okx_trader WIP
This commit is contained in:
Simon Moisy
parent
65ae3060de
commit
c856e38288
@ -1,229 +0,0 @@
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import os
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import time
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import hmac
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import hashlib
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import base64
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import json
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import pandas as pd
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import threading
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from websocket import create_connection, WebSocketTimeoutException
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class CryptoComTrader:
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ENV_URLS = {
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"production": {
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"WS_URL": "wss://deriv-stream.crypto.com/v1/market",
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"WS_PRIVATE_URL": "wss://deriv-stream.crypto.com/v1/user"
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},
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"uat": {
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"WS_URL": "wss://uat-deriv-stream.3ona.co/v1/market",
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"WS_PRIVATE_URL": "wss://uat-deriv-stream.3ona.co/v1/user"
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}
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}
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def __init__(self):
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self.env = os.getenv("CRYPTOCOM_ENV", "UAT").lower()
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urls = self.ENV_URLS.get(self.env, self.ENV_URLS["production"])
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self.WS_URL = urls["WS_URL"]
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self.WS_PRIVATE_URL = urls["WS_PRIVATE_URL"]
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self.api_key = os.getenv("CRYPTOCOM_API_KEY")
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self.api_secret = os.getenv("CRYPTOCOM_API_SECRET")
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self.ws = None
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self.ws_private = None
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self._lock = threading.Lock()
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self._private_lock = threading.Lock()
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self._connect_ws()
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def _connect_ws(self):
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if self.ws is None:
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self.ws = create_connection(self.WS_URL, timeout=10)
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if self.api_key and self.api_secret and self.ws_private is None:
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self.ws_private = create_connection(self.WS_PRIVATE_URL, timeout=10)
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def _send_ws(self, payload, private=False):
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ws = self.ws_private if private else self.ws
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lock = self._private_lock if private else self._lock
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with lock:
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ws.send(json.dumps(payload))
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try:
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resp = ws.recv()
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return json.loads(resp)
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except WebSocketTimeoutException:
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return None
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def _sign(self, params):
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t = str(int(time.time() * 1000))
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params['id'] = t
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params['nonce'] = t
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params['api_key'] = self.api_key
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param_str = json.dumps(params, separators=(',', ':'), sort_keys=True)
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sig = hmac.new(
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bytes(self.api_secret, 'utf-8'),
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msg=bytes(param_str, 'utf-8'),
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digestmod=hashlib.sha256
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).hexdigest()
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params['sig'] = sig
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return params
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def get_price(self):
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"""
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Get the latest ask price for BTC_USDC using WebSocket ticker subscription (one-shot).
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"""
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payload = {
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"id": int(time.time() * 1000),
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"method": "subscribe",
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"params": {"channels": ["ticker.BTC_USDC"]}
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}
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resp = self._send_ws(payload)
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# Wait for ticker update
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while True:
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data = self.ws.recv()
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msg = json.loads(data)
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if msg.get("method") == "ticker.update":
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# 'a' is ask price
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return msg["params"]["data"][0].get("a")
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def get_order_book(self, depth=10):
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"""
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Fetch the order book for BTC_USDC with the specified depth using WebSocket (one-shot).
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Returns a dict with 'bids' and 'asks'.
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"""
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payload = {
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"id": int(time.time() * 1000),
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"method": "subscribe",
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"params": {"channels": [f"book.BTC_USDC.{depth}"]}
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}
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resp = self._send_ws(payload)
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# Wait for book update
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while True:
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data = self.ws.recv()
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msg = json.loads(data)
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if msg.get("method") == "book.update":
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book = msg["params"]["data"][0]
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return {
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"bids": book.get("bids", []),
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"asks": book.get("asks", [])
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}
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def _authenticate(self):
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"""
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Authenticate the private WebSocket connection. Only needs to be done once per session.
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"""
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if not self.api_key or not self.api_secret:
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raise ValueError("API key and secret must be set in environment variables.")
