def collect_okcoin():
# ------------------------------
# collect data from Okcoin API
# ------------------------------
# API_KEY_OKCOIN='b4dd3278-df06-48af-8925-40120f46563b'
# API_SECRET_OKCOIN='1F8A97B89F03A095238823CB1FAA3827'
import sys
sys.path.insert(0, '/Users/G_bgyl/si507/final_project/okcoin_lib')
from OkcoinSpotAPI import OKCoinSpot
from OkcoinFutureAPI import OKCoinFuture
#初始化apikey，secretkey,url
okcoinRESTURL = 'www.okcoin.com' #请求注意：国内账号需要 修改为 www.okcoin.cn
#现货API
okcoinSpot = OKCoinSpot(okcoinRESTURL, API_KEY_OKCOIN, API_SECRET_OKCOIN)
#期货API
okcoinFuture = OKCoinFuture(okcoinRESTURL, API_KEY_OKCOIN,
API_SECRET_OKCOIN)
# pprint.pprint (okcoinSpot.depth('btc_usd'))
okcoin_depth = okcoinSpot.depth('btc_usd')
# pprint.pprint(okcoin_depth)
bids = []
for each_b in okcoin_depth['bids']:
bids.append(['bids'] + each_b)
asks = []
for each_a in okcoin_depth['bids']:
asks.append(['asks'] + each_a)
okcoin_data = bids + asks
# print(len(okcoin_depth['bids']),len(okcoin_depth['asks']),len(okcoin_data))
return okcoin_data
apikey = 'a5f678c4-c234-4a17-a21a-ed218b6c7f51'
secretkey = '5BE848BE3E6C300292F1F06C9DA00180'
okcoinRESTURL = 'www.okex.com' #请求注意：国内账号需要 修改为 www.okcoin.cn
#现货API
okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey)
#期货API
okcoinFuture = OKCoinFuture(okcoinRESTURL,apikey,secretkey)
#print (u' 现货行情 ')
#print (okcoinSpot.ticker('btc_usd'))
#print (u' 现货深度 ')
#print (okcoinSpot.depth('btc_usd'))
eos_eth = okcoinSpot.depth('eos_eth')
print('asks')
print (eos_eth['asks'])
print('bids')
print (eos_eth['bids'])
def save_mysql_get_depth(symbol):
symbolname = symbol
symbol = symbolname.replace('_', '')
platForm = 'okex'
filednames = ['symbol', 'platform', 'datetime', 'priceAverage', 'buyPrice', 'bNum', 'sellPrice', 'sNum',
'allInfo']
while(1):
try:
time.sleep(1.5)
#okcoinRESTURL = 'www.okcoin.com' #请求注意：国内账号需要 修改为 www.okcoin.cn
okcoinRESTURL = 'www.okcoin.cn'
#现货API
okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey)
#期货API
#okcoinFuture = OKCoinFuture(okcoinRESTURL,apikey,secretkey)
#print (u' 现货行情 ')
#print (u' 现货深度 ')
while(True):
ticker = float(okcoinSpot.ticker('btc_cny')['ticker']['last'])
depth = okcoinSpot.depth('btc_cny&size=200&merge=1')
#ticker = (depth['asks'][-1][0] - depth['bids'][0][0]) / 2.0 + depth['bids'][0][0]
asks_volume = 0
bids_volume = 0
for item in depth['asks']:
asks_volume += (item[0] - ticker) * item[1]
for item in depth['bids']:
bids_volume += (ticker - item[0]) * item[1]
if(asks_volume > bids_volume):
print 'Ask:%d\tBid:%d\tTicker:%.2f\tDown'%(asks_volume, bids_volume, ticker)
else:
print 'Ask:%d\tBid:%d\tTicker:%.2f\tUp'%(asks_volume, bids_volume, ticker)
#初始化apikey，secretkey,url
apikey = 'XXXX'
secretkey = 'XXXXX'
okcoinRESTURL = 'www.okcoin.com' #请求注意：国内账号需要 修改为 www.okcoin.cn
#现货API
okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey)
#期货API
okcoinFuture = OKCoinFuture(okcoinRESTURL,apikey,secretkey)
print (u' 现货行情 ')
print (okcoinSpot.ticker('btc_usd'))
print (u' 现货深度 ')
print (okcoinSpot.depth('btc_usd'))
#print (u' 现货历史交易信息 ')
#print (okcoinSpot.trades())
#print (u' 用户现货账户信息 ')
#print (okcoinSpot.userinfo())
#print (u' 现货下单 ')
#print (okcoinSpot.trade('ltc_usd','buy','0.1','0.2'))
#print (u' 现货批量下单 ')
#print (okcoinSpot.batchTrade('ltc_usd','buy','[{price:0.1,amount:0.2},{price:0.1,amount:0.2}]'))
