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from binance import OrderType, OrderStatus, OrderSide, RequestMethod,Interval
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import requests
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import time
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import hmac
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import hashlib
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from threading import Lock
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from utils import config
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from utils import utility
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class BinanceSpotHttp(object):
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'''
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# https://binance-docs.github.io/apidocs/spot/cn/ # 152d3db758
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# 如果上面的baseURL访问有性能问题，请访问下面的API集群:
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# https://api1.binance.com
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# https://api2.binance.com
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# https://api3.binance.com
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# https://api4.binance.com
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# ORDERS rateLimits 100次/10s 200000次/1day
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'''
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def __init__(self, api_key=None, secret=None, host=None, proxy_host=None, proxy_port=0, timeout=5, try_counts=5):
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self.api_key = api_key
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self.secret = secret
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self.host = host if host else "https://api.binance.com"
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self.recv_window = 10000
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self.timeout = timeout
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self.order_count_lock = Lock()
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self.order_count = 1_000_000
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self.try_counts = try_counts # 失败尝试的次数.
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self.proxy_host = proxy_host
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self.proxy_port = proxy_port
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@property
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def proxies(self):
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if self.proxy_host and self.proxy_port:
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proxy = f"http://{self.proxy_host}:{self.proxy_port}"
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return {"http": proxy, "https": proxy}
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return None
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def build_parameters(self, params: dict):
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keys = list(params.keys())
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keys.sort()
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return '&'.join([f"{key}={params[key]}" for key in params.keys()])
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def request(self, req_method: RequestMethod, path: str, requery_dict=None, verify=False):
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url = self.host + path
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if verify:
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query_str = self._sign(requery_dict)
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url += '?' + query_str
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elif requery_dict:
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url += '?' + self.build_parameters(requery_dict)
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headers = {"X-MBX-APIKEY": self.api_key}
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for i in range(0, self.try_counts):
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try:
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response = requests.request(req_method.value, url=url, headers=headers, timeout=self.timeout, proxies=self.proxies)
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http_code = response.status_code
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if http_code == 200:
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return response.json()
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elif http_code == 400 and "Account has insufficient balance for requested action." in str(response.json()):
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print(f"交易对: {config.symbol} 余额不足")
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break
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elif http_code == 400 and "Filter failure: MIN_NOTIONAL" in str(response.json()):
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print(f"交易对: {config.symbol} 最小下单数量不够，多买点")
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break
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elif http_code == 400 and "Unknown order sent." in str(response.json()):
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print(f"交易对: {config.symbol} 订单号错误")
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print(f"请求结果{str(response.json())}")
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break
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elif http_code == 400 and "Illegal characters found in parameter 'symbol'" in str(response.json()):
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print(f"交易对: {config.symbol} 交易对配置错误，无法识别")
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break
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elif http_code == 400 and "This action disabled is on this account" in str(response.json()):
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print(f"交易对: {config.symbol} 账号无权此操作")
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break
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else:
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print("未知请求错误：")
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print(response.json(), http_code)
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except Exception as error:
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print(f"请求:{path}, 发生了错误: {error}")
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time.sleep(3)
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def get_ping(self):
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#测试服务器连通性
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#测试能否联通 Rest API。
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path = '/api/v3/ping'
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return self.request(req_method=RequestMethod.GET, path=path)
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def get_server_time(self):
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#获取服务器时间
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#测试能否联通 Rest API 并 获取服务器时间。
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path = '/api/v3/time'
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return self.request(req_method=RequestMethod.GET, path=path)
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def get_exchange_info(self):
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#交易规范信息
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#获取交易规则和交易对信息。
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"""
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return:
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the exchange info in json format:
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{'timezone': 'UTC', 'serverTime': 1570802268092, 'rateLimits':
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[{'rateLimitType': 'REQUEST_WEIGHT', 'interval': 'MINUTE', 'intervalNum': 1, 'limit': 1200},
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{'rateLimitType': 'ORDERS', 'interval': 'MINUTE', 'intervalNum': 1, 'limit': 1200}],
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'exchangeFilters': [], 'symbols':