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payload = {
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"id": int(time.time() * 1000),
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"method": "public/auth",
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"api_key": self.api_key,
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"nonce": int(time.time() * 1000),
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}
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# For auth, sig is HMAC_SHA256(method + id + api_key + nonce)
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sig_payload = (
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payload["method"] + str(payload["id"]) + self.api_key + str(payload["nonce"])
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)
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payload["sig"] = hmac.new(
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bytes(self.api_secret, "utf-8"),
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msg=bytes(sig_payload, "utf-8"),
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digestmod=hashlib.sha256,
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).hexdigest()
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resp = self._send_ws(payload, private=True)
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if not resp or resp.get("code") != 0:
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raise Exception(f"WebSocket authentication failed: {resp}")
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def _ensure_private_auth(self):
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if self.ws_private is None:
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self._connect_ws()
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time.sleep(1) # recommended by docs
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self._authenticate()
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def get_balance(self, currency="USDC"):
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"""
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Fetch user balance using WebSocket private API.
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"""
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self._ensure_private_auth()
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payload = {
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"id": int(time.time() * 1000),
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"method": "private/user-balance",
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"params": {},
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"nonce": int(time.time() * 1000),
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}
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resp = self._send_ws(payload, private=True)
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if resp and resp.get("code") == 0:
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balances = resp.get("result", {}).get("data", [])
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if currency:
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return [b for b in balances if b.get("instrument_name") == currency]
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return balances
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return []
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def place_order(self, side, amount):
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"""
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Place a market order using WebSocket private API.
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side: 'BUY' or 'SELL', amount: in BTC
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"""
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self._ensure_private_auth()
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params = {
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"instrument_name": "BTC_USDC",
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"side": side,
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"type": "MARKET",
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"quantity": str(amount),
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}
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payload = {
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"id": int(time.time() * 1000),
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"method": "private/create-order",
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"params": params,
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"nonce": int(time.time() * 1000),
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}
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resp = self._send_ws(payload, private=True)
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return resp
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def buy_btc(self, amount):
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return self.place_order("BUY", amount)
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def sell_btc(self, amount):
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return self.place_order("SELL", amount)
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def get_candlesticks(self, timeframe='1m', count=100):
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"""
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Fetch candlestick (OHLCV) data for BTC_USDC using WebSocket.
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Args:
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timeframe (str): Timeframe for each candle (e.g., '1m', '5m', '15m', '1h', '4h', '1d').
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count (int): Number of candles to fetch (max 1000 per API docs).
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Returns:
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pd.DataFrame: DataFrame with columns ['timestamp', 'open', 'high', 'low', 'close', 'volume']
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"""
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payload = {
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"id": int(time.time() * 1000),
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"method": "public/get-candlestick",
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"params": {
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"instrument_name": "BTC_USDC",
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"timeframe": timeframe,
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"count": count
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}
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}
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resp = self._send_ws(payload)
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candles = resp.get("result", {}).get("data", []) if resp else []
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if not candles:
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return pd.DataFrame(columns=["timestamp", "open", "high", "low", "close", "volume"])
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df = pd.DataFrame(candles)
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df['timestamp'] = pd.to_datetime(df['t'], unit='ms')
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df = df.rename(columns={
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'o': 'open',
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'h': 'high',
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'l': 'low',
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'c': 'close',
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'v': 'volume'
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})
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return df[['timestamp', 'open', 'high', 'low', 'close', 'volume']].sort_values('timestamp')
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def get_instruments(self):
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"""
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Fetch the list of available trading instruments from Crypto.com using WebSocket.
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Returns:
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list: List of instrument dicts.
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"""
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payload = {
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"id": int(time.time() * 1000),
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"method": "public/get-instruments",
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"params": {}
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}
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resp = self._send_ws(payload)
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return resp.get("result", {}).get("data", []) if resp else []
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102
trader/main.py
102
trader/main.py
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import time
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import time
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import plotly.graph_objs as go
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from okx_trader import OKXTrader
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import plotly.io as pio
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import json
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from cryptocom_trader import CryptoComTrader
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def plot_candlesticks(df):
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if df.empty:
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print("No data to plot.")
