nicolas
/
python-okx
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

jzh

This commit is contained in:
zihao.jiang 2023-06-16 16:24:23 +08:00
parent fcd7f52dae
commit ceadad7210
68 changed files with 1352 additions and 452 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

BIN
.DS_Store vendored
View File

Binary file not shown.

416
example/get_started_en.ipynb
View File

@ -2,37 +2,29 @@
"cells": [ "cells": [
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": {
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"# Get Started\n", "# Get Started\n",
"## Install python package\n", "## Install python package\n",
"You can install `python-okx` from PyPi server." "You can install `python-okx` from PyPi server."
] ],
"metadata": {
"collapsed": false
}
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": {
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"! pip install python-okx --upgrade" "! pip install python-okx --upgrade"
] ],
"metadata": {
"collapsed": false
}
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## Sign up as an OKX user\n", "## Sign up as an OKX user\n",
"Please refer to [Create account](https://www.okx.com/account/register)" "Please refer to [Create account](https://www.okx.com/account/register)"
@ -40,11 +32,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## Create API Key\n", "## Create API Key\n",
"Please refer to [Create API Key](https://www.okx.com/account/my-api)" "Please refer to [Create API Key](https://www.okx.com/account/my-api)"
@ -52,11 +40,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## Import API modules\n", "## Import API modules\n",
"The following modules are available\n", "The following modules are available\n",
@ -80,7 +64,7 @@
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {
"pycharm": { "pycharm": {
"name": "#%%\n" "is_executing": true
} }
}, },
"outputs": [], "outputs": [],
@ -90,11 +74,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## Fill in your API key details" "## Fill in your API key details"
] ]
@ -102,11 +82,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"api_key = \"xxxxx\"\n", "api_key = \"xxxxx\"\n",
@ -116,11 +92,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## Get available funds" "## Get available funds"
] ]
@ -130,7 +102,7 @@
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {
"pycharm": { "pycharm": {
"name": "#%%\n" "is_executing": true
} }
}, },
"outputs": [], "outputs": [],
@ -147,11 +119,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## Get market data" "## Get market data"
] ]
@ -161,7 +129,7 @@
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {
"pycharm": { "pycharm": {
"name": "#%%\n" "is_executing": true
} }
}, },
"outputs": [], "outputs": [],
@ -178,22 +146,14 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## Handle errors" "## Handle errors"
] ]
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"You will the error code `51000` when. you run the following code. More details about the error code can be found in `msg`.\n", "You will the error code `51000` when. you run the following code. More details about the error code can be found in `msg`.\n",
"Please refer to [error code](https://www.okx.com/docs-v5/en/#error-code) for addtional information." "Please refer to [error code](https://www.okx.com/docs-v5/en/#error-code) for addtional information."
@ -203,10 +163,10 @@
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {
"scrolled": true,
"pycharm": { "pycharm": {
"name": "#%%\n" "is_executing": true
}, }
"scrolled": true
}, },
"outputs": [], "outputs": [],
"source": [ "source": [
@ -222,11 +182,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"# Prepare for trading\n", "# Prepare for trading\n",
"- Make sure you understand the basic trading rules. Please refer to [Basic Trading Rules](https://www.okx.com/support/hc/en-us/sections/360011507312)\n", "- Make sure you understand the basic trading rules. Please refer to [Basic Trading Rules](https://www.okx.com/support/hc/en-us/sections/360011507312)\n",
@ -235,11 +191,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## Get account balance. Please refer to [Get balance](https://www.okx.com/docs-v5/en/#rest-api-account-get-balance)." "## Get account balance. Please refer to [Get balance](https://www.okx.com/docs-v5/en/#rest-api-account-get-balance)."
] ]
@ -248,9 +200,6 @@
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {
"pycharm": {
"name": "#%%\n"
},
"scrolled": true "scrolled": true
}, },
"outputs": [], "outputs": [],
@ -266,11 +215,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## Get available trading pairs from [Get instruments](https://www.okx.com/docs-v5/en/#rest-api-public-data-get-instruments)." "## Get available trading pairs from [Get instruments](https://www.okx.com/docs-v5/en/#rest-api-public-data-get-instruments)."
] ]
@ -279,9 +224,6 @@
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {
"pycharm": {
"name": "#%%\n"
},
"scrolled": true "scrolled": true
}, },
"outputs": [], "outputs": [],
@ -300,11 +242,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## Make sure you have enough funds to trade a certain pair. Please refer to [Get maximum tradable amount](https://www.okx.com/docs-v5/en/#rest-api-account-get-maximum-available-tradable-amount)" "## Make sure you have enough funds to trade a certain pair. Please refer to [Get maximum tradable amount](https://www.okx.com/docs-v5/en/#rest-api-account-get-maximum-available-tradable-amount)"
] ]
@ -312,11 +250,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"import okx.Account as Account\n", "import okx.Account as Account\n",
@ -335,11 +269,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"import okx.Account as Account\n", "import okx.Account as Account\n",
@ -357,22 +287,14 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## In unified account, you can trade Spot under simple, single currency, multi currency and portfolio margin account mode. Please refer to [Introduction on Unified Account](https://www.okx.com/support/hc/en-us/articles/360054690791-1-统一交易账户介绍)" "## In unified account, you can trade Spot under simple, single currency, multi currency and portfolio margin account mode. Please refer to [Introduction on Unified Account](https://www.okx.com/support/hc/en-us/articles/360054690791-1-统一交易账户介绍)"
] ]
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## Get the current account configuration from the `acctLv` parameter in [Get account configuration](https://www.okx.com/docs-v5/en/#rest-api-account-get-account-configuration)." "## Get the current account configuration from the `acctLv` parameter in [Get account configuration](https://www.okx.com/docs-v5/en/#rest-api-account-get-account-configuration)."
] ]
@ -380,11 +302,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"import okx.Account as Account\n", "import okx.Account as Account\n",
@ -409,22 +327,14 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"# Start Spot Trading" "# Start Spot Trading"
] ]
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### Spot trading under simple/single-currency margin mode" "### Spot trading under simple/single-currency margin mode"
] ]
@ -432,11 +342,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"import okx.Trade as Trade\n", "import okx.Trade as Trade\n",
@ -448,11 +354,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"#### place a limit order" "#### place a limit order"
] ]
@ -460,11 +362,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"# limit order\n", "# limit order\n",
@ -486,11 +384,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"#### place a market order" "#### place a market order"
] ]
@ -498,11 +392,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"# market order\n", "# market order\n",
@ -518,11 +408,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"#### place an order with tgtCcy=quote_ccy (only applicable to spot)" "#### place an order with tgtCcy=quote_ccy (only applicable to spot)"
] ]
@ -530,11 +416,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"# market order\n", "# market order\n",
@ -551,11 +433,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"#### place an order with your own clOrdId" "#### place an order with your own clOrdId"
] ]
@ -563,11 +441,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"# market order\n", "# market order\n",
@ -584,11 +458,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### Spot trading under multi-currency/porfolio margin mode" "### Spot trading under multi-currency/porfolio margin mode"
] ]
@ -596,11 +466,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"# cross-margin spot trading\n", "# cross-margin spot trading\n",
@ -622,11 +488,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### For additional information on the place order endpoint，please refer to [Place order](https://www.okx.com/docs-v5/en/#rest-api-trade-place-order)\n", "### For additional information on the place order endpoint，please refer to [Place order](https://www.okx.com/docs-v5/en/#rest-api-trade-place-order)\n",
"\n", "\n",
@ -636,11 +498,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"place_orders = [\n", "place_orders = [\n",
@ -654,11 +512,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### To amend pending orders，please refer to [Amend order](https://www.okx.com/docs-v5/en/#rest-api-trade-amend-order)" "### To amend pending orders，please refer to [Amend order](https://www.okx.com/docs-v5/en/#rest-api-trade-amend-order)"
] ]
@ -666,11 +520,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.amend_order(\n", "result = tradeAPI.amend_order(\n",
@ -683,11 +533,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### To amend orders in a batch, please refer to [Amend multiple orders](https://www.okx.com/docs-v5/en/#rest-api-trade-amend-multiple-orders)" "### To amend orders in a batch, please refer to [Amend multiple orders](https://www.okx.com/docs-v5/en/#rest-api-trade-amend-multiple-orders)"
] ]
@ -695,11 +541,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"amend_orders = [\n", "amend_orders = [\n",
@ -713,11 +555,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### To cancel pending orders，please refer to [Cancel order](https://www.okx.com/docs-v5/en/#rest-api-trade-cancel-order)" "### To cancel pending orders，please refer to [Cancel order](https://www.okx.com/docs-v5/en/#rest-api-trade-cancel-order)"
] ]
@ -725,11 +563,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.cancel_order(instId=\"BTC-USDT\", ordId = \"489093931993509888\")\n", "result = tradeAPI.cancel_order(instId=\"BTC-USDT\", ordId = \"489093931993509888\")\n",
@ -738,11 +572,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### To cancel orders in a batch，please refer to [Cancel multiple orders](https://www.okx.com/docs-v5/zh/#rest-api-trade-cancel-multiple-orders)" "### To cancel orders in a batch，please refer to [Cancel multiple orders](https://www.okx.com/docs-v5/zh/#rest-api-trade-cancel-multiple-orders)"
] ]
@ -750,11 +580,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"cancel_orders = [\n", "cancel_orders = [\n",
@ -768,11 +594,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## Get details of a certain order, please refer to [Get order details](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-details)" "## Get details of a certain order, please refer to [Get order details](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-details)"
] ]
@ -780,11 +602,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.get_order(instId=\"BTC-USDT\", clOrdId=\"002\")\n", "result = tradeAPI.get_order(instId=\"BTC-USDT\", clOrdId=\"002\")\n",
@ -794,11 +612,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.get_order(instId=\"BTC-USDT\", ordId=\"497819823594909696\")\n", "result = tradeAPI.get_order(instId=\"BTC-USDT\", ordId=\"497819823594909696\")\n",
@ -807,11 +621,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## To get the list of open orders，please refer to [Get order List](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-list)" "## To get the list of open orders，please refer to [Get order List](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-list)"
] ]
@ -819,11 +629,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.get_order_list()\n", "result = tradeAPI.get_order_list()\n",
@ -832,11 +638,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### To get past orders，please refer to [Get order history (last 7 days）](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-history-last-7-days) and [Get order history (last 3 months)](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-history-last-3-months)" "### To get past orders，please refer to [Get order history (last 7 days）](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-history-last-7-days) and [Get order history (last 3 months)](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-history-last-3-months)"
] ]
@ -844,11 +646,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.get_orders_history(\n", "result = tradeAPI.get_orders_history(\n",
@ -860,11 +658,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.get_orders_history_archive(\n", "result = tradeAPI.get_orders_history_archive(\n",
@ -875,11 +669,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### To get past trades，please refer to [Get transaction details (last 3 days）](https://www.okx.com/docs-v5/en/#rest-api-trade-get-transaction-details-last-3-days) and [Get transaction details (last 3 months) ](https://www.okx.com/docs-v5/en/#rest-api-trade-get-transaction-details-last-3-months)" "### To get past trades，please refer to [Get transaction details (last 3 days）](https://www.okx.com/docs-v5/en/#rest-api-trade-get-transaction-details-last-3-days) and [Get transaction details (last 3 months) ](https://www.okx.com/docs-v5/en/#rest-api-trade-get-transaction-details-last-3-months)"
] ]
@ -887,11 +677,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.get_fills(\n", "result = tradeAPI.get_fills(\n",
@ -903,11 +689,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.get_fills_history(\n", "result = tradeAPI.get_fills_history(\n",
@ -918,11 +700,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### If you wish to place orders when the price reaches a certain level, you can place an algo order" "### If you wish to place orders when the price reaches a certain level, you can place an algo order"
] ]
@ -930,11 +708,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.place_algo_order(\n", "result = tradeAPI.place_algo_order(\n",
@ -952,11 +726,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"## You can also use Stop Loss or Take Profit order to sell the currencies in your account" "## You can also use Stop Loss or Take Profit order to sell the currencies in your account"
] ]
@ -964,11 +734,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.place_algo_order(\n", "result = tradeAPI.place_algo_order(\n",
@ -986,22 +752,14 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### For additional information, please refer to [Place algo order](https://www.okx.com/docs-v5/en/#rest-api-trade-place-algo-order)" "### For additional information, please refer to [Place algo order](https://www.okx.com/docs-v5/en/#rest-api-trade-place-algo-order)"
] ]
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### Cancel pending algo orders (not including Iceberg order, TWAP order, Trailing Stop order)，please refer to [Cancel algo order](https://www.okx.com/docs-v5/en/#rest-api-trade-cancel-algo-order)" "### Cancel pending algo orders (not including Iceberg order, TWAP order, Trailing Stop order)，please refer to [Cancel algo order](https://www.okx.com/docs-v5/en/#rest-api-trade-cancel-algo-order)"
] ]
@ -1009,11 +767,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"algo_orders = [\n", "algo_orders = [\n",
@ -1026,11 +780,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### To get list of currently pending algo orders，please refer to [Get algo order list](https://www.okx.com/docs-v5/en/#rest-api-trade-get-algo-order-list)" "### To get list of currently pending algo orders，please refer to [Get algo order list](https://www.okx.com/docs-v5/en/#rest-api-trade-get-algo-order-list)"
] ]
@ -1038,11 +788,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.order_algos_list(\n", "result = tradeAPI.order_algos_list(\n",
@ -1053,11 +799,7 @@
}, },
{ {
"cell_type": "markdown", "cell_type": "markdown",
"metadata": { "metadata": {},
"pycharm": {
"name": "#%% md\n"
}
},
"source": [ "source": [
"### To get the past algo orders (last three months)，please refer to [Get algo order history](https://www.okx.com/docs-v5/en/#rest-api-trade-get-algo-order-history)" "### To get the past algo orders (last three months)，please refer to [Get algo order history](https://www.okx.com/docs-v5/en/#rest-api-trade-get-algo-order-history)"
] ]
@ -1065,11 +807,7 @@
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": null, "execution_count": null,
"metadata": { "metadata": {},
"pycharm": {
"name": "#%%\n"
}
},
"outputs": [], "outputs": [],
"source": [ "source": [
"result = tradeAPI.order_algos_history(\n", "result = tradeAPI.order_algos_history(\n",