#print (u' 现货取消订单 ')
#print (okcoinSpot.cancelOrder('ltc_usd','18243073'))
#初始化apikey，secretkey,url
apikey = AK
secretkey = AS
okcoinRESTURL = 'www.okcoin.com' #请求注意：国内账号需要 修改为 www.okcoin.cn
#现货API
okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey)
#期货API
okcoinFuture = OKCoinFuture(okcoinRESTURL,apikey,secretkey)
print (u' 现货行情 ')
print (okcoinSpot.ticker('btc_usd'))
print (u' 现货深度 ')
print (okcoinSpot.depth('btc_usd'))
#print (u' 现货历史交易信息 ')
#print (okcoinSpot.trades())
#print (u' 用户现货账户信息 ')
#print (okcoinSpot.userinfo())
#print (u' 现货下单 ')
#print (okcoinSpot.trade('ltc_usd','buy','0.1','0.2'))
#print (u' 现货批量下单 ')
#print (okcoinSpot.batchTrade('ltc_usd','buy','[{price:0.1,amount:0.2},{price:0.1,amount:0.2}]'))
#print (u' 现货取消订单 ')
#print (okcoinSpot.cancelOrder('ltc_usd','18243073'))
idkey = Column(Integer(), primary_key=True)
buy1p = Column(Float())
buy1v = Column(Float())
sell1p = Column(Float())
sell1v = Column(Float())
count = Column(BIGINT())
Base.metadata.create_all(engine)
print(engine.table_names())
count = 0
while True:
Testa = okcoinSpot.klines('ltc_cny', '1min')
Testticker = okcoinSpot.ticker('ltc_cny')
Testdepth = okcoinSpot.depth('ltc_cny')
session = DBSession()
userkline = session.query(DataFresh).all()
userticker = session.query(TickerFresh).all()
userdepth = session.query(DepthFresh).all()
count = count + 1
for i, j in enumerate(Testa):
tmp_data = DataFresh(idkey=len(userkline) + i + 1,
timemark=j[0],
openprice=j[1],
highprice=j[2],
lowprice=j[3],
closeprice=j[4],
tradevol=j[5],
count=count)
session.add(tmp_data)
#初始化apikey，secretkey,url
apikey = 'XXXXX'
secretkey = 'XXXXXXXXXXXXXXXXXXXXXXX'
okcoinRESTURL = 'www.okcoin.com' #请求注意：国际账号需要 修改为 www.okcoin.com 国内站账号需要修改为www.okcoin.cn
#现货API
okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey)
#期货API
okcoinFuture = OKCoinFuture(okcoinRESTURL,apikey,secretkey)
print u' 现货行情 '
print okcoinSpot.ticker('btc_usd')
print u' 现货深度 '
print okcoinSpot.depth('btc_usd')
print u' 现货历史交易信息 '
print okcoinSpot.trades()
print u' 用户现货账户信息 '
print okcoinSpot.userinfo()
print u' 现货下单 '
print okcoinSpot.trade('ltc_usd','buy','0.1','0.2')
print u' 现货批量下单 '
print okcoinSpot.batchTrade('ltc_usd','buy','[{price:0.1,amount:0.2},{price:0.1,amount:0.2}]')
print u' 现货取消订单 '
print okcoinSpot.cancelOrder('ltc_usd','18243073')
class okex():
def __init__(self):
##初始化apikey，secretkey,url
apikey = config.apikey
secretkey = config.secretkey
okcoinRESTURL = 'www.okex.com' #请求注意：国内账号需要 修改为 www.okcoin.cn
#现货API
self.okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey)
# 期货API
self.okcoinFuture = OKCoinFuture(okcoinRESTURL, apikey, secretkey)
self.depth = {}
def getTicker(self, symbol):
return self.okcoinSpot.ticker(symbol)['ticker']
def getDepth(self, symbol):
while(1):
sleep(0.5)
try:
depth = self.okcoinSpot.depth(symbol)
except Exception:
pass
DEPTH[symbol] = {'sell':{'price':depth['asks'][-1][0], 'amount':depth['asks'][-1][1]},
'buy':{'price':depth['bids'][0][0], 'amount':depth['bids'][0][1]}}
print(symbol)
print(DEPTH)
# return {'sell':{'price':depth['asks'][-1][0], 'amount':depth['asks'][-1][1]},
# 'buy':{'price':depth['bids'][0][0], 'amount':depth['bids'][0][1]}}
def getBalance(self):
'''
:return:
'''
self.balance = {}
info = json.loads(self.okcoinSpot.userinfo())