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return None
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# Convert columns to float
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for col in ['open', 'high', 'low', 'close', 'volume']:
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df[col] = df[col].astype(float)
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# Plotly expects datetime for x-axis
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fig = go.Figure(data=[go.Candlestick(
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x=df['timestamp'],
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open=df['open'],
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high=df['high'],
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low=df['low'],
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close=df['close'],
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increasing_line_color='#089981',
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decreasing_line_color='#F23645'
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)])
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fig.update_layout(
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title='BTC/USDC Realtime Candlestick (1m)',
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yaxis_title='Price (USDC)',
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xaxis_title='Time',
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xaxis_rangeslider_visible=False,
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template='plotly_dark'
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)
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return fig
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def main():
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def main():
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trader = CryptoComTrader()
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trader = OKXTrader()
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pio.renderers.default = "browser" # Open in browser
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instrument = "BTC-USDT"
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# Fetch and print BTC/USDC-related instruments
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trader.subscribe_candlesticks(instrument, timeframe="5m")
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instruments = trader.get_instruments()
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# trader.subscribe_trades(instrument)
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btc_usdc_instruments = [
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trader.subscribe_ticker(instrument)
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inst for inst in instruments
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# trader.subscribe_book(instrument, depth=5)
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if (
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# trader.subscribe_user_order()
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('BTC' in inst.get('base_ccy', '') or 'BTC' in inst.get('base_currency', '')) and
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# trader.subscribe_user_trade()
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('USDC' in inst.get('quote_ccy', '') or 'USDC' in inst.get('quote_currency', ''))
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# trader.subscribe_user_balance()
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)
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]
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# print(trader.get_balance())
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print("BTC/USDC-related instruments:")
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for inst in btc_usdc_instruments:
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print(inst)
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# Optionally, show balance (private API)
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try:
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try:
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balance = trader.get_balance("USDC")
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while True:
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print("USDC Balance:", balance)
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try:
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except Exception as e:
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data = trader.ws.recv()
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print("[WARN] Could not fetch balance (private API):", e)
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except Exception as e:
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print(f"[WARN] WebSocket disconnected or error: {e}.")
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all_instruments = trader.get_instruments()
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trader = OKXTrader()
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for inst in all_instruments:
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trader.subscribe_ticker(instrument)
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print(inst)
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while True:
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continue
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try:
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df = trader.get_candlesticks(timeframe='1m', count=60)
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if data == '': continue
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# fig = plot_candlesticks(df)
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# if fig:
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msg = json.loads(data)
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# fig.show()
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print(json.dumps(msg, indent=4))
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if not df.empty:
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print(df[['high', 'low', 'open', 'close', 'volume']])
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time.sleep(1)
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else:
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except KeyboardInterrupt:
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print("No data to print.")
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print('Exiting...')
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time.sleep(10)
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except KeyboardInterrupt:
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print('Exiting...')
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break
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except Exception as e:
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print(f'Error: {e}')
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time.sleep(10)
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if __name__ == '__main__':
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if __name__ == '__main__':
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main()
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main()
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211
trader/okx_trader.py
Normal file
211
trader/okx_trader.py
Normal file
@ -0,0 +1,211 @@
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import os
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import time
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import hmac
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import hashlib
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import base64
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import json
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import pandas as pd
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import threading
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import requests
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import websocket
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import datetime
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class OKXTrader:
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PUBLIC_WS_URL = "wss://ws.okx.com:8443/ws/v5/public"
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PRIVATE_WS_URL = "wss://ws.okx.com:8443/ws/v5/private"
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REST_URL = "https://www.okx.com"
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def __init__(self):
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# Load credentials from JSON config file
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config_path = os.path.join(os.path.dirname(__file__), '../credentials/okx_creds.json')
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try:
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with open(config_path, 'r') as f:
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config = json.load(f)
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except FileNotFoundError:
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raise FileNotFoundError(f"Credentials file not found at {config_path}. Please create it with the required keys.")
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except json.JSONDecodeError:
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raise ValueError(f"Credentials file at {config_path} is not valid JSON.")
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self.api_key = config.get("OKX_API_KEY")
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self.api_secret = config.get("OKX_API_SECRET")
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self.api_passphrase = config.get("OKX_API_PASSPHRASE")
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if not self.api_key or not self.api_secret or not self.api_passphrase:
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raise ValueError("API key, secret, and passphrase must be set in the credentials JSON file.")
