot/grid/ai-param'
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def test_ai_param(self):
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print(self.GridAPI.grid_ai_param("grid","BTC-USDT"))
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def test_order_algo(self):
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print(self.GridAPI.grid_order_algo("BTC-USDT","grid","45000","20000","100","1",quoteSz="50"))
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#479973849967362048
|
||||
def test_grid_margin_balance(self):
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print(self.GridAPI.grid_adjust_margin_balance())
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def test_compute_margin_balance(self):
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print(self.GridAPI.grid_compute_margin_balance("479978879210491904","add","100"))
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def test_pending_grid_order(self):
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print(self.GridAPI.grid_orders_algo_pending("grid"))
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def test_amend_order_algo(self):
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print(self.GridAPI.grid_amend_order_algo('485238792325173248','BTC-USDT-SWAP',tpTriggerPx='50000'))
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def test_stop_order_algo(self):
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print(self.GridAPI.grid_stop_order_algo('485238792325173248','BTC-USDT-SWAP','contract_grid','1'))
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def test_pending_grid_order(self):
|
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print(self.GridAPI.grid_orders_algo_pending("grid"))
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def test_algo_history(self):
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print(self.GridAPI.grid_orders_algo_history('contract_grid'))
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def test_orders_algo_details(self):
|
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print(self.GridAPI.grid_orders_algo_details('contract_grid','485238792325173248'))
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def test_get_sub_orders(self):
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print(self.GridAPI.grid_sub_orders('485238792325173248','contract_grid','filled'))
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def test_order_algo2(self):
|
||||
print(self.GridAPI.grid_order_algo("BTC-USDT-SWAP","contract_grid","45000","20000","100","1",sz='3000',direction='long',lever='3.0'))
|
||||
def test_get_positions(self):
|
||||
print(self.GridAPI.grid_positions('contract_grid','485379848832286720'))
|
||||
def test_withdrawl_profits(self):
|
||||
print(self.GridAPI.grid_withdraw_income('11111'))
|
||||
def test_withdrawl_profits(self):
|
||||
print(self.GridAPI.grid_withdraw_income('485380442313723904'))
|
||||
"""
|
||||
|
||||
|
||||
def test_order_algo(self):
|
||||
print(self.GridAPI.grid_order_algo("BTC-USDT","grid","45000","20000","100","1",quoteSz="50"))
|
||||
if __name__ == '__main__':
|
||||
unittest.main()
|
||||
|
|
@ -0,0 +1,65 @@
|
|||
|
||||
import unittest
|
||||
from ..okx import MarketData
|
||||
|
||||
'''
|
||||
ORACLE = '/api/v5/market/open-oracle' #need to update? if it is open oracle
|
||||
INDEX_COMPONENTS = '/api/v5/market/index-components' #need to add
|
||||
EXCHANGE_RATE = '/api/v5/market/exchange-rate' #need to add
|
||||
HISTORY_TRADES = '/api/v5/market/history-trades' #need to add
|
||||
BLOCK_TICKERS = '/api/v5/market/block-tickers' #need to add
|
||||
BLOCK_TICKER = '/api/v5/market/block-ticker'#need to add
|
||||
BLOCK_TRADES = '/api/v5/market/block-trades'#need to add
|
||||
'''
|
||||
|
||||
class MarketAPITest(unittest.TestCase):
|
||||
def setUp(self):
|
||||
api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d'
|
||||
api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960'
|
||||
passphrase = 'Beijing123'
|
||||
self.MarketApi = MarketData.MarketAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1')
|
||||
'''
|
||||
|
||||
def test_oracle(self):
|
||||
print(self.MarketApi.get_oracle())
|
||||
def test_index_component(self):
|
||||
print(self.MarketApi.get_index_components("BTC-USDT"))
|
||||
def test_exchange_rate(self):
|
||||
print(self.MarketApi.get_exchange_rate())
|
||||
def test_history_trades(self):
|
||||
print(self.MarketApi.get_history_trades("BTC-USDT"))
|
||||
def test_block_tickers(self):
|
||||
print(self.MarketApi.get_block_tickers("SPOT"))
|
||||
def test_block_ticker(self):
|
||||
print(self.MarketApi.get_block_ticker("BTC-USD-SWAP"))
|
||||
def test_block_trades(self):
|
||||
print(self.MarketApi.get_block_trades("BTC-USDT"))
|
||||
def test_get_tickers(self):
|
||||
print(self.MarketApi.get_tickers('SPOT'))
|
||||
def test_get_ticker(self):
|
||||
print(self.MarketApi.get_ticker('BTC-USD-SWAP'))
|
||||
def test_index_ticker(self):
|
||||
print(self.MarketApi.get_index_ticker('USDT'))
|
||||
def test_get_books(self):
|
||||
print(self.MarketApi.get_orderbook('BTC-USDT'))
|
||||
def test_get_candles(self):
|
||||
print(self.MarketApi.get_candlesticks('BTC-USDT'))
|
||||
def test_get_candles_history(self):
|
||||
print(self.MarketApi.get_history_candlesticks('BTC-USDT'))
|
||||
def test_get_index_candles(self):
|
||||
print(self.MarketApi.get_index_candlesticks('BTC-USD'))
|
||||
def test_get_market_price_candles(self):
|
||||
print(self.MarketApi.get_mark_price_candlesticks('BTC-USD-SWAP'))
|
||||
def test_get_trade(self):
|
||||
print(self.MarketApi.get_trades('BTC-USDT'))
|
||||
def test_get_history_trades(self):
|
||||
print(self.MarketApi.get_history_trades('BTC-USDT'))
|
||||
def test_get_platform_24_volume(self):
|
||||
print(self.MarketApi.get_volume())
|
||||
'''
|
||||
|
||||
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
|
@ -0,0 +1,57 @@
|
|||
import unittest
|
||||
from ..okx import PublicData
|
||||
class publicDataTest(unittest.TestCase):
|
||||
def setUp(self):
|
||||
api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d'
|
||||
api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960'
|
||||
passphrase = 'Beijing123'
|
||||
self.publicDataApi = PublicData.PublicAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1')
|
||||
'''
|
||||
TestCase For:
|
||||
INTEREST_LOAN = '/api/v5/public/interest-rate-loan-quota' #need to add
|
||||
UNDERLYING = '/api/v5/public/underlying' #need to add
|
||||
VIP_INTEREST_RATE_LOAN_QUOTA = '/api/v5/public/vip-interest-rate-loan-quota' #need to add
|
||||
INSURANCE_FUND = '/api/v5/public/insurance-fund'#need to add
|
||||
CONVERT_CONTRACT_COIN = '/api/v5/public/convert-contract-coin' #need to add
|
||||
def test_interest_loan(self):
|
||||
print(self.publicDataApi.get_interest_rate_loan_quota())
|
||||
def test_get_underlying(self):
|
||||
print(self.publicDataApi.get_underlying("SWAP"))
|
||||
def test_get_vip_loan(self):
|
||||
print(self.publicDataApi.get_vip_interest_rate_loan_quota())
|
||||
def test_insurance_fund(self):
|
||||
print(self.publicDataApi.get_insurance_fund("SWAP",uly= "BTC-USD"))
|
||||
def test_convert_contract_coin(self):
|
||||
print(self.publicDataApi.get_convert_contract_coin(instId="BTC-USD-SWAP",sz = "1",px = "27000"))
|
||||
def test_get_instruments(self):
|
||||
print(self.publicDataApi.get_instruments("SPOT"))
|
||||
def test_delivery_exercise_history(self):
|
||||
print(self.publicDataApi.get_deliver_history("FUTURES","BTC-USD"))
|
||||
def test_get_open_interest(self):
|
||||
print(self.publicDataApi.get_open_interest("SWAP"))
|
||||
def test_get_funding_rate(self):
|
||||
print(self.publicDataApi.get_funding_rate("BTC-USD-SWAP"))
|
||||
def test_get_funding_rate_history(self):
|
||||
print(self.publicDataApi.funding_rate_history('BTC-USD-SWAP'))
|
||||
def test_get_price_limited(self):
|
||||
print(self.publicDataApi.get_price_limit("BTC-USD-SWAP"))
|
||||
def test_get_opt_summary(self):
|
||||
print(self.publicDataApi.get_opt_summary('BTC-USD'))
|
||||
|
||||
def test_estimate_price(self):
|
||||
print(self.publicDataApi.get_estimated_price("BTC-USD-220831-17000-P"))
|
||||
def test_get_discount_rate_interest(self):
|
||||
print(self.publicDataApi.discount_interest_free_quota(ccy='ETH'))
|
||||
def test_get_systime(self):
|
||||
print(self.publicDataApi.get_system_time())
|
||||
def test_get_liquid_order(self):
|
||||
print(self.publicDataApi.get_liquidation_orders("SWAP",uly='BTC-USD',state='filled'))
|
||||
def test_get_mark_price(self):
|
||||
print(self.publicDataApi.get_mark_price('SWAP'))
|
||||
|
||||
'''
|
||||
def test_position_tier(self):
|
||||
print(self.publicDataApi.get_position_tiers('SWAP','cross',uly='ETH-USD'))
|
||||
|
||||
if __name__ == '__main__':
|
||||
unittest.main()
|
||||
|
|
@ -0,0 +1,36 @@
|
|||
import unittest
|
||||
from ..okx import Status
|
||||
|
||||
class StackingTest(unittest.TestCase):
|
||||
def setUp(self):
|
||||
api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d'
|
||||
api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960'
|
||||
passphrase = 'Beijing123'
|
||||
self.StackingAPI = Status.StackingAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1')
|
||||
'''
|
||||
STACK_DEFI_OFFERS = '/api/v5/finance/staking-defi/offers'
|
||||
STACK_DEFI_PURCHASE = '/api/v5/finance/staking-defi/purchase'
|
||||
STACK_DEFI_REDEEM = '/api/v5/finance/staking-defi/redeem'
|
||||
STACK_DEFI_CANCEL = '/api/v5/finance/staking-defi/cancel'
|
||||
STACK_DEFI_ORDERS_ACTIVITY = '/api/v5/finance/staking-defi/orders-active'
|
||||
STACK_DEFI_ORDERS_HISTORY = '/api/v5/finance/staking-defi/orders-history'
|
||||
'''
|
||||
def test_get_offers(self):
|
||||
print(self.StackingAPI.get_offers(ccy="USDT"))
|
||||
|
||||
|
||||
|
||||
def test_purcase(self):
|
||||
print(self.StackingAPI.purchase(1456,"USDT","100","0"))
|
||||
def test_redeem(self):
|
||||
print(self.StackingAPI.redeem())
|
||||
def test_cencel(self):
|
||||
print(self.StackingAPI.cancel())
|
||||
def test_order_activity(self):
|
||||
print(self.StackingAPI.get_activity_orders())
|
||||
def test_order_history(self):
|
||||
print(self.StackingAPI.stack_get_order_history())
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
|
@ -0,0 +1,40 @@
|
|||
import unittest
|
||||
from ..okx import SubAccount
|
||||
|
||||
class SubAccountTest(unittest.TestCase):
|
||||
def setUp(self):
|
||||
api_key = '52c37310-a8b0-454a-8191-3250acff2626'
|
||||
api_secret_key = 'EC37534156E6B8C32E78FE8D8C1D506B'
|
||||
passphrase = 'Hanhao0.0'
|
||||
self.SubAccountApi = SubAccount.SubAccountAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1')
|
||||
'''
|
||||
ENTRUST_SUBACCOUNT_LIST = '/api/v5/users/entrust-subaccount-list' #need to add
|
||||
SET_TRSNSFER_OUT = '/api/v5/users/subaccount/set-transfer-out' #need to add
|
||||
GET_ASSET_SUBACCOUNT_BALANCE = '/api/v5/asset/subaccount/balances' #need to add
|
||||
|
||||
def test_set_permission_transfer_out(self):
|
||||
print(self.SubAccountApi.set_permission_transfer_out("tst123qwerq", "false"))
|
||||
def test_entrust_subaccount_list(self):
|
||||
print(self.SubAccountApi.get_entrust_subaccount_list())
|
||||
|
||||
def test_subaccount_funding_balance(self):
|
||||
print(self.SubAccountApi.subaccount_funding_balance("unitTest1298"))
|
||||
|
||||
def test_get_subaccount_list(self):
|
||||
print(self.SubAccountApi.view_list())
|
||||
def test_modified_apiKey(self):
|
