添加 okx 的支持
This commit is contained in:
aaron
parent
230f501f98
commit
bc7b095f40
@ -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']
|
||||
@ -94,7 +104,9 @@ class CryptoAgent:
|
||||
start_time = datetime.now() - timedelta(days=days)
|
||||
start_str = start_time.strftime("%Y-%m-%d")
|
||||
|
||||
# 获取K线数据
|
||||
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,
|
||||
@ -102,7 +114,31 @@ class CryptoAgent:
|
||||
)
|
||||
|
||||
if data.empty:
|
||||
print(f"无法获取{symbol}的历史数据")
|
||||
# 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"无法从任何交易所获取{symbol}的历史数据")
|
||||
return pd.DataFrame()
|
||||
|
||||
# 保存原始数据
|
||||
|
||||
281
cryptoai/api/okx_api.py
Normal file
281
cryptoai/api/okx_api.py
Normal file
@ -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 {}
|
||||
@ -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"
|
||||
|
||||
@ -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
|
||||
|
||||
@ -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')
|
||||
|
||||
3
run.py
3
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
|
||||
|
||||
Loading…
Reference in New Issue
Block a user