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self.ws = None
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self.ws_private = None
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self._lock = threading.Lock()
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self._private_lock = threading.Lock()
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print(f"[DEBUG] Connecting to public WebSocket: {self.PUBLIC_WS_URL}")
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self._connect_ws()
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self._authenticate()
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def _connect_ws(self):
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if self.ws is None:
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self.ws = websocket.create_connection(self.PUBLIC_WS_URL, timeout=10)
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if self.api_key and self.api_secret and self.api_passphrase and self.ws_private is None:
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self.ws_private = websocket.create_connection(self.PRIVATE_WS_URL, timeout=10)
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||||||
|
def _get_timestamp(self):
|
||||||
|
return str(round(time.time(), 3))
|
||||||
|
|
||||||
|
def _sign(self, timestamp, method, request_path, body):
|
||||||
|
if not body:
|
||||||
|
body = ''
|
||||||
|
message = f'{timestamp}{method}{request_path}{body}'
|
||||||
|
mac = hmac.new(self.api_secret.encode('utf-8'), message.encode('utf-8'), hashlib.sha256)
|
||||||
|
return base64.b64encode(mac.digest()).decode()
|
||||||
|
|
||||||
|
def _authenticate(self):
|
||||||
|
import websocket
|
||||||
|
timestamp = self._get_timestamp()
|
||||||
|
sign = self._sign(timestamp, 'GET', '/users/self/verify', '')
|
||||||
|
login_params = {
|
||||||
|
"op": "login",
|
||||||
|
"args": [{
|
||||||
|
"apiKey": self.api_key,
|
||||||
|
"passphrase": self.api_passphrase,
|
||||||
|
"timestamp": timestamp,
|
||||||
|
"sign": sign
|
||||||
|
}]
|
||||||
|
}
|
||||||
|
self.ws_private.send(json.dumps(login_params))
|
||||||
|
print("Waiting for login response from OKX...")
|
||||||
|
while True:
|
||||||
|
try:
|
||||||
|
resp = self.ws_private.recv()
|
||||||
|
print(f"[DEBUG] Received from OKX private WS: {resp}")
|
||||||
|
if not resp:
|
||||||
|
continue
|
||||||
|
try:
|
||||||
|
msg = json.loads(resp)
|
||||||
|
except Exception:
|
||||||
|
print(f"[WARN] Non-JSON message received: {resp}")
|
||||||
|
continue
|
||||||
|
if msg.get("event") == "login":
|
||||||
|
if msg.get("code") == "0":
|
||||||
|
print("[INFO] OKX WebSocket login successful.")
|
||||||
|
break
|
||||||
|
else:
|
||||||
|
raise Exception(f"WebSocket authentication failed: {msg}")
|
||||||
|
except websocket._exceptions.WebSocketConnectionClosedException as e:
|
||||||
|
print(f"[ERROR] WebSocket connection closed during authentication: {e}")
|
||||||
|
raise
|
||||||
|
except Exception as e:
|
||||||
|
print(f"[ERROR] Exception during authentication: {e}")
|
||||||
|
raise
|
||||||
|
|
||||||
|
def subscribe_candlesticks(self, instrument="BTC-USDT", timeframe="1m"):
|
||||||
|
# OKX uses candle1m, candle5m, etc.
|
||||||
|
tf_map = {"1m": "candle1m", "5m": "candle5m", "15m": "candle15m", "1h": "candle1H"}
|
||||||
|
channel = tf_map.get(timeframe, f"candle{timeframe}")
|
||||||
|
params = {
|
||||||
|
"op": "subscribe",
|
||||||
|
"args": [{"channel": channel, "instId": instrument}]
|
||||||
|
}
|
||||||
|
print(f"[DEBUG] Subscribing to candlesticks: {json.dumps(params)}")
|
||||||
|
self.ws.send(json.dumps(params))
|
||||||
|
|
||||||
|
def subscribe_trades(self, instrument="BTC-USDT"):
|
||||||
|
params = {
|
||||||
|
"op": "subscribe",
|
||||||
|
"args": [{"channel": "trades", "instId": instrument}]
|
||||||