BIN
okx/.DS_Store vendored Normal file
View File

Binary file not shown.

47
okx/Account.py
View File

@ -7,7 +7,6 @@ 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): 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) Client.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain,debug)
# Get Positions # Get Positions
def get_position_risk(self, instType=''): def get_position_risk(self, instType=''):
params = {} params = {}
@ -61,8 +60,9 @@ class AccountAPI(Client):
return self._request_with_params(GET, MAX_TRADE_SIZE, params) return self._request_with_params(GET, MAX_TRADE_SIZE, params)
# Get Maximum Available Tradable Amount # Get Maximum Available Tradable Amount
def get_max_avail_size(self, instId, tdMode, ccy='', reduceOnly=''): def get_max_avail_size(self, instId, tdMode, ccy='', reduceOnly='', unSpotOffset='', quickMgnType=''):
params = {'instId': instId, 'tdMode': tdMode, 'ccy': ccy, 'reduceOnly': reduceOnly} params = {'instId': instId, 'tdMode': tdMode, 'ccy': ccy, 'reduceOnly': reduceOnly,
'unSpotOffset': unSpotOffset, 'quickMgnType': quickMgnType}
return self._request_with_params(GET, MAX_AVAIL_SIZE, params) return self._request_with_params(GET, MAX_AVAIL_SIZE, params)
# Increase / Decrease margin # Increase / Decrease margin
@ -111,8 +111,8 @@ class AccountAPI(Client):
return self._request_with_params(GET, MAX_WITHDRAWAL, params) return self._request_with_params(GET, MAX_WITHDRAWAL, params)
# Get borrow repay # Get borrow repay
def borrow_repay(self, ccy='', side='', amt=''): def borrow_repay(self, ccy='', side='', amt='', ordId=''):
params = {'ccy': ccy, 'side': side, 'amt': amt} params = {'ccy': ccy, 'side': side, 'amt': amt, 'ordId': ordId}
return self._request_with_params(POST, BORROW_REPAY, params) return self._request_with_params(POST, BORROW_REPAY, params)
# Get borrow repay history # Get borrow repay history
@ -126,8 +126,8 @@ class AccountAPI(Client):
return self._request_with_params(GET, INTEREST_LIMITS, params) return self._request_with_params(GET, INTEREST_LIMITS, params)
# Get Simulated Margin # Get Simulated Margin
def get_simulated_margin(self, instType ='',inclRealPos=True,instId='',pos=''): def get_simulated_margin(self, instType='', inclRealPos=True, spotOffsetType='', simPos=[]):
params = {'instType': instType, 'inclRealPos': inclRealPos,'instId': instId,'pos': pos,} params = {'instType': instType, 'inclRealPos': inclRealPos, 'spotOffsetType': spotOffsetType, 'simPos': simPos}
return self._request_with_params(POST, SIMULATED_MARGIN, params) return self._request_with_params(POST, SIMULATED_MARGIN, params)
# Get Greeks # Get Greeks
@ -162,5 +162,38 @@ class AccountAPI(Client):
} }
return self._request_with_params(GET,GET_PM_LIMIT,params) return self._request_with_params(GET,GET_PM_LIMIT,params)
#- Get VIP interest accrued data
def get_VIP_interest_accrued_data(self, ccy='', ordId='', after='', before='', limit=''):
params = {'ccy': ccy, 'ordId': ordId, 'after': after, 'before': before, 'limit': limit}
return self._request_with_params(GET, GET_VIP_INTEREST_ACCRUED_DATA, params)
#- Get VIP interest deducted data
def get_VIP_interest_deducted_data(self, ccy='', ordId='', after='', before='', limit=''):
params = {'ccy': ccy, 'ordId': ordId, 'after': after, 'before': before, 'limit': limit}
return self._request_with_params(GET, GET_VIP_INTEREST_DEDUCTED_DATA, params)
# - Get VIP loan order list
def get_VIP_loan_order_list(self, ordId='',state='', ccy='', after='', before='', limit=''):
params = {'ordId': ordId, 'state': state, 'ccy': ccy,'after': after, 'before': before, 'limit': limit}
return self._request_with_params(GET, GET_VIP_LOAN_ORDER_LIST, params)
#- Get VIP loan order detail
def get_VIP_loan_order_detail(self, ccy='', ordId='', after='', before='', limit=''):
params = {'ccy': ccy, 'ordId': ordId, 'after': after, 'before': before, 'limit': limit}
return self._request_with_params(GET, GET_VIP_LOAN_ORDER_DETAIL, params)
#- Set risk offset type
def set_risk_offset_typel(self, type=''):
params = {'type': type}
return self._request_with_params(POST, SET_RISK_OFFSET_TYPE,params)
# - Set auto loan
def set_auto_loan(self, autoLoan=''):
params = {
'autoLoan': autoLoan
}
return self._request_with_params(POST, SET_AUTO_LOAN, params)
#- Activate option
def activate_option(self):
return self._request_without_params(POST, ACTIVSTE_OPTION)