||||
print(self.SubAccountApi.reset(''))
|
||||
def test_get_subaccount_balance(self):
|
||||
#zsynoaff02
|
||||
print(self.SubAccountApi.balances('zsynoaff02'))
|
||||
def test_get_subaccount_bills(self):
|
||||
print(self.SubAccountApi.bills())
|
||||
def test_subaccount_transfer(self):
|
||||
print(self.SubAccountApi.subAccount_transfer())
|
||||
def test_subaccount_transfer(self):
|
||||
print(self.SubAccountApi.subAccount_transfer(ccy = 'BTC', amt = '1.0', froms= '18', to='18', fromSubAccount='zsynoaff02',toSubAccount = 'unitTest1298'))
|
||||
|
||||
'''
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
|
@ -0,0 +1,121 @@
|
|||
import unittest
|
||||
from ..okx import Trade
|
||||
class TradeTest(unittest.TestCase):
|
||||
def setUp(self):
|
||||
api_key = '35d8f27e-63cc-45bc-a578-45d76363d47f'
|
||||
api_secret_key = '0B7C968025BC2D4D71CF74771EA0E15C'
|
||||
passphrase = '123456'
|
||||
self.tradeApi = Trade.TradeAPI(api_key, api_secret_key, passphrase, False, '1')
|
||||
"""
|
||||
def test_place_order(self):
|
||||
print(self.tradeApi.place_order("BTC-USDT",tdMode="cross",clOrdId="asCai1",side="buy",ordType="limit",sz="0.01",px="18000"))
|
||||
def test_cancel_order(self):
|
||||
print(self.tradeApi.cancel_order(instId="ETH-USDT",ordId="480702180748558336"))
|
||||
|
||||
def test_batch_order(self):
|
||||
orderData = [ {
|
||||
"instId":"ETH-USDT",
|
||||
"tdMode":"cross",
|
||||
"clOrdId":"b151121",
|
||||
"side":"buy",
|
||||
"ordType":"limit",
|
||||
"px":"2.15",
|
||||
"sz":"2"
|
||||
},
|
||||
{
|
||||
"instId":"BTC-USDT",
|
||||
"tdMode":"cross",
|
||||
"clOrdId":"b152233",
|
||||
"side":"buy",
|
||||
"ordType":"limit",
|
||||
"px":"2.15",
|
||||
"sz":"2"
|
||||
}]
|
||||
print(self.tradeApi.place_multiple_orders(orderData))
|
||||
#480702180748558336
|
||||
def test_cancel_batch_orders(self):
|
||||
data=[
|
||||
{
|
||||
'instId':"ETH-USDT",
|
||||
'ordId':"480702885353881600"
|
||||
},
|
||||
{
|
||||
'instId':"BTC-USDT",
|
||||
'ordId':'480702885353881601'
|
||||
}
|
||||
]
|
||||
print(self.tradeApi.cancel_multiple_orders(data))
|
||||
def test_amend_order(self):
|
||||
print(self.tradeApi.amend_order("BTC-USDT",ordId="480706017781743616",newSz="0.03"))
|
||||
def test_amend_order_batch(self):
|
||||
orderData = [
|
||||
{
|
||||
'instId':'ETH-USDT',
|
||||
'ordId':'480707205436669952',
|
||||
'newSz':'0.02'
|
||||
},
|
||||
{
|
||||
'instId':'BTC-USDT',
|
||||
'ordId':'480707205436669953',
|
||||
'newPx':'3.0'
|
||||
}
|
||||
]
|
||||
print(self.tradeApi.amend_multiple_orders(orderData))
|
||||
def test_close_all_positions(self):
|
||||
print(self.tradeApi.close_positions("BTC-USDT",mgnMode="cross"))
|
||||
def test_get_order_info(self):
|
||||
print(self.tradeApi.get_orders("ETH-USDT","480707205436669952"))
|
||||
def test_get_order_pending(self):
|
||||
print(self.tradeApi.get_order_list("SPOT"))
|
||||
def test_get_order_history(self):
|
||||
print(self.tradeApi.get_orders_history("SPOT"))
|
||||
def test_get_order_histry_archive(self):
|
||||
print(self.tradeApi.orders_history_archive("SPOT"))
|
||||
def test_get_fills(self):
|
||||
print(self.tradeApi.get_fills("SPOT"))
|
||||
def test_get_fills_history(self):
|
||||
print(self.tradeApi.get_fills_history("SPOT"))
|
||||
def test_get_order_algo_pending(self):
|
||||
print(self.tradeApi.order_algos_list('oco'))
|
||||
def test_order_algo(self):
|
||||
print(self.tradeApi.place_algo_order('BTC-USDT-SWAP', 'cross', side='buy', ordType='trigger', posSide='long',
|
||||
sz='100', triggerPx='22000', triggerPxType ='index', orderPx='-1'))
|
||||
def test_cancel_algos(self):
|
||||
params = [{
|
||||
'algoId': '485903392536264704',
|
||||
'instId': 'BTC-USDT-SWAP'
|
||||
}]
|
||||
|
||||
|
||||
print(self.tradeApi.cancel_algo_order(params))
|
||||
def test_cancel_adv_algos(self):
|
||||
params = [{
|
||||
'algoId': '485936482235191296',
|
||||
'instId': 'BTC-USDT-SWAP'
|
||||
}]
|
||||
|
||||
print(self.tradeApi.cancel_advance_algos(params)))
|
||||
def test_orders_algo_pending(self):
|
||||
print(self.tradeApi.order_algos_list(ordType='iceberg'))
|
||||
def test_algo_order_history(self):
|
||||
print(self.tradeApi.order_algos_history(algoId='485903392536264704',ordType='conditional'))
|
||||
def test_get_easy_convert_list(self):
|
||||
print(self.tradeApi.get_easy_convert_currency_list())
|
||||
def test_easy_convert(self):
|
||||
print(self.tradeApi.easy_convert(fromCcy=['BTC'],toCcy='OKB'))
|
||||
def test_get_convert_history(self):
|
||||
print(self.tradeApi.get_easy_convert_history())
|
||||
def test_get_oneclick_repay_support_list(self):
|
||||
print(self.tradeApi.get_oneclick_repay_list('cross'))
|
||||
def test_oneclick_repay(self):
|
||||
print(self.tradeApi.oneclick_repay(['BTC'],'USDT'))
|
||||
"""
|
||||
#485903392536264704
|
||||
#485936482235191296
|
||||
def test_oneclick_repay_history(self):
|
||||
print(self.tradeApi.oneclick_repay_history())
|
||||
|
||||
|
||||
|
||||
if __name__=='__main__':
|
||||
unittest.main()
|
||||
|
|
@ -0,0 +1,37 @@
|
|||
import unittest
|
||||
from ..okx import TradingData
|
||||
|
||||
|
||||
class TradingDataTest(unittest.TestCase):
|
||||
def setUp(self):
|
||||
api_key = '52c37310-a8b0-454a-8191-3250acff2626'
|
||||
api_secret_key = 'EC37534156E6B8C32E78FE8D8C1D506B'
|
||||
passphrase = 'Hanhao0.0'
|
||||
self.TradingDataAPI = TradingData.TradingDataAPI(api_key, api_secret_key, passphrase, use_server_time=False,
|
||||
flag='1')
|
||||
"""
|
||||
def test_get_support_coins(self):
|
||||
print(self.TradingDataAPI.get_support_coin())
|
||||
def test_get_taker_vol(self):
|
||||
print(self.TradingDataAPI.get_taker_volume(ccy="BTC",instType="SPOT"))
|
||||
def test_get_loan_ratio(self):
|
||||
print(self.TradingDataAPI.get_margin_lending_ratio('ETH'))
|
||||
def test_get_long_short_account(self):
|
||||
print(self.TradingDataAPI.get_long_short_ratio('BTC'))
|
||||
def test_get_contracts_vol_open(self):
|
||||
print(self.TradingDataAPI.get_contracts_interest_volume(ccy="BTC"))
|
||||
def test_get_option_vol_open(self):
|
||||
print(self.TradingDataAPI.get_options_interest_volume(ccy="ETH"))
|
||||
def test_get_option_ratio(self):
|
||||
print(self.TradingDataAPI.get_put_call_ratio(ccy='BTC'))
|
||||
def test_get_open_interest_expiry(self):
|
||||
print(self.TradingDataAPI.get_interest_volume_expiry("BTC"))
|
||||
def test_open_interest_volume_strike(self):
|
||||
print(self.TradingDataAPI.get_interest_volume_strike(ccy="BTC",expTime="20220901"))
|
||||
|
||||
"""
|
||||
def test_taker_block_vol(self):
|
||||
print(self.TradingDataAPI.get_taker_flow(ccy='BTC'))
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
|
@ -0,0 +1,31 @@
|
|||
import json
|
||||
import time
|
||||
|
||||
import okx.Account as Account
|
||||
|
||||
|
||||
async def http2_request(request, parameters):
|
||||
while 1:
|
||||
begin = time.time()
|
||||
if type(parameters) is list:
|
||||
result = request(*parameters)
|
||||
else:
|
||||
result = request(**parameters)
|
||||
|
||||
end = time.time()
|
||||
cost = end - begin
|
||||
print(f'request_cost:{cost}\nresponse_body:{json.dumps(result)}')
|
||||
|
||||
|
||||
api_key = ""
|
||||
secret_key = ""
|
||||
passphrase = ""
|
||||
# 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.
|
||||
# flag = '1' # 模拟盘 demo trading
|
||||
flag = '0' # 实盘 real tradiang
|
||||
|
||||
if __name__ == '__main__':
|
||||
# account api
|
||||
accountAPI = Account.AccountAPI(api_key, secret_key, passphrase, False, flag)
|
||||
accountAPI.get_account_config()
|
||||
accountAPI.get_greeks('BTC')
|
||||
|
|
@ -0,0 +1,166 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class AccountAPI(Client):
|
||||
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
|
||||
# Get Positions
|
||||
def get_position_risk(self, instType=''):
|
||||
params = {}
|
||||
if instType:
|
||||
params['instType'] = instType
|
||||
return self._request_with_params(GET, POSITION_RISK, params)
|
||||
|
||||
# Get Balance
|
||||
def get_account_balance(self, ccy=''):
|
||||
params = {}
|
||||
if ccy:
|
||||
params['ccy'] = ccy
|
||||
return self._request_with_params(GET, ACCOUNT_INFO, params)
|
||||
|
||||
# Get Positions
|
||||
def get_positions(self, instType='', instId=''):
|
||||
params = {'instType': instType, 'instId': instId}
|
||||
return self._request_with_params(GET, POSITION_INFO, params)
|
||||
|
||||
# Get Bills Details (recent 7 days)
|
||||
def get_account_bills(self, instType='', ccy='', mgnMode='', ctType='', type='', subType='', after='', before='',
|
||||
limit=''):
|
||||
params = {'instType': instType, 'ccy': ccy, 'mgnMode': mgnMode, 'ctType': ctType, 'type': type,
|
||||
'subType': subType, 'after': after, 'before': before, 'limit': limit}
|
||||
return self._request_with_params(GET, BILLS_DETAIL, params)
|
||||
|
||||
# Get Bills Details (recent 3 months)
|
||||
def get_account_bills_archive(self, instType='', ccy='', mgnMode='', ctType='', type='', subType='', after='', before='',
|
||||
limit=''):
|
||||
params = {'instType': instType, 'ccy': ccy, 'mgnMode': mgnMode, 'ctType': ctType, 'type': type,
|
||||
'subType': subType, 'after': after, 'before': before, 'limit': limit}
|
||||
return self._request_with_params(GET, BILLS_ARCHIVE, params)
|
||||
|
||||
# Get Account Configuration
|
||||
def get_account_config(self):
|
||||
return self._request_without_params(GET, ACCOUNT_CONFIG)
|
||||
|
||||
# Get Account Configuration
|
||||
def set_position_mode(self, posMode):
|
||||
params = {'posMode': posMode}
|
||||
return self._request_with_params(POST, POSITION_MODE, params)
|
||||
|
||||
# Get Account Configuration
|
||||
def set_leverage(self, lever, mgnMode, instId='', ccy='', posSide=''):
|
||||
params = {'lever': lever, 'mgnMode': mgnMode, 'instId': instId, 'ccy': ccy, 'posSide': posSide}
|
||||
return self._request_with_params(POST, SET_LEVERAGE, params)
|
||||
|
||||
# Get Maximum Tradable Size For Instrument
|
||||
def get_max_order_size(self, instId, tdMode, ccy='', px=''):
|
||||
params = {'instId': instId, 'tdMode': tdMode, 'ccy': ccy, 'px': px}
|
||||
return self._request_with_params(GET, MAX_TRADE_SIZE, params)
|
||||
|
||||
# Get Maximum Available Tradable Amount
|
||||
def get_max_avail_size(self, instId, tdMode, ccy='', reduceOnly=''):
|
||||
params = {'instId': instId, 'tdMode': tdMode, 'ccy': ccy, 'reduceOnly': reduceOnly}
|
||||
return self._request_with_params(GET, MAX_AVAIL_SIZE, params)
|
||||
|
||||
# Increase / Decrease margin
|
||||
def adjustment_margin(self, instId, posSide, type, amt,loanTrans=''):
|
||||
params = {'instId': instId, 'posSide': posSide, 'type': type, 'amt': amt,'loanTrans':loanTrans}
|
||||
return self._request_with_params(POST, ADJUSTMENT_MARGIN, params)
|
||||
|
||||
# Get Leverage
|
||||
def get_leverage(self, instId, mgnMode):
|
||||
params = {'instId': instId, 'mgnMode': mgnMode}
|
||||
return self._request_with_params(GET, GET_LEVERAGE, params)
|
||||
|
||||
# Get the maximum loan of isolated MARGIN
|
||||
def get_max_loan(self, instId, mgnMode, mgnCcy):
|
||||
params = {'instId': instId, 'mgnMode': mgnMode, 'mgnCcy': mgnCcy}
|
||||
return self._request_with_params(GET, MAX_LOAN, params)
|
||||
|
||||
# Get Fee Rates
|
||||
def get_fee_rates(self, instType, instId='', uly='', category='',instFamily = ''):
|
||||
params = {'instType': instType, 'instId': instId, 'uly': uly, 'category': category,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, FEE_RATES, params)
|
||||
