OKCoin 期貨 現貨 API [Python版]
一、HttpMD5Util.py,基礎類,包括MD5簽名,HTTP Post及HTTP Get方法
#!/usr/bin/python # -*- coding: utf-8 -*- #用於進行http請求,以及MD5加密,生成簽名的工具類 import http.client import urllib import json import hashlib import time def buildMySign(params,secretKey): sign = '' for key in sorted(params.keys()): sign += key + '=' + str(params[key]) +'&' data = sign+'secret_key='+secretKey return hashlib.md5(data.encode("utf8")).hexdigest().upper() def httpGet(url,resource,params=''): conn = http.client.HTTPSConnection(url, timeout=10) conn.request("GET",resource + '?' + params) response = conn.getresponse() data = response.read().decode('utf-8') return json.loads(data) def httpPost(url,resource,params): headers = { "Content-type" : "application/x-www-form-urlencoded", } conn = http.client.HTTPSConnection(url, timeout=10) temp_params = urllib.parse.urlencode(params) conn.request("POST", resource, temp_params, headers) response = conn.getresponse() data = response.read().decode('utf-8') params.clear() conn.close() return data
二、OkcoinSpotAPI.py,OKCoin現貨API
#!/usr/bin/python # -*- coding: utf-8 -*- #用於訪問OKCOIN 現貨REST API from HttpMD5Util import buildMySign,httpGet,httpPost class OKCoinSpot: def __init__(self,url,apikey,secretkey): self.__url = url self.__apikey = apikey self.__secretkey = secretkey #獲取OKCOIN現貨行情信息 def ticker(self,symbol = ''): TICKER_RESOURCE = "/api/v1/ticker.do" params='' if symbol: params = 'symbol=%(symbol)s' %{'symbol':symbol} return httpGet(self.__url,TICKER_RESOURCE,params) #獲取OKCOIN現貨市場深度信息 def depth(self,symbol = ''): DEPTH_RESOURCE = "/api/v1/depth.do" params='' if symbol: params = 'symbol=%(symbol)s' %{'symbol':symbol} return httpGet(self.__url,DEPTH_RESOURCE,params) #獲取OKCOIN現貨歷史交易信息 def trades(self,symbol = ''): TRADES_RESOURCE = "/api/v1/trades.do" params='' if symbol: params = 'symbol=%(symbol)s' %{'symbol':symbol} return httpGet(self.__url,TRADES_RESOURCE,params) #獲取用戶現貨賬戶信息 def userinfo(self): USERINFO_RESOURCE = "/api/v1/userinfo.do" params ={} params['api_key'] = self.__apikey params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,USERINFO_RESOURCE,params) #現貨交易 def trade(self,symbol,tradeType,price='',amount=''): TRADE_RESOURCE = "/api/v1/trade.do" params = { 'api_key':self.__apikey, 'symbol':symbol, 'type':tradeType } if price: params['price'] = price if amount: params['amount'] = amount params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,TRADE_RESOURCE,params) #現貨批量下單 def batchTrade(self,symbol,tradeType,orders_data): BATCH_TRADE_RESOURCE = "/api/v1/batch_trade.do" params = { 'api_key':self.__apikey, 'symbol':symbol, 'type':tradeType, 'orders_data':orders_data } params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,BATCH_TRADE_RESOURCE,params) #現貨取消訂單 def cancelOrder(self,symbol,orderId): CANCEL_ORDER_RESOURCE = "/api/v1/cancel_order.do" params = { 'api_key':self.__apikey, 'symbol':symbol, 'order_id':orderId } params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,CANCEL_ORDER_RESOURCE,params) #現貨訂單信息查詢 def orderinfo(self,symbol,orderId): ORDER_INFO_RESOURCE = "/api/v1/order_info.do" params = { 'api_key':self.__apikey, 'symbol':symbol, 'order_id':orderId } params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,ORDER_INFO_RESOURCE,params) #現貨批量訂單信息查詢 def ordersinfo(self,symbol,orderId,tradeType): ORDERS_INFO_RESOURCE = "/api/v1/orders_info.do" params = { 'api_key':self.__apikey, 'symbol':symbol, 'order_id':orderId, 'type':tradeType } params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,ORDERS_INFO_RESOURCE,params) #現貨獲得歷史訂單信息 def orderHistory(self,symbol,status,currentPage,pageLength): ORDER_HISTORY_RESOURCE = "/api/v1/order_history.do" params = { 'api_key':self.__apikey, 'symbol':symbol, 'status':status, 'current_page':currentPage, 'page_length':pageLength } params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,ORDER_HISTORY_RESOURCE,params)