26
okx/BlockTrading.py
View File

@ -10,8 +10,10 @@ class BlockTradingAPI(Client):
params = {} params = {}
return self._request_with_params(GET, COUNTERPARTIES, params) return self._request_with_params(GET, COUNTERPARTIES, params)
def create_rfq(self, counterparties=[], anonymous='false', clRfqId='', legs = []): def create_rfq(self, counterparties=[], anonymous='false', clRfqId='', tag='', allowPartialExecution='false',
params = {'counterparties': counterparties, 'anonymous': anonymous, 'clRfqId': clRfqId, 'legs': legs} legs=[]):
params = {'counterparties': counterparties, 'anonymous': anonymous, 'clRfqId': clRfqId, 'tag': tag,
'allowPartialExecution': allowPartialExecution, 'legs': legs}
return self._request_with_params(POST, CREATE_RFQ, params) return self._request_with_params(POST, CREATE_RFQ, params)
def cancel_rfq(self, rfqId = '', clRfqId = ''): def cancel_rfq(self, rfqId = '', clRfqId = ''):
@ -26,13 +28,13 @@ class BlockTradingAPI(Client):
params = {} params = {}
return self._request_with_params(POST, CANCEL_ALL_RSQS, params) return self._request_with_params(POST, CANCEL_ALL_RSQS, params)
def execute_quote(self, rfqId='', quoteId=''): def execute_quote(self, rfqId='', quoteId='', legs=[]):
params = {'rfqId': rfqId, 'quoteId': quoteId} params = {'rfqId': rfqId, 'quoteId': quoteId, 'legs': legs}
return self._request_with_params(POST, EXECUTE_QUOTE, params) return self._request_with_params(POST, EXECUTE_QUOTE, params)
def create_quote(self, rfqId='', clQuoteId='', quoteSide = '', legs = [],anonymous=False,expiresIn=''): def create_quote(self, rfqId='', clQuoteId='', tag='', quoteSide='', legs=[], anonymous=False, expiresIn=''):
params = {'rfqId': rfqId, 'clQuoteId': clQuoteId, 'quoteSide': quoteSide, 'legs': legs, params = {'rfqId': rfqId, 'clQuoteId': clQuoteId, 'tag': tag, 'quoteSide': quoteSide, 'legs': legs,
'anonymous':anonymous,'expiresIn':expiresIn} 'anonymous': anonymous, 'expiresIn': expiresIn}
return self._request_with_params(POST, CREATE_QUOTE, params) return self._request_with_params(POST, CREATE_QUOTE, params)
def cancel_quote(self, quoteId = '', clQuoteId = ''): def cancel_quote(self, quoteId = '', clQuoteId = ''):
@ -55,8 +57,10 @@ class BlockTradingAPI(Client):
params = {'rfqId': rfqId, 'clRfqId': clRfqId, 'quoteId':quoteId,'clQuoteId':clQuoteId, 'state': state, 'beginId': beginId, 'endId': endId, 'limit':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) return self._request_with_params(GET, GET_QUOTES, params)
def get_trades(self, rfqId = '', clRfqId = '', quoteId = '', clQuoteId = '', state = '', beginId = '', endId = '', limit = ''): def get_trades(self, rfqId='', clRfqId='', quoteId='', clQuoteId='', state='', beginId='', endId='', beginTs='',
params = {'rfqId': rfqId, 'clRfqId': clRfqId, 'quoteId':quoteId,'clQuoteId':clQuoteId, 'state': state, 'beginId': beginId, 'endId': endId, 'limit':limit} endTs='', limit=''):
params = {'rfqId': rfqId, 'clRfqId': clRfqId, 'quoteId': quoteId, 'clQuoteId': clQuoteId, 'state': state,
'beginId': beginId, 'endId': endId, 'beginTs': beginTs, 'endTs': endTs, 'limit': limit}
return self._request_with_params(GET, GET_RFQ_TRADES, params) return self._request_with_params(GET, GET_RFQ_TRADES, params)
def get_public_trades(self, beginId = '', endId = '', limit = ''): def get_public_trades(self, beginId = '', endId = '', limit = ''):
@ -69,3 +73,7 @@ class BlockTradingAPI(Client):
def set_marker_instrument(self,params = []): def set_marker_instrument(self,params = []):
return self._request_with_params(POST, MARKER_INSTRUMENT_SETTING, params) return self._request_with_params(POST, MARKER_INSTRUMENT_SETTING, params)
#Get Quote products
def get_quote_products(self):
return self._request_without_params(GET, MARKER_INSTRUMENT_SETTING)

71
okx/CopyTrading.py Normal file
View File

@ -0,0 +1,71 @@
from .client import Client
from .consts import *
class CopyTradingAPI(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 existing leading positions
def get_existing_leading_positions(self, instId=''):
params = {
'instId': instId
}
return self._request_with_params(GET, GET_EXISTING_LEADING_POSITIONS, params)
# Get leading position history
def get_leading_position_history(self, instId='', after='', before='', limit=''):
params = {
'instId': instId,
'after': after,
'before': before,
'limit': limit
}
return self._request_with_params(GET, GET_LEADING_POSITIONS_HISTORY, params)
# Place leading stop order
def place_leading_stop_order(self, subPosId='', tpTriggerPx='', slTriggerPx='', tpTriggerPxType='', slTriggerPxType=''):
params = {
'subPosId': subPosId,
'tpTriggerPx': tpTriggerPx,
'slTriggerPx': slTriggerPx,
'tpTriggerPxType': tpTriggerPxType,
'slTriggerPxType': slTriggerPxType
}
return self._request_with_params(POST, PLACE_LEADING_STOP_ORDER, params)
# Close leading position
def close_leading_position(self, subPosId=''):
params = {
'subPosId': subPosId
}
return self._request_with_params(POST, CLOSE_LEADING_POSITIONS, params)
# Get leading instruments
def get_leading_instruments(self):
return self._request_without_params(GET, GET_LEADING_POSITIONS)
# Amend leading instruments
def amend_leading_instruments(self, instId=''):
params = {
'instId': instId
}
return self._request_with_params(POST, AMEND_EXISTING_LEADING_POSITIONS, params)
# Get profit sharing details
def get_profit_sharing_details(self, after='', before='', limit=''):
params = {
'after': after,
'before': before,
'limit': limit
}
return self._request_with_params(GET, GET_PROFIT_SHARING_DETAILS, params)
# Get total profit sharing
def get_total_profit_sharing(self):
return self._request_without_params(GET, GET_TOTAL_PROFIT_SHARING)
# Get unrealized profit sharing details
def get_unrealized_profit_sharing_details(self):
return self._request_without_params(GET, GET_UNREALIZED_PROFIT_SHARING_DETAILS)

59
okx/Earning.py
View File

@ -14,15 +14,17 @@ class EarningAPI(Client):
} }
return self._request_with_params(GET,STACK_DEFI_OFFERS,params) return self._request_with_params(GET,STACK_DEFI_OFFERS,params)
def purchase(self,productId = '',investData = [],term = ''): def purchase(self, productId='', investData=[], term='', tag=''):
params = { params = {
'productId':productId, 'productId': productId,
'investData':investData 'investData': investData
} }
if term != '': if term != '':
params['term'] = term params['term'] = term
return self._request_with_params(POST,STACK_DEFI_PURCHASE,params) if tag != '':
params['tag'] = tag
return self._request_with_params(POST, STACK_DEFI_PURCHASE, params)
def redeem(self,ordId = '',protocolType = '',allowEarlyRedeem = ''): def redeem(self,ordId = '',protocolType = '',allowEarlyRedeem = ''):
params = { params = {
@ -59,6 +61,55 @@ class EarningAPI(Client):
} }
return self._request_with_params(GET,STACK_DEFI_ORDERS_HISTORY,params) return self._request_with_params(GET,STACK_DEFI_ORDERS_HISTORY,params)
# - Get saving balance
def get_saving_balance(self, ccy=''):
params = {
'ccy': ccy
}
return self._request_with_params(GET, GET_SAVING_BALANCE, params)
# - Savings purchase/redemption
def savings_purchase_redemption(self, ccy='', amt='', side='', rate=''):
params = {
'ccy': ccy,
'amt': amt,
'side': side,
'rate': rate
}
return self._request_with_params(POST, SAVING_PURCHASE_REDEMPTION, params)
# - 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='', after='', before='', limit=''):
params = {
'ccy': ccy,
'after': after,
'before': before,
'limit': limit
}
return self._request_with_params(GET, GET_LENDING_HISTORY, params)
# - Get public borrow info (public)
def get_public_borrow_info(self, ccy=''):
params = {
'ccy': ccy
}
return self._request_with_params(GET, GET_PUBLIC_BORROW_INFO, params)
# - Get public borrow history (public)
def get_public_borrow_history(self, ccy='', after='', before='', limit=''):
params = {
'ccy': ccy,
'after': after,
'before': before,
'limit': limit
}
return self._request_with_params(GET, GET_PUBLIC_BORROW_HISTORY, params)

32
okx/Funding.py
View File

@ -30,13 +30,15 @@ class FundingAPI(Client):
return self._request_with_params(POST, FUNDS_TRANSFER, params) return self._request_with_params(POST, FUNDS_TRANSFER, params)
# Withdrawal # Withdrawal
def withdrawal(self, ccy, amt, dest, toAddr, fee,chain = '', clientId = ''): def withdrawal(self, ccy, amt, dest, toAddr, fee, chain='', areaCode='', clientId=''):
params = {'ccy': ccy, 'amt': amt, 'dest': dest, 'toAddr': toAddr, 'fee': fee,'chain':chain,'clientId':clientId} params = {'ccy': ccy, 'amt': amt, 'dest': dest, 'toAddr': toAddr, 'fee': fee, 'chain': chain,
'areaCode': areaCode, 'clientId': clientId}
return self._request_with_params(POST, WITHDRAWAL_COIN, params) return self._request_with_params(POST, WITHDRAWAL_COIN, params)
# Get Deposit History # Get Deposit History
def get_deposit_history(self, ccy='', state='', after='', before='', limit='',txId='',depId=''): def get_deposit_history(self, ccy='', state='', after='', before='', limit='', txId='', depId='', fromWdId=''):
params = {'ccy': ccy, 'state': state, 'after': after, 'before': before, 'limit': limit,'txId':txId,'depId':depId} params = {'ccy': ccy, 'state': state, 'after': after, 'before': before, 'limit': limit, 'txId': txId,
'depId': depId, 'fromWdId': fromWdId}
return self._request_with_params(GET, DEPOSIT_HISTORIY, params) return self._request_with_params(GET, DEPOSIT_HISTORIY, params)
# Get Withdrawal History # Get Withdrawal History
@ -72,25 +74,21 @@ class FundingAPI(Client):
params = {'ccy':ccy, 'invoice':invoice, 'memo':memo} params = {'ccy':ccy, 'invoice':invoice, 'memo':memo}
return self._request_with_params(POST, WITHDRAWAL_LIGHTNING, params) return self._request_with_params(POST, WITHDRAWAL_LIGHTNING, params)
# POST SET LENDING RATE # POST SET LENDING RATE
def set_lending_rate(self, ccy, rate): def set_lending_rate(self, ccy, rate):
params = {'ccy': ccy, 'rate': rate} params = {'ccy': ccy, 'rate': rate}
return self._request_with_params(POST, SET_LENDING_RATE, params) return self._request_with_params(POST, SET_LENDING_RATE, params)
# GET LENDING HISTORY # GET LENDING HISTORY
def get_lending_history(self, ccy='', before='', after='', limit='' ): def get_lending_history(self, ccy='', before='', after='', limit='' ):
params = {'ccy': ccy, 'after': after, 'before': before, 'limit': limit } params = {'ccy': ccy, 'after': after, 'before': before, 'limit': limit }
return self._request_with_params(GET, LENDING_HISTORY, params) return self._request_with_params(GET, LENDING_HISTORY, params)
# GET LENDING RATE HISTORY # GET LENDING RATE HISTORY
def get_lending_rate_history(self, ccy='',after = '',before = '',limit = '' ): def get_lending_rate_history(self, ccy='',after = '',before = '',limit = '' ):
params = {'ccy': ccy,'after':after,'before':before,'limit':limit} params = {'ccy': ccy,'after':after,'before':before,'limit':limit}
return self._request_with_params(GET, LENDING_RATE_HISTORY, params) return self._request_with_params(GET, LENDING_RATE_HISTORY, params)
# GET LENDING RATE SUMMARY # GET LENDING RATE SUMMARY
def get_lending_rate_summary(self, ccy=''): def get_lending_rate_summary(self, ccy=''):
params = {'ccy': ccy} params = {'ccy': ccy}
@ -124,3 +122,21 @@ class FundingAPI(Client):
'ccy':ccy 'ccy':ccy
} }
return self._request_with_params(GET, GET_SAVING_BALANCE, params) return self._request_with_params(GET, GET_SAVING_BALANCE, params)
#Get non-tradable assets
def get_non_tradable_assets(self, ccy=''):
params = {
'ccy': ccy
}
return self._request_with_params(GET, GET_NON_TRADABLE_ASSETS, params)
#Get deposit withdraw status
def get_deposit_withdraw_status(self, wdId='', txId='', ccy='', to='', chain=''):
params = {'wdId': wdId, 'txId': txId, 'ccy': ccy, 'to': to, 'chain': chain}
return self._request_with_params(GET, GET_DEPOSIT_WITHDrAW_STATUS, params)
#Get withdrawal history
def get_withdrawal_history(self, ccy='', wdId='', clientId='', txId='', type='', state='', after='', before ='', limit=''):
params = {'ccy': ccy, 'wdId': wdId, 'clientId': clientId, 'txId': txId, 'type': type, 'state': state, 'after': after, 'before': before, 'limit': limit}
return self._request_with_params(GET, GET_WITHDRAWAL_HISTORY, params)

