3.3 Binance_interface APP U本位合约行情-实时行情

Binance_interface APP U本位合约行情-实时行情

• Github地址
• PyTed量化交易研究院

量化交易研究群(VX) = py_ted

1. APP U本位合约行情-实时行情函数总览

方法	解释
get_bookTicker	获取一个产品的最优挂单
get_bookTickers	获取全部产品的最优挂单（列表格式）
get_bookTickersMap	获取全部产品的最优挂单 （字典格式）
get_tickerPrice	获取一个产品的最新价格
get_tickerPrices	获取全部产品的最新价格（列表格式）
get_tickerPricesMap	获取全部产品的最新价格 (字典格式)
get_depth	获取深度信息

2. 模型实例化

from binance_interface.app import BinanceUM
from binance_interface.app.utils import eprint

# 转发：需搭建转发服务器，可参考：https://github.com/pyted/binance_resender
proxy_host = None
key = 'xxxx'
secret = 'xxxx'binanceUM = BinanceUM(key=key, secret=secret,proxy_host=proxy_host
)
market = binanceUM.market

3. 获取一个产品的最优挂单 get_bookTicker

bookTicker_result = market.get_bookTicker(symbol='BTCUSDT')
eprint(bookTicker_result)

输出：

>>> {'code': 200,
>>>  'data': {'symbol': 'BTCUSDT',
>>>           'bidPrice': '39980.80',
>>>           'bidQty': '0.223',
>>>           'askPrice': '39980.90',
>>>           'askQty': '9.638',
>>>           'time': 1706192853095,
>>>           'lastUpdateId': 3886059539004},
>>>  'msg': ''}

4. 获取全部产品的最优挂单（列表格式）get_bookTickers

# 参数symbols默认为[]，表示全部产品
bookTickers_result = market.get_bookTickers()
eprint(bookTickers_result, data_length=5)

输出：

>>> {'code': 200,
>>>  'data': [{'symbol': 'BTCUSDT',
>>>            'bidPrice': '39980.80',
>>>            'bidQty': '0.293',
>>>            'askPrice': '39980.90',
>>>            'askQty': '7.874',
>>>            '...': '......'},
>>>           {'symbol': 'ETHUSDT',
>>>            'bidPrice': '2207.40',
>>>            'bidQty': '8.099',
>>>            'askPrice': '2207.41',
>>>            'askQty': '47.500',
>>>            '...': '......'},
>>>           {'symbol': 'BCHUSDT',
>>>            'bidPrice': '237.14',
>>>            'bidQty': '4.087',
>>>            'askPrice': '237.15',
>>>            'askQty': '1.500',
>>>            '...': '......'},
>>>           {'symbol': 'XRPUSDT',
>>>            'bidPrice': '0.5091',
>>>            'bidQty': '27610.6',
>>>            'askPrice': '0.5092',
>>>            'askQty': '50550.5',
>>>            '...': '......'},
>>>           {'symbol': 'EOSUSDT',
>>>            'bidPrice': '0.679',
>>>            'bidQty': '40474.3',
>>>            'askPrice': '0.680',
>>>            'askQty': '282807.7',
>>>            '...': '......'},
>>>           '......'],
>>>  'msg': ''}

# 指定多个产品
bookTickers_result = market.get_bookTickers(symbols=['BTCUSDT', 'ETHUSDT'])
eprint(bookTickers_result, data_length=5)

输出：

>>> {'code': 200,
>>>  'data': [{'symbol': 'BTCUSDT',
>>>            'bidPrice': '39980.80',
>>>            'bidQty': '4.276',
>>>            'askPrice': '39980.90',
>>>            'askQty': '1.229',
>>>            '...': '......'},
>>>           {'symbol': 'ETHUSDT',
>>>            'bidPrice': '2207.81',
>>>            'bidQty': '36.656',
>>>            'askPrice': '2207.82',
>>>            'askQty': '2.740',
>>>            '...': '......'}],
>>>  'msg': ''}

5. 获取全部产品的最优挂单 （字典格式）get_bookTickersMap

# 参数symbols默认为[]，表示全部产品
bookTickersMap_result = market.get_bookTickersMap()
eprint(bookTickersMap_result, data_length=5)

输出：

>>> {'code': 200,
>>>  'data': {'BTCUSDT': {'symbol': 'BTCUSDT',
>>>                       'bidPrice': '39980.90',
>>>                       'bidQty': '11.650',
>>>                       'askPrice': '39981.00',
>>>                       'askQty': '0.901',
>>>                       '...': '......'},
>>>           'ETHUSDT': {'symbol': 'ETHUSDT',
>>>                       'bidPrice': '2207.99',
>>>                       'bidQty': '75.316',
>>>                       'askPrice': '2208.00',
>>>                       'askQty': '12.926',
>>>                       '...': '......'},
>>>           'BCHUSDT': {'symbol': 'BCHUSDT',
>>>                       'bidPrice': '237.18',
>>>                       'bidQty': '8.734',
>>>                       'askPrice': '237.19',
>>>                       'askQty': '0.759',
>>>                       '...': '......'},
>>>           'XRPUSDT': {'symbol': 'XRPUSDT',
>>>                       'bidPrice': '0.5091',
>>>                       'bidQty': '55089.9',
>>>                       'askPrice': '0.5092',
>>>                       'askQty': '46667.9',
>>>                       '...': '......'},
>>>           'EOSUSDT': {'symbol': 'EOSUSDT',
>>>                       'bidPrice': '0.679',
>>>                       'bidQty': '56550.5',
>>>                       'askPrice': '0.680',
>>>                       'askQty': '272375.7',
>>>                       '...': '......'},
>>>           'LTCUSDT': {'symbol': 'LTCUSDT',
>>>                       'bidPrice': '65.24',
>>>                       'bidQty': '168.506',
>>>                       'askPrice': '65.25',
>>>                       'askQty': '48.750',
>>>                       '...': '......'},
>>>           '...': '......'},
>>>  'msg': ''}

