Msi-147K\Shi.Ji
9a3769f862
2.source基类实现 3.时间转换工具datetime convert实现 4.使用binance restapi获取数据实现 5.binance获取数据单元测试
58 lines
2.1 KiB
Python
58 lines
2.1 KiB
Python
import requests
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import pandas as pd
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from datetime import datetime
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import os
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from .base_source import DataSource
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from binance_sdk_derivatives_trading_usds_futures.derivatives_trading_usds_futures import (
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DerivativesTradingUsdsFutures,
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ConfigurationRestAPI,
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DERIVATIVES_TRADING_USDS_FUTURES_REST_API_PROD_URL,
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)
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from binance_sdk_derivatives_trading_usds_futures.rest_api.models import (
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KlineCandlestickDataIntervalEnum, ContinuousContractKlineCandlestickDataContractTypeEnum,
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)
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class BinanceSource(DataSource):
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def __init__(self, api_key: str, api_secret: str, base_url: str, timeout: int):
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self.api_key = api_key
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self.api_secret = api_secret
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self.base_url = base_url
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self.timeout = timeout
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configuration_rest_api = ConfigurationRestAPI(
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api_key=os.getenv("API_KEY", self.api_key),
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api_secret=os.getenv("API_SECRET", self.api_secret),
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base_path=os.getenv(
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"BASE_PATH", self.base_url
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),
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timeout=timeout
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)
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self.client = DerivativesTradingUsdsFutures(config_rest_api=configuration_rest_api)
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def try_connection(self):
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try:
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response = self.client.rest_api.test_connectivity()
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rate_limits = response.rate_limits
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print(f"exchange_information() rate limits: {rate_limits}")
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data = response.data()
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return data
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except Exception as e:
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print(f"test_connectivity() error: {e}")
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return None
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def get_realtime_data(self, symbol: str):
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return None
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def get_historical_data(self, symbol: str, interval: str = "1d",limit :int = None, start_time: int = None, end_time: int = None,):
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response = self.client.rest_api.continuous_contract_kline_candlestick_data(
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pair=symbol,
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start_time=start_time,
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end_time=end_time,
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contract_type=ContinuousContractKlineCandlestickDataContractTypeEnum.PERPETUAL,
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interval=KlineCandlestickDataIntervalEnum[f"INTERVAL_{interval}"].value,
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limit=limit
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)
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return response.data() |