54
okx/Grid.py
View File

@ -76,3 +76,57 @@ class GridAPI(Client):
'duration':duration 'duration':duration
} }
return self._request_with_params(GET, GRID_AI_PARAM, params) return self._request_with_params(GET, GRID_AI_PARAM, params)
# - Place recurring buy order
def place_recurring_buy_order(self, stgyName='', recurringList=[], period='', recurringDay='', recurringTime='',
timeZone='', amt='', investmentCcy='', tdMode='', algoClOrdId='', tag=''):
params = {'stgyName': stgyName, 'recurringList': recurringList, 'period': period, 'recurringDay': recurringDay,
'recurringTime': recurringTime,
'timeZone': timeZone, 'amt': amt, 'investmentCcy': investmentCcy, 'tdMode': tdMode,
'algoClOrdId': algoClOrdId, 'tag': tag}
return self._request_with_params(POST, PLACE_RECURRING_BUY_ORDER, params)
# - Amend recurring buy order
def amend_recurring_buy_order(self, algoId='', stgyName=''):
params = {'algoId': algoId, 'stgyName': stgyName}
return self._request_with_params(POST, AMEND_RECURRING_BUY_ORDER, params)
# - Stop recurring buy order
def stop_recurring_buy_order(self, orders_data):
return self._request_with_params(POST, STOP_RECURRING_BUY_ORDER, orders_data)
# - Get recurring buy order list
def get_recurring_buy_order_list(self, algoId='', after='', before='', limit=''):
params = {
'algoId': algoId,
'after': after,
'before': before,
'limit': limit
}
return self._request_with_params(GET, GET_RECURRING_BUY_ORDER_LIST, params)
# - Get recurring buy order history
def get_recurring_buy_order_history(self, algoId='', after='', before='', limit=''):
params = {
'algoId': algoId,
'after': after,
'before': before,
'limit': limit
}
return self._request_with_params(GET, GET_RECURRING_BUY_ORDER_HISTORY, params)
# - Get recurring buy order details
def get_recurring_buy_order_details(self, algoId=''):
params = {'algoId': algoId}
return self._request_with_params(GET, GET_RECURRING_BUY_ORDER_DETAILS, params)
# - Get recurring buy sub orders
def get_recurring_buy_sub_orders(self, algoId='', ordId='', after='', before='', limit=''):
params = {
'algoId': algoId,
'ordId': ordId,
'after': after,
'before': before,
'limit': limit
}
return self._request_with_params(GET, GET_RECURRING_BUY_SUB_ORDERS, params)

14
okx/MarketData.py
View File

@ -115,6 +115,20 @@ class MarketAPI(Client):
} }
return self._request_with_params(GET, BLOCK_TRADES, params) return self._request_with_params(GET, BLOCK_TRADES, params)
#- Get order lite book
def get_order_lite_book(self,instId = ''):
params = {
'instId':instId
}
return self._request_with_params(GET, GET_ORDER_LITE_BOOK, params)
#- Get option trades
def get_option_trades(self,instFamily = ''):
params = {
'instFamily':instFamily
}
return self._request_with_params(GET, GET_OPTION_TRADES, params)

23
okx/PublicData.py
View File

@ -56,13 +56,6 @@ class PublicAPI(Client):
def get_system_time(self): def get_system_time(self):
return self._request_without_params(GET, SYSTEM_TIME) 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 # Get Mark Price
def get_mark_price(self, instType, uly='', instId='',instFamily = ''): def get_mark_price(self, instType, uly='', instId='',instFamily = ''):
params = {'instType': instType, 'uly': uly, 'instId': instId,'instFamily':instFamily} params = {'instType': instType, 'uly': uly, 'instId': instId,'instFamily':instFamily}
@ -113,5 +106,19 @@ class PublicAPI(Client):
} }
return self._request_with_params(GET, CONVERT_CONTRACT_COIN, params) return self._request_with_params(GET, CONVERT_CONTRACT_COIN, params)
# Get option tickBands
def get_option_tickBands(self, instType='', instFamily=''):
params = {
'instType': instType,
'instFamily': instFamily
}
return self._request_with_params(GET, GET_OPTION_TICKBANDS, params)
# Get option trades
def get_option_trades(self, instId='', instFamily='', optType=''):
params = {
'instId': instId,
'instFamily': instFamily,
'optType': optType
}
return self._request_with_params(GET, GET_OPTION_TRADES, params)

20
okx/SubAccount.py
View File

@ -59,5 +59,25 @@ class SubAccountAPI(Client):
} }
return self._request_with_params(GET, GET_ASSET_SUBACCOUNT_BALANCE, params) return self._request_with_params(GET, GET_ASSET_SUBACCOUNT_BALANCE, params)
# - Get the user's affiliate rebate information
def get_the_user_affiliate_rebate_information(self, apiKey=''):
params = {
'apiKey': apiKey
}
return self._request_with_params(GET, GET_THE_USER_AFFILIATE_REBATE, params)
# - Set sub_accounts VIP loan%
def set_sub_accounts_VIP_loan(self, enable='', alloc=[]):
params = {
'enable': enable,
'alloc': alloc
}
return self._request_with_params(POST, SET_SUB_ACCOUNTS_VIP_LOAN, params)
# - Get sub_account borrow interest and limit
def get_sub_account_borrow_interest_and_limit(self, subAcct='', ccy=''):
params = {
'subAcct': subAcct,
'ccy': ccy
}
return self._request_with_params(GET, GET_SUB_ACCOUNT_BORROW_INTEREST_AND_LIMIT, params)