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[{'symbol': 'BTCUSDT', 'status': 'TRADING', 'maintMarginPercent': '2.5000', 'requiredMarginPercent': '5.0000',
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'baseAsset': 'BTC', 'quoteAsset': 'USDT', 'pricePrecision': 2, 'quantityPrecision': 3, 'baseAssetPrecision': 8,
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'quotePrecision': 8,
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'filters': [{'minPrice': '0.01', 'maxPrice': '100000', 'filterType': 'PRICE_FILTER', 'tickSize': '0.01'},
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{'stepSize': '0.001', 'filterType': 'LOT_SIZE', 'maxQty': '1000', 'minQty': '0.001'},
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{'stepSize': '0.001', 'filterType': 'MARKET_LOT_SIZE', 'maxQty': '1000', 'minQty': '0.001'},
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{'limit': 200, 'filterType': 'MAX_NUM_ORDERS'},
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{'multiplierDown': '0.8500', 'multiplierUp': '1.1500', 'multiplierDecimal': '4', 'filterType': 'PERCENT_PRICE'}],
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'orderTypes': ['LIMIT', 'MARKET', 'STOP'], 'timeInForce': ['GTC', 'IOC', 'FOK', 'GTX']}]}
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"""
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path = '/api/v3/exchangeInfo'
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return self.request(req_method=RequestMethod.GET, path=path)
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def get_order_book(self, symbol, limit=5):
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"""
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深度信息
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https://binance-docs.github.io/apidocs/spot/cn/#e7746f7d60
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:param symbol: BTCUSDT, BNBUSDT ect, 交易对.
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:param limit: market depth. 默认 100; 最大 5000. 可选值:[5, 10, 20, 50, 100, 500, 1000, 5000]
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:return: return order_book in json 返回订单簿，json数据格式.
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"""
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limits = [5, 10, 20, 50, 100, 500, 1000]
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if limit not in limits:
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limit = 5
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path = "/api/v3/depth"
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query_dict = {"symbol": symbol,
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"limit": limit
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}
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return self.request(RequestMethod.GET, path, query_dict)
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def get_recent_trades(self, symbol, limit=5):
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"""
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近期成交列表
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https://binance-docs.github.io/apidocs/spot/cn/#38a975b802
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:param symbol: BTCUSDT, BNBUSDT ect, 交易对.
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:param limit: 默认 500; 最大值 1000.
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:return: return order_book in json 返回订单簿，json数据格式.
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"""
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if limit >= 1000:
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limit = 1000
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path = "/api/v3/trades"
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query_dict = {"symbol": symbol,
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"limit": limit
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}
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return self.request(RequestMethod.GET, path, query_dict)
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def get_kline(self, symbol, interval: Interval, start_time=None, end_time=None, limit=500, max_try_time=10):
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"""
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获取K线数据.
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每根K线代表一个交易对。
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每根K线的开盘时间可视为唯一ID
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https://binance-docs.github.io/apidocs/spot/cn/#c59e471e81
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:param symbol:
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:param interval: 间隔
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:param start_time:
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:param end_time:
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:param limit: 默认 500; 最大 1000
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:param max_try_time:
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:return:
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[
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[
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1499040000000, // 开盘时间
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"0.01634790", // 开盘价
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"0.80000000", // 最高价
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"0.01575800", // 最低价
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"0.01577100", // 收盘价(当前K线未结束的即为最新价)
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"148976.11427815", // 成交量
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1499644799999, // 收盘时间
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"2434.19055334", // 成交额
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308, // 成交笔数
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"1756.87402397", // 主动买入成交量
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"28.46694368", // 主动买入成交额
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"17928899.62484339" // 请忽略该参数
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]
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]
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"""
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path = "/api/v3/klines"
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query_dict = {
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"symbol": symbol,
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"interval": interval,
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"limit": limit
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}
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# query_dict = {
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# "symbol": symbol,
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# "interval": interval.value,
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# "limit": limit
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# }
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if start_time:
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query_dict['startTime'] = start_time
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if end_time:
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query_dict['endTime'] = end_time
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for i in range(max_try_time):
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data = self.request(RequestMethod.GET, path, query_dict)
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if isinstance(data, list) and len(data):
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return data
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def get_latest_price(self, symbol):
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"""
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获取交易对最新价格
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不发送交易对参数，则会返回所有交易对信息
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权重:
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1 单一交易对;
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2 交易对参数缺失
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:param symbol: 获取最新的价格.
