python做量化投资系列之比特币初始配置

本文实例为大家分享了python比特币初始配置的具体代码，供大家参考，具体内容如下

# -*- 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)
########################

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