58
okx/Trade.py
View File

@ -9,10 +9,13 @@ class TradeAPI(Client):
# Place Order # Place Order
def place_order(self, instId, tdMode, side, ordType, sz, ccy='', clOrdId='', tag='', posSide='', px='', def place_order(self, instId, tdMode, side, ordType, sz, ccy='', clOrdId='', tag='', posSide='', px='',
reduceOnly='', tgtCcy=''): reduceOnly='', tgtCcy='', tpTriggerPx='', tpOrdPx='', slTriggerPx='', slOrdPx='',
tpTriggerPxType='', slTriggerPxType='', quickMgnType='', stpId='', stpMode=''):
params = {'instId': instId, 'tdMode': tdMode, 'side': side, 'ordType': ordType, 'sz': sz, 'ccy': ccy, params = {'instId': instId, 'tdMode': tdMode, 'side': side, 'ordType': ordType, 'sz': sz, 'ccy': ccy,
'clOrdId': clOrdId, 'tag': tag, 'posSide': posSide, 'px': px, 'reduceOnly': reduceOnly, 'clOrdId': clOrdId, 'tag': tag, 'posSide': posSide, 'px': px, 'reduceOnly': reduceOnly,
'tgtCcy': tgtCcy} 'tgtCcy': tgtCcy, 'tpTriggerPx': tpTriggerPx, 'tpOrdPx': tpOrdPx, 'slTriggerPx': slTriggerPx,
'slOrdPx': slOrdPx, 'tpTriggerPxType': tpTriggerPxType, 'slTriggerPxType': slTriggerPxType,
'quickMgnType': quickMgnType, 'stpId': stpId, 'stpMode': stpMode}
return self._request_with_params(POST, PLACR_ORDER, params) return self._request_with_params(POST, PLACR_ORDER, params)
# Place Multiple Orders # Place Multiple Orders
@ -29,10 +32,12 @@ class TradeAPI(Client):
return self._request_with_params(POST, CANAEL_BATCH_ORDERS, orders_data) return self._request_with_params(POST, CANAEL_BATCH_ORDERS, orders_data)
# Amend Order # Amend Order
def amend_order(self, instId, cxlOnFail='', ordId='', clOrdId='', reqId='', newSz='', newPx=''): def amend_order(self, instId, cxlOnFail='', ordId='', clOrdId='', reqId='', newSz='', newPx='', newTpTriggerPx='',
newTpOrdPx='', newSlTriggerPx='', newSlOrdPx='', newTpTriggerPxType='', newSlTriggerPxType=''):
params = {'instId': instId, 'cxlOnFailc': cxlOnFail, 'ordId': ordId, 'clOrdId': clOrdId, 'reqId': reqId, params = {'instId': instId, 'cxlOnFailc': cxlOnFail, 'ordId': ordId, 'clOrdId': clOrdId, 'reqId': reqId,
'newSz': newSz, 'newSz': newSz, 'newPx': newPx, 'newTpTriggerPx': newTpTriggerPx, 'newTpOrdPx': newTpOrdPx,
'newPx': newPx} 'newSlTriggerPx': newSlTriggerPx, 'newSlOrdPx': newSlOrdPx, 'newTpTriggerPxType': newTpTriggerPxType,
'newSlTriggerPxType': newSlTriggerPxType}
return self._request_with_params(POST, AMEND_ORDER, params) return self._request_with_params(POST, AMEND_ORDER, params)
# Amend Multiple Orders # Amend Multiple Orders
@ -40,8 +45,9 @@ class TradeAPI(Client):
return self._request_with_params(POST, AMEND_BATCH_ORDER, orders_data) return self._request_with_params(POST, AMEND_BATCH_ORDER, orders_data)
# Close Positions # Close Positions
def close_positions(self, instId, mgnMode, posSide='', ccy='',autoCxl=''): def close_positions(self, instId, mgnMode, posSide='', ccy='', autoCxl='', clOrdId='', tag=''):
params = {'instId': instId, 'mgnMode': mgnMode, 'posSide': posSide, 'ccy': ccy,'autoCxl':autoCxl} params = {'instId': instId, 'mgnMode': mgnMode, 'posSide': posSide, 'ccy': ccy, 'autoCxl': autoCxl,
'clOrdId': clOrdId, 'tag': tag}
return self._request_with_params(POST, CLOSE_POSITION, params) return self._request_with_params(POST, CLOSE_POSITION, params)
# Get Order Details # Get Order Details
@ -56,15 +62,19 @@ class TradeAPI(Client):
return self._request_with_params(GET, ORDERS_PENDING, params) return self._request_with_params(GET, ORDERS_PENDING, params)
# Get Order History (last 7 days） # Get Order History (last 7 days）
def get_orders_history(self, instType, uly='', instId='', ordType='', state='', after='', before='', limit='',instFamily = ''): def get_orders_history(self, instType, uly='', instId='', ordType='', state='', after='', before='', begin='',
end='', limit='', instFamily=''):
params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordType': ordType, 'state': state, params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordType': ordType, 'state': state,
'after': after, 'before': before, 'limit': limit,'instFamily':instFamily} 'after': after, 'before': before, 'begin': begin, 'end': end, 'limit': limit,
'instFamily': instFamily}
return self._request_with_params(GET, ORDERS_HISTORY, params) return self._request_with_params(GET, ORDERS_HISTORY, params)
# Get Order History (last 3 months) # Get Order History (last 3 months)
def get_orders_history_archive(self, instType, uly='', instId='', ordType='', state='', after='', before='', limit='',instFamily = ''): def get_orders_history_archive(self, instType, uly='', instId='', ordType='', state='', after='', before='',
begin='', end='', limit='', instFamily=''):
params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordType': ordType, 'state': state, params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordType': ordType, 'state': state,
'after': after, 'before': before, 'limit': limit,'instFamily':instFamily} 'after': after, 'before': before, 'begin': begin, 'end': end, 'limit': limit,
'instFamily': instFamily}
return self._request_with_params(GET, ORDERS_HISTORY_ARCHIVE, params) return self._request_with_params(GET, ORDERS_HISTORY_ARCHIVE, params)
# Get Transaction Details # Get Transaction Details
@ -80,7 +90,8 @@ class TradeAPI(Client):
triggerPx='', orderPx='', tgtCcy='', pxVar='', triggerPx='', orderPx='', tgtCcy='', pxVar='',
pxSpread='', pxSpread='',
szLimit='', pxLimit='', timeInterval='', tpTriggerPxType='', slTriggerPxType='', szLimit='', pxLimit='', timeInterval='', tpTriggerPxType='', slTriggerPxType='',
callbackRatio='',callbackSpread='',activePx='',tag='',triggerPxType=''): callbackRatio='',callbackSpread='',activePx='',tag='',triggerPxType='',closeFraction=''
,quickMgnType='',algoClOrdId=''):
params = {'instId': instId, 'tdMode': tdMode, 'side': side, 'ordType': ordType, 'sz': sz, 'ccy': ccy, params = {'instId': instId, 'tdMode': tdMode, 'side': side, 'ordType': ordType, 'sz': sz, 'ccy': ccy,
'posSide': posSide, 'reduceOnly': reduceOnly, 'tpTriggerPx': tpTriggerPx, 'tpOrdPx': tpOrdPx, 'posSide': posSide, 'reduceOnly': reduceOnly, 'tpTriggerPx': tpTriggerPx, 'tpOrdPx': tpOrdPx,
'slTriggerPx': slTriggerPx, 'slOrdPx': slOrdPx, 'triggerPx': triggerPx, 'orderPx': orderPx, 'slTriggerPx': slTriggerPx, 'slOrdPx': slOrdPx, 'triggerPx': triggerPx, 'orderPx': orderPx,
@ -88,11 +99,9 @@ class TradeAPI(Client):
'timeInterval': timeInterval, 'timeInterval': timeInterval,
'pxSpread': pxSpread, 'tpTriggerPxType': tpTriggerPxType, 'slTriggerPxType': slTriggerPxType, 'pxSpread': pxSpread, 'tpTriggerPxType': tpTriggerPxType, 'slTriggerPxType': slTriggerPxType,
'callbackRatio' : callbackRatio, 'callbackSpread':callbackSpread,'activePx':activePx, 'callbackRatio' : callbackRatio, 'callbackSpread':callbackSpread,'activePx':activePx,
'tag':tag,'triggerPxType':triggerPxType,} 'tag':tag,'triggerPxType':triggerPxType,'closeFraction':closeFraction,'quickMgnType':quickMgnType,'algoClOrdId':algoClOrdId}
return self._request_with_params(POST, PLACE_ALGO_ORDER, params) return self._request_with_params(POST, PLACE_ALGO_ORDER, params)
# Cancel Algo Order # Cancel Algo Order
def cancel_algo_order(self, params): def cancel_algo_order(self, params):
return self._request_with_params(POST, CANCEL_ALGOS, params) return self._request_with_params(POST, CANCEL_ALGOS, params)
@ -102,9 +111,9 @@ class TradeAPI(Client):
return self._request_with_params(POST, Cancel_Advance_Algos, params) return self._request_with_params(POST, Cancel_Advance_Algos, params)
# Get Algo Order List # Get Algo Order List
def order_algos_list(self, ordType ='', algoId='', instType='', instId='', after='', before='', limit=''): def order_algos_list(self, ordType='', algoId='', instType='', instId='', after='', before='', limit='',algoClOrdId=''):
params = {'ordType': ordType, 'algoId': algoId, 'instType': instType, 'instId': instId, 'after': after, params = {'ordType': ordType, 'algoId': algoId, 'instType': instType, 'instId': instId, 'after': after,
'before': before, 'limit': limit} 'before': before, 'limit': limit, 'algoClOrdId': algoClOrdId}
return self._request_with_params(GET, ORDERS_ALGO_OENDING, params) return self._request_with_params(GET, ORDERS_ALGO_OENDING, params)
# Get Algo Order History # Get Algo Order History
@ -157,3 +166,18 @@ class TradeAPI(Client):
'limit':limit 'limit':limit
} }
return self._request_with_params(GET,ONE_CLICK_REPAY_HISTORY,params) return self._request_with_params(GET,ONE_CLICK_REPAY_HISTORY,params)
# Get algo order details
def get_algo_order_details(self, algoId='', algoClOrdId=''):
params = {'algoId': algoId, 'algoClOrdId': algoClOrdId}
return self._request_with_params(GET, GET_ALGO_ORDER_DETAILS, params)
# Amend algo order
def amend_algo_order(self, instId='', algoId='', algoClOrdId='', cxlOnFail='', reqId='', newSz='',
newTpTriggerPx='', newTpOrdPx='', newSlTriggerPx='', newSlOrdPx='', newTpTriggerPxType='',
newSlTriggerPxType=''):
params = {'instId': instId, 'algoId': algoId, 'algoClOrdId': algoClOrdId, 'cxlOnFail': cxlOnFail,
'reqId': reqId, 'newSz': newSz, 'newTpTriggerPx': newTpTriggerPx, 'newTpOrdPx': newTpOrdPx,
'newSlTriggerPx': newSlTriggerPx, 'newSlOrdPx': newSlOrdPx,
'newTpTriggerPxType': newTpTriggerPxType, 'newSlTriggerPxType': newSlTriggerPxType}
return self._request_with_params(POST, AMEND_ALGO_ORDER, params)

2
okx/__init__.py
View File

@ -2,4 +2,4 @@
Python SDK for the OKX API v5 Python SDK for the OKX API v5
""" """
__version__="0.1.9" __version__="0.2.0"

BIN
okx/__pycache__/Account.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/BlockTrading.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/CopyTrading.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/Earning.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/Funding.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/Grid.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/MarketData.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/NDBroker.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/PublicData.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/Status.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/SubAccount.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/Trade.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/__init__.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/client.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/consts.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/exceptions.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/__pycache__/utils.cpython-310.pyc Normal file
View File

Binary file not shown.

2
okx/client.py
View File

@ -37,8 +37,6 @@ class Client(object):
response = self.client.get(request_path, headers=header) response = self.client.get(request_path, headers=header)
elif method == c.POST: elif method == c.POST:
response = self.client.post(request_path, data=body, headers=header) 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() return response.json()
def _request_without_params(self, method, request_path): def _request_without_params(self, method, request_path):