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:return: {'symbol': 'BTCUSDT', 'price': '9168.90000000'}
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"""
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path = "/api/v3/ticker/price"
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query_dict = {"symbol": symbol}
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return self.request(RequestMethod.GET, path, query_dict)
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def get_avg_price_5min(self, symbol):
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"""
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当前平均价格 in last 5min
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权重: 1
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:param symbol:
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:return:
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{
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"mins": 5,
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"price": "9.35751834"
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}
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"""
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path = "/api/v3/avgPrice"
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query_dict = {"symbol": symbol}
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return self.request(RequestMethod.GET, path, query_dict)
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def get_price_info_24h(self, symbol):
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"""
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24hr 价格变动情况
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24 小时滚动窗口价格变动数据。 请注意，不携带symbol参数会返回全部交易对数据，不仅数据庞大，而且权重极高
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权重: 1 单一交易对;
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40 交易对参数缺失;
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请注意，不携带symbol参数会返回全部交易对数据
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:param symbol:
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:return:
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{
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"symbol": "BNBBTC",
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"priceChange": "-94.99999800",
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"priceChangePercent": "-95.960",
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"weightedAvgPrice": "0.29628482",
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"prevClosePrice": "0.10002000",
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"lastPrice": "4.00000200",
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"lastQty": "200.00000000",
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"bidPrice": "4.00000000",
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"askPrice": "4.00000200",
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"openPrice": "99.00000000",
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"highPrice": "100.00000000",
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"lowPrice": "0.10000000",
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"volume": "8913.30000000",
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"quoteVolume": "15.30000000",
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"openTime": 1499783499040,
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"closeTime": 1499869899040,
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"firstId": 28385, // 首笔成交id
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"lastId": 28460, // 末笔成交id
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"count": 76 // 成交笔数
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}
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"""
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path = "/api/v3/ticker/24hr"
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query_dict = {"symbol": symbol}
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return self.request(RequestMethod.GET, path, query_dict)
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def get_ticker(self, symbol):
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"""
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当前最优挂单
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返回当前最优的挂单(最高买单，最低卖单)
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bid price的本意是出价 最高买价
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ask price的本意是要价 最低卖价
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ask是“要”的意思，就卖家喊出来的价
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bid是“投标”的意思，是买家愿意出的最高价。
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:param symbol: 交易对
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:return: 返回的数据如下:
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{
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'symbol': 'BTCUSDT', 'bidPrice': '9168.50000000', 'bidQty': '1.27689900',
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'askPrice': '9168.51000000', 'askQty': '0.93307800'
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}
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"""
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path = "/api/v3/ticker/bookTicker"
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query_dict = {"symbol": symbol}
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return self.request(RequestMethod.GET, path, query_dict)
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def get_client_order_id(self):
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"""
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generate the client_order_id for user.
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:return:
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"""
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with self.order_count_lock:
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self.order_count += 1
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return config.symbol + str(utility.get_current_timestamp()) + str(self.order_count)
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def _sign(self, params):
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"""
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签名的方法， signature for the private request.
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:param params: request parameters
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:return:
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"""
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query_string = self.build_parameters(params)
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hex_digest = hmac.new(self.secret.encode('utf8'), query_string.encode("utf-8"), hashlib.sha256).hexdigest()
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return query_string + '&signature=' + str(hex_digest)
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def place_order(self, symbol: str, order_side: OrderSide, order_type: OrderType, quantity: float, price: float,
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client_order_id: str = None, time_inforce="GTC", stop_price=0):
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"""
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:param symbol: 交易对名称
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:param order_side: 买或者卖， BUY or SELL
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:param order_type: 订单类型 LIMIT or other order type.
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:param quantity: 数量
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:param price: 价格.