for symbol in info['info']['funds']['free'].keys():
self.balance[symbol] = float(info['info']['funds']['free'][symbol])
def trade(self, symbol, type, price, amount):
'''
:param symbol:
:param type:
:param price:
:param amount:
:return: order_id
'''
if price != '':
logging.info('[order]' + symbol + '|' + type+ '|' + str(price) + '|' + str(amount))
rsp = json.loads(self.okcoinSpot.trade(symbol, type, price, amount))
if 'error_code' in rsp:
if str(rsp['error_code']) != '1003':
logging.info('[trade error]' + str(rsp['error_code']))
return False
if rsp['result']:
return rsp['order_id']
def getOrderInfo(self, symbol, order_id):
'''
:param symbol:
:param order_id:
:return: order_status: -1:已撤销 0:未成交 1:部分成交 2:完全成交 3:撤单处理中
'''
rsp = json.loads(self.okcoinSpot.orderinfo(symbol, order_id))
if 'error_code' in rsp:
logging.info('[getOrderInfo error]' + str(rsp['error_code']))
return False
if rsp['result']:
return int(rsp['orders'][0]['status'])
else:
return False
def toBtc(self):
self.getBalance()
for symbol in self.balance.keys():
if symbol != 'usdt' and symbol != 'btc' and symbol != 'mtl' and self.balance[symbol] != 0:
# print(symbol)
if self.balance[symbol] != 0:
tradeSymbol = symbol + '_btc'
self.trade(tradeSymbol, 'sell_market', '', self.balance[symbol])
def cancelOrder(self, symbol, order_id):
'''
:param symbol:
:param order_id:
:return: True or False
'''
rsp = json.loads(self.okcoinSpot.cancelOrder(symbol, order_id))
if 'error_code' in rsp:
logging.info('[cancelOrder error]' + str(rsp['error_code']))
return False
return rsp['result']
def good_trade(self, symbols, Threshold=1.02):
'''
:param symbols: such as [btc, eth, mco]
:return:
'''
symbol_1 = symbols[1] + '_' + symbols[0]
symbol_2 = symbols[2] + '_' + symbols[0]
symbol_3 = symbols[2] + '_' + symbols[1]
t1 = self.getTicker(symbol_1)
t2 = self.getTicker(symbol_2)
t3 = self.getTicker(symbol_3)
# print ('=======================================')
# temp = (float(t2['sell']) / float(t3['buy']))
a1 = (float(t2['sell']) / float(t3['buy'])) / float(t1['buy'])
a2 = (float(t1['sell']) * float(t3['sell'])) / float(t2['buy'])
if a1 < Threshold:
traderSymbol = [symbol_2, symbol_3, symbol_1]
logging.debug('=======================================')
logging.debug(a1)
logging.debug('[trader] ' + symbols[0] + '--->' + symbols[2] + '--->' + symbols[1] + '--->' + symbols[0])
logging.debug(t1)
logging.debug(t2)
logging.debug(t3)
elif a2 < Threshold:
traderSymbol = [symbol_1, symbol_3, symbol_2]
logging.debug('=======================================')
logging.debug(a2)
logging.debug('[trader] ' + symbols[0] + '--->' + symbols[1] + '--->' + symbols[2] + '--->' + symbols[0])
logging.debug(t1)
logging.debug(t2)
logging.debug(t3)
else:
pass
def tradePolicy(self, symbols, initAmount=0.005, Threshold=1.02):
'''
:param symbols: such as [btc, eth, mco]
:return:
'''
retry = 3
symbol_1 = symbols[1] + '_' + symbols[0]
symbol_2 = symbols[2] + '_' + symbols[0]
symbol_3 = symbols[2] + '_' + symbols[1]
t1 = self.getDepth(symbol_1)
t2 = self.getDepth(symbol_2)
t3 = self.getDepth(symbol_3)
a1 = (float(t2['sell']['price']) / float(t3['buy']['price'])) / float(t1['buy']['price'])
a2 = (float(t1['sell']['price']) * float(t3['sell']['price'])) / float(t2['buy']['price'])
# logging.debug(t1)
if a1 < Threshold:
if float(t2['sell']['amount']) < amount[symbol_2] or float(t3['buy']['amount']) < amount[symbol_3] or\
float(t1['buy']['amount']) < amount[symbol_1]:
return
logging.info('=========================================================')
logging.debug(a1)
traderSymbol = [symbol_2, symbol_3, symbol_1]
logging.debug('[trader] ' + symbols[0] + '--->' + symbols[2] + '--->' + symbols[1] + '--->' + symbols[0])
logging.debug(t1)
logging.debug(t2)
logging.debug(t3)
#step1
logging.info('[step1]')
self.getBalance()
self.toBtc()
logging.info('[Balance]')
logging.info(self.balance)
amount1 = round((initAmount * 0.999) / float(t2['sell']['price']), 8)
for i in range(retry):
logging.info('[order]' + symbol_2 + '|buy|' + str(float(t2['sell']['price'])) + '|' + str(amount1))
orderId = self.trade(symbol_2, 'buy', float(t2['sell']['price']), amount1)
if orderId:
break
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbol_2, orderId)
if status != 2:
print(status)
sleep(0.5)
status = self.getOrderInfo(symbol_2, orderId)
if status != 2:
print(status)
self.cancelOrder(symbol_2, orderId)
logging.info('[cancelOrder!]')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
#step2
logging.info('[step2]')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount2 = self.balance[symbols[2]]
for i in range(retry):
logging.info('[order]' + symbol_3 + '|sell|' + str(float(t3['buy']['price'])) + '|' + str(amount2))
orderId = self.trade(symbol_3, 'sell', float(t3['buy']['price']), amount2)
if orderId:
break
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbol_3, orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbol_3, orderId)
if status != 2:
self.cancelOrder(symbol_3, orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
#step3
logging.info('[step3]')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount3 = self.balance[symbols[1]]
for i in range(retry):
logging.info('[order]' + symbol_1 + '|sell|' + str(float(t1['buy']['price'])) + '|' + str(amount3))
orderId = self.trade(symbol_1, 'sell', float(t1['buy']['price']), amount3)
if orderId:
break
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbol_1, orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbol_1, orderId)
if status != 2:
self.cancelOrder(symbol_1, orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
elif a2 < Threshold:
if float(t2['buy']['amount']) < amount[symbol_2] or float(t3['sell']['amount']) < amount[symbol_3] or\
float(t1['sell']['amount']) < amount[symbol_1]:
return
logging.info('=========================================================')
logging.debug(a2)
traderSymbol = [symbol_1, symbol_3, symbol_2]
logging.debug('[trader] ' + symbols[0] + '--->' + symbols[1] + '--->' + symbols[2] + '--->' + symbols[0])
logging.debug(t1)
logging.debug(t2)
logging.debug(t3)
# step1
logging.info('[step1]')
self.getBalance()
self.toBtc()
logging.info('[Balance]')
logging.info(self.balance)
amount1 = round((initAmount * 0.999) / float(t1['sell']['price']), 8)
for i in range(retry):
logging.info('[order]' + symbol_1 + '|buy|' + str(float(t1['sell']['price'])) + '|' + str(amount1))
orderId = self.trade(symbol_1, 'buy', float(t1['sell']['price']), amount1)
if orderId:
break
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbol_1, orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbol_1, orderId)
if status != 2:
self.cancelOrder(symbol_1, orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
# step2
logging.info('[step2]')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount2 = round((self.balance[symbols[1]] * 0.999) / float(t3['sell']['price']), 8)
for i in range(retry):
logging.info('[order]' + symbol_3 + '|buy|' + str(float(t3['sell']['price'])) + '|' + str(amount2))
orderId = self.trade(symbol_3, 'buy', float(t3['sell']['price']), amount2)
if orderId:
break
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbol_3, orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbol_3, orderId)
if status != 2:
self.cancelOrder(symbol_3, orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
# step3
logging.info('[step3]')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount3 = self.balance[symbols[2]]
for i in range(retry):
logging.info('[order]' + symbol_2 + '|sell|' + str(float(t2['buy']['price'])) + '|' + str(amount3))
orderId = self.trade(symbol_2, 'sell', float(t2['buy']['price']), amount3)
if orderId:
break
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbol_2, orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbol_2, orderId)
if status != 2:
self.cancelOrder(symbol_2, orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
else:
pass
def getCoinList(self, symbols):
coinList = []
for k in permutations(symbols, 2):
tmp = ['btc', k[0], 'eth', k[1]]
coinList.append(tmp)
return coinList
def getTradeSymbol(self, coinlist):
ts =[]
for c in coinlist:
s = ['_'.join((c[1], c[0])),
'_'.join((c[1], c[2])),
'_'.join((c[3], c[2])),
'_'.join((c[3], c[0]))]
ts.append(s)
return ts
def getTradeAmount(self, symbols):
print(self.depth)
for s in symbols:
if s not in self.depth:
return 0
print('getTrade:')
print(symbols)
ss = (self.depth[symbols[1]]['buy']['price'] * self.depth[symbols[3]]['buy']['price']) / (self.depth[symbols[0]]['sell']['price'] * self.depth[symbols[2]]['sell']['price'])
if ss > 0.90:
# logging.debug('profit: %f' % ss)
# logging.debug(symbols)
# logging.debug(self.depth[symbols[0]])
# logging.debug(self.depth[symbols[1]])
# logging.debug(self.depth[symbols[2]])
# logging.debug(self.depth[symbols[3]])
amount = []
amount.append(self.depth[symbols[0]]['sell']['price'] * min(self.depth[symbols[0]]['sell']['amount'],self.depth[symbols[1]]['buy']['amount']))
amount.append(self.depth[symbols[3]]['buy']['price'] * min(self.depth[symbols[3]]['buy']['amount'],self.depth[symbols[2]]['sell']['amount']))
amount.sort()
logging.debug('amount: %f' % amount[0])
if amount[0] > 0.0001:
logging.debug('profit: %f' % ss)
logging.debug(symbols)
logging.debug(self.depth[symbols[0]])
logging.debug(self.depth[symbols[1]])
logging.debug(self.depth[symbols[2]])
logging.debug(self.depth[symbols[3]])
return amount[0]
else:
return 0
def doTrade(self, symbols, amount):
if self.balance['btc'] < amount * 0.9:
initamount = self.balance['btc'] * 0.99
else:
initamount = amount * 0.9
logging.debug('step1')
amount1 = round(initamount / self.depth[symbols[0]]['sell']['price'], 8)
orderId = self.trade(symbols[0], 'buy', self.depth[symbols[0]]['sell']['price'], amount1)
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbols[0], orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbols[0], orderId)
if status != 2:
self.cancelOrder(symbols[0], orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