|
}
|
||||||
|
self.ws.send(json.dumps(params))
|
||||||
|
|
||||||
|
def subscribe_ticker(self, instrument="BTC-USDT"):
|
||||||
|
params = {
|
||||||
|
"op": "subscribe",
|
||||||
|
"args": [{"channel": "tickers", "instId": instrument}]
|
||||||
|
}
|
||||||
|
self.ws.send(json.dumps(params))
|
||||||
|
|
||||||
|
def subscribe_book(self, instrument="BTC-USDT", depth=5):
|
||||||
|
# OKX supports books5, books50, books-l2-tbt
|
||||||
|
channel = "books5" if depth <= 5 else "books50"
|
||||||
|
params = {
|
||||||
|
"op": "subscribe",
|
||||||
|
"args": [{"channel": channel, "instId": instrument}]
|
||||||
|
}
|
||||||
|
self.ws.send(json.dumps(params))
|
||||||
|
|
||||||
|
def subscribe_user_order(self):
|
||||||
|
params = {
|
||||||
|
"op": "subscribe",
|
||||||
|
"args": [{"channel": "orders", "instType": "SPOT"}]
|
||||||
|
}
|
||||||
|
self.ws_private.send(json.dumps(params))
|
||||||
|
|
||||||
|
def subscribe_user_trade(self):
|
||||||
|
params = {
|
||||||
|
"op": "subscribe",
|
||||||
|
"args": [{"channel": "trades", "instType": "SPOT"}]
|
||||||
|
}
|
||||||
|
self.ws_private.send(json.dumps(params))
|
||||||
|
|
||||||
|
def subscribe_user_balance(self):
|
||||||
|
params = {
|
||||||
|
"op": "subscribe",
|
||||||
|
"args": [{"channel": "balance_and_position"}]
|
||||||
|
}
|
||||||
|
self.ws_private.send(json.dumps(params))
|
||||||
|
|
||||||
|
def get_balance(self, currency=None):
|
||||||
|
url = f"{self.REST_URL}/api/v5/account/balance"
|
||||||
|
timestamp = self._get_timestamp()
|
||||||
|
method = "GET"
|
||||||
|
request_path = "/api/v5/account/balance"
|
||||||
|
body = ''
|
||||||
|
sign = self._sign(timestamp, method, request_path, body)
|
||||||
|
headers = {
|
||||||
|
"OK-ACCESS-KEY": self.api_key,
|
||||||
|
"OK-ACCESS-SIGN": sign,
|
||||||
|
"OK-ACCESS-TIMESTAMP": timestamp,
|
||||||
|
"OK-ACCESS-PASSPHRASE": self.api_passphrase,
|
||||||
|
"Content-Type": "application/json"
|
||||||
|
}
|
||||||
|
resp = requests.get(url, headers=headers)
|
||||||
|
if resp.status_code == 200:
|
||||||
|
data = resp.json()
|
||||||
|
balances = data.get("data", [{}])[0].get("details", [])
|
||||||
|
if currency:
|
||||||
|
return [b for b in balances if b.get("ccy") == currency]
|
||||||
|
return balances
|
||||||
|
return []
|
||||||
|
|
||||||
|
def place_order(self, side, amount, instrument="BTC-USDT"):
|
||||||
|
url = f"{self.REST_URL}/api/v5/trade/order"
|
||||||
|
timestamp = self._get_timestamp()
|
||||||
|
method = "POST"
|
||||||
|
request_path = "/api/v5/trade/order"
|
||||||
|
body_dict = {
|
||||||
|
"instId": instrument,
|
||||||
|
"tdMode": "cash",
|
||||||
|
"side": side.lower(),
|
||||||
|
"ordType": "market",
|
||||||
|
"sz": str(amount)
|
||||||
|
}
|
||||||
|
body = json.dumps(body_dict)
|
||||||
|
sign = self._sign(timestamp, method, request_path, body)
|
||||||
|
headers = {
|
||||||
|
"OK-ACCESS-KEY": self.api_key,
|
||||||
|
"OK-ACCESS-SIGN": sign,
|
||||||
|
"OK-ACCESS-TIMESTAMP": timestamp,
|
||||||
|
"OK-ACCESS-PASSPHRASE": self.api_passphrase,
|
||||||
|
"Content-Type": "application/json"
|
||||||
|
}
|
||||||
|
resp = requests.post(url, headers=headers, data=body)
|
||||||
|
return resp.json()
|
||||||
|
|
||||||
|
def buy_btc(self, amount, instrument="BTC-USDT"):
|
||||||
|
return self.place_order("buy", amount, instrument)
|
||||||
|
|
||||||
|
def sell_btc(self, amount, instrument="BTC-USDT"):
|
||||||
|
return self.place_order("sell", amount, instrument)
|
||||||
|
|
||||||
|
def get_instruments(self):
|
||||||
|
url = f"{self.REST_URL}/api/v5/public/instruments?instType=SPOT"
|
||||||
|
resp = requests.get(url)
|
||||||
|
if resp.status_code == 200:
|
||||||
|
data = resp.json()
|
||||||
|
return data.get("data", [])
|
||||||
|
return []
|
||||||
Loading…
x
Reference in New Issue
Block a user