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:param client_order_id: 用户的订单ID
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:param time_inforce:
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:param stop_price:
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:return:
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"""
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path = '/api/v3/order'
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if client_order_id is None:
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client_order_id = self.get_client_order_id()
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params = {
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"symbol": symbol,
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"side": order_side.value,
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"type": order_type.value,
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"quantity": quantity,
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"price": price,
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"recvWindow": self.recv_window,
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"timestamp": utility.get_current_timestamp(),
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"newClientOrderId": client_order_id
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}
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if order_type == OrderType.LIMIT:
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params['timeInForce'] = time_inforce
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if order_type == OrderType.MARKET:
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if params.get('price'):
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del params['price']
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if order_type == OrderType.STOP:
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if stop_price > 0:
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params["stopPrice"] = stop_price
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else:
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raise ValueError("stopPrice must greater than 0")
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return self.request(RequestMethod.POST, path=path, requery_dict=params, verify=True)
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def get_order(self, symbol: str, client_order_id: str):
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"""
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获取订单状态.
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:param symbol:
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:param client_order_id:
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:return:
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"""
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path = "/api/v3/order"
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prams = {"symbol": symbol, "timestamp": utility.get_current_timestamp(), "origClientOrderId": client_order_id}
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return self.request(RequestMethod.GET, path, prams, verify=True)
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def cancel_order(self, symbol, client_order_id):
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"""
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撤销订单.
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:param symbol:
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:param client_order_id:
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:return:
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"""
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path = "/api/v3/order"
|
|
|
params = {"symbol": symbol, "timestamp": utility.get_current_timestamp(),
|
|
|
"origClientOrderId": client_order_id
|
|
|
}
|
|
|
|
|
|
for i in range(0, 3):
|
|
|
try:
|
|
|
order = self.request(RequestMethod.DELETE, path, params, verify=True)
|
|
|
return order
|
|
|
except Exception as error:
|
|
|
print(f'取消订单失败:{error}')
|
|
|
return
|
|
|
|
|
|
def get_open_orders(self, symbol=None):
|
|
|
"""
|
|
|
获取所有的订单.
|
|
|
:param symbol: BNBUSDT, or BTCUSDT etc.
|
|
|
:return:
|
|
|
"""
|
|
|
path = "/api/v3/openOrders"
|
|
|
|
|
|
params = {"timestamp": utility.get_current_timestamp()}
|
|
|
if symbol:
|
|
|
params["symbol"] = symbol
|
|
|
|
|
|
return self.request(RequestMethod.GET, path, params, verify=True)
|
|
|
|
|
|
def cancel_open_orders(self, symbol):
|
|
|
"""
|
|
|
撤销某个交易对的所有挂单
|
|
|
:param symbol: symbol
|
|
|
:return: return a list of orders.
|
|
|
"""
|
|
|
path = "/api/v3/openOrders"
|
|
|
|
|
|
params = {"timestamp": utility.get_current_timestamp(),
|
|
|
"recvWindow": self.recv_window,
|
|
|
"symbol": symbol
|
|
|
}
|
|
|
|
|
|
return self.request(RequestMethod.DELETE, path, params, verify=True)
|
|
|
|
|
|
def get_account_info(self):
|
|
|
"""
|
|
|
{'feeTier': 2, 'canTrade': True, 'canDeposit': True, 'canWithdraw': True, 'updateTime': 0, 'totalInitialMargin': '0.00000000',
|
|
|
'totalMaintMargin': '0.00000000', 'totalWalletBalance': '530.21334791', 'totalUnrealizedProfit': '0.00000000',
|
|
|
'totalMarginBalance': '530.21334791', 'totalPositionInitialMargin': '0.00000000', 'totalOpenOrderInitialMargin': '0.00000000',
|
|
|
'maxWithdrawAmount': '530.2133479100000', 'assets':
|
|
|
[{'asset': 'USDT', 'walletBalance': '530.21334791', 'unrealizedProfit': '0.00000000', 'marginBalance': '530.21334791',
|
|
|
'maintMargin': '0.00000000', 'initialMargin': '0.00000000', 'positionInitialMargin': '0.00000000', 'openOrderInitialMargin': '0.00000000',
|
|
|
'maxWithdrawAmount': '530.2133479100000'}]}
|
|
|
:return:
|
|
|
"""
|
|
|
path = "/api/v3/account"
|
|
|
params = {"timestamp": utility.get_current_timestamp(),
|
|
|
"recvWindow": self.recv_window
|
|
|
}
|
|
|
return self.request(RequestMethod.GET, path, params, verify=True)
|