|
||||
# Get interest-accrued
|
||||
def get_interest_accrued(self, instId='', ccy='', mgnMode='', after='', before='', limit=''):
|
||||
params = {'instId': instId, 'ccy': ccy, 'mgnMode': mgnMode, 'after': after, 'before': before, 'limit': limit}
|
||||
return self._request_with_params(GET, INTEREST_ACCRUED, params)
|
||||
|
||||
# Get interest-accrued
|
||||
def get_interest_rate(self, ccy=''):
|
||||
params = {'ccy': ccy}
|
||||
return self._request_with_params(GET, INTEREST_RATE, params)
|
||||
|
||||
# Set Greeks (PA/BS)
|
||||
def set_greeks(self, greeksType):
|
||||
params = {'greeksType': greeksType}
|
||||
return self._request_with_params(POST, SET_GREEKS, params)
|
||||
|
||||
# Set Isolated Mode
|
||||
def set_isolated_mode(self, isoMode,type):
|
||||
params = {'isoMode': isoMode, 'type':type}
|
||||
return self._request_with_params(POST, ISOLATED_MODE, params)
|
||||
|
||||
# Get Maximum Withdrawals
|
||||
def get_max_withdrawal(self, ccy=''):
|
||||
params = {'ccy': ccy}
|
||||
return self._request_with_params(GET, MAX_WITHDRAWAL, params)
|
||||
|
||||
# Get borrow repay
|
||||
def borrow_repay(self, ccy='', side='', amt=''):
|
||||
params = {'ccy': ccy, 'side': side, 'amt': amt}
|
||||
return self._request_with_params(POST, BORROW_REPAY, params)
|
||||
|
||||
# Get borrow repay history
|
||||
def get_borrow_repay_history(self, ccy='', after='', before='', limit=''):
|
||||
params = {'ccy': ccy, 'after': after, 'before': before, 'limit':limit}
|
||||
return self._request_with_params(GET, BORROW_REPAY_HISTORY, params)
|
||||
|
||||
# Get Obtain borrowing rate and limit
|
||||
def get_interest_limits(self, type='',ccy=''):
|
||||
params = {'type': type, 'ccy': ccy}
|
||||
return self._request_with_params(GET, INTEREST_LIMITS, params)
|
||||
|
||||
# Get Simulated Margin
|
||||
def get_simulated_margin(self, instType ='',inclRealPos=True,instId='',pos=''):
|
||||
params = {'instType': instType, 'inclRealPos': inclRealPos,'instId': instId,'pos': pos,}
|
||||
return self._request_with_params(POST, SIMULATED_MARGIN, params)
|
||||
|
||||
# Get Greeks
|
||||
def get_greeks(self, ccy=''):
|
||||
params = {'ccy': ccy}
|
||||
return self._request_with_params(GET, GREEKS, params)
|
||||
|
||||
#GET /api/v5/account/risk-state
|
||||
def get_account_position_risk(self):
|
||||
return self._request_without_params(GET, ACCOUNT_RISK)
|
||||
|
||||
#GET /api/v5/account/positions-history
|
||||
def get_positions_history(self,instType = '', instId = '',mgnMode = '',type = '',posId = '',after = '',before ='',limit = ''):
|
||||
params = {
|
||||
'instType':instType,
|
||||
'instId':instId,
|
||||
'mgnMode':mgnMode,
|
||||
'type':type,
|
||||
'posId':posId,
|
||||
'after':after,
|
||||
'before':before,
|
||||
'limit':limit
|
||||
}
|
||||
return self._request_with_params(GET,POSITIONS_HISTORY,params)
|
||||
|
||||
#GET /api/v5/account/position-tiers
|
||||
def get_account_position_tiers(self,instType = '', uly = '',instFamily = ''):
|
||||
params = {
|
||||
'instType':instType,
|
||||
'uly':uly,
|
||||
'instFamily':instFamily
|
||||
}
|
||||
return self._request_with_params(GET,GET_PM_LIMIT,params)
|
||||
|
||||
|
||||
|
||||
|
|
@ -0,0 +1,71 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class BlockTradingAPI(Client):
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
def counterparties(self):
|
||||
params = {}
|
||||
return self._request_with_params(GET, COUNTERPARTIES, params)
|
||||
|
||||
def create_rfq(self, counterparties=[], anonymous='false', clRfqId='', legs = []):
|
||||
params = {'counterparties': counterparties, 'anonymous': anonymous, 'clRfqId': clRfqId, 'legs': legs}
|
||||
return self._request_with_params(POST, CREATE_RFQ, params)
|
||||
|
||||
def cancel_rfq(self, rfqId = '', clRfqId = ''):
|
||||
params = {'rfqId': rfqId, 'clRfqId': clRfqId}
|
||||
return self._request_with_params(POST, CANCEL_RFQ, params)
|
||||
|
||||
def cancel_batch_rfqs(self, rfqIds=[], clRfqIds=[]):
|
||||
params = {'rfqIds': rfqIds, 'clRfqIds': clRfqIds}
|
||||
return self._request_with_params(POST, CANCEL_BATCH_RFQS, params)
|
||||
|
||||
def cancel_all_rfqs(self):
|
||||
params = {}
|
||||
return self._request_with_params(POST, CANCEL_ALL_RSQS, params)
|
||||
|
||||
def execute_quote(self, rfqId='', quoteId=''):
|
||||
params = {'rfqId': rfqId, 'quoteId': quoteId}
|
||||
return self._request_with_params(POST, EXECUTE_QUOTE, params)
|
||||
|
||||
def create_quote(self, rfqId='', clQuoteId='', quoteSide = '', legs = [],anonymous=False,expiresIn=''):
|
||||
params = {'rfqId': rfqId, 'clQuoteId': clQuoteId, 'quoteSide': quoteSide, 'legs': legs,
|
||||
'anonymous':anonymous,'expiresIn':expiresIn}
|
||||
return self._request_with_params(POST, CREATE_QUOTE, params)
|
||||
|
||||
def cancel_quote(self, quoteId = '', clQuoteId = ''):
|
||||
params = {'quoteId': quoteId, 'clQuoteId': clQuoteId}
|
||||
return self._request_with_params(POST, CANCEL_QUOTE, params)
|
||||
|
||||
def cancel_batch_quotes(self, quoteIds='', clQuoteIds=''):
|
||||
params = {'quoteIds': quoteIds, 'clQuoteIds': clQuoteIds}
|
||||
return self._request_with_params(POST, CANCEL_BATCH_QUOTES, params)
|
||||
|
||||
def cancel_all_quotes(self):
|
||||
params = {}
|
||||
return self._request_with_params(POST, CANCEL_ALL_QUOTES, params)
|
||||
|
||||
def get_rfqs(self, rfqId = '', clRfqId = '', state = '', beginId = '', endId = '', limit = ''):
|
||||
params = {'rfqId': rfqId, 'clRfqId': clRfqId, 'state': state, 'beginId': beginId, 'endId': endId, 'limit':limit}
|
||||
return self._request_with_params(GET, GET_RFQS, params)
|
||||
|
||||
def get_quotes(self, rfqId = '', clRfqId = '', quoteId = '', clQuoteId = '', state = '', beginId = '', endId = '', limit = ''):
|
||||
params = {'rfqId': rfqId, 'clRfqId': clRfqId, 'quoteId':quoteId,'clQuoteId':clQuoteId, 'state': state, 'beginId': beginId, 'endId': endId, 'limit':limit}
|
||||
return self._request_with_params(GET, GET_QUOTES, params)
|
||||
|
||||
def get_trades(self, rfqId = '', clRfqId = '', quoteId = '', clQuoteId = '', state = '', beginId = '', endId = '', limit = ''):
|
||||
params = {'rfqId': rfqId, 'clRfqId': clRfqId, 'quoteId':quoteId,'clQuoteId':clQuoteId, 'state': state, 'beginId': beginId, 'endId': endId, 'limit':limit}
|
||||
return self._request_with_params(GET, GET_RFQ_TRADES, params)
|
||||
|
||||
def get_public_trades(self, beginId = '', endId = '', limit = ''):
|
||||
params = {'beginId': beginId, 'endId': endId, 'limit': limit}
|
||||
return self._request_with_params(GET, GET_PUBLIC_TRADES, params)
|
||||
|
||||
def reset_mmp(self):
|
||||
return self._request_without_params(POST, MMP_RESET)
|
||||
|
||||
def set_marker_instrument(self,params = []):
|
||||
|
||||
return self._request_with_params(POST, MARKER_INSTRUMENT_SETTING, params)
|
||||
|
|
@ -0,0 +1,27 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class ConvertAPI(Client):
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
def get_currencies(self):
|
||||
params = {}
|
||||
return self._request_with_params(GET, GET_CURRENCIES, params)
|
||||
|
||||
def get_currency_pair(self, fromCcy='', toCcy=''):
|
||||
params = {"fromCcy": fromCcy, 'toCcy': toCcy}
|
||||
return self._request_with_params(GET, GET_CURRENCY_PAIR, params)
|
||||
|
||||
def estimate_quote(self, baseCcy = '', quoteCcy = '', side = '', rfqSz = '', rfqSzCcy = '', clQReqId = '',tag=''):
|
||||
params = {'baseCcy': baseCcy, 'quoteCcy': quoteCcy, 'side':side, 'rfqSz':rfqSz, 'rfqSzCcy':rfqSzCcy, 'clQReqId':clQReqId,'tag':tag}
|
||||
return self._request_with_params(POST, ESTIMATE_QUOTE, params)
|
||||
|
||||
def convert_trade(self, quoteId = '', baseCcy = '', quoteCcy = '', side = '', sz = '', szCcy = '', clTReqId = '',tag=''):
|
||||
params = {'quoteId': quoteId, 'baseCcy': baseCcy, 'quoteCcy':quoteCcy, 'side':side, 'sz':sz, 'szCcy':szCcy, 'clTReqId':clTReqId,'tag':tag}
|
||||
return self._request_with_params(POST, CONVERT_TRADE, params)
|
||||
|
||||
def get_convert_history(self, after = '', before = '', limit = '',tag=''):
|
||||
params = {'after': after, 'before': before, 'limit':limit,'tag':tag}
|
||||
return self._request_with_params(GET, CONVERT_HISTORY, params)
|
||||
|
|
@ -0,0 +1,64 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class EarningAPI(Client):
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain, debug)
|
||||
|
||||
def get_offers(self,productId = '',protocolType = '',ccy = ''):
|
||||
params = {
|
||||
'productId':productId,
|
||||
'protocolType':protocolType,
|
||||
'ccy':ccy
|
||||
}
|
||||
return self._request_with_params(GET,STACK_DEFI_OFFERS,params)
|
||||
|
||||
def purchase(self,productId = '',investData = [],term = ''):
|
||||
|
||||
params = {
|
||||
'productId':productId,
|
||||
'investData':investData
|
||||
}
|
||||
if term != '':
|
||||
params['term'] = term
|
||||
return self._request_with_params(POST,STACK_DEFI_PURCHASE,params)
|
||||
|
||||
def redeem(self,ordId = '',protocolType = '',allowEarlyRedeem = ''):
|
||||
params = {
|
||||
'ordId':ordId,
|
||||
'protocolType':protocolType,
|
||||
'allowEarlyRedeem':allowEarlyRedeem
|
||||
}
|
||||
return self._request_with_params(POST,STACK_DEFI_REDEEM,params)
|
||||
|
||||
def cancel(self,ordId = '',protocolType = ''):
|
||||
params = {
|
||||
'ordId':ordId,
|
||||
'protocolType':protocolType
|
||||
}
|
||||
return self._request_with_params(POST,STACK_DEFI_CANCEL,params)
|
||||
|
||||
def get_activity_orders(self,productId = '',protocolType = '',ccy = '',state = ''):
|
||||
params = {
|
||||
'productId':productId,
|
||||
'protocolType':protocolType,
|
||||
'ccy':ccy,
|
||||
'state':state
|
||||
}
|
||||
return self._request_with_params(GET,STACK_DEFI_ORDERS_ACTIVITY,params)
|
||||
|
||||
def get_orders_history(self,productId = '',protocolType = '',ccy = '',after = '',before = '',limit = ''):
|
||||
params = {
|
||||
'productId':productId,
|
||||
'protocolType':protocolType,
|
||||
'ccy':ccy,
|
||||
'after':after,
|
||||
'before':before,
|
||||
'limit':limit
|
||||
}
|
||||
return self._request_with_params(GET,STACK_DEFI_ORDERS_HISTORY,params)
|
||||
|
||||
|
||||
|
||||
|
||||
|
|
@ -0,0 +1,15 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class FDBrokerAPI(Client):
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
def generate_rebate_details_download_link(self, begin ='', end = ''):
|
||||
params = {'begin': begin, 'end': end}
|
||||
return self._request_with_params(POST, FD_REBATE_PER_ORDERS, params)
|
||||
|
||||
def get_rebate_details_download_link(self, type = '', begin = '', end = ''):
|
||||
params = {'type': type, 'begin': begin, 'end': end}
|
||||
return self._request_with_params(GET, FD_GET_REBATE_PER_ORDERS, params)
|
||||
|
|
@ -0,0 +1,126 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class FundingAPI(Client):
|
||||
|
||||
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
# Get Deposit Address
|
||||
def get_deposit_address(self, ccy):
|
||||
params = {'ccy': ccy}
|
||||
return self._request_with_params(GET, DEPOSIT_ADDRESS, params)
|
||||
|
||||
# Get Transfer State
|
||||
def transfer_state(self, transId,type=''):
|
||||
params = {'transId': transId, 'type': type}
|
||||
return self._request_with_params(GET, TRANSFER_STATE, params)
|
||||
|
||||
# Get Balance
|
||||
def get_balances(self, ccy=''):
|
||||
params = {'ccy': ccy}
|
||||
return self._request_with_params(GET, GET_BALANCES, params)
|
||||
|
||||
# Get Account Configuration
|
||||