44
okx/consts.py
View File

@ -46,6 +46,13 @@ SIMULATED_MARGIN = '/api/v5/account/simulated_margin'
GREEKS = '/api/v5/account/greeks' GREEKS = '/api/v5/account/greeks'
POSITIONS_HISTORY = '/api/v5/account/positions-history' #need add POSITIONS_HISTORY = '/api/v5/account/positions-history' #need add
GET_PM_LIMIT = '/api/v5/account/position-tiers' #need add GET_PM_LIMIT = '/api/v5/account/position-tiers' #need add
GET_VIP_INTEREST_ACCRUED_DATA = '/api/v5/account/vip-interest-accrued'
GET_VIP_INTEREST_DEDUCTED_DATA = '/api/v5/account/vip-interest-deducted'
GET_VIP_LOAN_ORDER_LIST= '/api/v5/account/vip-loan-order-list'
GET_VIP_LOAN_ORDER_DETAIL= '/api/v5/account/vip-loan-order-detail'
SET_RISK_OFFSET_TYPE = '/api/v5/account/set-riskOffset-type'
SET_AUTO_LOAN = '/api/v5/account/set-auto-loan'
ACTIVSTE_OPTION = '/api/v5/account/activate-option'
# funding-complete-testcomplete # funding-complete-testcomplete
DEPOSIT_ADDRESS = '/api/v5/asset/deposit-address' DEPOSIT_ADDRESS = '/api/v5/asset/deposit-address'
@ -68,6 +75,9 @@ LENDING_HISTORY = '/api/v5/asset/lending-history'
LENDING_RATE_HISTORY = '/api/v5/asset/lending-rate-history' LENDING_RATE_HISTORY = '/api/v5/asset/lending-rate-history'
LENDING_RATE_SUMMARY = '/api/v5/asset/lending-rate-summary' LENDING_RATE_SUMMARY = '/api/v5/asset/lending-rate-summary'
GET_SAVING_BALANCE = '/api/v5/asset/saving-balance' #need to add GET_SAVING_BALANCE = '/api/v5/asset/saving-balance' #need to add
GET_WITHDRAWAL_HISTORY = '/api/v5/asset/withdrawal-history'
GET_NON_TRADABLE_ASSETS = '/api/v5/asset/non-tradable-assets'
GET_DEPOSIT_WITHDrAW_STATUS = '/api/v5/asset/deposit-withdraw-status'
# Market Data-Complete-testComplete # Market Data-Complete-testComplete
@ -88,6 +98,8 @@ HISTORY_TRADES = '/api/v5/market/history-trades' #need to add
BLOCK_TICKERS = '/api/v5/market/block-tickers' #need to add BLOCK_TICKERS = '/api/v5/market/block-tickers' #need to add
BLOCK_TICKER = '/api/v5/market/block-ticker'#need to add BLOCK_TICKER = '/api/v5/market/block-ticker'#need to add
BLOCK_TRADES = '/api/v5/market/block-trades'#need to add BLOCK_TRADES = '/api/v5/market/block-trades'#need to add
GET_ORDER_LITE_BOOK = '/api/v5/market/books-lite'
GET_OPTION_TRADES = '/api/v5/market/option/instrument-family-trades'
# Public Data-Complete-testComplete # Public Data-Complete-testComplete
INSTRUMENT_INFO = '/api/v5/public/instruments' INSTRUMENT_INFO = '/api/v5/public/instruments'
@ -108,6 +120,8 @@ UNDERLYING = '/api/v5/public/underlying' #need to add
VIP_INTEREST_RATE_LOAN_QUOTA = '/api/v5/public/vip-interest-rate-loan-quota' #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 INSURANCE_FUND = '/api/v5/public/insurance-fund'#need to add
CONVERT_CONTRACT_COIN = '/api/v5/public/convert-contract-coin' #need to add CONVERT_CONTRACT_COIN = '/api/v5/public/convert-contract-coin' #need to add
GET_OPTION_TICKBANDS = '/api/v5/public/instrument-tick-bands'
GET_OPTION_TRADES = '/api/v5/public/option-trades'
# TRADING DATA-COMPLETE # TRADING DATA-COMPLETE
SUPPORT_COIN = '/api/v5/rubik/stat/trading-data/support-coin' SUPPORT_COIN = '/api/v5/rubik/stat/trading-data/support-coin'
@ -140,6 +154,8 @@ CANCEL_ALGOS = '/api/v5/trade/cancel-algos'
Cancel_Advance_Algos = '/api/v5/trade/cancel-advance-algos' Cancel_Advance_Algos = '/api/v5/trade/cancel-advance-algos'
ORDERS_ALGO_OENDING = '/api/v5/trade/orders-algo-pending' ORDERS_ALGO_OENDING = '/api/v5/trade/orders-algo-pending'
ORDERS_ALGO_HISTORY = '/api/v5/trade/orders-algo-history' ORDERS_ALGO_HISTORY = '/api/v5/trade/orders-algo-history'
GET_ALGO_ORDER_DETAILS = '/api/v5/trade/order-algo'
AMEND_ALGO_ORDER = '/api/v5/trade/amend-algos'
EASY_CONVERT_CURRENCY_LIST = '/api/v5/trade/easy-convert-currency-list' EASY_CONVERT_CURRENCY_LIST = '/api/v5/trade/easy-convert-currency-list'
EASY_CONVERT = '/api/v5/trade/easy-convert' EASY_CONVERT = '/api/v5/trade/easy-convert'
@ -158,6 +174,9 @@ SUBACCOUNT_TRANSFER = '/api/v5/asset/subaccount/transfer'
ENTRUST_SUBACCOUNT_LIST = '/api/v5/users/entrust-subaccount-list' #need to add 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 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 GET_ASSET_SUBACCOUNT_BALANCE = '/api/v5/asset/subaccount/balances' #need to add
GET_THE_USER_AFFILIATE_REBATE = '/api/v5/users/partner/if-rebate'
SET_SUB_ACCOUNTS_VIP_LOAN = '/api/v5/account/subaccount/set-loan-allocation'
GET_SUB_ACCOUNT_BORROW_INTEREST_AND_LIMIT = '/api/v5/account/subaccount/interest-limits'
# Broker-all need to implmented-completed # Broker-all need to implmented-completed
BROKER_INFO = '/api/v5/broker/nd/info' BROKER_INFO = '/api/v5/broker/nd/info'
@ -222,6 +241,13 @@ GRID_WITHDRAW_INCOME = '/api/v5/tradingBot/grid/withdraw-income'
GRID_COMPUTE_MARIGIN_BALANCE = '/api/v5/tradingBot/grid/compute-margin-balance' GRID_COMPUTE_MARIGIN_BALANCE = '/api/v5/tradingBot/grid/compute-margin-balance'
GRID_MARGIN_BALANCE = '/api/v5/tradingBot/grid/margin-balance' GRID_MARGIN_BALANCE = '/api/v5/tradingBot/grid/margin-balance'
GRID_AI_PARAM = '/api/v5/tradingBot/grid/ai-param' GRID_AI_PARAM = '/api/v5/tradingBot/grid/ai-param'
PLACE_RECURRING_BUY_ORDER = '/api/v5/tradingBot/recurring/order-algo'
AMEND_RECURRING_BUY_ORDER = '/api/v5/tradingBot/recurring/amend-order-algo'
STOP_RECURRING_BUY_ORDER = '/api/v5/tradingBot/recurring/stop-order-algo'
GET_RECURRING_BUY_ORDER_LIST = '/api/v5/tradingBot/recurring/orders-algo-pending'
GET_RECURRING_BUY_ORDER_HISTORY = '/api/v5/tradingBot/recurring/orders-algo-history'
GET_RECURRING_BUY_ORDER_DETAILS = '/api/v5/tradingBot/recurring/orders-algo-details'
GET_RECURRING_BUY_SUB_ORDERS = '/api/v5/tradingBot/recurring/sub-orders'
#stacking - all need to implement-testcomplete #stacking - all need to implement-testcomplete
STACK_DEFI_OFFERS = '/api/v5/finance/staking-defi/offers' STACK_DEFI_OFFERS = '/api/v5/finance/staking-defi/offers'
@ -230,6 +256,24 @@ STACK_DEFI_REDEEM = '/api/v5/finance/staking-defi/redeem'
STACK_DEFI_CANCEL = '/api/v5/finance/staking-defi/cancel' STACK_DEFI_CANCEL = '/api/v5/finance/staking-defi/cancel'
STACK_DEFI_ORDERS_ACTIVITY = '/api/v5/finance/staking-defi/orders-active' STACK_DEFI_ORDERS_ACTIVITY = '/api/v5/finance/staking-defi/orders-active'
STACK_DEFI_ORDERS_HISTORY = '/api/v5/finance/staking-defi/orders-history' STACK_DEFI_ORDERS_HISTORY = '/api/v5/finance/staking-defi/orders-history'
GET_SAVING_BALANCE = '/api/v5/finance/savings/balance'
SAVING_PURCHASE_REDEMPTION = '/api/v5/finance/savings/purchase-redempt'
SET_LENDING_RATE = '/api/v5/finance/savings/set-lending-rate'
GET_LENDING_HISTORY = '/api/v5/finance/savings/lending-history'
GET_PUBLIC_BORROW_INFO = '/api/v5/finance/savings/lending-rate-summary'
GET_PUBLIC_BORROW_HISTORY = '/api/v5/finance/savings/lending-rate-history'
# status-complete # status-complete
STATUS = '/api/v5/system/status' STATUS = '/api/v5/system/status'
#Copy Trading
GET_EXISTING_LEADING_POSITIONS = '/api/v5/copytrading/current-subpositions'
GET_LEADING_POSITIONS_HISTORY = '/api/v5/copytrading/subpositions-history'
PLACE_LEADING_STOP_ORDER = '/api/v5/copytrading/algo-order'
CLOSE_LEADING_POSITIONS = '/api/v5/copytrading/close-subposition'
GET_LEADING_POSITIONS = '/api/v5/copytrading/instruments'
AMEND_EXISTING_LEADING_POSITIONS = '/api/v5/copytrading/set-instruments'
GET_PROFIT_SHARING_DETAILS = '/api/v5/copytrading/profit-sharing-details'
GET_TOTAL_PROFIT_SHARING = '/api/v5/copytrading/total-profit-sharing'
GET_UNREALIZED_PROFIT_SHARING_DETAILS = '/api/v5/copytrading/unrealized-profit-sharing-details'

BIN
okx/websocket/__pycache__/WsClientFactory.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/websocket/__pycache__/WsClientProtocol.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/websocket/__pycache__/WsConnectManager.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/websocket/__pycache__/WsPrivate.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/websocket/__pycache__/WsPublic.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/websocket/__pycache__/WsUtils.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
okx/websocket/__pycache__/__init__.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/.DS_Store vendored Normal file
View File

Binary file not shown.

40
test/AccountTest.py
View File

@ -1,12 +1,12 @@
import unittest import unittest
from ..okx import Account from okx import Account
class AccountTest(unittest.TestCase): class AccountTest(unittest.TestCase):
def setUp(self): def setUp(self):
api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d' api_key = 'e2ea07df-15ca-405c-9e23-addb4aca8a42'
api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960' api_secret_key = 'DE69BED90FF154085B56020A88B2638A'
passphrase = 'Beijing123' passphrase = '12345678aA.'
self.AccountAPI = Account.AccountAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1') self.AccountAPI = Account.AccountAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1')
''' '''
POSITIONS_HISTORY = '/api/v5/account/positions-history' #need add POSITIONS_HISTORY = '/api/v5/account/positions-history' #need add
@ -73,8 +73,36 @@ class AccountTest(unittest.TestCase):
def test_get_greeks(self): def test_get_greeks(self):
print(self.AccountAPI.get_greeks()) print(self.AccountAPI.get_greeks())
''' '''
def test_simulated_margin(self): # def test_simulated_margin(self):
print(self.AccountAPI.get_simulated_margin()) # print(self.AccountAPI.get_simulated_margin())
# def test_get_VIP_interest_accrued_data(self):
# print(self.AccountAPI.get_VIP_interest_accrued_data())
# def test_get_VIP_interest_deducted_data(self):
# print(self.AccountAPI.get_VIP_interest_deducted_data())
# def test_get_VIP_loan_order_list(self):
# print(self.AccountAPI.get_VIP_loan_order_list())
# def test_get_VIP_loan_order_detail(self):
# print(self.AccountAPI.get_VIP_loan_order_detail(ordId='1'))
# def test_set_risk_offset_typel(self):
# print(self.AccountAPI.set_risk_offset_typel(type='1'))
#
# def test_set_auto_loan(self):
# print(self.AccountAPI.set_auto_loan())
#
# def test_activate_option(self):
# print(self.AccountAPI.activate_option())
# def test_get_max_avaliable_size(self):
# print(self.AccountAPI.get_max_avail_size(instId="BTC-USDT",tdMode="cash",quickMgnType='manual'))
# def test_borrow_repay(self):
# print(self.AccountAPI.borrow_repay("BTC", "borrow", "1.0"))
def test_simulated_margin(self):
print(self.AccountAPI.get_simulated_margin(spotOffsetType='3'))
if __name__ == '__main__': if __name__ == '__main__':
unittest.main() unittest.main()

