【发布时间】：2022-08-19 19:59:09
【问题描述】：
我正在尝试使用 API 获取币安期货订单历史数据。于是我向币安索要数据，得到的回答是“您的期货历史订单簿数据申请已获批准，请按照我们的Github指导使用您的白名单账户API密钥访问”，我已将API设置如下。
我修改了启用符号白名单，如下所示：
下一步，我按照 Github 指导：https://github.com/binance/binance-public-data/tree/master/Futures_Order_Book_Download
它具有以下示例代码：
\"\"\"
This example python script shows how to download the Historical Future Order Book level 2 Data via API.
The data download API is part of the Binance API (https://binance-docs.github.io/apidocs/spot/en/#general-api-information).
For how to use it, you may find info there with more examples, especially SIGNED Endpoint security as in https://binance-docs.github.io/apidocs/spot/en/#signed-trade-user_data-and-margin-endpoint-security
Before executing this file, please note:
- The API account needs to have a Futures account to access Futures data.
- The API key has been whitelisted to access the data.
- Read the comments section in this file to know where you should specify your request values.
\"\"\"
# Install the following required packages
import requests
import time
import hashlib
import hmac
from urllib.parse import urlencode
S_URL_V1 = \"https://api.binance.com/sapi/v1\"
# Specify the api_key and secret_key with your API Key and secret_key
api_key = \"your_api_key\"
secret_key = \"your_secret_key \"
# Specify the four input parameters below:
symbol = \"ADAUSDT\" # specify the symbol name
startTime = 1635561504914 # specify the starttime
endTime = 1635561604914 # specify the endtime
dataType = \"T_DEPTH\" # specify the dataType to be downloaded
# Function to generate the signature
def _sign(params={}):
data = params.copy()
ts = str(int(1000 * time.time()))
data.update({\"timestamp\": ts})
h = urlencode(data)
h = h.replace(\"%40\", \"@\")
b = bytearray()
b.extend(secret_key.encode())
signature = hmac.new(b, msg=h.encode(\"utf-8\"), digestmod=hashlib.sha256).hexdigest()
sig = {\"signature\": signature}
return data, sig
# Function to generate the download ID
def post(path, params={}):
sign = _sign(params)
query = urlencode(sign[0]) + \"&\" + urlencode(sign[1])
url = \"%s?%s\" % (path, query)
header = {\"X-MBX-APIKEY\": api_key}
resultPostFunction = requests.post(url, headers=header, timeout=30, verify=True)
return resultPostFunction
# Function to generate the download link
def get(path, params):
sign = _sign(params)
query = urlencode(sign[0]) + \"&\" + urlencode(sign[1])
url = \"%s?%s\" % (path, query)
header = {\"X-MBX-APIKEY\": api_key}
resultGetFunction = requests.get(url, headers=header, timeout=30, verify=True)
return resultGetFunction
\"\"\"
Beginning of the execution.
The final output will be:
- A link to download the specific data you requested with the specific parameters.
Sample output will be like the following: {\'expirationTime\': 1635825806, \'link\': \'https://bin-prod-user-rebate-bucket.s3.amazonaws.com/future-data-download/XXX\'
Copy the link to the browser and download the data. The link would expire after the expirationTime (usually 24 hours).
- A message reminding you to re-run the code and download the data hours later.
Sample output will be like the following: {\'link\': \'Link is preparing; please request later. Notice: when date range is very large (across months), we may need hours to generate.\'}
\"\"\"
timestamp = str(
int(1000 * time.time())
) # current timestamp which serves as an input for the params variable
paramsToObtainDownloadID = {
\"symbol\": symbol,
\"startTime\": startTime,
\"endTime\": endTime,
\"dataType\": dataType,
\"timestamp\": timestamp,
}
# Calls the \"post\" function to obtain the download ID for the specified symbol, dataType and time range combination
path = \"%s/futuresHistDataId\" % S_URL_V1
resultDownloadID = post(path, paramsToObtainDownloadID)
print(resultDownloadID)
downloadID = resultDownloadID.json()[\"id\"]
print(downloadID) # prints the download ID, example: {\'id\': 324225}
# Calls the \"get\" function to obtain the download link for the specified symbol, dataType and time range combination
paramsToObtainDownloadLink = {\"downloadId\": downloadID, \"timestamp\": timestamp}
pathToObtainDownloadLink = \"%s/downloadLink\" % S_URL_V1
resultToBeDownloaded = get(pathToObtainDownloadLink, paramsToObtainDownloadLink)
print(resultToBeDownloaded)
print(resultToBeDownloaded.json())
我已将api_key 和secret_key 修改为我自己的密钥，这就是我得到的结果。
你能告诉我我哪里做错了吗？提前感谢您的回答。
-
我现在可以通过删除 IP 访问限制来解决这个问题。
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这些数据与本页底部的数据有何不同？
https://www.binance.com/en/landing/data