def funds_transfer(self, ccy, amt, from_, to, type='0', subAcct='', instId='', toInstId='',loanTrans=''):
|
||||
params = {'ccy': ccy, 'amt': amt, 'from': from_, 'to': to, 'type': type, 'subAcct': subAcct, 'instId': instId,
|
||||
'toInstId': toInstId,'loanTrans':loanTrans}
|
||||
return self._request_with_params(POST, FUNDS_TRANSFER, params)
|
||||
|
||||
# Withdrawal
|
||||
def withdrawal(self, ccy, amt, dest, toAddr, fee,chain = '', clientId = ''):
|
||||
params = {'ccy': ccy, 'amt': amt, 'dest': dest, 'toAddr': toAddr, 'fee': fee,'chain':chain,'clientId':clientId}
|
||||
return self._request_with_params(POST, WITHDRAWAL_COIN, params)
|
||||
|
||||
# Get Deposit History
|
||||
def get_deposit_history(self, ccy='', state='', after='', before='', limit='',txId='',depId=''):
|
||||
params = {'ccy': ccy, 'state': state, 'after': after, 'before': before, 'limit': limit,'txId':txId,'depId':depId}
|
||||
return self._request_with_params(GET, DEPOSIT_HISTORIY, params)
|
||||
|
||||
# Get Withdrawal History
|
||||
def get_withdrawal_history(self, ccy='', state='', after='', before='', limit='',txId=''):
|
||||
params = {'ccy': ccy, 'state': state, 'after': after, 'before': before, 'limit': limit,'txId':txId}
|
||||
return self._request_with_params(GET, WITHDRAWAL_HISTORIY, params)
|
||||
|
||||
# Get Currencies
|
||||
def get_currencies(self, ccy=''):
|
||||
params = {'ccy': ccy}
|
||||
return self._request_with_params(GET, CURRENCY_INFO, params)
|
||||
|
||||
# PiggyBank Purchase/Redemption
|
||||
def purchase_redempt(self, ccy, amt, side, rate):
|
||||
params = {'ccy': ccy, 'amt': amt, 'side': side,'rate':rate}
|
||||
return self._request_with_params(POST, PURCHASE_REDEMPT, params)
|
||||
|
||||
# Get Withdrawal History
|
||||
def get_bills(self, ccy='', type='', after='', before='', limit=''):
|
||||
params = {'ccy': ccy, 'type': type, 'after': after, 'before': before, 'limit': limit}
|
||||
return self._request_with_params(GET, BILLS_INFO, params)
|
||||
|
||||
|
||||
#Get Deposit Lightning
|
||||
def get_deposit_lightning(self, ccy,amt,to=""):
|
||||
params = {'ccy':ccy,'amt':amt}
|
||||
if to:
|
||||
params = {'to':to}
|
||||
return self._request_with_params(GET, DEPOSIT_LIGHTNING, params)
|
||||
|
||||
# Withdrawal Lightning
|
||||
def withdrawal_lightning(self, ccy,invoice,memo=''):
|
||||
params = {'ccy':ccy, 'invoice':invoice, 'memo':memo}
|
||||
return self._request_with_params(POST, WITHDRAWAL_LIGHTNING, params)
|
||||
|
||||
|
||||
# POST SET LENDING RATE
|
||||
def set_lending_rate(self, ccy, rate):
|
||||
params = {'ccy': ccy, 'rate': rate}
|
||||
return self._request_with_params(POST, SET_LENDING_RATE, params)
|
||||
|
||||
|
||||
# GET LENDING HISTORY
|
||||
def get_lending_history(self, ccy='', before='', after='', limit='' ):
|
||||
params = {'ccy': ccy, 'after': after, 'before': before, 'limit': limit }
|
||||
return self._request_with_params(GET, LENDING_HISTORY, params)
|
||||
|
||||
|
||||
# GET LENDING RATE HISTORY
|
||||
def get_lending_rate_history(self, ccy='',after = '',before = '',limit = '' ):
|
||||
params = {'ccy': ccy,'after':after,'before':before,'limit':limit}
|
||||
return self._request_with_params(GET, LENDING_RATE_HISTORY, params)
|
||||
|
||||
|
||||
# GET LENDING RATE SUMMARY
|
||||
def get_lending_rate_summary(self, ccy=''):
|
||||
params = {'ccy': ccy}
|
||||
return self._request_with_params(GET, LENDING_RATE_SUMMARY, params)
|
||||
|
||||
|
||||
#POST /api/v5/asset/cancel-withdrawal
|
||||
def cancel_withdrawal(self,wdId = ''):
|
||||
params = {
|
||||
'wdId':wdId
|
||||
}
|
||||
return self._request_with_params(POST, CANCEL_WITHDRAWAL, params)
|
||||
|
||||
#POST /api/v5/asset/convert-dust-assets
|
||||
def convert_dust_assets(self,ccy = []):
|
||||
params = {
|
||||
'ccy':ccy
|
||||
}
|
||||
return self._request_with_params(POST, CONVERT_DUST_ASSETS, params)
|
||||
|
||||
#GET /api/v5/asset/asset-valuation
|
||||
def get_asset_valuation(self,ccy = ''):
|
||||
params = {
|
||||
'ccy':ccy
|
||||
}
|
||||
return self._request_with_params(GET, ASSET_VALUATION, params)
|
||||
|
||||
#GET / api / v5 / asset / saving - balance
|
||||
def get_saving_balance(self,ccy = ''):
|
||||
params = {
|
||||
'ccy':ccy
|
||||
}
|
||||
return self._request_with_params(GET, GET_SAVING_BALANCE, params)
|
||||
|
|
@ -0,0 +1,78 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class GridAPI(Client):
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
def grid_order_algo(self, instId='', algoOrdType='', maxPx='', minPx='', gridNum='', runType='', tpTriggerPx='',
|
||||
slTriggerPx='', tag='', quoteSz='', baseSz='', sz='', direction='', lever='', basePos=''):
|
||||
params = {'instId': instId, 'algoOrdType': algoOrdType, 'maxPx': maxPx, 'minPx': minPx, 'gridNum': gridNum,
|
||||
'runType': runType, 'tpTriggerPx': tpTriggerPx, 'slTriggerPx': slTriggerPx, 'tag': tag,
|
||||
'quoteSz': quoteSz, 'baseSz': baseSz, 'sz': sz, 'direction': direction, 'lever': lever,
|
||||
'basePos': basePos}
|
||||
return self._request_with_params(POST, GRID_ORDER_ALGO, params)
|
||||
|
||||
def grid_amend_order_algo(self, algoId='', instId='', slTriggerPx='', tpTriggerPx=''):
|
||||
params = {'algoId': algoId, 'instId': instId, 'slTriggerPx': slTriggerPx, 'tpTriggerPx': tpTriggerPx}
|
||||
return self._request_with_params(POST, GRID_AMEND_ORDER_ALGO, params)
|
||||
|
||||
def grid_stop_order_algo(self, algoId='', instId='', algoOrdType='', stopType=''):
|
||||
params = [{'algoId': algoId, 'instId': instId, 'algoOrdType': algoOrdType, 'stopType': stopType}]
|
||||
return self._request_with_params(POST, GRID_STOP_ORDER_ALGO, params)
|
||||
|
||||
def grid_orders_algo_pending(self, algoOrdType='', algoId='', instId='', instType='', after='', before='',
|
||||
limit='', instFamily = ''):
|
||||
params = {'algoOrdType': algoOrdType, 'algoId': algoId, 'instId': instId, 'instType': instType, 'after': after,
|
||||
'before': before, 'limit': limit,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, GRID_ORDERS_ALGO_PENDING, params)
|
||||
|
||||
def grid_orders_algo_history(self, algoOrdType='', algoId='', instId='', instType='', after='', before='',
|
||||
limit='',instFamily = ''):
|
||||
params = {'algoOrdType': algoOrdType, 'algoId': algoId, 'instId': instId, 'instType': instType, 'after': after,
|
||||
'before': before, 'limit': limit,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, GRID_ORDERS_ALGO_HISTORY, params)
|
||||
|
||||
def grid_orders_algo_details(self, algoOrdType='', algoId=''):
|
||||
params = {'algoOrdType': algoOrdType, 'algoId': algoId}
|
||||
return self._request_with_params(GET, GRID_ORDERS_ALGO_DETAILS, params)
|
||||
|
||||
def grid_sub_orders(self, algoId='', algoOrdType='', type='', groupId='', after='', before='', limit=''):
|
||||
params = {'algoId': algoId, 'algoOrdType': algoOrdType, 'type': type, 'groupId': groupId, 'after': after,
|
||||
'before': before, 'limit': limit}
|
||||
return self._request_with_params(GET, GRID_SUB_ORDERS, params)
|
||||
|
||||
def grid_positions(self, algoOrdType='', algoId=''):
|
||||
params = {'algoOrdType': algoOrdType, 'algoId': algoId}
|
||||
return self._request_with_params(GET, GRID_POSITIONS, params)
|
||||
|
||||
def grid_withdraw_income(self, algoId=''):
|
||||
params = {'algoId': algoId}
|
||||
return self._request_with_params(POST, GRID_WITHDRAW_INCOME, params)
|
||||
|
||||
def grid_compute_margin_balance(self, algoId='', type='', amt=''):
|
||||
params = {
|
||||
'algoId': algoId,
|
||||
'type': type,
|
||||
'amt': amt
|
||||
}
|
||||
return self._request_with_params(POST, GRID_COMPUTE_MARIGIN_BALANCE, params)
|
||||
|
||||
def grid_adjust_margin_balance(self, algoId='', type='', amt='', percent=''):
|
||||
params = {
|
||||
'algoId': algoId,
|
||||
'type': type,
|
||||
'amt': amt,
|
||||
'percent': percent
|
||||
}
|
||||
return self._request_with_params(POST, GRID_MARGIN_BALANCE, params)
|
||||
|
||||
def grid_ai_param(self, algoOrdType='', instId='', direction='', duration=''):
|
||||
params = {
|
||||
'algoOrdType': algoOrdType,
|
||||
'instId': instId,
|
||||
'direction': direction,
|
||||
'duration':duration
|
||||
}
|
||||
return self._request_with_params(GET, GRID_AI_PARAM, params)
|
||||
|
|
@ -0,0 +1,122 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class MarketAPI(Client):
|
||||
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
|
||||
# Get Tickers
|
||||
def get_tickers(self, instType, uly='', instFamily =''):
|
||||
if uly:
|
||||
params = {'instType': instType, 'uly': uly, 'instFamily': instFamily}
|
||||
else:
|
||||
params = {'instType': instType, 'instFamily': instFamily}
|
||||
return self._request_with_params(GET, TICKERS_INFO, params)
|
||||
|
||||
# Get Ticker
|
||||
def get_ticker(self, instId):
|
||||
params = {'instId': instId}
|
||||
return self._request_with_params(GET, TICKER_INFO, params)
|
||||
|
||||
# Get Index Tickers
|
||||
def get_index_tickers(self, quoteCcy='', instId=''):
|
||||
params = {'quoteCcy': quoteCcy, 'instId': instId}
|
||||
return self._request_with_params(GET, INDEX_TICKERS, params)
|
||||
|
||||
# Get Order Book
|
||||
def get_orderbook(self, instId, sz=''):
|
||||
params = {'instId': instId, 'sz': sz}
|
||||
return self._request_with_params(GET, ORDER_BOOKS, params)
|
||||
|
||||
# Get Candlesticks
|
||||
def get_candlesticks(self, instId, after='', before='', bar='', limit=''):
|
||||
params = {'instId': instId, 'after': after, 'before': before, 'bar': bar, 'limit': limit}
|
||||
return self._request_with_params(GET, MARKET_CANDLES, params)
|
||||
|
||||
# GGet Candlesticks History（top currencies only）
|
||||
def get_history_candlesticks(self, instId, after='', before='', bar='', limit=''):
|
||||
params = {'instId': instId, 'after': after, 'before': before, 'bar': bar, 'limit': limit}
|
||||
return self._request_with_params(GET, HISTORY_CANDLES, params)
|
||||
|
||||
# Get Index Candlesticks
|
||||
def get_index_candlesticks(self, instId, after='', before='', bar='', limit=''):
|
||||
params = {'instId': instId, 'after': after, 'before': before, 'bar': bar, 'limit': limit}
|
||||
return self._request_with_params(GET, INDEX_CANSLES, params)
|
||||
|
||||
# Get Mark Price Candlesticks
|
||||
def get_mark_price_candlesticks(self, instId, after='', before='', bar='', limit=''):
|
||||
params = {'instId': instId, 'after': after, 'before': before, 'bar': bar, 'limit': limit}
|
||||
return self._request_with_params(GET, MARKPRICE_CANDLES, params)
|
||||
|
||||
# Get Index Candlesticks
|
||||
def get_trades(self, instId, limit=''):
|
||||
params = {'instId': instId, 'limit': limit}
|
||||
return self._request_with_params(GET, MARKET_TRADES, params)
|
||||
|
||||
# Get Volume
|
||||
def get_volume(self):
|
||||
return self._request_without_params(GET, VOLUMNE)
|
||||
|
||||
# Get Oracle
|
||||
def get_oracle(self):
|
||||
return self._request_without_params(GET, ORACLE)
|
||||
|
||||
# Get Tier
|
||||
def get_tier(self, instType='', tdMode='', uly='', instId='', ccy='', tier=''):
|
||||
params = {'instType': instType, 'tdMode': tdMode, 'uly': uly, 'instId': instId, 'ccy': ccy, 'tier': tier}
|
||||
return self._request_with_params(GET, TIER, params)
|
||||
|
||||
#GET /api/v5/market/index-components
|
||||
def get_index_components(self,index = ''):
|
||||
param = {
|
||||
'index':index
|
||||
}
|
||||
return self._request_with_params(GET,INDEX_COMPONENTS,param)
|
||||
|
||||
|
||||
#GET /api/v5/market/exchange-rate
|
||||
