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Python 通过 requests 调用 Binance API

Python中文社区 • 2 年前 • 351 次点击  


本文使用 requests 库来调用 Binance REST API。如果你更喜欢 API 库，你可以尝试 python-binance。
Binance REST API
有 3 种类型的安全接口：
  • NONE：可以自由访问
  • USER_STREAM 和 MARKET_DATA：需要 APIKey
  • TRADE 和 USER_DATA：需要 APIKey 和签名
获取币安 APIKey 和 SecretKey
BinanceDashboard -> Settings -> APIManagement
  1. https://www.binance.com/en/usercenter/settings/api-management
创建带有标签的 APIKey（用于标识密钥用途和用途的名称）：生成 APIKey 和 SecretKey。
注意：请立即复制密钥，因为您无法在稍后阶段再次检索密钥，除非您创建另一个新密钥。
您可以设置 API 限制：只读、启用交易、启用提款。
您可以限制某些特定 IP 访问 API。
  1. import time
  2. import json
  3. import hmac
  4. import hashlib
  5. import requests
  6. from urllib.parse import urljoin, urlencode

  8. API_KEY = 'UIGu...'
  9. SECRET_KEY = 'VyX...'
  10. BASE_URL = 'https://api.binance.com'

  12. 


    
headers = {
  13. 'X-MBX-APIKEY': API_KEY
  14. }
  1. classBinanceException(Exception):
  2. def __init__(self, status_code, data):

  4. self.status_code = status_code
  5. if data:
  6. self.code = data['code']
  7. self.msg = data['msg']
  8. else:
  9. self.code = 


    
None
  10. self.msg = None
  11.         message = f"{status_code} [{self.code}] {self.msg}"

  13. # Python 2.x
  14. # super(BinanceException, self).__init__(message)
  15. super().__init__(message)
服务器时间
  1. PATH =  '/api/v1/time'
  2. params= None

  4. timestamp = int(time.time() * 1000)

  6. url = urljoin(BASE_URL, PATH)
  7. r = requests.get(url, 


    
params=params)
  8. if r.status_code == 200:
  9. # print(json.dumps(r.json(), indent=2))
  10.     data = r.json()
  11. print(f"diff={timestamp - data['serverTime']}ms")
  12. else:
  13. raiseBinanceException(status_code=r.status_code, data=r.json())
获取价格
  1. PATH = '/api/v3/ticker/price'
  2. params= {
  3. 'symbol': 'BTCUSDT'
  4. }

    6. 


    

  6. url = urljoin(BASE_URL, PATH)
  7. r = requests.get(url, headers=headers, params=params)
  8. if r.status_code == 200:
  9. print(json.dumps(r.json(), indent=2))
  10. else:
  11. raiseBinanceException(status_code=r.status_code, data=r.json())
输出：
  1. {
  2. "symbol": "BTCUSDT",
  3. "price": "10261.03000000"
  4. 


    
}
获取订单簿
  1. PATH = '/api/v1/depth'
  2. params= {
  3. 'symbol': 'BTCUSDT',
  4. 'limit': 5
  5. }

  7. url = urljoin(BASE_URL, PATH)
  8. r = requests.get(url, headers=headers, params=params)
  9. if r.status_code == 200:
  10. print(json.dumps(r.json(), indent=2))
  11. 


    
else:
  12. raiseBinanceException(status_code=r.status_code, data=r.json())
输出：
  1. {
  2. "lastUpdateId": 784184836,
  3. "bids": [
  4. [
  5. "10229.67000000",
  6. "0.01954500"
  7. ],
  8. [
  9. "10229.58000000",
  10. "6.90000000"
  11. 


    
],
  12. [
  13. "10229.56000000",
  14. "0.33099600"
  15. ],
  16. [
  17. "10228.54000000",
  18. "0.02600900"
  19. ],
  20. [
  21. "10227.71000000",
  22. "0.50000000"
  23. ]
  24. ],
    25. 


    

  25. "asks": [
  26. [
  27. "10232.59000000",
  28. "0.01703200"
  29. ],
  30. [
  31. "10232.60000000",
  32. "3.05388400"
  33. ],
  34. [
  35. "10232.63000000",
  36. "0.25000000"
  37. ],
  38. 


