python做量化投资系列之比特币初始配置

 # -*- 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. """ #用于访问OKCOIN 现货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) #获取OKCOIN现货行情信息 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) #获取OKCOIN现货市场深度信息 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) #获取OKCOIN现货历史交易信息 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) #获取用户现货账户信息 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) #现货交易 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) #现货批量下单 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) #现货取消订单 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) #现货订单信息查询 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) #现货批量订单信息查询 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) #现货获得历史订单信息 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 -*- #用于访问OKCOIN 期货REST API import urllib class OKCoinFuture: def __init__(self,url,apikey,secretkey): self.__url = url self.__apikey = apikey self.__secretkey = secretkey #OKCOIN期货行情信息 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期货市场深度信息 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期货交易记录信息 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期货指数 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) #获取美元人民币汇率 def exchange_rate(self): EXCHANGE_RATE = "/api/v1/exchange_rate.do" return httpGet(self.__url,EXCHANGE_RATE,'') #获取预估交割价 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) #期货全仓账户信息 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) #期货全仓持仓信息 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) #期货下单 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) #期货批量下单 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) #期货取消订单 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) #期货获取订单信息 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) #期货逐仓账户信息 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) #期货逐仓持仓信息 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) ########################