def get_exchange_rate(self):
|
||||
return self._request_without_params(GET, EXCHANGE_RATE)
|
||||
|
||||
#GET /api/v5/market/history-trades
|
||||
def get_history_trades(self,instId = '',type = '',after = '',before = '',limit = ''):
|
||||
params = {
|
||||
'instId':instId,
|
||||
'type':type,
|
||||
'after':after,
|
||||
'before':before,
|
||||
'limit':limit
|
||||
}
|
||||
return self._request_with_params(GET,HISTORY_TRADES,params)
|
||||
|
||||
#GET /api/v5/market/block-ticker
|
||||
def get_block_ticker(self,instId = ''):
|
||||
params = {
|
||||
'instId':instId
|
||||
}
|
||||
return self._request_with_params(GET,BLOCK_TICKER,params)
|
||||
|
||||
#GET /api/v5/market/block-tickers
|
||||
def get_block_tickers(self,instType = '',uly = '', instFamily = ''):
|
||||
params = {
|
||||
'instType':instType,
|
||||
'uly':uly,
|
||||
'instFamily':instFamily
|
||||
}
|
||||
return self._request_with_params(GET, BLOCK_TICKERS, params)
|
||||
|
||||
#GET /api/v5/market/block-trades
|
||||
def get_block_trades(self,instId = ''):
|
||||
params = {
|
||||
'instId':instId
|
||||
}
|
||||
return self._request_with_params(GET, BLOCK_TRADES, params)
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
|
@ -0,0 +1,150 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
class NDBrokerAPI(Client):
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
#GET /api/v5/broker/nd/info
|
||||
def get_broker_info(self):
|
||||
return self._request_without_params(GET, BROKER_INFO)
|
||||
|
||||
#POST /api/v5/broker/nd/create-subaccount
|
||||
def create_subaccount(self,subAcct = '',label = ''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'label':label
|
||||
}
|
||||
return self._request_with_params(POST,CREATE_SUBACCOUNT,params)
|
||||
|
||||
def delete_subaccount(self,subAcct = ''):
|
||||
params = {
|
||||
'subAcct':subAcct
|
||||
}
|
||||
return self._request_with_params(POST,DELETE_SUBACCOUNT,params)
|
||||
|
||||
def get_subaccount_info(self,subAcct = '',page = '',limit = ''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'page':page,
|
||||
'limit':limit
|
||||
}
|
||||
return self._request_with_params(GET,SUBACCOUNT_INFO,params)
|
||||
|
||||
def create_subaccount_apikey(self,subAcct = '',label='',passphrase='',ip='',perm=''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'label':label,
|
||||
'passphrase':passphrase,
|
||||
'ip':ip,
|
||||
'perm':perm
|
||||
}
|
||||
return self._request_with_params(POST,ND_CREAET_APIKEY,params)
|
||||
|
||||
def get_subaccount_apikey(self,subAcct = '',apiKey = ''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'apiKey':apiKey
|
||||
}
|
||||
return self._request_with_params(GET,ND_SELECT_APIKEY,params)
|
||||
|
||||
def reset_subaccount_apikey(self,subAcct = '',apiKey = '',label='',perm = '',ip = ''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'apiKey':apiKey,
|
||||
'label':label,
|
||||
'perm':perm,
|
||||
'ip':ip
|
||||
}
|
||||
return self._request_with_params(POST,ND_MODIFY_APIKEY,params)
|
||||
|
||||
def delete_subaccount_apikey(self,subAcct = '',apiKey = ''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'apiKey':apiKey
|
||||
}
|
||||
return self._request_with_params(POST,ND_DELETE_APIKEY,params)
|
||||
|
||||
def set_subaccount_level(self,subAcct = '',acctLv = ''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'acctLv':acctLv
|
||||
}
|
||||
return self._request_with_params(POST,SET_SUBACCOUNT_LEVEL,params)
|
||||
|
||||
def set_subaccount_fee_rate(self,subAcct = '',instType = '',chgType = '',chgTaker = '',chgMaker = '',effDate = ''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'instType':instType,
|
||||
'chgType':chgType,
|
||||
'chgTaker':chgTaker,
|
||||
'chgMaker':chgMaker,
|
||||
'effDate':effDate
|
||||
}
|
||||
return self._request_with_params(POST,SET_SUBACCOUNT_FEE_REAT,params)
|
||||
|
||||
def create_subaccount_deposit_address(self,subAcct = '',ccy = '',chain = '',addrType = '', to =''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'ccy':ccy,
|
||||
'chain':chain,
|
||||
'addrType':addrType,
|
||||
'to':to
|
||||
}
|
||||
return self._request_with_params(POST,SUBACCOUNT_DEPOSIT_ADDRESS,params)
|
||||
|
||||
def reset_subaccount_deposit_address(self,subAcct = '',ccy = '',chain = '',addr = '',to = ''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'ccy':ccy,
|
||||
'chain':chain,
|
||||
'addr':addr,
|
||||
'to':to
|
||||
}
|
||||
return self._request_with_params(POST,MODIFY_SUBACCOUNT_DEPOSIT_ADDRESS,params)
|
||||
|
||||
def get_subaccount_deposit_address(self,subAcct = '',ccy = ''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'ccy':ccy
|
||||
}
|
||||
return self._request_with_params(GET,GET_SUBACCOUNT_DEPOSIT,params)
|
||||
|
||||
def get_subaccount_deposit_history(self,subAcct = '',ccy = '',txId = '',state = '',after = '',before = '',limit = ''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'ccy':ccy,
|
||||
'txId':txId,
|
||||
'state':state,
|
||||
'after':after,
|
||||
'before':before,
|
||||
'limit':limit
|
||||
}
|
||||
return self._request_with_params(GET,SUBACCOUNT_DEPOSIT_HISTORY,params)
|
||||
|
||||
def get_rebate_daily(self,subAcct = '',begin = '',end = '',page = '',limit = ''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'begin':begin,
|
||||
'end':end,
|
||||
'page':page,
|
||||
'limit':limit
|
||||
}
|
||||
return self._request_with_params(GET,REBATE_DAILY,params)
|
||||
|
||||
def get_rebate_details_download_link(self,type ='',begin = '',end = ''):
|
||||
params ={
|
||||
'type':type,
|
||||
'begin':begin,
|
||||
'end':end
|
||||
}
|
||||
return self._request_with_params(GET,GET_REBATE_PER_ORDERS,params)
|
||||
|
||||
|
||||
|
||||
def generate_rebate_details_download_link(self,begin = '',end = ''):
|
||||
params = {
|
||||
'begin':begin,
|
||||
'end':end
|
||||
}
|
||||
return self._request_with_params(POST,REBATE_PER_ORDERS,params)
|
||||
|
||||
|
|
@ -0,0 +1,117 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class PublicAPI(Client):
|
||||
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
# Get Instruments
|
||||
def get_instruments(self, instType, uly='', instId='',instFamily = ''):
|
||||
params = {'instType': instType, 'uly': uly, 'instId': instId,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, INSTRUMENT_INFO, params)
|
||||
|
||||
# Get Delivery/Exercise History
|
||||
def get_delivery_exercise_history(self, instType, uly = '', after='', before='', limit='',instFamily = ''):
|
||||
params = {'instType': instType, 'uly': uly, 'after': after, 'before': before, 'limit': limit,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, DELIVERY_EXERCISE, params)
|
||||
|
||||
# Get Open Interest
|
||||
def get_open_interest(self, instType, uly='', instId='' ,instFamily =''):
|
||||
params = {'instType': instType, 'uly': uly, 'instId': instId,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, OPEN_INTEREST, params)
|
||||
|
||||
# Get Funding Rate
|
||||
def get_funding_rate(self, instId):
|
||||
params = {'instId': instId}
|
||||
return self._request_with_params(GET, FUNDING_RATE, params)
|
||||
|
||||
# Get Funding Rate History
|
||||
def funding_rate_history(self, instId, after='', before='', limit=''):
|
||||
params = {'instId': instId, 'after': after, 'before': before, 'limit': limit}
|
||||
return self._request_with_params(GET, FUNDING_RATE_HISTORY, params)
|
||||
|
||||
# Get Limit Price
|
||||
def get_price_limit(self, instId):
|
||||
params = {'instId': instId}
|
||||
return self._request_with_params(GET, PRICE_LIMIT, params)
|
||||
|
||||
# Get Option Market Data
|
||||
def get_opt_summary(self, uly = '', expTime='',instFamily=''):
|
||||
params = {'uly': uly, 'expTime': expTime,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, OPT_SUMMARY, params)
|
||||
|
||||
# Get Estimated Delivery/Excercise Price
|
||||
def get_estimated_price(self, instId):
|
||||
params = {'instId': instId}
|
||||
return self._request_with_params(GET, ESTIMATED_PRICE, params)
|
||||
|
||||
# Get Discount Rate And Interest-Free Quota
|
||||
def discount_interest_free_quota(self, ccy=''):
|
||||
params = {'ccy': ccy}
|
||||
return self._request_with_params(GET, DICCOUNT_INTETEST_INFO, params)
|
||||
|
||||
# Get System Time
|
||||
def get_system_time(self):
|
||||
return self._request_without_params(GET, SYSTEM_TIME)
|
||||
|
||||
# Get Liquidation Orders
|
||||
def get_liquidation_orders(self, instType, mgnMode='', instId='', ccy='', uly='', alias='', state='', before='',
|
||||
after='', limit='',instFamily =''):
|
||||
params = {'instType': instType, 'mgnMode': mgnMode, 'instId': instId, 'ccy': ccy, 'uly': uly,
|
||||
'alias': alias, 'state': state, 'before': before, 'after': after, 'limit': limit,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, LIQUIDATION_ORDERS, params)
|
||||
|
||||
# Get Mark Price
|
||||
def get_mark_price(self, instType, uly='', instId='',instFamily = ''):
|
||||
params = {'instType': instType, 'uly': uly, 'instId': instId,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, MARK_PRICE, params)
|
||||
|
||||
# Get Tier
|
||||
def get_position_tiers(self, instType, tdMode, uly='', instId='', ccy='', tier='',instFamily =''):
|
||||
params = {'instType': instType, 'tdMode': tdMode, 'uly': uly, 'instId': instId, 'ccy': ccy, 'tier': tier,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, TIER, params)
|
||||
|
||||
#GET /api/v5/public/interest-rate-loan-quota
|
||||
def get_interest_rate_loan_quota(self):
|
||||
return self._request_without_params(GET,INTEREST_LOAN)
|
||||
|
||||
#GET /api/v5/public/vip-interest-rate-loan-quota
|
||||
def get_vip_interest_rate_loan_quota(self):
|
||||
return self._request_without_params(GET, VIP_INTEREST_RATE_LOAN_QUOTA)
|
||||
|
||||
#GET /api/v5/public/underlying
|
||||
def get_underlying(self,instType = ''):
|
||||
params = {
|
||||
'instType':instType
|
||||
}
|
||||
return self._request_with_params(GET, UNDERLYING, params)
|
||||
|
||||
#GET /api/v5/public/insurance-fund
|
||||
def get_insurance_fund(self,instType = '',type = '',uly = '',ccy='',before = '',after = '',limit = '',instFamily=''):
|
||||
params = {
|
||||
'instType':instType,
|
||||
'type':type,
|
||||
'uly':uly,
|
||||
'ccy':ccy,
|
||||
'before':before,
|
||||
'after':after,
|
||||
'limit':limit,
|
||||
'instFamily':instFamily
|
||||
}
|
||||
return self._request_with_params(GET, INSURANCE_FUND, params)
|
||||
|
||||
#GET /api/v5/public/convert-contract-coin
|
||||
def get_convert_contract_coin(self,type = '',instId = '',sz = '',px = '',unit = ''):
|
||||
params = {
|
||||
'type':type,
|
||||
'instId':instId,
|
||||
'sz':sz,
|
||||
'px':px,
|
||||
'unit':unit
|
||||
}
|
||||
return self._request_with_params(GET, CONVERT_CONTRACT_COIN, params)
|
||||
|
||||
|
||||
|
||||
|
|
@ -0,0 +1,11 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class StatusAPI(Client):
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
def status(self, state=''):
|
||||
params = {'state': state}
|
||||
return self._request_with_params(GET, STATUS, params)
|
||||
|
|
@ -0,0 +1,63 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class SubAccountAPI(Client):
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
def get_account_balance(self, subAcct):
|
||||
params = {"subAcct": subAcct}
|
||||
return self._request_with_params(GET, BALANCE, params)
|
||||
|
||||
def bills(self, ccy='', type='', subAcct='', after='', before='', limit=''):
|
||||
params = {"ccy": ccy, 'type': type, 'subAcct': subAcct, 'after': after, 'before': before, 'limit': limit}
