1、安装接口
pip install python-okx
2、下载接口文件并解压（除了okx文件夹，其它的全删）
https://github.com/okxapi/python-okx
3、安装常用的python工具
pip3 install --upgrade pip pip3 install pandas jupyter notebook backtrader matplotlib
4、安装TA-Lib
# https://ta-lib.org/hdr_dw.html wget https://github.com/ta-lib/ta-lib/releases/download/v0.6.4/ta-lib-0.6.4-src.tar.gz tar -xzf ta-lib-0.6.4-src.tar.gz ./configure --prefix=/usr make sudo make install pip install ta-lib
5、用pycharm软件打开python-okx-master文件
6、修改Account.py、MarketData.py、Trade.py文件
把debug = True 修改为debug=False
7、新增config.py文件
class Config: OKEX_API_KEY = '你申请的 api key' OKEX_API_SECRET = '你申请的 secret key' OKEX_PASSPHRASE = '你申请时的密码' OKEX_FLAG = '0' # 0 实盘、1 模拟
8、新增enums.py文件
from enum import Enum # 订单状态 ORDER_STATUS_PARTIALLY_FILLED = 'partially_filled' # 部分成交 ORDER_STATUS_FILLED = 'filled' # 完全成交 ORDER_STATUS_LIVE = 'live' ORDER_STATUS_CANCELED = 'canceled' # 撤单成功 # 行情时间级别 KLINE_INTERVAL_1MINUTE = '1m' KLINE_INTERVAL_3MINUTE = '3m' KLINE_INTERVAL_5MINUTE = '5m' KLINE_INTERVAL_15MINUTE = '15m' KLINE_INTERVAL_30MINUTE = '30m' KLINE_INTERVAL_1HOUR = '1H' KLINE_INTERVAL_2HOUR = '2H' KLINE_INTERVAL_4HOUR = '4H' KLINE_INTERVAL_6HOUR = '6H' KLINE_INTERVAL_12HOUR = '12H' KLINE_INTERVAL_1DAY = '1D' KLINE_INTERVAL_2DAY = '2D' KLINE_INTERVAL_3DAY = '3D' KLINE_INTERVAL_5DAY = '5D' KLINE_INTERVAL_1WEEK = '1W' KLINE_INTERVAL_1MONTH = '1M' # 交易模式 TD_MODE_ISOLATED = 'isolated' # 逐仓 TD_MODE_CROSS = 'cross' # 全仓 TD_MODE_CASH = 'cash' # 现货 # 持仓方向 POS_SIDE_LONG = 'long' # 做多 POS_SIDE_SHORT = 'short' # 做空 POS_SIDE_NET = 'net' # 买卖模式 # 订单方向 SIDE_BUY = 'buy' # 买 SIDE_SELL = 'sell' # 卖 # 订单类型 ORDER_TYPE_LIMIT = 'limit' # 限价单 ORDER_TYPE_MARKET = 'market' # 市价单 ORDER_TYPE_POST_ONLY = 'post_only' # 只做maker单 ORDER_TYPE_FOK = 'fok' # 全部成交或立即取消 ORDER_TYPE_IOC = 'ioc' # 立即成交并取消剩余 ORDER_TYPE_OPTIMAL_LIMIT_IOC = 'optimal_limit_ioc' # 市价委托立即成交并取消剩余（仅适用交割、永续 # 止盈、止损触发价类型 TRIGGER_PXTYPE_LAST = 'last' # 最新价格 TRIGGER_PXTYPE_INDEX = 'index' # 指数价格 TRIGGER_PXTYPE_MARK = 'mark' # 标记价格 Trade.py 文件中新增方法 # 新增订单 def create_order(self, **params): return self._request_with_params(POST, PLACR_ORDER, params)
