mike
657dc41c46
- OKX交易自动化 (okx-auto-position, okx-crypto, okx-exchange) - 交易信号处理 (signal-confirmation-templates, trading-signal-aggregator) - 量化因子挖掘 (quant-factor-mining) - 长桥集成 (longbridge-cli, longbridge-python-sdk) - 六合彩分析 (lottery-hk) - 股息投资 (dividend-investing, dividend-scanner) - 日内交易 (intraday-trading) - 同花顺 (tonghuashun)
155 lines
6.9 KiB
Markdown
155 lines
6.9 KiB
Markdown
# OKX Raw REST API Workflow (when ccxt times out)
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When ccxt's `fetch_balance()` times out over Mihomo proxy (SSL handshake on `fetch_currencies()`), use raw `curl` + `openssl` HMAC signing instead. This approach works reliably for all operations.
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## Common Setup
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```bash
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# Read credentials from file (avoids bashrc non-interactive guard and $ expansion)
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P=$(cat ~/.bashrc | grep "PASSPHRASE" | head -1 | sed 's/.*=//')
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A=$(cat ~/.bashrc | grep "API_KEY" | head -1 | sed 's/.*=//')
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S=$(cat ~/.bashrc | grep "OKX_SECRET" | head -1 | sed 's/.*=//')
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# Generate timestamp and signature
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TS=$(date -u +"%Y-%m-%dT%H:%M:%S.000Z")
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MSG="${TS}GET/api/v5/account/balance"
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SIG=$(echo -n "$MSG" | openssl dgst -sha256 -hmac "$S" -binary | base64)
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# For POST requests, include body in signature
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BODY='{"instId":"MU-USDT-SWAP","tdMode":"cross","side":"sell","posSide":"net","ordType":"market","sz":"0.39"}'
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MSG="${TS}POST/api/v5/trade/order${BODY}"
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SIG=$(echo -n "$MSG" | openssl dgst -sha256 -hmac "$S" -binary | base64)
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```
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## Operations
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### 1. Check Balance (`GET /api/v5/account/balance`)
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```bash
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TS=$(date -u +"%Y-%m-%dT%H:%M:%S.000Z")
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MSG="${TS}GET/api/v5/account/balance"
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SIG=$(echo -n "$MSG" | openssl dgst -sha256 -hmac "$S" -binary | base64)
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curl -s --max-time 15 --proxy http://127.0.0.1:7890 \
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-H "OK-ACCESS-KEY: $A" \
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-H "OK-ACCESS-SIGN: $SIG" \
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-H "OK-ACCESS-TIMESTAMP: $TS" \
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-H "OK-ACCESS-PASSPHRASE: $P" \
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"https://www.okx.com/api/v5/account/balance"
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```
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### 2. Set Leverage (`POST /api/v5/account/set-leverage`)
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```bash
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BODY='{"instId":"MU-USDT-SWAP","mgnMode":"cross","lever":"10"}'
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TS=$(date -u +"%Y-%m-%dT%H:%M:%S.000Z")
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MSG="${TS}POST/api/v5/account/set-leverage${BODY}"
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SIG=$(echo -n "$MSG" | openssl dgst -sha256 -hmac "$S" -binary | base64)
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curl -s -X POST -H "Content-Type: application/json" --max-time 15 --proxy http://127.0.0.1:7890 \
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-H "OK-ACCESS-KEY: $A" -H "OK-ACCESS-SIGN: $SIG" \
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-H "OK-ACCESS-TIMESTAMP: $TS" -H "OK-ACCESS-PASSPHRASE: $P" \
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-d "$BODY" "https://www.okx.com/api/v5/account/set-leverage"
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```
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### 3. Place Market Order (`POST /api/v5/trade/order`)
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```bash
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# Short
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BODY='{"instId":"MU-USDT-SWAP","tdMode":"cross","side":"sell","posSide":"net","ordType":"market","sz":"0.39"}'
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# Long
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BODY='{"instId":"MU-USDT-SWAP","tdMode":"cross","side":"buy","posSide":"net","ordType":"market","sz":"1"}'
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TS=$(date -u +"%Y-%m-%dT%H:%M:%S.000Z")
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MSG="${TS}POST/api/v5/trade/order${BODY}"
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SIG=$(echo -n "$MSG" | openssl dgst -sha256 -hmac "$S" -binary | base64)
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curl -s -X POST -H "Content-Type: application/json" --max-time 20 --proxy http://127.0.0.1:7890 \
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-H "OK-ACCESS-KEY: $A" -H "OK-ACCESS-SIGN: $SIG" \
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-H "OK-ACCESS-TIMESTAMP: $TS" -H "OK-ACCESS-PASSPHRASE: $P" \
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-d "$BODY" "https://www.okx.com/api/v5/trade/order"
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```
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### 4. Check Position (`GET /api/v5/account/positions`)
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```bash
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TS=$(date -u +"%Y-%m-%dT%H:%M:%S.000Z")
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MSG="${TS}GET/api/v5/account/positions?instType=SWAP&instId=MU-USDT-SWAP"
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SIG=$(echo -n "$MSG" | openssl dgst -sha256 -hmac "$S" -binary | base64)
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curl -s --max-time 15 --proxy http://127.0.0.1:7890 \
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-H "OK-ACCESS-KEY: $A" -H "OK-ACCESS-SIGN: $SIG" \
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-H "OK-ACCESS-TIMESTAMP: $TS" -H "OK-ACCESS-PASSPHRASE: $P" \
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"https://www.okx.com/api/v5/account/positions?instType=SWAP&instId=MU-USDT-SWAP"
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```
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Key fields returned:
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- `pos`: negative = short, positive = long
