python做量化投資系列之比特幣初始配置
更新時(shí)間：2018年01月23日 16:34:53 作者：云金杞
這篇文章主要為大家詳細(xì)介紹了python做量化投資系列之比特幣初始配置，具有一定的參考價(jià)值，感興趣的小伙伴們可以參考一下
本文實(shí)例為大家分享了python比特幣初始配置的具體代碼，供大家參考，具體內(nèi)容如下
# -*- coding: utf-8 -*-
"""
Created on Fri Jan 13 10:36:19 2017
@author: yunjinqi
E-mail:yunjinqi@qq.com
Differentiate yourself in the world from anyone else.
"""
#用于訪問(wèn)OKCOIN 現(xiàn)貨REST API
#####################################################
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)
#print(resource + '?' + params)
response = conn.getresponse()
data = response.read().decode('utf8')
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)
#print("https://"+url+resource+"?"+str(temp_params))
conn.request("POST", resource,temp_params,headers)
response = conn.getresponse()
data = response.read().decode('utf-8')
params.clear()
conn.close()
return data
#####################################################
import urllib
class OKCoinSpot:
def __init__(self,url,apikey,secretkey):
self.__url = url
self.__apikey = apikey
self.__secretkey = secretkey
print(self.__secretkey)
#獲取OKCOIN現(xiàn)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(xiàn)貨市場(chǎng)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(xiàn)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(xiàn)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(xiàn)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(xiàn)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(xiàn)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(xiàn)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(xiàn)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(xiàn)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)
def getKline(self,duration,size,since):
kline_resourse = "https://www.okcoin.cn/api/v1/kline.do"
params = {
#'api_key': self.__apikey,
'symbol': "btc_cny",
'type': duration,
'size': size,
'since': since
}
temp_params = urllib.parse.urlencode(params)
#print(temp_params)
return httpGet(self.__url, kline_resourse, temp_params)
########################################################
#!/usr/bin/python
# -*- coding: utf-8 -*-
#用于訪問(wèn)OKCOIN 期貨REST API
import urllib
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(chǎng)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(shù)
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(yù)估交割價(jià)
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(cāng)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(cāng)持倉(cāng)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(cāng)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(cāng)持倉(cāng)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)
def getKline(self,duration,size,since):
kline_resourse = "https://www.okcoin.com/api/v1/future_kline.do?"
params = {
#'api_key': self.__apikey,
'symbol': "btc_usd",
'type': duration,
'contract_type':"quarter",
'size': size,
'since': since
}
temp_params = urllib.parse.urlencode(params)
return httpGet(self.__url, kline_resourse, temp_params)
#return httpPost(self.__url,kline_resourse,params)
#temp_params = urllib.parse.urlencode(params)
#print(temp_params)
# return httpGet(self.__url, kline_resourse, temp_params)
########################
以上就是本文的全部?jī)?nèi)容，希望對(duì)大家的學(xué)習(xí)有所幫助，也希望大家多多支持腳本之家。
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