logging.debug('step2')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount2 = self.balance[symbols[1].split('_')[0]]
orderId = self.trade(symbols[1], 'sell', self.depth[symbols[1]]['buy']['price'], amount2)
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbols[1], orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbols[1], orderId)
if status != 2:
self.cancelOrder(symbols[1], orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
logging.debug('step3')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount3 = round((self.balance[symbols[2].split('_')[1]] / self.depth[symbols[2]]['sell']['price']) * 0.998, 8)
orderId = self.trade(symbols[2], 'buy', self.depth[symbols[2]]['sell']['price'], amount3)
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbols[2], orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbols[2], orderId)
if status != 2:
self.cancelOrder(symbols[2], orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
logging.debug('step4')
self.getBalance()
logging.info('[Balance]')
logging.info(self.balance)
amount4 = self.balance[symbols[3].split('_')[0]]
orderId = self.trade(symbols[3], 'sell', self.depth[symbols[3]]['buy']['price'], amount4)
if orderId:
logging.info('[orderId]' + str(orderId))
status = self.getOrderInfo(symbols[3], orderId)
if status != 2:
sleep(0.5)
status = self.getOrderInfo(symbols[3], orderId)
if status != 2:
self.cancelOrder(symbols[3], orderId)
logging.info('cancelOrder!')
return
else:
logging.info('[order succssed!]')
else:
logging.info('[order succssed!]')
else:
logging.info('[order failed!]')
return
def policy(self, allsymbol):
coins = self.getCoinList(allsymbol)
tradesymbol = self.getTradeSymbol(coins)
while(1):
for symbols in tradesymbol:
# print(symbols)
# self.toBtc()
a = self.getTradeAmount(symbols)
sleep(0.5)
class Ok_api:
def __init__(self, mykey=None, mysecret=None):
if mykey and mysecret:
self.mykey,self.mysecret = mykey,mysecret
else:
filename = CURRENTURL+r'\key'
with open(filename,'r',encoding='utf-8') as f:
data = f.read()
self.mykey,self.mysecret = data.split('\n')
self.mykey = self.mykey.strip()
self.mysecret = self.mysecret.strip()
okcoinRESTURL = 'www.okb.com'
# print(self.mykey,self.mysecret)
self.okcoinSpot = OKCoinSpot(okcoinRESTURL,self.mykey,self.mysecret)
def __api_public_call(self,path,params=''):
headers = {
'user-agent':'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/55.0.2883.75 Safari/537.36 Maxthon/5.1.3.2000',
}
url = 'https://www.okb.com/api/v1/' + path + params
req = urllib.request.Request(url,headers=headers)
res = urllib.request.urlopen(req, timeout=10)
doc = json.loads(res.read().decode('utf-8')) # .decode('gbk', 'ignore')
return doc
# try:
# except Exception as ex:
# print(sys.stderr, 'ok request public_ex: ', ex)
# return None
def trades(self,symbol='btc_usdt',since=0):
'''
return (tid,symbol,date,price,amount,type)
max_len 60
'''
data = self.okcoinSpot.trades(symbol,since)
lst = [da['tid'] for da in data]
return [(da['tid'],symbol,da['date'],da['price'],da['amount'],da['type']) for da in data[::-1]]
# try:
# except Exception as e:
# # raise e
# print('ok_api_ trades' ,e)
# return []
def kline(self,symbol,type,size=500):
'''
symbol
type
size
since
https://www.okb.com/api/v1/kline.do
'''
path = 'kline.do?'