|
||||
return self._request_with_params(GET, BILLs, params)
|
||||
|
||||
|
||||
def reset_subaccount_apikey(self, subAcct,apiKey, label='', perm='', ip='-1'):
|
||||
params = {'subAcct': subAcct, 'apiKey': apiKey}
|
||||
|
||||
if ip != '-1':
|
||||
params['ip'] = ip
|
||||
if label != '':
|
||||
params['label'] = label
|
||||
if perm != '':
|
||||
params['perm'] = perm
|
||||
#params = {'subAcct': subAcct, 'label': label, 'apiKey': apiKey, 'perm': perm, 'ip': ip}
|
||||
return self._request_with_params(POST, RESET, params)
|
||||
|
||||
|
||||
def get_subaccount_list(self, enable='', subAcct='', after='', before='', limit=''):
|
||||
params = {'enable': enable, 'subAcct': subAcct, 'after': after, 'before': before, 'limit': limit}
|
||||
return self._request_with_params(GET, VIEW_LIST, params)
|
||||
|
||||
def subAccount_transfer(self, ccy, amt, froms, to, fromSubAccount,toSubAccount,loanTrans='false',omitPosRisk = 'false'):
|
||||
params = {'ccy': ccy, 'amt': amt, 'from': froms, 'to': to, 'fromSubAccount': fromSubAccount, 'toSubAccount': toSubAccount,'loanTrans':loanTrans,'omitPosRisk':omitPosRisk}
|
||||
return self._request_with_params(POST, SUBACCOUNT_TRANSFER, params)
|
||||
|
||||
#GET /api/v5/users/entrust-subaccount-list
|
||||
def get_entrust_subaccount_list(self,subAcct = ''):
|
||||
params = {
|
||||
'subAcct':subAcct
|
||||
}
|
||||
return self._request_with_params(GET, ENTRUST_SUBACCOUNT_LIST, params)
|
||||
|
||||
#POST /api/v5/users/subaccount/set-transfer-out
|
||||
def set_permission_transfer_out(self,subAcct = '',canTransOut = ''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'canTransOut':canTransOut
|
||||
}
|
||||
return self._request_with_params(POST, SET_TRSNSFER_OUT, params)
|
||||
|
||||
#GET /api/v5/asset/subaccount/balances
|
||||
def get_funding_balance(self,subAcct='',ccy=''):
|
||||
params = {
|
||||
'subAcct':subAcct,
|
||||
'ccy':ccy
|
||||
}
|
||||
return self._request_with_params(GET, GET_ASSET_SUBACCOUNT_BALANCE, params)
|
||||
|
||||
|
||||
|
||||
|
|
@ -0,0 +1,159 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class TradeAPI(Client):
|
||||
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
# Place Order
|
||||
def place_order(self, instId, tdMode, side, ordType, sz, ccy='', clOrdId='', tag='', posSide='', px='',
|
||||
reduceOnly='', tgtCcy=''):
|
||||
params = {'instId': instId, 'tdMode': tdMode, 'side': side, 'ordType': ordType, 'sz': sz, 'ccy': ccy,
|
||||
'clOrdId': clOrdId, 'tag': tag, 'posSide': posSide, 'px': px, 'reduceOnly': reduceOnly,
|
||||
'tgtCcy': tgtCcy}
|
||||
return self._request_with_params(POST, PLACR_ORDER, params)
|
||||
|
||||
# Place Multiple Orders
|
||||
def place_multiple_orders(self, orders_data):
|
||||
return self._request_with_params(POST, BATCH_ORDERS, orders_data)
|
||||
|
||||
# Cancel Order
|
||||
def cancel_order(self, instId, ordId='', clOrdId=''):
|
||||
params = {'instId': instId, 'ordId': ordId, 'clOrdId': clOrdId}
|
||||
return self._request_with_params(POST, CANAEL_ORDER, params)
|
||||
|
||||
# Cancel Multiple Orders
|
||||
def cancel_multiple_orders(self, orders_data):
|
||||
return self._request_with_params(POST, CANAEL_BATCH_ORDERS, orders_data)
|
||||
|
||||
# Amend Order
|
||||
def amend_order(self, instId, cxlOnFail='', ordId='', clOrdId='', reqId='', newSz='', newPx=''):
|
||||
params = {'instId': instId, 'cxlOnFailc': cxlOnFail, 'ordId': ordId, 'clOrdId': clOrdId, 'reqId': reqId,
|
||||
'newSz': newSz,
|
||||
'newPx': newPx}
|
||||
return self._request_with_params(POST, AMEND_ORDER, params)
|
||||
|
||||
# Amend Multiple Orders
|
||||
def amend_multiple_orders(self, orders_data):
|
||||
return self._request_with_params(POST, AMEND_BATCH_ORDER, orders_data)
|
||||
|
||||
# Close Positions
|
||||
def close_positions(self, instId, mgnMode, posSide='', ccy='',autoCxl=''):
|
||||
params = {'instId': instId, 'mgnMode': mgnMode, 'posSide': posSide, 'ccy': ccy,'autoCxl':autoCxl}
|
||||
return self._request_with_params(POST, CLOSE_POSITION, params)
|
||||
|
||||
# Get Order Details
|
||||
def get_order(self, instId, ordId='', clOrdId=''):
|
||||
params = {'instId': instId, 'ordId': ordId, 'clOrdId': clOrdId}
|
||||
return self._request_with_params(GET, ORDER_INFO, params)
|
||||
|
||||
# Get Order List
|
||||
def get_order_list(self, instType='', uly='', instId='', ordType='', state='', after='', before='', limit='',instFamily = ''):
|
||||
params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordType': ordType, 'state': state,
|
||||
'after': after, 'before': before, 'limit': limit,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, ORDERS_PENDING, params)
|
||||
|
||||
# Get Order History (last 7 days）
|
||||
def get_orders_history(self, instType, uly='', instId='', ordType='', state='', after='', before='', limit='',instFamily = ''):
|
||||
params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordType': ordType, 'state': state,
|
||||
'after': after, 'before': before, 'limit': limit,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, ORDERS_HISTORY, params)
|
||||
|
||||
# Get Order History (last 3 months)
|
||||
def get_orders_history_archive(self, instType, uly='', instId='', ordType='', state='', after='', before='', limit='',instFamily = ''):
|
||||
params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordType': ordType, 'state': state,
|
||||
'after': after, 'before': before, 'limit': limit,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, ORDERS_HISTORY_ARCHIVE, params)
|
||||
|
||||
# Get Transaction Details
|
||||
def get_fills(self, instType='', uly='', instId='', ordId='', after='', before='', limit='',instFamily = ''):
|
||||
params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordId': ordId, 'after': after, 'before': before,
|
||||
'limit': limit,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, ORDER_FILLS, params)
|
||||
|
||||
# Place Algo Order
|
||||
def place_algo_order(self, instId='', tdMode='', side='', ordType='', sz='', ccy='',
|
||||
posSide='', reduceOnly='', tpTriggerPx='',
|
||||
tpOrdPx='', slTriggerPx='', slOrdPx='',
|
||||
triggerPx='', orderPx='', tgtCcy='', pxVar='',
|
||||
pxSpread='',
|
||||
szLimit='', pxLimit='', timeInterval='', tpTriggerPxType='', slTriggerPxType='',
|
||||
callbackRatio='',callbackSpread='',activePx='',tag='',triggerPxType=''):
|
||||
params = {'instId': instId, 'tdMode': tdMode, 'side': side, 'ordType': ordType, 'sz': sz, 'ccy': ccy,
|
||||
'posSide': posSide, 'reduceOnly': reduceOnly, 'tpTriggerPx': tpTriggerPx, 'tpOrdPx': tpOrdPx,
|
||||
'slTriggerPx': slTriggerPx, 'slOrdPx': slOrdPx, 'triggerPx': triggerPx, 'orderPx': orderPx,
|
||||
'tgtCcy': tgtCcy, 'pxVar': pxVar, 'szLimit': szLimit, 'pxLimit': pxLimit,
|
||||
'timeInterval': timeInterval,
|
||||
'pxSpread': pxSpread, 'tpTriggerPxType': tpTriggerPxType, 'slTriggerPxType': slTriggerPxType,
|
||||
'callbackRatio' : callbackRatio, 'callbackSpread':callbackSpread,'activePx':activePx,
|
||||
'tag':tag,'triggerPxType':triggerPxType,}
|
||||
return self._request_with_params(POST, PLACE_ALGO_ORDER, params)
|
||||
|
||||
|
||||
|
||||
# Cancel Algo Order
|
||||
def cancel_algo_order(self, params):
|
||||
return self._request_with_params(POST, CANCEL_ALGOS, params)
|
||||
|
||||
# Cancel Advance Algos
|
||||
def cancel_advance_algos(self,params):
|
||||
return self._request_with_params(POST, Cancel_Advance_Algos, params)
|
||||
|
||||
# Get Algo Order List
|
||||
def order_algos_list(self, ordType ='', algoId='', instType='', instId='', after='', before='', limit=''):
|
||||
params = {'ordType': ordType, 'algoId': algoId, 'instType': instType, 'instId': instId, 'after': after,
|
||||
'before': before, 'limit': limit}
|
||||
return self._request_with_params(GET, ORDERS_ALGO_OENDING, params)
|
||||
|
||||
# Get Algo Order History
|
||||
def order_algos_history(self, ordType, state='', algoId='', instType='', instId='', after='', before='', limit=''):
|
||||
params = {'ordType': ordType, 'state': state, 'algoId': algoId, 'instType': instType, 'instId': instId,
|
||||
'after': after, 'before': before, 'limit': limit}
|
||||
return self._request_with_params(GET, ORDERS_ALGO_HISTORY, params)
|
||||
|
||||
# Get Transaction Details History
|
||||
def get_fills_history(self, instType, uly='', instId='', ordId='', after='', before='', limit='',instFamily=''):
|
||||
params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordId': ordId, 'after': after, 'before': before,
|
||||
'limit': limit,'instFamily':instFamily}
|
||||
return self._request_with_params(GET, ORDERS_FILLS_HISTORY, params)
|
||||
|
||||
def get_easy_convert_currency_list(self):
|
||||
return self._request_without_params(GET, EASY_CONVERT_CURRENCY_LIST)
|
||||
|
||||
def easy_convert(self,fromCcy = [],toCcy = ''):
|
||||
params = {
|
||||
'fromCcy':fromCcy,
|
||||
'toCcy':toCcy
|
||||
}
|
||||
return self._request_with_params(POST, EASY_CONVERT, params)
|
||||
|
||||
def get_easy_convert_history(self,before = '',after = '',limit = ''):
|
||||
params = {
|
||||
'before':before,
|
||||
'after':after,
|
||||
'limit':limit
|
||||
}
|
||||
return self._request_with_params(GET,CONVERT_EASY_HISTORY,params)
|
||||
|
||||
def get_oneclick_repay_list(self,debtType = ''):
|
||||
params = {
|
||||
'debtType':debtType
|
||||
}
|
||||
return self._request_with_params(GET,ONE_CLICK_REPAY_SUPPORT,params)
|
||||
|
||||
def oneclick_repay(self,debtCcy = [] , repayCcy=''):
|
||||
params = {
|
||||
'debtCcy':debtCcy,
|
||||
'repayCcy':repayCcy
|
||||
}
|
||||
return self._request_with_params(POST,ONE_CLICK_REPAY,params)
|
||||
|
||||
def oneclick_repay_history(self,after = '',before = '',limit = ''):
|
||||
params = {
|
||||
'after':after,
|
||||
'before':before,
|
||||
'limit':limit
|
||||
}
|
||||
return self._request_with_params(GET,ONE_CLICK_REPAY_HISTORY,params)
|
||||
|
|
@ -0,0 +1,55 @@
|
|||
from .client import Client
|
||||
from .consts import *
|
||||
|
||||
|
||||
class TradingDataAPI(Client):
|
||||
|
||||
def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=False, flag='1', domain = 'https://www.okx.com',debug = True):
|
||||
Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
|
||||
|
||||
|
||||
def get_support_coin(self):
|
||||
return self._request_without_params(GET, SUPPORT_COIN)
|
||||
|
||||
def get_taker_volume(self, ccy, instType, begin='', end='', period=''):
|
||||
params = {'ccy': ccy, 'instType': instType, 'begin': begin, 'end': end, 'period': period}
|
||||
return self._request_with_params(GET, TAKER_VOLUME, params)
|
||||
|
||||
def get_margin_lending_ratio(self, ccy, begin='', end='', period=''):
|
||||
params = {'ccy': ccy, 'begin': begin, 'end': end, 'period': period}
|
||||
return self._request_with_params(GET, MARGIN_LENDING_RATIO, params)
|
||||
|
||||
def get_long_short_ratio(self, ccy, begin='', end='', period=''):
|
||||
params = {'ccy': ccy, 'begin': begin, 'end': end, 'period': period}
|
||||
return self._request_with_params(GET, LONG_SHORT_RATIO, params)
|
||||
|
||||
def get_contracts_interest_volume(self, ccy, begin='', end='', period=''):
|
||||
params = {'ccy': ccy, 'begin': begin, 'end': end, 'period': period}
|
||||
return self._request_with_params(GET, CONTRACTS_INTEREST_VOLUME, params)
|
||||
|
||||
def get_options_interest_volume(self, ccy, period=''):
|
||||
params = {'ccy': ccy, 'period': period}
|
||||
return self._request_with_params(GET, OPTIONS_INTEREST_VOLUME, params)
