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OKEX V5 K contoh pertanyaan pembagian halaman data baris

Penulis:Penemu Kuantitas - Mimpi Kecil, Tanggal: 2021-09-15 13:49:56
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OKEX V5 K contoh pertanyaan pembagian halaman data baris

Karena OKEX V5 hanya membutuhkan 100 panggilan per per interface, maka perlu melakukan page queries. Jadi, ini adalah contoh dari cara melakukan page queries ke K-line interface untuk mendapatkan 1440 data K-line.

function main() {
    // 访问接口获取数据
    var r = GetRecords("ETH-USDT-SWAP", "1H")   // 例如获取ETH U本位永续合约的1小时K线数据

    // 输出数据
    Log("K线数据：", r)
    Log("K线数据数量：", r.length)

    // 画图输出
    $.PlotRecords(r, "K")

    // 简单验证
    for (var i = 0 ; i < r.length - 1 ; i++) {
        if (r[i + 1].Time - r[i].Time != 1000 * 60 * 60) {
            Log(_D(r[i + 1].Time), _D(r[i].Time), r[i + 1].Time - r[i].Time)
        }
    }
}

img

mainFungsi adalah contoh penggunaan, fungsi lain dapat diambil dan digunakan secara langsung.

function encodeParams(params) {
    var ret = ""
    var index = 0
    for (var key in params) {
        if (index == 0) {
            ret += key + "=" + params[key]
        } else {
            ret += "&" + key + "=" + params[key]
        }
        index++
    }
    return ret
}

function GetRecords(symbol, period) {
    /*
    https://www.okex.com
    GET /api/v5/market/candles   instId   after   before   bar  limit  
    [1m/3m/5m/15m/30m/1H/2H/4H/6H/12H/1D/1W/1M/3M/6M/1Y]
    */
    var arr = []
    var after = 0
    while (true) {
        var params = {
            "instId": symbol,
            "bar": period,
            "limit": 100,
        }
        if (after != 0) {
            params["after"] = after
        }
        var query = encodeParams(params)
        try {
            var ret = HttpQuery("https://www.okex.com/api/v5/market/candles?" + query)
            /*
            {
                "code":"0",
                "msg":"",
                "data":[
                 [
                    "1597026383085",
                    "3.721",
                    "3.743",
                    "3.677",
                    "3.708",
                    "8422410",
                    "22698348.04828491"
                ],
                [
                    "1597026383085",   // ts
                    "3.731",           // o
                    "3.799",           // h
                    "3.494",           // l
                    "3.72",            // c
                    "24912403",        // vol
                    "67632347.24399722"
                ]
                ]
            }
            */
            var r = JSON.parse(ret).data
            for (var i = 0 ; i < r.length ; i++) {
                var record = {}
                record.Time = parseInt(r[i][0])
                record.High = parseFloat(r[i][2])
                record.Open = parseFloat(r[i][1])
                record.Low = parseFloat(r[i][3])
                record.Close = parseFloat(r[i][4])
                record.Volume = parseFloat(r[i][5])
                arr.push(record)
                after = record.Time
            }
            if (arr.length >= 1440 || r.length == 0) {
                break
            }
        } catch (e) {
            Log("e.name:", e.name, "e.stack:", e.stack, "e.message:", e.message)
            return
        }
        Sleep(1000)
    }
    arr.reverse()
    return arr
}


function main() {
    // 访问接口获取数据
    var r = GetRecords("ETH-USDT-SWAP", "1H")

    // 输出数据
    Log("K线数据：", r)
    Log("K线数据数量：", r.length)

    // 画图输出
    $.PlotRecords(r, "K")

    // 简单验证
    for (var i = 0 ; i < r.length - 1 ; i++) {
        if (r[i + 1].Time - r[i].Time != 1000 * 60 * 60) {
            Log(_D(r[i + 1].Time), _D(r[i].Time), r[i + 1].Time - r[i].Time)
        }
    }
}
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