怎么上传自己的网站,盐城网站制作哪家好,wordpress 能用的水印,网络推广专员招聘Binance_interface API U本位合约行情
Github地址PyTed量化交易研究院
1. API U本位合约行情接口总览
方法解释Pathget_ping测试服务器连通性 PING/fapi/v1/pingget_time获取服务器时间/fapi/v1/timeget_exchangeInfo获取交易规则和交易对/fapi/v1/exchangeInfoget_depth深度…Binance_interface API U本位合约行情
Github地址PyTed量化交易研究院
1. API U本位合约行情接口总览
方法解释Pathget_ping测试服务器连通性 PING/fapi/v1/pingget_time获取服务器时间/fapi/v1/timeget_exchangeInfo获取交易规则和交易对/fapi/v1/exchangeInfoget_depth深度信息/fapi/v1/depthget_trades近期成交/fapi/v1/tradesget_historicalTrades查询历史成交(MARKET_DATA)/fapi/v1/historicalTradesget_aggTrades近期成交(归集)/fapi/v1/aggTradesget_klinesK线数据/fapi/v1/klinesget_continuousKlines连续合约K线数据/fapi/v1/continuousKlinesget_indexPriceKlines价格指数K线数据/fapi/v1/indexPriceKlinesget_markPriceKlines标记价格K线数据/fapi/v1/markPriceKlinesget_premiumIndexKlines溢价指数K线数据/fapi/v1/premiumIndexKlinesget_premiumIndex最新标记价格和资金费率/fapi/v1/premiumIndexget_fundingRate查询资金费率历史/fapi/v1/fundingRateget_fundingInfo查询资金费率信息/fapi/v1/fundingInfoget_ticker_24hr24hr价格变动情况/fapi/v1/ticker/24hrget_ticker_price_v1最新价格/fapi/v1/ticker/priceget_ticker_price最新价格V2/fapi/v2/ticker/priceget_ticker_bookTicker当前最优挂单/fapi/v1/ticker/bookTickerget_openInterest获取未平仓合约数/fapi/v1/openInterestget_delivery_price季度合约历史结算价/futures/data/delivery-priceget_openInterestHist合约持仓量/futures/data/openInterestHistget_topLongShortAccountRatio大户账户数多空比/futures/data/topLongShortAccountRatioget_topLongShortPositionRatio大户持仓量多空比/futures/data/topLongShortPositionRatioget_globalLongShortAccountRatio多空持仓人数比/futures/data/globalLongShortAccountRatioget_takerlongshortRatio合约主动买卖量/futures/data/takerlongshortRatioget_basis基差/futures/data/basisget_lvtKlines杠杆代币历史净值K线/fapi/v1/lvtKlinesget_indexInfo综合指数交易对信息/fapi/v1/indexInfoget_assetIndex多资产模式资产汇率指数/fapi/v1/assetIndexget_constituents查询指数价格成分/fapi/v1/constituents
2. 模型实例化
import datetime
from binance_interface.api import UM
from binance_interface.app.utils import eprint# 转发需搭建转发服务器可参考https://github.com/pyted/binance_resender
proxy_host None
um UM(proxy_hostproxy_host
)
market um.market3. U本位合约实时行情
3.1 当前最优挂单 get_ticker_bookTicker
# 现货全部产品
bookTicker_result market.get_ticker_bookTicker()
eprint(bookTicker_result, data_length5)输出 {code: 200,data: [{symbol: BTCUSDT,bidPrice: 40158.10,bidQty: 1.750,askPrice: 40158.20,askQty: 7.586,...: ......},{symbol: ETHUSDT,bidPrice: 2222.27,bidQty: 5.638,askPrice: 2222.28,askQty: 27.227,...: ......},{symbol: BCHUSDT,bidPrice: 235.89,bidQty: 1.539,askPrice: 235.90,askQty: 4.531,...: ......},{symbol: XRPUSDT,bidPrice: 0.5139,bidQty: 22041.0,askPrice: 0.5140,askQty: 101329.3,...: ......},{symbol: EOSUSDT,bidPrice: 0.690,bidQty: 162800.4,askPrice: 0.691,askQty: 116329.8,...: ......},......],msg: }# 现货单个交易对
bookTicker_result market.get_ticker_bookTicker(symbolBTCUSDT)
eprint(bookTicker_result)输出 {code: 200,data: {symbol: BTCUSDT,bidPrice: 40148.30,bidQty: 0.808,askPrice: 40148.40,askQty: 5.244,time: 1706245394375,lastUpdateId: 3888877129825},msg: }3.2 最新价格 get_ticker_price
# 现货全部产品
price_result market.get_ticker_price()
