基于Python/JavaScript的数字货币量化交易策略

# -*- coding: utf-8 -*- # PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN: # https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code from ccxt.async_support.base.exchange import Exchange # ----------------------------------------------------------------------------- try: basestring # Python 3 except NameError: basestring = str # Python 2 import hashlib from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError from ccxt.base.errors import PermissionDenied from ccxt.base.errors import AccountSuspended from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import BadRequest from ccxt.base.errors import BadSymbol from ccxt.base.errors import InsufficientFunds from ccxt.base.errors import InvalidAddress from ccxt.base.errors import InvalidOrder from ccxt.base.errors import OrderNotFound from ccxt.base.errors import CancelPending from ccxt.base.errors import NotSupported from ccxt.base.errors import DDoSProtection from ccxt.base.errors import ExchangeNotAvailable from ccxt.base.errors import OnMaintenance from ccxt.base.errors import InvalidNonce from ccxt.base.errors import RequestTimeout from ccxt.base.decimal_to_precision import TRUNCATE from ccxt.base.decimal_to_precision import TICK_SIZE class okex(Exchange): def describe(self): return self.deep_extend(super(okex, self).describe(), { 'id': 'okex', 'name': 'OKEX', 'countries': ['CN', 'US'], 'version': 'v3', 'rateLimit': 1000, # up to 3000 requests per 5 minutes ≈ 600 requests per minute ≈ 10 requests per second ≈ 100 ms 'pro': True, 'has': { 'CORS': False, 'fetchOHLCV': True, 'fetchOrder': True, 'fetchOrders': False, 'fetchOpenOrders': True, 'fetchClosedOrders': True, 'fetchCurrencies': False, # see below 'fetchDeposits': True, 'fetchWithdrawals': True, 'fetchTime': True, 'fetchTransactions': False, 'fetchMyTrades': True, 'fetchDepositAddress': True, 'fetchOrderTrades': True, 'fetchTickers': True, 'fetchLedger': True, 'withdraw': True, 'futures': True, }, 'timeframes': { '1m': '60', '3m': '180', '5m': '300', '15m': '900', '30m': '1800', '1h': '3600', '2h': '7200', '4h': '14400', '6h': '21600', '12h': '43200', '1d': '86400', '1w': '604800', }, 'hostname': 'okex.com', 'urls': { 'logo': 'https://user-images.githubusercontent.com/1294454/32552768-0d6dd3c6-c4a6-11e7-90f8-c043b64756a7.jpg', 'api': { 'rest': 'https://www.{hostname}', }, 'www': 'https://www.okex.com', 'doc': 'https://www.okex.com/docs/en/', 'fees': 'https://www.okex.com/pages/products/fees.html', 'referral': 'https://www.okex.com/join/1888677', 'test': { 'rest': 'https://testnet.okex.com', }, }, 'api': { 'general': { 'get': [ 'time', ], }, 'account': { 'get': [ 'wallet', 'sub-account', 'asset-valuation', 'wallet/{currency}', 'withdrawal/history', 'withdrawal/history/{currency}', 'ledger', 'deposit/address', 'deposit/history', 'deposit/history/{currency}', 'currencies', 'withdrawal/fee', ], 'post': [ 'transfer', 'withdrawal', ], }, 'spot': { 'get': [ 'accounts', 'accounts/{currency}', 'accounts/{currency}/ledger', 'orders', 'orders_pending', 'orders/{order_id}', 'orders/{client_oid}', 'trade_fee', 'fills', 'algo', # public 'instruments', 'instruments/{instrument_id}/book', 'instruments/ticker', 'instruments/{instrument_id}/ticker', 'instruments/{instrument_id}/trades', 'instruments/{instrument_id}/candles', ], 'post': [ 'order_algo', 'orders', 'batch_orders', 'cancel_orders/{order_id}', 'cancel_orders/{client_oid}', 'cancel_batch_algos', 'cancel_batch_orders', ], }, 'margin': { 'get': [ 'accounts', 'accounts/{instrument_id}', 'accounts/{instrument_id}/ledger', 'accounts/availability', 'accounts/{instrument_id}/availability', 'accounts/borrowed', 'accounts/{instrument_id}/borrowed', 'orders', 'accounts/{instrument_id}/leverage', 'orders/{order_id}', 'orders/{client_oid}', 'orders_pending', 'fills', # public 'instruments/{instrument_id}/mark_price', ], 'post': [ 'accounts/borrow', 'accounts/repayment', 'orders', 'batch_orders', 'cancel_orders', 'cancel_orders/{order_id}', 'cancel_orders/{client_oid}', 'cancel_batch_orders', 'accounts/{instrument_id}/leverage', ], }, 'futures': { 'get': [ 'position', '{instrument_id}/position', 'accounts', 'accounts/{underlying}', 'accounts/{underlying}/leverage', 'accounts/{underlying}/ledger', 'order_algo/{instrument_id}', 'orders/{instrument_id}', 'orders/{instrument_id}/{order_id}', 'orders/{instrument_id}/{client_oid}', 'fills', 'trade_fee', 'accounts/{instrument_id}/holds', 'order_algo/{instrument_id}', # public 'instruments', 'instruments/{instrument_id}/book', 'instruments/ticker', 'instruments/{instrument_id}/ticker', 'instruments/{instrument_id}/trades',