53
test/BlockTradingTest.py
View File

@ -1,12 +1,12 @@
import unittest import unittest
from ..okx import BlockTrading from okx import BlockTrading
class BlockTradingTest(unittest.TestCase): class BlockTradingTest(unittest.TestCase):
def setUp(self): def setUp(self):
api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d' api_key = 'a6f1e378-1c03-472d-ada0-710f4d51eebf'
api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960' api_secret_key = '74A6E1E03700D5EFCC2BBB7782170189'
passphrase = 'Beijing123' passphrase = 'Qa131415!'
self.BlockTradingAPI = BlockTrading.BlockTradingAPI(use_server_time=False, flag='1') self.BlockTradingAPI = BlockTrading.BlockTradingAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1')
""" """
def test_get_counter_parties(self): def test_get_counter_parties(self):
@ -42,7 +42,46 @@ class BlockTradingTest(unittest.TestCase):
""" """
def test_get_public_trades(self): # def test_get_public_trades(self):
print(self.BlockTradingAPI.get_public_trades()) # print(self.BlockTradingAPI.get_public_trades())
# def test_get_quote_products(self):
# print(self.BlockTradingAPI.get_quote_products())
def test_create_rfqs(self):
counterparties=['8924']
legs =[{
'instId':"BTC-USDT",
'sz':'25',
'side':'buy',
'posSide':'net',
'tdMode':'cross',
'ccy':'USDT'
}]
print(self.BlockTradingAPI.create_rfq(counterparties,allowPartialExecution='true',tag='1234',legs = legs))
# def test_execute_quotes(self):
# legs = [{
# 'instId':"BTC-USDT",
# 'sz':'0.0001',
# }]
# print(self.BlockTradingAPI.execute_quote("3IR9E68","3IR9E80",legs))
# def test_create_quotes(self):
# legs = [{
# 'instId': "BTC-USDT",
# 'sz': '25',
# 'side': 'buy',
# 'posSide': 'net',
# 'tdMode': 'cross',
# 'ccy': 'USDT'
# }]
# print(self.BlockTradingAPI.create_quote(rfqId='3IR9BT8',quoteSide='buy',legs=legs))
# def test_get_trade(self):
# print(self.BlockTradingAPI.get_trades())
if __name__ == '__main__': if __name__ == '__main__':
unittest.main() unittest.main()

40
test/CopyTradingTest.py Normal file
View File

@ -0,0 +1,40 @@
import unittest
from okx import CopyTrading
class CopyTradingTest(unittest.TestCase):
def setUp(self):
api_key = 'd4ee8839-1142-41c0-add5-e2e82a91efd2'
api_secret_key = '57E5BEFAB7BD024A91647819E9BCA285'
passphrase = '123456aA.'
self.StackingAPI = CopyTrading.CopyTradingAPI(api_key, api_secret_key, passphrase, use_server_time=False,
flag='0')
# def test_get_existing_leading_positions(self):
# print(self.StackingAPI.get_existing_leading_positions(instId='DOGE-USDT-SWAP'))
# def test_get_leading_position_history(self):
# print(self.StackingAPI.get_leading_position_history())
# def test_place_leading_stop_order(self):
# print(self.StackingAPI.place_leading_stop_order(subPosId='581247467976732672',tpTriggerPx='1'))
#
# def test_close_leading_position(self):
# print(self.StackingAPI.close_leading_position(subPosId='581247467976732672'))
# def test_get_leading_instruments(self):
# print(self.StackingAPI.get_leading_instruments())
# def test_amend_leading_instruments(self):
# print(self.StackingAPI.amend_leading_instruments(instId='AAVE-USDT-SWAP'))
#
# def test_get_profit_sharing_details(self):
# print(self.StackingAPI.get_profit_sharing_details())
#
# def test_get_total_profit_sharing(self):
# print(self.StackingAPI.get_total_profit_sharing())
#
def test_get_unrealized_profit_sharing_details(self):
print(self.StackingAPI.get_unrealized_profit_sharing_details())
if __name__ == "__main__":
unittest.main()

45
test/EarningTest.py Normal file
View File

@ -0,0 +1,45 @@
import unittest
from okx import Earning
class EarningTest(unittest.TestCase):
def setUp(self):
api_key = 'cfa1017d-940a-445f-af52-b340cbd6b0e0'
api_secret_key = '6C50A4E980230A4BBE7046411DED0276'
passphrase = '123456aA.'
self.StackingAPI = Earning.EarningAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='0')
def test_get_saving_balance(self):
print(self.StackingAPI.get_saving_balance(ccy='USDT'))
# def test_savings_purchase_redemption(self):
# print(self.StackingAPI.savings_purchase_redemption(ccy='USDT',amt="0.1",side="redempt",rate="1"))
# def test_set_lending_rate(self):
# print(self.StackingAPI.set_lending_rate(ccy='USDT',rate="1"))
# def test_get_lending_history(self):
# print(self.StackingAPI.get_lending_history(ccy='USDT'))
# def test_get_public_borrow_info(self):
# print(self.StackingAPI.get_public_borrow_info(ccy='USDT'))
# def test_get_public_borrow_history(self):
# print(self.StackingAPI.get_public_borrow_history(ccy='USDT'))
# def setUp(self):
# api_key = 'da097c9c-2f77-4dea-be18-2bfa77d0e394'
# api_secret_key = '56CC6C72D6B8A46EC993D48C83142A25'
# passphrase = '123456aA.'
# self.StackingAPI = Earning.EarningAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1')
# def test_purcase(self):
# investData = [{
# 'ccy': 'USDT',
# 'amt': '50'
# }]
# print(self.StackingAPI.purchase(productId='1456', investData=investData,term='100',tag='dfg'))
if __name__ == "__main__":
unittest.main()

34
test/FundingTest.py
View File

@ -1,13 +1,13 @@
import unittest import unittest
from ..okx import Funding from okx import Funding
class FundingTest(unittest.TestCase): class FundingTest(unittest.TestCase):
def setUp(self): def setUp(self):
api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d' api_key = 'cfa1017d-940a-445f-af52-b340cbd6b0e0'
api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960' api_secret_key = '6C50A4E980230A4BBE7046411DED0276'
passphrase = 'Beijing123' passphrase = '123456aA.'
self.FundingAPI = Funding.FundingAPI(use_server_time=False, flag='0') self.FundingAPI = Funding.FundingAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='0')
""" """
CANCEL_WITHDRAWAL = '/api/v5/asset/cancel-withdrawal' #need add CANCEL_WITHDRAWAL = '/api/v5/asset/cancel-withdrawal' #need add
CONVERT_DUST_ASSETS = '/api/v5/asset/convert-dust-assets' #need add CONVERT_DUST_ASSETS = '/api/v5/asset/convert-dust-assets' #need add
@ -58,9 +58,25 @@ class FundingTest(unittest.TestCase):
print(self.FundingAPI.get_lending_rate_summary('BTC')) print(self.FundingAPI.get_lending_rate_summary('BTC'))
""" """
def test_get_lending_summary(self): # def test_get_lending_summary(self):
print(self.FundingAPI.get_lending_rate_summary('BTC')) # print(self.FundingAPI.get_lending_rate_summary('BTC'))
def test_get_lending_rate_history(self): # def test_get_lending_rate_history(self):
print(self.FundingAPI.get_lending_rate_history()) # print(self.FundingAPI.get_lending_rate_history())
# def test_get_non_tradable_assets(self):
# print(self.FundingAPI.get_non_tradable_assets())
def test_get_deposit_withdraw_status(self):
print(self.FundingAPI.get_deposit_withdraw_status(wdId='84804812'))
# def test_get_withdrawal_history(self):
# print(self.FundingAPI.get_withdrawal_history())
# def test_get_deposit_history(self):
# print(self.FundingAPI.get_deposit_history())
# def test_withdrawal(self):
# print(self.FundingAPI.withdrawal(ccy='USDT',amt='1',dest='3',toAddr='18740405107',fee='0',areaCode='86'))
if __name__ == '__main__': if __name__ == '__main__':
unittest.main() unittest.main()

42
test/GridTest.py
View File

@ -1,12 +1,12 @@
import unittest import unittest
from ..okx import Grid from okx import Grid
class GridTest(unittest.TestCase): class GridTest(unittest.TestCase):
def setUp(self): def setUp(self):
api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d' api_key = 'da097c9c-2f77-4dea-be18-2bfa77d0e394'
api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960' api_secret_key = '56CC6C72D6B8A46EC993D48C83142A25'
passphrase = 'Beijing123' passphrase = '123456aA.'
self.GridAPI = Grid.GridAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1', debug=False) self.GridAPI = Grid.GridAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1', debug=False)
""" """
GRID_COMPUTE_MARIGIN_BALANCE = '/api/v5/tradingBot/grid/compute-margin-balance' GRID_COMPUTE_MARIGIN_BALANCE = '/api/v5/tradingBot/grid/compute-margin-balance'
@ -49,7 +49,37 @@ class GridTest(unittest.TestCase):
""" """
def test_order_algo(self): # def test_order_algo(self):
print(self.GridAPI.grid_order_algo("BTC-USDT","grid","45000","20000","100","1",quoteSz="50")) # print(self.GridAPI.grid_order_algo("BTC-USDT","grid","45000","20000","100","1",quoteSz="50"))
# def test_place_recurring_buy_order(self):
# print(self.GridAPI.place_recurring_buy_order(stgyName="jzhtest",recurringList=[{
# 'ccy':"ETH",
# 'ratio':'1'
# }],period="daily",recurringDay='1',recurringTime='0',timeZone='8',amt='100',investmentCcy='USDT',tdMode='cross'))
# def test_amend_recurring_buy_order(self):
# print(self.GridAPI.amend_recurring_buy_order(algoId="581185292170952704",stgyName="changtest"))
# def test_stop_recurring_buy_order(self):
# orderData = [{
# "algoId": "581190894481838080"
# }]
# print(self.GridAPI.stop_recurring_buy_order(orderData))
# def test_get_recurring_buy_order_list(self):
# print(self.GridAPI.get_recurring_buy_order_list())
# def test_get_recurring_buy_order_history(self):
# print(self.GridAPI.get_recurring_buy_order_history())
# def test_get_recurring_buy_order_details(self):
# print(self.GridAPI.get_recurring_buy_order_details(algoId="581191143417970688"))
# def test_get_recurring_buy_sub_orders(self):
# print(self.GridAPI.get_recurring_buy_sub_orders(algoId="581191143417970688"))
#581191143417970688
if __name__ == '__main__': if __name__ == '__main__':
unittest.main() unittest.main()