eprint(price_result, data_length5)输出 {code: 200,data: [{symbol: NEARUSDT, price: 2.7580, time: 1706245389313},{symbol: 1000SATSUSDT, price: 0.0004072, time: 1706245399913},{symbol: UMAUSDT, price: 5.321000, time: 1706245400559},{symbol: GALAUSDT, price: 0.02223, time: 1706245396551},{symbol: MINAUSDT, price: 1.0101000, time: 1706245396476},......],msg: }# 现货单个产品
price_result market.get_ticker_price(symbolBTCUSDT)
eprint(price_result)输出 {code: 200, data: {symbol: BTCUSDT, price: 40146.70, time: 1706245405158}, msg: }3.3 24hr价格变动情况 get_ticker_24hr
# 现货全部产品
hr24_result market.get_ticker_24hr()
eprint(hr24_result, data_length5)输出 {code: 200,data: [{symbol: ATAUSDT,priceChange: 0.0020,priceChangePercent: 2.389,weightedAvgPrice: 0.0843,lastPrice: 0.0857,...: ......},{symbol: XMRUSDT,priceChange: 6.70,priceChangePercent: 4.404,weightedAvgPrice: 156.27,lastPrice: 158.82,...: ......},{symbol: BLUEBIRDUSDT,priceChange: 0.10800,priceChangePercent: 1.381,weightedAvgPrice: 7.88532,lastPrice: 7.92700,...: ......},{symbol: POLYXUSDT,priceChange: 0.0028000,priceChangePercent: 1.808,weightedAvgPrice: 0.1557668,lastPrice: 0.1577000,...: ......},{symbol: ATOMUSDT,priceChange: 0.142,priceChangePercent: 1.546,weightedAvgPrice: 9.205,lastPrice: 9.327,...: ......},......],msg: }# 现货单个产品
hr24_result market.get_ticker_24hr(symbolBTCUSDT)
eprint(hr24_result)输出 {code: 200,data: {symbol: BTCUSDT,priceChange: 253.80,priceChangePercent: 0.636,weightedAvgPrice: 39934.69,lastPrice: 40148.20,lastQty: 0.022,openPrice: 39894.40,highPrice: 40300.00,lowPrice: 39535.30,volume: 209588.044,quoteVolume: 8369834245.01,openTime: 1706158980000,closeTime: 1706245408978,firstId: 4527594884,lastId: 4530284646,count: 2689755},msg: }4. 历史K线 get_klines
# 测试时间
startDatetime 2023-01-01 00:00:00
endDatetime 2023-01-01 00:05:00
startTime int(datetime.datetime.strptime(startDatetime, %Y-%m-%d %H:%M:%S).timestamp() * 1000)
endTime int(datetime.datetime.strptime(endDatetime, %Y-%m-%d %H:%M:%S).timestamp() * 1000)print(startDatetime, startTime)
print(endDatetime, endTime)输出 2023-01-01 00:00:00 16725024000002023-01-01 00:05:00 1672502700000# 仅给定终止时间
kline_result market.get_klines(symbolBTCUSDT, interval1m, endTimeendTime, limit2)
eprint(kline_result)输出 {code: 200,data: [[1672502640000, 16587.90, 16588.00, 16587.70, 16587.70, ......],[1672502700000, 16587.70, 16587.70, 16586.90, 16587.00, ......]],msg: }# 仅给定起始和终止时间
kline_result market.get_klines(symbolBTCUSDT,interval1m,startTimestartTime, # 包括startTimeendTimeendTime, # 包括endTime
)
eprint(kline_result)输出 {code: 200,data: [[1672502400000, 16586.10, 16591.20, 16586.00, 16591.10, ......],[1672502460000, 16591.10, 16591.50, 16590.80, 16590.90, ......],[1672502520000, 16590.80, 16591.70, 16590.80, 16591.70, ......],[1672502580000, 16591.60, 16591.70, 16587.90, 16587.90, ......],[1672502640000, 16587.90, 16588.00, 16587.70, 16587.70, ......],[1672502700000, 16587.70, 16587.70, 16586.90, 16587.00, ......]],msg: }5. 深度信息 get_depth
depth_result market.get_depth(symbolBTCUSDT, limit5)
eprint(depth_result)输出 {code: 200,data: {lastUpdateId: 3888878453883,E: 1706245426397,T: 1706245426390,bids: [[40152.50, 0.131],[40152.40, 0.008],[40152.20, 0.005],[40152.10, 0.013],[40151.90, 0.038]],asks: [[40152.60, 3.099],[40152.70, 0.008],[40152.80, 0.008],[40152.90, 0.005],[40153.00, 0.005]]},msg: }6. 成交查询
6.1 近期成交列表 get_trades