|
||||
|
||||
def get_put_call_ratio(self, ccy, period=''):
|
||||
params = {'ccy': ccy, 'period': period}
|
||||
return self._request_with_params(GET, PUT_CALL_RATIO, params)
|
||||
|
||||
def get_interest_volume_expiry(self, ccy, period=''):
|
||||
params = {'ccy': ccy, 'period': period}
|
||||
return self._request_with_params(GET, OPEN_INTEREST_VOLUME_EXPIRY, params)
|
||||
|
||||
def get_interest_volume_strike(self, ccy, expTime, period=''):
|
||||
params = {'ccy': ccy, 'expTime': expTime, 'period': period}
|
||||
return self._request_with_params(GET, INTEREST_VOLUME_STRIKE, params)
|
||||
|
||||
def get_taker_block_volume(self, ccy, period=''):
|
||||
params = {'ccy': ccy, 'period': period}
|
||||
return self._request_with_params(GET, TAKER_FLOW, params)
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
|
@ -0,0 +1,6 @@
|
|||
"""An unofficial Python wrapper for the OKEx exchange API v3
|
||||
|
||||
.. moduleauthor:: Sam McHardy
|
||||
|
||||
"""
|
||||
__version__="0.0.12"
|
||||
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|
|
@ -0,0 +1,57 @@
|
|||
import json
|
||||
|
||||
import httpx
|
||||
|
||||
from . import consts as c, utils, exceptions
|
||||
|
||||
|
||||
class Client(object):
|
||||
|
||||
def __init__(self, api_key = '-1', api_secret_key = '-1', passphrase = '-1', use_server_time=False, flag='1', base_api = 'https://www.okx.com',debug = 'True'):
|
||||
|
||||
self.API_KEY = api_key
|
||||
self.API_SECRET_KEY = api_secret_key
|
||||
self.PASSPHRASE = passphrase
|
||||
self.use_server_time = use_server_time
|
||||
self.flag = flag
|
||||
self.domain = base_api
|
||||
self.debug = debug
|
||||
self.client = httpx.Client(base_url=base_api, http2=True)
|
||||
|
||||
def _request(self, method, request_path, params):
|
||||
if method == c.GET:
|
||||
request_path = request_path + utils.parse_params_to_str(params)
|
||||
timestamp = utils.get_timestamp()
|
||||
if self.use_server_time:
|
||||
timestamp = self._get_timestamp()
|
||||
body = json.dumps(params) if method == c.POST else ""
|
||||
if self.API_KEY != '-1':
|
||||
sign = utils.sign(utils.pre_hash(timestamp, method, request_path, str(body), self.debug), self.API_SECRET_KEY)
|
||||
header = utils.get_header(self.API_KEY, sign, timestamp, self.PASSPHRASE, self.flag, self.debug)
|
||||
else:
|
||||
header = utils.get_header_no_sign(self.flag, self.debug)
|
||||
response = None
|
||||
if self.debug == True:
|
||||
print('domain:',self.domain)
|
||||
print('url:',request_path)
|
||||
if method == c.GET:
|
||||
response = self.client.get(request_path, headers=header)
|
||||
elif method == c.POST:
|
||||
response = self.client.post(request_path, data=body, headers=header)
|
||||
if not str(response.status_code).startswith('2'):
|
||||
raise exceptions.OkxAPIException(response)
|
||||
return response.json()
|
||||
|
||||
def _request_without_params(self, method, request_path):
|
||||
return self._request(method, request_path, {})
|
||||
|
||||
def _request_with_params(self, method, request_path, params):
|
||||
return self._request(method, request_path, params)
|
||||
|
||||
def _get_timestamp(self):
|
||||
request_path = c.API_URL + c.SERVER_TIMESTAMP_URL
|
||||
response = self.client.get(request_path)
|
||||
if response.status_code == 200:
|
||||
return response.json()['ts']
|
||||
else:
|
||||
return ""
|
||||
|
|
@ -0,0 +1,235 @@
|
|||
# http header
|
||||
#API_URL = 'https://www.okx.com'
|
||||
|
||||
CONTENT_TYPE = 'Content-Type'
|
||||
OK_ACCESS_KEY = 'OK-ACCESS-KEY'
|
||||
OK_ACCESS_SIGN = 'OK-ACCESS-SIGN'
|
||||
OK_ACCESS_TIMESTAMP = 'OK-ACCESS-TIMESTAMP'
|
||||
OK_ACCESS_PASSPHRASE = 'OK-ACCESS-PASSPHRASE'
|
||||
|
||||
ACEEPT = 'Accept'
|
||||
COOKIE = 'Cookie'
|
||||
LOCALE = 'Locale='
|
||||
|
||||
APPLICATION_JSON = 'application/json'
|
||||
|
||||
GET = "GET"
|
||||
POST = "POST"
|
||||
|
||||
SERVER_TIMESTAMP_URL = '/api/v5/public/time'
|
||||
|
||||
# account-complete-testcomplete
|
||||
POSITION_RISK='/api/v5/account/account-position-risk'
|
||||
ACCOUNT_INFO = '/api/v5/account/balance'
|
||||
POSITION_INFO = '/api/v5/account/positions'
|
||||
BILLS_DETAIL = '/api/v5/account/bills'
|
||||
BILLS_ARCHIVE = '/api/v5/account/bills-archive'
|
||||
ACCOUNT_CONFIG = '/api/v5/account/config'
|
||||
POSITION_MODE = '/api/v5/account/set-position-mode'
|
||||
SET_LEVERAGE = '/api/v5/account/set-leverage'
|
||||
MAX_TRADE_SIZE = '/api/v5/account/max-size'
|
||||
MAX_AVAIL_SIZE = '/api/v5/account/max-avail-size'
|
||||
ADJUSTMENT_MARGIN = '/api/v5/account/position/margin-balance'
|
||||
GET_LEVERAGE = '/api/v5/account/leverage-info'
|
||||
MAX_LOAN = '/api/v5/account/max-loan'
|
||||
FEE_RATES = '/api/v5/account/trade-fee'
|
||||
INTEREST_ACCRUED = '/api/v5/account/interest-accrued'
|
||||
INTEREST_RATE = '/api/v5/account/interest-rate'
|
||||
SET_GREEKS = '/api/v5/account/set-greeks'
|
||||
ISOLATED_MODE = '/api/v5/account/set-isolated-mode'
|
||||
MAX_WITHDRAWAL = '/api/v5/account/max-withdrawal'
|
||||
ACCOUNT_RISK = '/api/v5/account/risk-state' #need add
|
||||
BORROW_REPAY = '/api/v5/account/borrow-repay'
|
||||
BORROW_REPAY_HISTORY = '/api/v5/account/borrow-repay-history'
|
||||
INTEREST_LIMITS = '/api/v5/account/interest-limits'
|
||||
SIMULATED_MARGIN = '/api/v5/account/simulated_margin'
|
||||
GREEKS = '/api/v5/account/greeks'
|
||||
POSITIONS_HISTORY = '/api/v5/account/positions-history' #need add
|
||||
GET_PM_LIMIT = '/api/v5/account/position-tiers' #need add
|
||||
|
||||
# funding-complete-testcomplete
|
||||
DEPOSIT_ADDRESS = '/api/v5/asset/deposit-address'
|
||||
GET_BALANCES = '/api/v5/asset/balances'
|
||||
FUNDS_TRANSFER = '/api/v5/asset/transfer'
|
||||
TRANSFER_STATE = '/api/v5/asset/transfer-state'
|
||||
WITHDRAWAL_COIN = '/api/v5/asset/withdrawal'
|
||||
DEPOSIT_HISTORIY = '/api/v5/asset/deposit-history'
|
||||
CURRENCY_INFO = '/api/v5/asset/currencies'
|
||||
PURCHASE_REDEMPT = '/api/v5/asset/purchase_redempt'
|
||||
BILLS_INFO = '/api/v5/asset/bills'
|
||||
DEPOSIT_LIGHTNING = '/api/v5/asset/deposit-lightning'
|
||||
WITHDRAWAL_LIGHTNING = '/api/v5/asset/withdrawal-lightning'
|
||||
CANCEL_WITHDRAWAL = '/api/v5/asset/cancel-withdrawal' #need add
|
||||
WITHDRAWAL_HISTORIY = '/api/v5/asset/withdrawal-history'
|
||||
CONVERT_DUST_ASSETS = '/api/v5/asset/convert-dust-assets' #need add
|
||||
ASSET_VALUATION = '/api/v5/asset/asset-valuation' #need add
|
||||
SET_LENDING_RATE = '/api/v5/asset/set-lending-rate'
|
||||
LENDING_HISTORY = '/api/v5/asset/lending-history'
|
||||
LENDING_RATE_HISTORY = '/api/v5/asset/lending-rate-history'
|
||||
LENDING_RATE_SUMMARY = '/api/v5/asset/lending-rate-summary'
|
||||
GET_SAVING_BALANCE = '/api/v5/asset/saving-balance' #need to add
|
||||
|
||||
|
||||
# Market Data-Complete-testComplete
|
||||
TICKERS_INFO = '/api/v5/market/tickers'
|
||||
TICKER_INFO = '/api/v5/market/ticker'
|
||||
INDEX_TICKERS = '/api/v5/market/index-tickers'
|
||||
ORDER_BOOKS = '/api/v5/market/books'
|
||||
MARKET_CANDLES = '/api/v5/market/candles'
|
||||
HISTORY_CANDLES = '/api/v5/market/history-candles'
|
||||
INDEX_CANSLES = '/api/v5/market/index-candles'
|
||||
MARKPRICE_CANDLES = '/api/v5/market/mark-price-candles'
|
||||
MARKET_TRADES = '/api/v5/market/trades'
|
||||
VOLUMNE = '/api/v5/market/platform-24-volume'
|
||||
ORACLE = '/api/v5/market/open-oracle' #need to update? if it is open oracle
|
||||
INDEX_COMPONENTS = '/api/v5/market/index-components' #need to add
|
||||
EXCHANGE_RATE = '/api/v5/market/exchange-rate' #need to add
|
||||
HISTORY_TRADES = '/api/v5/market/history-trades' #need to add
|
||||
BLOCK_TICKERS = '/api/v5/market/block-tickers' #need to add
|
||||
BLOCK_TICKER = '/api/v5/market/block-ticker'#need to add
|
||||
BLOCK_TRADES = '/api/v5/market/block-trades'#need to add
|
||||
|
||||
# Public Data-Complete-testComplete
|
||||
INSTRUMENT_INFO = '/api/v5/public/instruments'
|
||||
DELIVERY_EXERCISE = '/api/v5/public/delivery-exercise-history'
|
||||
OPEN_INTEREST = '/api/v5/public/open-interest'
|
||||
FUNDING_RATE = '/api/v5/public/funding-rate'
|
||||
FUNDING_RATE_HISTORY = '/api/v5/public/funding-rate-history'
|
||||
PRICE_LIMIT = '/api/v5/public/price-limit'
|
||||
OPT_SUMMARY = '/api/v5/public/opt-summary'
|
||||
ESTIMATED_PRICE = '/api/v5/public/estimated-price'
|
||||
DICCOUNT_INTETEST_INFO = '/api/v5/public/discount-rate-interest-free-quota'
|
||||
SYSTEM_TIME = '/api/v5/public/time'
|
||||
LIQUIDATION_ORDERS = '/api/v5/public/liquidation-orders'
|
||||
MARK_PRICE = '/api/v5/public/mark-price'
|
||||
TIER = '/api/v5/public/position-tiers'
|
||||
INTEREST_LOAN = '/api/v5/public/interest-rate-loan-quota' #need to add
|
||||
UNDERLYING = '/api/v5/public/underlying' #need to add
|
||||
VIP_INTEREST_RATE_LOAN_QUOTA = '/api/v5/public/vip-interest-rate-loan-quota' #need to add
|
||||
INSURANCE_FUND = '/api/v5/public/insurance-fund'#need to add
|
||||
CONVERT_CONTRACT_COIN = '/api/v5/public/convert-contract-coin' #need to add
|
||||
|
||||
# TRADING DATA-COMPLETE
|
||||
SUPPORT_COIN = '/api/v5/rubik/stat/trading-data/support-coin'
|
||||
TAKER_VOLUME = '/api/v5/rubik/stat/taker-volume'
|
||||
MARGIN_LENDING_RATIO = '/api/v5/rubik/stat/margin/loan-ratio'
|
||||
LONG_SHORT_RATIO = '/api/v5/rubik/stat/contracts/long-short-account-ratio'
|
||||
CONTRACTS_INTEREST_VOLUME = '/api/v5/rubik/stat/contracts/open-interest-volume'
|
||||
OPTIONS_INTEREST_VOLUME = '/api/v5/rubik/stat/option/open-interest-volume'
|
||||
PUT_CALL_RATIO = '/api/v5/rubik/stat/option/open-interest-volume-ratio'
|
||||
OPEN_INTEREST_VOLUME_EXPIRY = '/api/v5/rubik/stat/option/open-interest-volume-expiry'
|
||||
INTEREST_VOLUME_STRIKE = '/api/v5/rubik/stat/option/open-interest-volume-strike'
|
||||
TAKER_FLOW = '/api/v5/rubik/stat/option/taker-block-volume'
|
||||
|
||||
# TRADE-Complete
|
||||
PLACR_ORDER = '/api/v5/trade/order'
|
||||
BATCH_ORDERS = '/api/v5/trade/batch-orders'
|
||||
CANAEL_ORDER = '/api/v5/trade/cancel-order'
|
||||
CANAEL_BATCH_ORDERS = '/api/v5/trade/cancel-batch-orders'
|
||||
AMEND_ORDER = '/api/v5/trade/amend-order'
|
||||
AMEND_BATCH_ORDER = '/api/v5/trade/amend-batch-orders'
|
||||
CLOSE_POSITION = '/api/v5/trade/close-position'
|
||||
ORDER_INFO = '/api/v5/trade/order'
|
||||
ORDERS_PENDING = '/api/v5/trade/orders-pending'
|
||||
ORDERS_HISTORY = '/api/v5/trade/orders-history'
|
||||
ORDERS_HISTORY_ARCHIVE = '/api/v5/trade/orders-history-archive'
|
||||
ORDER_FILLS = '/api/v5/trade/fills'
|
||||
ORDERS_FILLS_HISTORY = '/api/v5/trade/fills-history'
|
||||
PLACE_ALGO_ORDER = '/api/v5/trade/order-algo'
|
||||
CANCEL_ALGOS = '/api/v5/trade/cancel-algos'
|
||||
Cancel_Advance_Algos = '/api/v5/trade/cancel-advance-algos'
|
||||
ORDERS_ALGO_OENDING = '/api/v5/trade/orders-algo-pending'
|
||||
ORDERS_ALGO_HISTORY = '/api/v5/trade/orders-algo-history'
|
||||
|
||||
EASY_CONVERT_CURRENCY_LIST = '/api/v5/trade/easy-convert-currency-list'
|
||||
EASY_CONVERT = '/api/v5/trade/easy-convert'
|
||||
CONVERT_EASY_HISTORY = '/api/v5/trade/easy-convert-history'
|
||||
ONE_CLICK_REPAY_SUPPORT = '/api/v5/trade/one-click-repay-currency-list'
|
||||
ONE_CLICK_REPAY = '/api/v5/trade/one-click-repay'
|
||||
ONE_CLICK_REPAY_HISTORY = '/api/v5/trade/one-click-repay-history'
|
||||
|
||||
|
||||
# SubAccount-complete-testwriteComplete
|
||||
BALANCE = '/api/v5/account/subaccount/balances'
|
||||
BILLs = '/api/v5/asset/subaccount/bills'
|
||||
RESET = '/api/v5/users/subaccount/modify-apikey'
|
||||
VIEW_LIST = '/api/v5/users/subaccount/list'
