二、区块量化 okx 配置修改

1、用pycharm软件打开python-okx-master文件

2、修改Account.py、MarketData.py、Trade.py文件

 把debug = True 修改为debug=False

3、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

 

4、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)