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- `avgPx`: entry price
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- `markPx`: current mark price
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- `liqPx`: liquidation price
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- `upl`: unrealized PnL
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- `imr`: initial margin (保证金)
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- `mgnRatio`: margin ratio
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- `closeOrderAlgo`: existing TP/SL algo orders
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### 5. Set TP/SL (POST /api/v5/trade/order-algo)
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**Preferred: use ordType 'oco' for paired TP+SL in one call:**
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```bash
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# Short: side=buy (buy to close), TP below, SL above
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BODY='{"instId":"MU-USDT-SWAP","tdMode":"cross","side":"buy","posSide":"net","ordType":"oco","sz":"0.39","tpTriggerPx":"1041.83","tpOrdPx":"-1","tpTriggerPxType":"last","slTriggerPx":"1200.37","slOrdPx":"-1","slTriggerPxType":"last","reduceOnly":"true"}'
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# Long: side=sell (sell to close), TP above, SL below
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BODY='{"instId":"MU-USDT-SWAP","tdMode":"cross","side":"sell","posSide":"net","ordType":"oco","sz":"1","tpTriggerPx":"1300","tpOrdPx":"-1","tpTriggerPxType":"last","slTriggerPx":"1100","slOrdPx":"-1","slTriggerPxType":"last","reduceOnly":"true"}'
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```
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**WARNING**: When using ordType 'conditional' with BOTH tpTriggerPx and slTriggerPx in a single request, only the SL is actually created -- the TP is silently dropped (returns code 0, no error, but tpTriggerPx is empty in the response). If you must use 'conditional' for both, place TWO separate requests:
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```bash
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# SL only (one request)
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BODY_SL='{"instId":"SOL-USDT-SWAP","tdMode":"cross","side":"buy","posSide":"net","ordType":"conditional","sz":"0.1","slTriggerPx":"84.50","slOrdPx":"-1","slTriggerPxType":"last"}'
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# TP only (separate request)
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BODY_TP='{"instId":"SOL-USDT-SWAP","tdMode":"cross","side":"buy","posSide":"net","ordType":"conditional","sz":"0.1","tpTriggerPx":"80.00","tpOrdPx":"-1","tpTriggerPxType":"last"}'
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```
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Verify pending algo orders with:
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```bash
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curl -s --max-time 15 --proxy http://127.0.0.1:7890 \
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-H "OK-ACCESS-KEY: $A" -H "OK-ACCESS-SIGN: $SIG" \
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-H "OK-ACCESS-TIMESTAMP: $TS" -H "OK-ACCESS-PASSPHRASE: $P" \
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"https://www.okx.com/api/v5/trade/orders-algo-pending?instType=SWAP&instId=SOL-USDT-SWAP&ordType=conditional"
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```
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TS=$(date -u +"%Y-%m-%dT%H:%M:%S.000Z")
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MSG="${TS}POST/api/v5/trade/order-algo${BODY}"
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SIG=$(echo -n "$MSG" | openssl dgst -sha256 -hmac "$S" -binary | base64)
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curl -s -X POST -H "Content-Type: application/json" --max-time 20 --proxy http://127.0.0.1:7890 \
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-H "OK-ACCESS-KEY: $A" -H "OK-ACCESS-SIGN: $SIG" \
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-H "OK-ACCESS-TIMESTAMP: $TS" -H "OK-ACCESS-PASSPHRASE: $P" \
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-d "$BODY" "https://www.okx.com/api/v5/trade/order-algo"
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```
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### 6. Get Current Price (`GET /api/v5/market/ticker`)
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Public endpoint — no signing needed:
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```bash
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curl -s --max-time 10 --proxy http://127.0.0.1:7890 \
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"https://www.okx.com/api/v5/market/ticker?instId=MU-USDT-SWAP" \
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| python3 -c "import sys,json; print(json.load(sys.stdin)['data'][0]['last'])"
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```
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### 7. Get 4H ATR (via candle data)
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```bash
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CANDLES=$(curl -s --max-time 15 --proxy http://127.0.0.1:7890 \
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"https://www.okx.com/api/v5/market/history-candles?instId=MU-USDT-SWAP&bar=4H&limit=30")
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ATR=$(echo "$CANDLES" | python3 -c "
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import sys, json
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d = json.load(sys.stdin)['data']
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trs = []
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for i in range(1, len(d)):
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h = float(d[i][2]); l = float(d[i][3]); pc = float(d[i-1][4])
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trs.append(max(h-l, abs(h-pc), abs(l-pc)))
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print(sum(trs)/len(trs))
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")
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echo "ATR(4H): $ATR"
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```
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## Common Response Codes
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| Code | Meaning | Fix |
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| 0 | Success | — |
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| 50103 | OK-ACCESS-KEY empty | Credentials not loaded; use file grep |
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| 50105 | OK-ACCESS-PASSPHRASE incorrect | Passphrase contains `$` that bash expanded; read from file literally |
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| 51000 | Parameter posSide error | Account is net_mode, pass `"posSide":"net"` or omit |
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| exit 28 | curl timeout | Proxy or SSL issue; retry or check Mihomo |
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