6
test/MarketTest.py
View File

@ -1,6 +1,6 @@
import unittest import unittest
from ..okx import MarketData from okx import MarketData
''' '''
ORACLE = '/api/v5/market/open-oracle' #need to update? if it is open oracle ORACLE = '/api/v5/market/open-oracle' #need to update? if it is open oracle
@ -58,7 +58,11 @@ class MarketAPITest(unittest.TestCase):
print(self.MarketApi.get_volume()) print(self.MarketApi.get_volume())
''' '''
# def test_get_order_lite_book(self):
# print(self.MarketApi.get_order_lite_book(instId='BTC-USDT'))
def test_get_option_trades(self):
print(self.MarketApi.get_option_trades(instFamily='BTC-USD'))
if __name__ == "__main__": if __name__ == "__main__":

18
test/PublicDataTest.py
View File

@ -1,10 +1,10 @@
import unittest import unittest
from ..okx import PublicData from okx import PublicData
class publicDataTest(unittest.TestCase): class publicDataTest(unittest.TestCase):
def setUp(self): def setUp(self):
api_key = 'ef06bf27-6a01-4797-b801-e3897031e45d' api_key = 'da097c9c-2f77-4dea-be18-2bfa77d0e394'
api_secret_key = 'D3620B2660203350EEE80FDF5BE0C960' api_secret_key = '56CC6C72D6B8A46EC993D48C83142A25'
passphrase = 'Beijing123' passphrase = '123456aA.'
self.publicDataApi = PublicData.PublicAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1') self.publicDataApi = PublicData.PublicAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1')
''' '''
TestCase For: TestCase For:
@ -50,8 +50,14 @@ class publicDataTest(unittest.TestCase):
print(self.publicDataApi.get_mark_price('SWAP')) print(self.publicDataApi.get_mark_price('SWAP'))
''' '''
def test_position_tier(self): # def test_position_tier(self):
print(self.publicDataApi.get_position_tiers('SWAP','cross',uly='ETH-USD')) # print(self.publicDataApi.get_position_tiers('SWAP','cross',uly='ETH-USD'))
# def test_get_option_tickBands(self):
# print(self.publicDataApi.get_option_tick_bands(instType='OPTION'))
def test_get_option_trades(self):
print(self.publicDataApi.get_option_trades(instFamily='BTC-USD'))
if __name__ == '__main__': if __name__ == '__main__':
unittest.main() unittest.main()

11
test/StackingTest.py
View File

@ -1,5 +1,5 @@
import unittest import unittest
from ..okx import Status from okx import Status
class StackingTest(unittest.TestCase): class StackingTest(unittest.TestCase):
def setUp(self): def setUp(self):
@ -22,15 +22,6 @@ class StackingTest(unittest.TestCase):
def test_purcase(self): def test_purcase(self):
print(self.StackingAPI.purchase(1456,"USDT","100","0")) 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__": if __name__ == "__main__":
unittest.main() unittest.main()

18
test/SubAccountTest.py
View File

@ -1,11 +1,11 @@
import unittest import unittest
from ..okx import SubAccount from okx import SubAccount
class SubAccountTest(unittest.TestCase): class SubAccountTest(unittest.TestCase):
def setUp(self): def setUp(self):
api_key = '52c37310-a8b0-454a-8191-3250acff2626' api_key = 'e2ea07df-15ca-405c-9e23-addb4aca8a42'
api_secret_key = 'EC37534156E6B8C32E78FE8D8C1D506B' api_secret_key = 'DE69BED90FF154085B56020A88B2638A'
passphrase = 'Hanhao0.0' passphrase = '12345678aA.'
self.SubAccountApi = SubAccount.SubAccountAPI(api_key, api_secret_key, passphrase, use_server_time=False, flag='1') 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 ENTRUST_SUBACCOUNT_LIST = '/api/v5/users/entrust-subaccount-list' #need to add
@ -36,5 +36,15 @@ class SubAccountTest(unittest.TestCase):
''' '''
# def test_get_the_user_affiliate_rebate_information(self):
# print(self.SubAccountApi.get_the_user_affiliate_rebate_information(apiKey='3af380a7-72af-4cc6-80d1-4b5a34ea69ad'))
# def test_set_sub_accounts_VIP_loan(self):
# print(self.SubAccountApi.set_sub_accounts_VIP_loan(enable='true',alloc=[{'subAcct':'coretrading7',
# 'loanAlloc':'1'}]))
def test_get_sub_account_borrow_interest_and_limit(self):
print(self.SubAccountApi.get_sub_account_borrow_interest_and_limit(subAcct='coretrading7'))
if __name__ == "__main__": if __name__ == "__main__":
unittest.main() unittest.main()

82
test/TradeTest.py
View File

@ -1,10 +1,10 @@
import unittest import unittest
from ..okx import Trade from okx import Trade
class TradeTest(unittest.TestCase): class TradeTest(unittest.TestCase):
def setUp(self): def setUp(self):
api_key = '35d8f27e-63cc-45bc-a578-45d76363d47f' api_key = 'da097c9c-2f77-4dea-be18-2bfa77d0e394'
api_secret_key = '0B7C968025BC2D4D71CF74771EA0E15C' api_secret_key = '56CC6C72D6B8A46EC993D48C83142A25'
passphrase = '123456' passphrase = '123456aA.'
self.tradeApi = Trade.TradeAPI(api_key, api_secret_key, passphrase, False, '1') self.tradeApi = Trade.TradeAPI(api_key, api_secret_key, passphrase, False, '1')
""" """
def test_place_order(self): def test_place_order(self):
@ -112,10 +112,80 @@ class TradeTest(unittest.TestCase):
""" """
#485903392536264704 #485903392536264704
#485936482235191296 #485936482235191296
def test_oneclick_repay_history(self): # def test_oneclick_repay_history(self):
print(self.tradeApi.oneclick_repay_history()) # print(self.tradeApi.oneclick_repay_history())
# def test_order_algo(self):
# print(self.tradeApi.place_algo_order(instId='BTC-USDT-SWAP', tdMode='cross', side='buy', ordType='conditional', \
# tpTriggerPx='15', tpOrdPx='18',sz='2'))
# 581628185981308928
# def test_get_algo_order_details(self):
# print(self.tradeApi.get_algo_order_details(algoId='581628185981308928'))
#581628185981308928
# def test_amend_algo_order(self):
# print(self.tradeApi.amend_algo_order(instId='BTC-USDT-SWAP', algoId='581628185981308928',newSz='3'))
# def test_get_order_history(self):
# print(self.tradeApi.get_orders_history(instType="SPOT",begin='1684857629313',end='1684857629313'))
# def test_get_order_histry_archive(self):
# print(self.tradeApi.get_orders_history_archive(instType="SPOT",begin='1684857629313',end='1684857629313'))
# 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_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))
#581616258865516544
#581616258865516545
# def test_amend_order(self):
# print(self.tradeApi.amend_order("BTC-USDT", ordId="581616258865516544", newSz="0.03"))
# def test_amend_order_batch(self):
# orderData = [
# {
# 'instId': 'ETH-USDT',
# 'ordId': '581616258865516544',
# 'newSz': '0.02'
# },
# {
# 'instId': 'BTC-USDT',
# 'ordId': '581616258865516545',
# 'newPx': '3.0'
# }
# ]
# print(self.tradeApi.amend_multiple_orders(orderData))
# def test_order_algo(self):
#
# print(self.tradeApi.place_algo_order(instId='BTC-USDT-SWAP', tdMode='cross', side='buy', ordType='conditional', \
# tpTriggerPx='15', tpOrdPx='18', sz='2',algoClOrdId='7678687',quickMgnType='manual'))
def test_order_algos_list(self):
print(self.tradeApi.order_algos_list(ordType='conditional'))
# def test_order_algo(self):
# print(self.tradeApi.place_order(instId='BTC-USDT-SWAP', tdMode='cross', side='buy',px='121',sz='2',
# clOrdId='234234565535',ordType='market'))
# def test_close_all_positions(self):
# print(self.tradeApi.close_positions(instId="BTC-USDT-SWAP", mgnMode="cross",clOrdId='1213124'))
if __name__=='__main__': if __name__=='__main__':
unittest.main() unittest.main()

3
test/WsPublicTest.py
View File

@ -8,7 +8,8 @@ def publicCallback(message):
if __name__ == '__main__': if __name__ == '__main__':
url = "wss://ws.okx.com:8443/ws/v5/public" #url = "wss://wspri.coinall.ltd:8443/ws/v5/ipublic?brokerId=9999"
url = "wss://wspap.okx.com:8443/ws/v5/public"
ws = WsPublic(url=url) ws = WsPublic(url=url)
ws.start() ws.start()
args = [] args = []

BIN
test/__pycache__/AccountTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/BlockTradingTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/BrokerTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/ConvertTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/CopyTradingTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/EarningTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/FundingTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/GridTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/MarketTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/PublicDataTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/StackingTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/SubAccountTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/TradeTest.cpython-310.pyc Normal file
View File

Binary file not shown.

BIN
test/__pycache__/TradingDataTest.cpython-310.pyc Normal file
View File

Binary file not shown.

542
test/ws_org.py Normal file
View File

@ -0,0 +1,542 @@
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 = "4497a4fa-062e-41f3-a991-b46814a9f104"
secret_key = "2CD859E62F9A8E1D25702A093C3EED58"
passphrase = "123456aA."
# 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?brokerId=9999"
# url = "wss://ws.okx.com:8443/ws/v5/public?brokerId=9999"
# 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"
# 充值信息/提币信息频道、定投策略订单频道(实盘)
# url = "wss://ws.okx.com:8443/ws/v5/business"
# 充值信息/提币信息频道、提币信息频道、定投策略订单频道(模拟盘)
# url = "wss://ws.okx.com:8443/ws/v5/business?brokerId=9999"
'''
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"}]
# 平台公共爆仓单频道
# channels = [{"channel": "liquidation-orders", "instType":"SWAP"}]
# 期权公共成交频道
# channels = [{"channel": "option-trades", "instType":"OPTION","instFamily":"BTC-USD"}]
# 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"}]
# 公共大宗交易单腿交易频道
# channels = [{"channel": "public-block-trades", "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": ""}]
# 充值信息频道
# channels = [{"channel": "deposit-info", "ccy":"BTC"}]
# 提币信息频道
# channels = [{"channel": "withdrawal-info", "ccy":"BTC"}]
# 定投策略委托订单频道
# channels = [{"channel": "algo-recurring-buy", "instType":"SPOT"}]
'''
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()
if __name__ == '__main__':
subscribe(url,api_key,passphrase,secret_key,channels)