From bc7b095f40c21558dd92214f8bc7e6d36467c13f Mon Sep 17 00:00:00 2001 From: aaron <> Date: Mon, 28 Apr 2025 12:14:28 +0800 Subject: [PATCH] =?UTF-8?q?=E6=B7=BB=E5=8A=A0=20okx=20=E7=9A=84=E6=94=AF?= =?UTF-8?q?=E6=8C=81?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- cryptoai/agents/crypto_agent.py | 50 +++++- cryptoai/api/okx_api.py | 281 ++++++++++++++++++++++++++++++++ cryptoai/config/config.yaml | 7 + cryptoai/main.py | 19 +++ cryptoai/utils/config_loader.py | 4 + run.py | 3 + 6 files changed, 357 insertions(+), 7 deletions(-) create mode 100644 cryptoai/api/okx_api.py diff --git a/cryptoai/agents/crypto_agent.py b/cryptoai/agents/crypto_agent.py index aab67de..7c96b17 100644 --- a/cryptoai/agents/crypto_agent.py +++ b/cryptoai/agents/crypto_agent.py @@ -12,6 +12,7 @@ from datetime import datetime, timedelta sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) from api.binance_api import BinanceAPI +from api.okx_api import OKXAPI from api.deepseek_api import DeepSeekAPI from models.data_processor import DataProcessor from utils.config_loader import ConfigLoader @@ -33,6 +34,7 @@ class CryptoAgent: # 获取各部分配置 self.binance_config = self.config_loader.get_binance_config() + self.okx_config = self.config_loader.get_okx_config() self.deepseek_config = self.config_loader.get_deepseek_config() self.crypto_config = self.config_loader.get_crypto_config() self.data_config = self.config_loader.get_data_config() @@ -46,6 +48,14 @@ class CryptoAgent: test_mode=self.binance_config['test_mode'] ) + # 初始化OKX API客户端 + self.okx_api = OKXAPI( + api_key=self.okx_config['api_key'], + api_secret=self.okx_config['api_secret'], + passphrase=self.okx_config['passphrase'], + test_mode=self.okx_config['test_mode'] + ) + self.deepseek_api = DeepSeekAPI( api_key=self.deepseek_config['api_key'], model=self.deepseek_config['model'] @@ -94,15 +104,41 @@ class CryptoAgent: start_time = datetime.now() - timedelta(days=days) start_str = start_time.strftime("%Y-%m-%d") - # 获取K线数据 - data = self.binance_api.get_historical_klines( - symbol=symbol, - interval=self.time_interval, - start_str=start_str - ) + try: + # 首先尝试从Binance获取K线数据 + print(f"尝试从Binance获取{symbol}的K线数据...") + data = self.binance_api.get_historical_klines( + symbol=symbol, + interval=self.time_interval, + start_str=start_str + ) + + if data.empty: + # 如果从Binance获取失败，尝试从OKX获取 + print(f"从Binance获取数据失败，尝试从OKX获取{symbol}的K线数据...") + data = self.okx_api.get_historical_klines( + symbol=symbol, + interval=self.time_interval, + start_str=start_str, + limit=100 # OKX最多返回100条记录，这里可能需要多次请求以获取更多数据 + ) + + except Exception as e: + print(f"从Binance获取数据出错: {e}，尝试从OKX获取...") + try: + # 尝试从OKX获取 + data = self.okx_api.get_historical_klines( + symbol=symbol, + interval=self.time_interval, + start_str=start_str, + limit=100 + ) + except Exception as okx_e: + print(f"从OKX获取数据也出错: {okx_e}") + return pd.DataFrame() if data.empty: - print(f"无法获取{symbol}的历史数据") + print(f"无法从任何交易所获取{symbol}的历史数据") return pd.DataFrame() # 保存原始数据 diff --git a/cryptoai/api/okx_api.py b/cryptoai/api/okx_api.py new file mode 100644 index 0000000..729b3d6 --- /dev/null +++ b/cryptoai/api/okx_api.py @@ -0,0 +1,281 @@ +#!/usr/bin/env python +# -*- coding: utf-8 -*- + +import os +import time +import hmac +import base64 +import json +import requests +import hashlib +from typing import Dict, Any, Optional, List +from datetime import datetime, timedelta +import pandas as pd + + +class OKXAPI: + """OKX API客户端，用于获取加密货币数据""" + + def __init__(self, api_key: str, api_secret: str, passphrase: str, test_mode: bool = True): + """ + 初始化OKX API客户端 + + Args: + api_key: OKX API密钥 + api_secret: OKX API密钥 + passphrase: OKX API密码 + test_mode: 是否使用测试模式 + """ + self.api_key = api_key + self.api_secret = api_secret + self.passphrase = passphrase + self.test_mode = test_mode + + # API基础URL + if test_mode: + self.base_url = "https://www.okx.com" # OKX生产环境 + else: + self.base_url = "https://www.okx.com" # OKX生产环境 + + self.session = requests.Session() + + def _get_timestamp(self) -> str: + """获取ISO格式的时间戳""" + return datetime.utcnow().isoformat("T", "milliseconds") + "Z" + + def _sign(self, timestamp: str, method: str, request_path: str, body: str = "") -> Dict[str, str]: + """ + 生成OKX API签名 + + Args: + timestamp: 时间戳 + method: HTTP方法，例如 GET, POST + request_path: 请求路径 + body: 请求体，默认为空 + + Returns: + 包含签名的请求头 + """ + if not body: + body = "" + + message = timestamp + method + request_path + body + mac = hmac.new( + bytes(self.api_secret, encoding="utf-8"), + bytes(message, encoding="utf-8"), + digestmod=hashlib.sha256 + ) + d = mac.digest() + signature = base64.b64encode(d).decode() + + headers = { + "OK-ACCESS-KEY": self.api_key, + "OK-ACCESS-SIGN": signature, + "OK-ACCESS-TIMESTAMP": timestamp, + "OK-ACCESS-PASSPHRASE": self.passphrase + } + + if self.test_mode: + headers["x-simulated-trading"] = "1" + + return headers + + def _handle_response(self, response: requests.Response) -> Dict[str, Any]: + """ + 处理API响应 + + Args: + response: 请求响应 + + Returns: + 处理后的响应数据 + """ + if not response.ok: + print(f"API请求失败: {response.status_code} {response.text}") + return {"error": f"API请求失败: {response.status_code} {response.text}"} + + data = response.json() + + if data.get("code") != "0": + print(f"API错误: {data.get('code')} {data.get('msg')}") + return {"error": f"API错误: {data.get('code')} {data.get('msg')}"} + + return data + + def _convert_interval(self, interval: str) -> str: + """ + 将Binance格式的时间间隔转换为OKX格式 + + Args: + interval: Binance格式的时间间隔，例如 "1m", "1h", "1d" + + Returns: + OKX格式的时间间隔 + """ + interval_map = { + "1m": "1m", # 1分钟 + "3m": "3m", # 3分钟 + "5m": "5m", # 5分钟 + "15m": "15m", # 15分钟 + "30m": "30m", # 30分钟 + "1h": "1H", # 1小时 + "2h": "2H", # 2小时 + "4h": "4H", # 4小时 + "6h": "6H", # 6小时 + "12h": "12H", # 12小时 + "1d": "1D", # 1天 + "1w": "1W", # 1周 + "1M": "1M" # 1个月 + } + + return interval_map.get(interval, "1D") # 默认1天 + + def get_historical_klines(self, symbol: str, interval: str, start_str: Optional[str] = None, + limit: int = 100) -> pd.DataFrame: + """ + 获取历史K线数据 + + Args: + symbol: 交易对符号，例如 "BTC-USDT" + interval: Binance格式的K线时间间隔，例如 "1m", "1h", "1d" + start_str: 开始时间，格式为 "YYYY-MM-DD"，如果为None，则从当前时间开始往前推 + limit: 获取的K线数量，默认100，最大100 + + Returns: + K线数据的DataFrame + """ + # 转换时间间隔格式 + bar = self._convert_interval(interval) + + # OKX的交易对格式转换 + okx_symbol = symbol.replace("USDT", "-USDT") + + # 构建请求路径 + request_path = "/api/v5/market/candles" + + # 限制查询数量 + limit = min(limit, 100) # OKX最多返回100条记录 + + # 计算起始时间和结束时间 + if start_str: + start_dt = datetime.strptime(start_str, "%Y-%m-%d") + # OKX需要Unix时间戳（以秒为单位） + after = int(start_dt.timestamp()) + params = {"instId": okx_symbol, "bar": bar, "limit": str(limit), "after": str(after)} + else: + params = {"instId": okx_symbol, "bar": bar, "limit": str(limit)} + + # 构建完整的URL + url = self.base_url + request_path + + try: + # 生成请求头 + timestamp = self._get_timestamp() + path_with_params = request_path + "?" + "&".join([f"{k}={v}" for k, v in params.items()]) + headers = self._sign(timestamp, "GET", path_with_params) + + # 发送请求 + response = self.session.get(url, params=params, headers=headers) + + # 处理响应 + result = self._handle_response(response) + + if "error" in result: + print(f"获取K线数据出错: {result['error']}") + return pd.DataFrame() + + # 获取K线数据 + data = result.get("data", []) + + if not data: + print(f"未获取到{symbol}的K线数据") + return pd.DataFrame() + + # 创建DataFrame + # OKX K线格式: [0]timestamp, [1]open, [2]high, [3]low, [4]close, [5]vol, [6]volCcy + columns = ["timestamp", "open", "high", "low", "close", "volume", "volumeCcy"] + df = pd.DataFrame(data, columns=columns) + + # 转换列类型 + # 时间戳是以毫秒为单位，需要转换为日期时间 + df["timestamp"] = pd.to_datetime(df["timestamp"].astype(int), unit="ms") + df["open"] = df["open"].astype(float) + df["high"] = df["high"].astype(float) + df["low"] = df["low"].astype(float) + df["close"] = df["close"].astype(float) + df["volume"] = df["volume"].astype(float) + + # 