trades_result market.get_trades(symbolBTCUSDT, limit5)
eprint(trades_result)输出 {code: 200,data: [{id: 4530285100,price: 40151.90,qty: 0.003,quoteQty: 120.45,time: 1706245427482,...: ......},{id: 4530285101,price: 40151.70,qty: 0.003,quoteQty: 120.45,time: 1706245427482,...: ......},{id: 4530285102,price: 40151.60,qty: 0.005,quoteQty: 200.75,time: 1706245427482,...: ......},{id: 4530285103,price: 40151.50,qty: 0.002,quoteQty: 80.30,time: 1706245427482,...: ......},{id: 4530285104,price: 40151.20,qty: 0.026,quoteQty: 1043.93,time: 1706245428266,...: ......}],msg: }6.2 查询历史成交 get_historicalTrades
historicalTrades_result market.get_historicalTrades(symbolBTCUSDT, limit5) # 这个接口需要key
eprint(historicalTrades_result)输出 {code: 200,data: [{id: 4530285131,price: 40151.30,qty: 0.004,quoteQty: 160.60,time: 1706245430957,...: ......},{id: 4530285132,price: 40151.30,qty: 0.003,quoteQty: 120.45,time: 1706245431264,...: ......},{id: 4530285133,price: 40151.20,qty: 0.007,quoteQty: 281.05,time: 1706245431698,...: ......},{id: 4530285134,price: 40151.20,qty: 0.006,quoteQty: 240.90,time: 1706245431698,...: ......},{id: 4530285135,price: 40151.20,qty: 0.110,quoteQty: 4416.63,time: 1706245431698,...: ......}],msg: }6.3 近期成交(归集) get_aggTrades
aggTrades_result market.get_aggTrades(symbolBTCUSDT, limit5)
eprint(aggTrades_result)输出 {code: 200,data: [{a: 2000008269, p: 40151.20, q: 0.003, f: 4530285152, l: 4530285152, ...: ......},{a: 2000008270, p: 40151.20, q: 0.422, f: 4530285153, l: 4530285176, ...: ......},{a: 2000008271, p: 40151.10, q: 0.008, f: 4530285177, l: 4530285178, ...: ......},{a: 2000008272, p: 40151.00, q: 0.005, f: 4530285179, l: 4530285179, ...: ......},{a: 2000008273, p: 40150.90, q: 0.005, f: 4530285180, l: 4530285180, ...: ......}],msg: }7. 交易规范信息 get_exchangeInfo
exchangeInfo_result market.get_exchangeInfo()
eprint(exchangeInfo_result)输出 {code: 200,data: {timezone: UTC,serverTime: 1706241611125,futuresType: U_MARGINED,rateLimits: [{rateLimitType: REQUEST_WEIGHT, interval: MINUTE, intervalNum: 1, limit: 2400},{rateLimitType: ORDERS, interval: MINUTE, intervalNum: 1, limit: 1200},{rateLimitType: ORDERS, interval: SECOND, intervalNum: 10, limit: 300}],exchangeFilters: [],assets: [{asset: USDT, marginAvailable: True, autoAssetExchange: -10000},{asset: BTC, marginAvailable: True, autoAssetExchange: -0.10000000},{asset: BNB, marginAvailable: True, autoAssetExchange: -10},{asset: ETH, marginAvailable: True, autoAssetExchange: -5},{asset: XRP, marginAvailable: True, autoAssetExchange: 0},......],symbols: [{symbol: BTCUSDT,pair: BTCUSDT,contractType: PERPETUAL,deliveryDate: 4133404800000,onboardDate: 1569398400000,...: ......},{symbol: ETHUSDT,pair: ETHUSDT,contractType: PERPETUAL,deliveryDate: 4133404800000,onboardDate: 1569398400000,...: ......},{symbol: BCHUSDT,pair: BCHUSDT,contractType: PERPETUAL,deliveryDate: 4133404800000,onboardDate: 1569398400000,...: ......},{symbol: XRPUSDT,pair: XRPUSDT,contractType: PERPETUAL,deliveryDate: 4133404800000,onboardDate: 1569398400000,...: ......},{symbol: EOSUSDT,pair: EOSUSDT,contractType: PERPETUAL,deliveryDate: 4133404800000,onboardDate: 1569398400000,...: ......},......]},msg: }