三、OkcoinFutureAPI.py,OKCoin期貨API
#!/usr/bin/python # -*- coding: utf-8 -*- #用於訪問OKCOIN 期貨REST API from HttpMD5Util import buildMySign,httpGet,httpPost class OKCoinFuture: def __init__(self,url,apikey,secretkey): self.__url = url self.__apikey = apikey self.__secretkey = secretkey #OKCOIN期貨行情信息 def future_ticker(self,symbol,contractType): FUTURE_TICKER_RESOURCE = "/api/v1/future_ticker.do" params = '' if symbol: params += '&symbol=' + symbol if params else 'symbol=' +symbol if contractType: params += '&contract_type=' + contractType if params else 'contract_type=' +symbol return httpGet(self.__url,FUTURE_TICKER_RESOURCE,params) #OKCoin期貨市場深度信息 def future_depth(self,symbol,contractType,size): FUTURE_DEPTH_RESOURCE = "/api/v1/future_depth.do" params = '' if symbol: params += '&symbol=' + symbol if params else 'symbol=' +symbol if contractType: params += '&contract_type=' + contractType if params else 'contract_type=' +symbol if size: params += '&size=' + size if params else 'size=' + size return httpGet(self.__url,FUTURE_DEPTH_RESOURCE,params) #OKCoin期貨交易記錄信息 def future_trades(self,symbol,contractType): FUTURE_TRADES_RESOURCE = "/api/v1/future_trades.do" params = '' if symbol: params += '&symbol=' + symbol if params else 'symbol=' +symbol if contractType: params += '&contract_type=' + contractType if params else 'contract_type=' +symbol return httpGet(self.__url,FUTURE_TRADES_RESOURCE,params) #OKCoin期貨指數 def future_index(self,symbol): FUTURE_INDEX = "/api/v1/future_index.do" params='' if symbol: params = 'symbol=' +symbol return httpGet(self.__url,FUTURE_INDEX,params) #獲取美元人民幣匯率 def exchange_rate(self): EXCHANGE_RATE = "/api/v1/exchange_rate.do" return httpGet(self.__url,EXCHANGE_RATE,'') #獲取預估交割價 def future_estimated_price(self,symbol): FUTURE_ESTIMATED_PRICE = "/api/v1/future_estimated_price.do" params='' if symbol: params = 'symbol=' +symbol return httpGet(self.__url,FUTURE_ESTIMATED_PRICE,params) #期貨全倉賬戶信息 def future_userinfo(self): FUTURE_USERINFO = "/api/v1/future_userinfo.do?" params ={} params['api_key'] = self.__apikey params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,FUTURE_USERINFO,params) #期貨全倉持倉信息 def future_position(self,symbol,contractType): FUTURE_POSITION = "/api/v1/future_position.do?" params = { 'api_key':self.__apikey, 'symbol':symbol, 'contract_type':contractType } params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,FUTURE_POSITION,params) #期貨下單 def future_trade(self,symbol,contractType,price='',amount='',tradeType='',matchPrice='',leverRate=''): FUTURE_TRADE = "/api/v1/future_trade.do?" params = { 'api_key':self.__apikey, 'symbol':symbol, 'contract_type':contractType, 'amount':amount, 'type':tradeType, 'match_price':matchPrice, 'lever_rate':leverRate } if price: params['price'] = price params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,FUTURE_TRADE,params) #期貨批量下單 def future_batchTrade(self,symbol,contractType,orders_data,leverRate): FUTURE_BATCH_TRADE = "/api/v1/future_batch_trade.do?" params = { 'api_key':self.__apikey, 'symbol':symbol, 'contract_type':contractType, 'orders_data':orders_data, 'lever_rate':leverRate } params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,FUTURE_BATCH_TRADE,params) #期貨取消訂單 def future_cancel(self,symbol,contractType,orderId): FUTURE_CANCEL = "/api/v1/future_cancel.do?" params = { 'api_key':self.