params = "symbol=%s&type=%s&size=%s" %(symbol,type,size)
obj = self.__api_public_call(path, params)
return obj
# try:
# except Exception as ex:
# print(sys.stderr, 'ok %s exception ,'%path,ex)
# return None
def depth(self,symbol = ''):
data = self.okcoinSpot.depth(symbol)
data =[data['asks'][::-1],data['bids']]
return data
def balance(self):
data = self.okcoinSpot.userinfo()
data_free = data['info']['funds']['free']
data_freezed = data['info']['funds']['freezed']
data = filter( lambda x:data_free[x] != '0',data_free)
data_free = { da:data_free[da] for da in data_free if data_free[da] != '0'}
data_freezed = { da:data_freezed[da] for da in data_freezed if data_freezed[da] != '0'}
return data_free,data_freezed
def order(self,symbol,price,amount,type):
data = self.okcoinSpot.trade(symbol,price,amount,type)
return data
def deal_order_data(self,data,lst):
resl = []
for da in data:
d = {}
for l in lst:
if l == 'order_id':
d['id'] = da[l]
else:
d[l] = da[l]
resl.append(d)
return resl
def getOrder(self,id,symbol=None):
'''
{'orders': [{'amount': 1,
'avg_price': 0,
'create_date': 1536112711000,
'deal_amount': 0,
'order_id': 864345207,
'orders_id': 864345207,
'price': 10.0,
'status': 0,
'symbol': 'eos_usdt',
'type': 'sell'}],
'result': True}
'''
data = self.okcoinSpot.orderinfo(symbol,id)
data = data['orders']
data = self.deal_order_data(data,['amount','price','deal_amount','avg_price','create_date','order_id','type'])
[da.update({'deal_money':da['deal_amount']*da['avg_price']}) for da in data]
if len(data) > 1:
raise ValueError(data)
return data[0]
def unfinished_orders_list(self,symbol):
'''{'currency_page': 1,
'orders': [{'amount': 1,
'avg_price': 0,
'create_date': 1536112711000,
'deal_amount': 0,
'order_id': 864345207,
'orders_id': 864345207,
'price': 10.0,
'status': 0,
'symbol': 'eos_usdt',
'type': 'sell'}],
'page_length': 200,
'result': True,
'total': 1}
[{'amount': 1,
'avg_price': 0,
'create_date': 1536112711000,
'deal_amount': 0,
'deal_money': 0,
'order_id': 864345207,
'price': 10.0,
'type': 'sell'}]
'''
data = self.okcoinSpot.orderHistory(symbol)
if not data.get('orders'):
return data
data = data['orders']
data = self.deal_order_data(data,['amount','price','deal_amount','avg_price','create_date','order_id','type'])
[da.update({'deal_money':da['deal_amount']*da['avg_price']}) for da in data]
return data
def cancelOrder(self,id,symbol):
'''
{'orders': [{'amount': 1,
'avg_price': 0,
'create_date': 1536112711000,
'deal_amount': 0,
'order_id': 864345207,
'orders_id': 864345207,
'price': 10.0,
'status': 0,
'symbol': 'eos_usdt',
'type': 'sell'}],
'result': True}
'''
data = self.okcoinSpot.ordersinfo(symbol,id)
if data.get('result') == True:
return True
print(data)
return False
#初始化apikey，secretkey,url
apikey = 'XXXX'
secretkey = 'XXXXX'
okcoinRESTURL = 'www.okcoin.cn' #请求注意：国内账号需要 修改为 www.okcoin.cn
#现货API
okcoinSpot = OKCoinSpot(okcoinRESTURL, apikey, secretkey)
#期货API
okcoinFuture = OKCoinFuture(okcoinRESTURL, apikey, secretkey)
print(u' 现货行情 ')
print(okcoinSpot.ticker('etc_cny'))
print(u' 现货深度 ')
print(okcoinSpot.depth('etc_cny'))
#print (u' 现货历史交易信息 ')
#print (okcoinSpot.trades())
#print (u' 用户现货账户信息 ')
#print (okcoinSpot.userinfo())
#print (u' 现货下单 ')
#print (okcoinSpot.trade('ltc_usd','buy','0.1','0.2'))
#print (u' 现货批量下单 ')
#print (okcoinSpot.batchTrade('ltc_usd','buy','[{price:0.1,amount:0.2},{price:0.1,amount:0.2}]'))
#print (u' 现货取消订单 ')
#print (okcoinSpot.cancelOrder('ltc_usd','18243073'))
