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) ########################