__apikey, 'symbol':symbol, 'contract_type':contractType, 'order_id':orderId } params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,FUTURE_CANCEL,params) #期貨獲取訂單信息 def future_orderinfo(self,symbol,contractType,orderId,status,currentPage,pageLength): FUTURE_ORDERINFO = "/api/v1/future_order_info.do?" params = { 'api_key':self.__apikey, 'symbol':symbol, 'contract_type':contractType, 'order_id':orderId, 'status':status, 'current_page':currentPage, 'page_length':pageLength } params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,FUTURE_ORDERINFO,params) #期貨逐倉賬戶信息 def future_userinfo_4fix(self): FUTURE_INFO_4FIX = "/api/v1/future_userinfo_4fix.do?" params = {'api_key':self.__apikey} params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,FUTURE_INFO_4FIX,params) #期貨逐倉持倉信息 def future_position_4fix(self,symbol,contractType,type1): FUTURE_POSITION_4FIX = "/api/v1/future_position_4fix.do?" params = { 'api_key':self.__apikey, 'symbol':symbol, 'contract_type':contractType, 'type':type1 } params['sign'] = buildMySign(params,self.__secretkey) return httpPost(self.__url,FUTURE_POSITION_4FIX,params)
四、Client.py,客戶端參數配置及調用方法
#!/usr/bin/python3 # -*- coding: utf-8 -*- # encoding: utf-8 #客戶端調用,用於查看API返回結果 from OkcoinSpotAPI import OKCoinSpot from OkcoinFutureAPI import OKCoinFuture #初始化apikey,secretkey,url apikey = 'XXXX' secretkey = 'XXXXX' okcoinRESTURL = 'www.okcoin.com' #請求注意:國內賬號需要 修改為 www.okcoin.cn #現貨API okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey) #期貨API okcoinFuture = OKCoinFuture(okcoinRESTURL,apikey,secretkey) print (u' 現貨行情 ') print (okcoinSpot.ticker('btc_usd')) print (u' 現貨深度 ') print (okcoinSpot.depth('btc_usd')) #print (u' 現貨歷史交易信息 ') #print (okcoinSpot.trades()) #print (u' 用戶現貨賬戶信息 ') #print (okcoinSpot.userinfo()) #print (u' 現貨下單 ') #print (okcoinSpot.trade('ltc_usd','buy','0.1','0.2')) #print (u' 現貨批量下單 ') #print (okcoinSpot.batchTrade('ltc_usd','buy','[{price:0.1,amount:0.2},{price:0.1,amount:0.2}]')) #print (u' 現貨取消訂單 ') #print (okcoinSpot.cancelOrder('ltc_usd','18243073')) #print (u' 現貨訂單信息查詢 ') #print (okcoinSpot.orderinfo('ltc_usd','18243644')) #print (u' 現貨批量訂單信息查詢 ') #print (okcoinSpot.ordersinfo('ltc_usd','18243800,18243801,18243644','0')) #print (u' 現貨歷史訂單信息查詢 ') #print (okcoinSpot.orderHistory('ltc_usd','0','1','2')) #print (u' 期貨行情信息') #print (okcoinFuture.future_ticker('ltc_usd','this_week')) #print (u' 期貨市場深度信息') #print (okcoinFuture.future_depth('btc_usd','this_week','6')) #print (u'期貨交易記錄信息') #print (okcoinFuture.future_trades('ltc_usd','this_week')) #print (u'期貨指數信息') #print (okcoinFuture.future_index('ltc_usd')) #print (u'美元人民幣匯率') #print (okcoinFuture.exchange_rate()) #print (u'獲取預估交割價') #print (okcoinFuture.future_estimated_price('ltc_usd')) #print (u'獲取全倉賬戶信息') #print (okcoinFuture.future_userinfo()) #print (u'獲取全倉持倉信息') #print (okcoinFuture.future_position('ltc_usd','this_week')) #print (u'期貨下單') #print (okcoinFuture.future_trade('ltc_usd','this_week','0.1','1','1','0','20')) #print (u'期貨批量下單') #print (okcoinFuture.future_batchTrade('ltc_usd','this_week','[{price:0.1,amount:1,type:1,match_price:0},{price:0.1,amount:3,type:1,match_price:0}]','20')) #print (u'期貨取消訂單') #print (okcoinFuture.future_cancel('ltc_usd','this_week','47231499')) #print (u'期貨獲取訂單信息') #print (okcoinFuture.future_orderinfo('ltc_usd','this_week','47231812','0','1','2')) #print (u'期貨逐倉賬戶信息') #print (okcoinFuture.future_userinfo_4fix()) #print (u'期貨逐倉持倉信息') #print (okcoinFuture.future_position_4fix('ltc_usd','this_week',1))