# 指定多个产品
bookTickersMap_result = market.get_bookTickersMap(symbols=['BTCUSDT', 'ETHUSDT'])
eprint(bookTickersMap_result, data_length=5)

输出：

>>> {'code': 200,
>>>  'data': {'BTCUSDT': {'symbol': 'BTCUSDT',
>>>                       'bidPrice': '39984.60',
>>>                       'bidQty': '5.123',
>>>                       'askPrice': '39984.70',
>>>                       'askQty': '0.982',
>>>                       '...': '......'},
>>>           'ETHUSDT': {'symbol': 'ETHUSDT',
>>>                       'bidPrice': '2208.35',
>>>                       'bidQty': '13.595',
>>>                       'askPrice': '2208.36',
>>>                       'askQty': '27.052',
>>>                       '...': '......'}},
>>>  'msg': ''}

6. 获取一个产品的最新价格 get_tickerPrice

tickerPrice_result = market.get_tickerPrice(symbol='BTCUSDT')
eprint(tickerPrice_result, data_length=5)

输出：

>>> {'code': 200, 'data': {'symbol': 'BTCUSDT', 'price': '39984.60', 'time': 1706192863131}, 'msg': ''}

7. 获取全部产品的最新价格（列表格式） get_tickerPrices

# 参数symbols默认为[]，表示全部产品
tickerPrices_result = market.get_tickerPrices()
eprint(tickerPrices_result, data_length=5)

输出：

>>> {'code': 200,
>>>  'data': [{'symbol': 'CFXUSDT', 'price': '0.1774000', 'time': 1706192858797},
>>>           {'symbol': 'BALUSDT', 'price': '3.542', 'time': 1706192858970},
>>>           {'symbol': 'STEEMUSDT', 'price': '0.215700', 'time': 1706192863909},
>>>           {'symbol': 'RNDRUSDT', 'price': '3.733300', 'time': 1706192864007},
>>>           {'symbol': 'CYBERUSDT', 'price': '6.814000', 'time': 1706192863855},
>>>           '......'],
>>>  'msg': ''}

# 指定多个产品
tickerPrices_result = market.get_tickerPrices(symbols=['BTCUSDT', 'ETHUSDT'])
eprint(tickerPrices_result, data_length=5)

输出：

>>> {'code': 200,
>>>  'data': [{'symbol': 'ETHUSDT', 'price': '2208.68', 'time': 1706192865251},
>>>           {'symbol': 'BTCUSDT', 'price': '39990.80', 'time': 1706192865193}],
>>>  'msg': ''}

8. 获取全部产品的最新价格 (字典格式) get_tickerPricesMap

# 参数symbols默认为[]，表示全部产品
tickerPricesMap_result = market.get_tickerPricesMap()
eprint(tickerPricesMap_result, data_length=5)

输出：

>>> {'code': 200,
>>>  'data': {'TLMUSDT': {'symbol': 'TLMUSDT', 'price': '0.0133500', 'time': 1706192856376},
>>>           'ICXUSDT': {'symbol': 'ICXUSDT', 'price': '0.2186', 'time': 1706192864162},
>>>           'TRUUSDT': {'symbol': 'TRUUSDT', 'price': '0.0442200', 'time': 1706192850693},
>>>           'KASUSDT': {'symbol': 'KASUSDT', 'price': '0.0976400', 'time': 1706192865635},
>>>           'STMXUSDT': {'symbol': 'STMXUSDT', 'price': '0.00694', 'time': 1706192836836},
>>>           'BNXUSDT': {'symbol': 'BNXUSDT', 'price': '0.285600', 'time': 1706192859765},
>>>           '...': '......'},
>>>  'msg': ''}

# 指定多个产品
tickerPricesMap_result = market.get_tickerPricesMap(symbols=['BTCUSDT', 'ETHUSDT'])
eprint(tickerPricesMap_result, data_length=5)

输出：

>>> {'code': 200,
>>>  'data': {'ETHUSDT': {'symbol': 'ETHUSDT', 'price': '2208.68', 'time': 1706192867298},
>>>           'BTCUSDT': {'symbol': 'BTCUSDT', 'price': '39990.70', 'time': 1706192866967}},
>>>  'msg': ''}

9. 获取深度信息 get_depth

depth_result = market.get_depth(symbol='BTCUSDT')
eprint(depth_result, data_length=5)

输出：

>>> {'code': 200,
>>>  'data': {'lastUpdateId': 3886060389175,
>>>           'E': 1706192868070,
>>>           'T': 1706192868014,
>>>           'bids': [['39985.10', '2.376'],
>>>                    ['39985.00', '0.003'],
>>>                    ['39983.40', '1.600'],
>>>                    ['39983.10', '0.240'],
>>>                    ['39982.70', '0.783'],
>>>                    '......'],
>>>           'asks': [['39985.20', '0.951'],
>>>                    ['39985.30', '0.009'],
>>>                    ['39986.00', '0.050'],
>>>                    ['39986.90', '0.005'],
>>>                    ['39987.20', '0.003'],
>>>                    '......']},
>>>  'msg': ''}