|
||||
SUBACCOUNT_TRANSFER = '/api/v5/asset/subaccount/transfer'
|
||||
ENTRUST_SUBACCOUNT_LIST = '/api/v5/users/entrust-subaccount-list' #need to add
|
||||
SET_TRSNSFER_OUT = '/api/v5/users/subaccount/set-transfer-out' #need to add
|
||||
GET_ASSET_SUBACCOUNT_BALANCE = '/api/v5/asset/subaccount/balances' #need to add
|
||||
|
||||
# Broker-all need to implmented-completed
|
||||
BROKER_INFO = '/api/v5/broker/nd/info'
|
||||
CREATE_SUBACCOUNT = '/api/v5/broker/nd/create-subaccount'
|
||||
DELETE_SUBACCOUNT = '/api/v5/broker/nd/delete-subaccount'
|
||||
SUBACCOUNT_INFO = '/api/v5/broker/nd/subaccount-info'
|
||||
SET_SUBACCOUNT_LEVEL = '/api/v5/broker/nd/set-subaccount-level'
|
||||
SET_SUBACCOUNT_FEE_REAT = '/api/v5/broker/nd/set-subaccount-fee-rate'
|
||||
SUBACCOUNT_DEPOSIT_ADDRESS = '/api/v5/asset/broker/nd/subaccount-deposit-address'
|
||||
SUBACCOUNT_DEPOSIT_HISTORY = '/api/v5/asset/broker/nd/subaccount-deposit-history'
|
||||
REBATE_DAILY = '/api/v5/broker/nd/rebate-daily'
|
||||
ND_CREAET_APIKEY = '/api/v5/broker/nd/subaccount/apikey'
|
||||
ND_SELECT_APIKEY = '/api/v5/broker/nd/subaccount/apikey'
|
||||
ND_MODIFY_APIKEY = '/api/v5/broker/nd/subaccount/modify-apikey'
|
||||
ND_DELETE_APIKEY = '/api/v5/broker/nd/subaccount/delete-apikey'
|
||||
GET_REBATE_PER_ORDERS = '/api/v5/broker/nd/rebate-per-orders'
|
||||
REBATE_PER_ORDERS = '/api/v5/broker/nd/rebate-per-orders'
|
||||
MODIFY_SUBACCOUNT_DEPOSIT_ADDRESS = '/api/v5/asset/broker/nd/modify-subaccount-deposit-address'
|
||||
GET_SUBACCOUNT_DEPOSIT='/api/v5/asset/broker/nd/subaccount-deposit-address'
|
||||
|
||||
# Convert-Complete
|
||||
GET_CURRENCIES = '/api/v5/asset/convert/currencies'
|
||||
GET_CURRENCY_PAIR = '/api/v5/asset/convert/currency-pair'
|
||||
ESTIMATE_QUOTE = '/api/v5/asset/convert/estimate-quote'
|
||||
CONVERT_TRADE = '/api/v5/asset/convert/trade'
|
||||
CONVERT_HISTORY = '/api/v5/asset/convert/history'
|
||||
|
||||
# FDBroker -completed
|
||||
FD_GET_REBATE_PER_ORDERS = '/api/v5/broker/fd/rebate-per-orders'
|
||||
FD_REBATE_PER_ORDERS = '/api/v5/broker/fd/rebate-per-orders'
|
||||
|
||||
# Rfq/BlcokTrading-completed
|
||||
COUNTERPARTIES = '/api/v5/rfq/counterparties'
|
||||
CREATE_RFQ = '/api/v5/rfq/create-rfq'
|
||||
CANCEL_RFQ = '/api/v5/rfq/cancel-rfq'
|
||||
CANCEL_BATCH_RFQS = '/api/v5/rfq/cancel-batch-rfqs'
|
||||
CANCEL_ALL_RSQS = '/api/v5/rfq/cancel-all-rfqs'
|
||||
EXECUTE_QUOTE = '/api/v5/rfq/execute-quote'
|
||||
CREATE_QUOTE = '/api/v5/rfq/create-quote'
|
||||
CANCEL_QUOTE = '/api/v5/rfq/cancel-quote'
|
||||
CANCEL_BATCH_QUOTES = '/api/v5/rfq/cancel-batch-quotes'
|
||||
CANCEL_ALL_QUOTES = '/api/v5/rfq/cancel-all-quotes'
|
||||
GET_RFQS = '/api/v5/rfq/rfqs'
|
||||
GET_QUOTES = '/api/v5/rfq/quotes'
|
||||
GET_RFQ_TRADES = '/api/v5/rfq/trades'
|
||||
GET_PUBLIC_TRADES = '/api/v5/rfq/public-trades'
|
||||
MMP_RESET = '/api/v5/rfq/mmp-reset'
|
||||
MARKER_INSTRUMENT_SETTING = '/api/v5/rfq/maker-instrument-settings'
|
||||
|
||||
|
||||
# tradingBot-Grid-complete-testcomplete
|
||||
GRID_ORDER_ALGO = '/api/v5/tradingBot/grid/order-algo'
|
||||
GRID_AMEND_ORDER_ALGO = '/api/v5/tradingBot/grid/amend-order-algo'
|
||||
GRID_STOP_ORDER_ALGO = '/api/v5/tradingBot/grid/stop-order-algo'
|
||||
GRID_ORDERS_ALGO_PENDING = '/api/v5/tradingBot/grid/orders-algo-pending'
|
||||
GRID_ORDERS_ALGO_HISTORY = '/api/v5/tradingBot/grid/orders-algo-history'
|
||||
GRID_ORDERS_ALGO_DETAILS = '/api/v5/tradingBot/grid/orders-algo-details'
|
||||
GRID_SUB_ORDERS = '/api/v5/tradingBot/grid/sub-orders'
|
||||
GRID_POSITIONS = '/api/v5/tradingBot/grid/positions'
|
||||
GRID_WITHDRAW_INCOME = '/api/v5/tradingBot/grid/withdraw-income'
|
||||
#--------need to add:
|
||||
GRID_COMPUTE_MARIGIN_BALANCE = '/api/v5/tradingBot/grid/compute-margin-balance'
|
||||
GRID_MARGIN_BALANCE = '/api/v5/tradingBot/grid/margin-balance'
|
||||
GRID_AI_PARAM = '/api/v5/tradingBot/grid/ai-param'
|
||||
|
||||
#stacking - all need to implement-testcomplete
|
||||
STACK_DEFI_OFFERS = '/api/v5/finance/staking-defi/offers'
|
||||
STACK_DEFI_PURCHASE = '/api/v5/finance/staking-defi/purchase'
|
||||
STACK_DEFI_REDEEM = '/api/v5/finance/staking-defi/redeem'
|
||||
STACK_DEFI_CANCEL = '/api/v5/finance/staking-defi/cancel'
|
||||
STACK_DEFI_ORDERS_ACTIVITY = '/api/v5/finance/staking-defi/orders-active'
|
||||
STACK_DEFI_ORDERS_HISTORY = '/api/v5/finance/staking-defi/orders-history'
|
||||
|
||||
# status-complete
|
||||
STATUS = '/api/v5/system/status'
|
||||
|
|
@ -0,0 +1,44 @@
|
|||
# coding=utf-8
|
||||
|
||||
|
||||
class OkxAPIException(Exception):
|
||||
|
||||
def __init__(self, response):
|
||||
print(response.text + ', ' + str(response.status_code))
|
||||
self.code = 0
|
||||
try:
|
||||
json_res = response.json()
|
||||
except ValueError:
|
||||
self.message = 'Invalid JSON error message from Okx: {}'.format(response.text)
|
||||
else:
|
||||
if "code" in json_res.keys() and "msg" in json_res.keys():
|
||||
self.code = json_res['code']
|
||||
self.message = json_res['msg']
|
||||
else:
|
||||
self.code = 'None'
|
||||
self.message = 'System error'
|
||||
|
||||
self.status_code = response.status_code
|
||||
self.response = response
|
||||
self.request = getattr(response, 'request', None)
|
||||
|
||||
def __str__(self): # pragma: no cover
|
||||
return 'API Request Error(code=%s): %s' % (self.code, self.message)
|
||||
|
||||
|
||||
class OkxRequestException(Exception):
|
||||
|
||||
def __init__(self, message):
|
||||
self.message = message
|
||||
|
||||
def __str__(self):
|
||||
return 'OkxRequestException: %s' % self.message
|
||||
|
||||
|
||||
class OkxParamsException(Exception):
|
||||
|
||||
def __init__(self, message):
|
||||
self.message = message
|
||||
|
||||
def __str__(self):
|
||||
return 'OkxParamsException: %s' % self.message
|
||||
|
|
@ -0,0 +1,63 @@
|
|||
import hmac
|
||||
import base64
|
||||
import datetime
|
||||
from . import consts as c
|
||||
|
||||
|
||||
def sign(message, secretKey):
|
||||
mac = hmac.new(bytes(secretKey, encoding='utf8'), bytes(message, encoding='utf-8'), digestmod='sha256')
|
||||
d = mac.digest()
|
||||
return base64.b64encode(d)
|
||||
|
||||
|
||||
def pre_hash(timestamp, method, request_path, body,debug = True):
|
||||
if debug == True:
|
||||
print('body: ',body)
|
||||
return str(timestamp) + str.upper(method) + request_path + body
|
||||
|
||||
|
||||
def get_header(api_key, sign, timestamp, passphrase, flag,debug = True):
|
||||
header = dict()
|
||||
header[c.CONTENT_TYPE] = c.APPLICATION_JSON
|
||||
header[c.OK_ACCESS_KEY] = api_key
|
||||
header[c.OK_ACCESS_SIGN] = sign
|
||||
header[c.OK_ACCESS_TIMESTAMP] = str(timestamp)
|
||||
header[c.OK_ACCESS_PASSPHRASE] = passphrase
|
||||
header['x-simulated-trading'] = flag
|
||||
if debug == True:
|
||||
print('header: ',header)
|
||||
return header
|
||||
|
||||
def get_header_no_sign(flag,debug = True):
|
||||
header = dict()
|
||||
header[c.CONTENT_TYPE] = c.APPLICATION_JSON
|
||||
header['x-simulated-trading'] = flag
|
||||
if debug == True:
|
||||
print('header: ',header)
|
||||
return header
|
||||
|
||||
def parse_params_to_str(params):
|
||||
url = '?'
|
||||
for key, value in params.items():
|
||||
if(value != ''):
|
||||
url = url + str(key) + '=' + str(value) + '&'
|
||||
url = url[0:-1]
|
||||
#print('url:',url)
|
||||
return url
|
||||
|
||||
|
||||
def get_timestamp():
|
||||
now = datetime.datetime.utcnow()
|
||||
t = now.isoformat("T", "milliseconds")
|
||||
return t + "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)
|
||||
|
|
@ -0,0 +1,522 @@
|
|||
import asyncio
|
||||
import base64
|
||||
import datetime
|
||||
import hmac
|
||||
import json
|
||||
import time
|
||||
import zlib
|
||||
|
||||
import requests
|
||||
import websockets
|
||||
|
||||
|
||||
def get_timestamp():
|
||||
now = datetime.datetime.now()
|
||||
t = now.isoformat("T", "milliseconds")
|
||||
return t + "Z"
|
||||
|
||||
|
||||
def get_server_time():
|
||||
url = "https://www.okx.com/api/v5/public/time"
|
||||
response = requests.get(url)
|
||||
if response.status_code == 200:
|
||||
return response.json()['data'][0]['ts']
|
||||
else:
|
||||
return ""
|
||||
|
||||
|
||||
def get_local_timestamp():
|
||||
return int(time.time())
|
||||
|
||||
|
||||
def login_params(timestamp, api_key, passphrase, secret_key):
|
||||
message = timestamp + 'GET' + '/users/self/verify'
|
||||
|
||||
mac = hmac.new(bytes(secret_key, encoding='utf8'), bytes(message, encoding='utf-8'), digestmod='sha256')
|
||||
d = mac.digest()
|
||||
sign = base64.b64encode(d)
|
||||
|
||||
login_param = {"op": "login", "args": [{"apiKey": api_key,
|
||||
"passphrase": passphrase,
|
||||
"timestamp": timestamp,
|
||||
"sign": sign.decode("utf-8")}]}
|
||||
login_str = json.dumps(login_param)
|
||||
return login_str
|
||||
|
||||
|
||||
def partial(res):
|
||||
data_obj = res['data'][0]
|
||||
bids = data_obj['bids']
|
||||
asks = data_obj['asks']
|
||||
instrument_id = res['arg']['instId']
|
||||
# print('全量数据bids为：' + str(bids))
|
||||
# print('档数为：' + str(len(bids)))
|
||||
# print('全量数据asks为：' + str(asks))
|
||||
# print('档数为：' + str(len(asks)))
|
||||
return bids, asks, instrument_id
|
||||
|
||||
|
||||
def update_bids(res, bids_p):
|
||||
# 获取增量bids数据
|
||||
bids_u = res['data'][0]['bids']
|
||||
# print('增量数据bids为：' + str(bids_u))
|
||||
# print('档数为：' + str(len(bids_u)))
|
||||
# bids合并
|
||||
for i in bids_u:
|
||||
bid_price = i[0]
|
||||
for j in bids_p:
|
||||
if bid_price == j[0]:
|
||||
if i[1] == '0':
|
||||
bids_p.remove(j)
|
||||
break
|
||||
else:
|
||||
del j[1]
|
||||
j.insert(1, i[1])
|
||||
break
|
||||
else:
|
||||
if i[1] != "0":
|
||||
bids_p.append(i)
|
||||
else:
|
||||
bids_p.sort(key=lambda price: sort_num(price[0]), reverse=True)
|
||||
# print('合并后的bids为：' + str(bids_p) + '，档数为：' + str(len(bids_p)))
|
||||
return bids_p
|
||||
|
||||
|
||||
def update_asks(res, asks_p):
|
||||
# 获取增量asks数据
|
||||
asks_u = res['data'][0]['asks']
|
||||
# print('增量数据asks为：' + str(asks_u))
|
||||
# print('档数为：' + str(len(asks_u)))
|
||||
# asks合并
|
||||
for i in asks_u:
|
||||
ask_price = i[0]
|
||||
for j in asks_p:
|
||||
if ask_price == j[0]:
|
||||
if i[1] == '0':
|
||||
asks_p.remove(j)
|
||||
break
|
||||
else:
|
||||
del j[1]
|
||||
j.insert(1, i[1])
|
||||
break
|
||||
else:
|
||||
if i[1] != "0":
|
||||
asks_p.append(i)
|
||||
else:
|
||||
asks_p.sort(key=lambda price: sort_num(price[0]))
|
||||
# print('合并后的asks为：' + str(asks_p) + '，档数为：' + str(len(asks_p)))
|
||||
return asks_p
|
||||
|
||||
|
||||
def sort_num(n):
|
||||
if n.isdigit():
|
||||
return int(n)
|
||||
else:
|
||||
return float(n)
|
||||
|
||||
|
||||
def check(bids, asks):
|
||||
# 获取bid档str
|
||||
bids_l = []
|
||||
bid_l = []
|
||||
count_bid = 1
|
||||
while count_bid <= 25:
|
||||
if count_bid > len(bids):
|
||||
break
|
||||
bids_l.append(bids[count_bid - 1])
|
||||
count_bid += 1
|
||||
for j in bids_l:
|
||||
str_bid = ':'.join(j[0: 2])
|
||||
bid_l.append(str_bid)
|
||||
# 获取ask档str
|
||||
asks_l = []
|
||||
ask_l = []
|
||||
count_ask = 1
|
||||
while count_ask <= 25:
|
||||
if count_ask > len(asks):
|
||||
break
|
||||
asks_l.append(asks[count_ask - 1])
|
||||
count_ask += 1
|
||||
for k in asks_l:
|
||||
str_ask = ':'.join(k[0: 2])
|
||||
ask_l.append(str_ask)
|
||||
# 拼接str
|
||||
num = ''
|
||||
if len(bid_l) == len(ask_l):
|
||||
for m in range(len(bid_l)):
|
||||
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