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OKEX V5 K contoh pertanyaan pembagian halaman data baris (Python)

Penulis:Penemu Kuantitas - Mimpi Kecil, Tanggal: 2021-09-16 10:34:19
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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.

import json
import urllib.request

def encodeParams(params):
    ret = ""
    index = 0 
    for key in params:
        if index == 0:
            ret += key + "=" + str(params[key])
        else :
            ret += "&" + key + "=" + str(params[key])
        index += 1
    return ret 

def GetRecords(symbol, period):
    arr = []
    after = 0
    while True:
        params = {
            "instId": symbol,
            "bar": period,
            "limit": 100,
        }
        if after != 0 :
            params["after"] = after
        query = encodeParams(params)        
        try :
            headers = {
                'Accept':'text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3',
                'Accept-Language':'zh-CN,zh;q=0.9',
                'Connection':'keep-alive',
                'Cookie':'uuid_tt_dd=10_35489889920-1563497330616-876822; ...... ',
                'User-Agent':'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/76.0.3809.100 Safari/537.36'
            }           

            url = "https://www.okex.com/api/v5/market/candles?" + query
            req = urllib.request.Request(url=url,headers=headers)
            r = json.loads(urllib.request.urlopen(req).read().decode('utf-8'))["data"]
            for i in range(len(r)):
                record = {}
                record["Time"] = int(r[i][0])
                record["High"] = float(r[i][2])
                record["Open"] = float(r[i][1])
                record["Low"] = float(r[i][3])
                record["Close"] = float(r[i][4])
                record["Volume"] = float(r[i][5])
                arr.append(record)
                after = record["Time"]
            if len(arr) >= 1440 or len(r) == 0:
                break
        except Exception as e:
            Log(e)
            return 
        Sleep(1000)
    arr.reverse()    
    return arr 
    
def main():
    r = GetRecords("ETH-USDT-SWAP", "1H")
    
    Log("K线数据：", r)
    Log("K线数据数量：", len(r))
    
    ext.PlotRecords(r, "K")
    
    for i in range(len(r) - 1):
        if r[i + 1]["Time"] - r[i]["Time"] != 1000 * 60 * 60:
            Log(_D(r[i + 1]["Time"] / 1000), _D(r[i]["Time"] / 1000), r[i + 1]["Time"] - r[i]["Time"])
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