设置索引 + df.set_index("timestamp", inplace=True) + + # 按照时间升序排序 + df = df.sort_index() + + # 选择需要的列 + df = df[["open", "high", "low", "close", "volume"]] + + return df + + except Exception as e: + print(f"获取K线数据时出错: {e}") + return pd.DataFrame() + + def get_exchange_info(self) -> Dict[str, Any]: + """ + 获取交易所信息 + + Returns: + 交易所信息 + """ + url = self.base_url + "/api/v5/public/instruments" + params = {"instType": "SPOT"} # 只获取现货交易对 + + try: + # 发送请求 + response = self.session.get(url, params=params) + + # 处理响应 + result = self._handle_response(response) + + if "error" in result: + print(f"获取交易所信息出错: {result['error']}") + return {} + + return result + + except Exception as e: + print(f"获取交易所信息时出错: {e}") + return {} + + def get_ticker(self, symbol: str) -> Dict[str, Any]: + """ + 获取最新行情 + + Args: + symbol: 交易对符号，例如 "BTC-USDT" + + Returns: + 最新行情 + """ + # OKX的交易对格式转换 + okx_symbol = symbol.replace("USDT", "-USDT") + + url = self.base_url + "/api/v5/market/ticker" + params = {"instId": okx_symbol} + + try: + # 发送请求 + response = self.session.get(url, params=params) + + # 处理响应 + result = self._handle_response(response) + + if "error" in result: + print(f"获取最新行情出错: {result['error']}") + return {} + + return result + + except Exception as e: + print(f"获取最新行情时出错: {e}") + return {} \ No newline at end of file diff --git a/cryptoai/config/config.yaml b/cryptoai/config/config.yaml index 9153311..c04d7a0 100644 --- a/cryptoai/config/config.yaml +++ b/cryptoai/config/config.yaml @@ -4,6 +4,13 @@ binance: api_secret: "TySs6onlHOTrGzV8fMdDxLKTWWYnQ4rCHVAmjrcHby17acKflmo7xVTWVsbqtxe7" test_mode: true # 设置为false将使用实盘交易 +# OKX API设置 +okx: + api_key: "your_okx_api_key_here" + api_secret: "your_okx_api_secret_here" + passphrase: "your_okx_passphrase_here" + test_mode: true # 设置为false将使用实盘交易 + # DeepSeek AI设置 deepseek: api_key: "sk-9f6b56f08796435d988cf202e37f6ee3" diff --git a/cryptoai/main.py b/cryptoai/main.py index 7be881d..4871434 100644 --- a/cryptoai/main.py +++ b/cryptoai/main.py @@ -46,6 +46,15 @@ def parse_arguments(): parser.add_argument('--alltick-key', type=str, default=None, help='AllTick API密钥，用于获取黄金等商品数据') + parser.add_argument('--okx-key', type=str, default=None, + help='OKX API密钥') + + parser.add_argument('--okx-secret', type=str, default=None, + help='OKX API密钥') + + parser.add_argument('--okx-passphrase', type=str, default=None, + help='OKX API密码') + return parser.parse_args() @@ -88,6 +97,16 @@ def override_config_with_args(config_loader: ConfigLoader, args) -> None: alltick_config = config_loader.get_config('alltick') alltick_config['api_key'] = args.alltick_key + # 设置OKX API相关配置 + if args.okx_key or args.okx_secret or args.okx_passphrase: + okx_config = config_loader.get_config('okx') + if args.okx_key: + okx_config['api_key'] = args.okx_key + if args.okx_secret: + okx_config['api_secret'] = args.okx_secret + if args.okx_passphrase: + okx_config['passphrase'] = args.okx_passphrase + # 保存修改后的配置 # 注意：这只是修改了内存中的配置，没有写入文件 # 如果需要保存到文件，可以实现一个 save_config 方法 diff --git a/cryptoai/utils/config_loader.py b/cryptoai/utils/config_loader.py index 9a2db6b..50447b0 100644 --- a/cryptoai/utils/config_loader.py +++ b/cryptoai/utils/config_loader.py @@ -64,6 +64,10 @@ class ConfigLoader: """获取Binance配置""" return self.get_config('binance') + def get_okx_config(self) -> Dict[str, Any]: + """获取OKX配置""" + return self.get_config('okx') + def get_deepseek_config(self) -> Dict[str, Any]: """获取DeepSeek配置""" return self.get_config('deepseek') diff --git a/run.py b/run.py index d4668db..ba5d418 100755 --- a/run.py +++ b/run.py @@ -13,6 +13,9 @@ CryptoAI 启动脚本 python run.py --agent gold # 使用黄金分析智能体 python run.py --agent crypto # 使用加密货币分析智能体 python run.py --alltick-key KEY # 设置AllTick API密钥 + python run.py --okx-key KEY # 设置OKX API密钥 + python run.py --okx-secret SECRET # 设置OKX API密钥 + python run.py --okx-passphrase PASS # 设置OKX API密码 """ import sys