    
[
  39. "10235.07000000",
  40. "0.15200000"
  41. ],
  42. [
  43. "10236.35000000",
  44. "0.25000000"
  45. ]
  46. ]
  47. }
创建订单
  1. PATH = '/api/v3/order'
  2. timestamp = int(time.time() * 1000)
  3. params


    
= {
  4. 'symbol': 'ETHUSDT',
  5. 'side': 'SELL',
  6. 'type': 'LIMIT',
  7. 'timeInForce': 'GTC',
  8. 'quantity': 0.1,
  9. 'price': 500.0,
  10. 'recvWindow': 5000,
  11. 'timestamp': timestamp
  12. }

  14. 


    
query_string = urlencode(params)
  15. params['signature'] = hmac.new(SECRET_KEY.encode('utf-8'), query_string.encode('utf-8'), hashlib.sha256).hexdigest()

  17. url = urljoin(BASE_URL, PATH)
  18. r = requests.post(url, headers=headers, params=params)
  19. if r.status_code == 200:
  20.     data = r.json()
  21. print(json.dumps(data, indent=2))
  22. else:
  23. raiseBinanceException(status_code=r.status_code, data=r.json())
  1. 


    
{
  2. "symbol": "ETHUSDT",
  3. "orderId": 336683281,
  4. "clientOrderId": "IVGyfNu88LhRnpZFa56JA4",
  5. "transactTime": 1562252912748,
  6. "price": "500.00000000",
  7. "origQty": "0.10000000",
  8. "executedQty": "0.00000000",
  9. "cummulativeQuoteQty": "0.00000000",
  10. "status": "NEW"


    
,
  11. "timeInForce": "GTC",
  12. "type": "LIMIT",
  13. "side": "SELL",
  14. "fills": [
  15. {
  16. "price": "500.00000000",
  17. "qty": "0.050000000",
  18. "commission": "1.00000000",
  19. "commissionAsset": "USDT"
  20. },
  21. 


    
{
  22. "price": "500.00000000",
  23. "qty": "0.03000000",
  24. "commission": "0.50000000",
  25. "commissionAsset": "USDT"
  26. },
  27. ]
  28. }
获取订单
  1. PATH = '/api/v3/order'
  2. timestamp = int(time.time() * 1000)
  3. 


    
params= {
  4. 'symbol': 'ETHUSDT',
  5. 'orderId': '336683281',
  6. 'recvWindow': 5000,
  7. 'timestamp': timestamp
  8. }

  10. query_string = urlencode(params)
  11. params['signature'] = hmac.new(SECRET_KEY.encode('utf-8'), query_string.encode('utf-8'), hashlib.sha256).hexdigest()

  13. url = urljoin(BASE_URL, PATH)
  14. r = requests.


    
get(url, headers=headers, params=params)
  15. if r.status_code == 200:
  16.     data = r.json()
  17. print(json.dumps(data, indent=2))
  18. else:
  19. raiseBinanceException(status_code=r.status_code, data=r.json())
  1. {
  2. "symbol": "ETHUSDT",
  3. "orderId": 336683281,
  4. "clientOrderId": "IVGyfNu88LhRnpZFa56JA4",
  5. 


    
"price": "500.00000000",
  6. "origQty": "0.10000000",
  7. "executedQty": "0.00000000",
  8. "cummulativeQuoteQty": "0.00000000",
  9. "status": "NEW",
  10. "timeInForce": "GTC",
  11. "type": "LIMIT",
  12. "side": "SELL",
  13. "stopPrice": "0.00000000",
  14. 


    
"icebergQty": "0.00000000",
  15. "time": 1562252912748,
  16. "updateTime": 1562252912748,
  17. "isWorking": true
  18. }
删除订单
  1. PATH = '/api/v3/order'
  2. timestamp = int(time.time() * 1000)
  3. params= {
  4. 'symbol': 'ETHUSDT',
  5. 'orderId': '336683281',
    6. 


    

  6. 'recvWindow': 5000,
  7. 'timestamp': timestamp
  8. }

  10. query_string = urlencode(params)
  11. params['signature'] = hmac.new(SECRET_KEY.encode('utf-8'), query_string.encode('utf-8'), hashlib.sha256).hexdigest()

  13. url = urljoin(BASE_URL, PATH)
  14. r = requests.delete(url, headers=headers, params=params)
  15. if r.status_code == 200:
  16.     data = r.json()
    17. 


    

  17. print(json.dumps(data, indent=2))
  18. else:
  19. raiseBinanceException(status_code=r.status_code, data=r.json())
  1. {
  2. "symbol": "ETHUSDT",
  3. "origClientOrderId": "IVGyfNu88LhRnpZFa56JA4",
  4. "orderId": 336683281,
  5. "clientOrderId": "2Fh1EdAmHU8ZUR0TwjrQAR",
  6. "price": "500.00000000",
  7. "origQty": 


    
"0.10000000",
  8. "executedQty": "0.00000000",
  9. "cummulativeQuoteQty": "0.00000000",
  10. "status": "CANCELED",
  11. "timeInForce": "GTC",
  12. "type": "LIMIT",
  13. "side": "SELL"
  14. }



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