119 lines
4.7 KiB
Python
119 lines
4.7 KiB
Python
|
import pymysql
|
|||
|
|
import requests
|
|||
|
|
import time
|
|||
|
|
import schedule
|
|||
|
|
from datetime import datetime
|
|||
|
|
|
|||
|
|
# MySQL连接函数
|
|||
|
|
def connect_to_db():
|
|||
|
|
return pymysql.connect(
|
|||
|
|
host="127.0.0.1", # 数据库主机
|
|||
|
|
user="root", # 数据库用户名
|
|||
|
|
password="2GS@bPYcgiMyL14A", # 数据库密码
|
|||
|
|
database="binance_api", # 数据库名称
|
|||
|
|
port=4423 # 数据库端口
|
|||
|
|
)
|
|||
|
|
|
|||
|
|
# 执行SQL查询的函数
|
|||
|
|
def execute_query(query, params=None):
|
|||
|
|
conn = connect_to_db() # 连接数据库
|
|||
|
|
with conn.cursor() as cursor:
|
|||
|
|
cursor.execute(query, params) # 执行SQL语句
|
|||
|
|
conn.commit() # 提交事务
|
|||
|
|
conn.close() # 关闭数据库连接
|
|||
|
|
|
|||
|
|
# 北京时间转换函数
|
|||
|
|
def bj_time(timestamp):
|
|||
|
|
# 将时间戳转换为北京时间
|
|||
|
|
return datetime.utcfromtimestamp(timestamp / 1000).strftime('%Y-%m-%d %H:%M:%S')
|
|||
|
|
|
|||
|
|
# Binance API客户端
|
|||
|
|
class BinanceAPI:
|
|||
|
|
base_url = "https://fapi.binance.com" # Binance的基础API URL
|
|||
|
|
|
|||
|
|
@staticmethod
|
|||
|
|
def get(endpoint, params=None):
|
|||
|
|
# 发送GET请求到Binance API
|
|||
|
|
response = requests.get(f"{BinanceAPI.base_url}{endpoint}", params=params)
|
|||
|
|
return response.json() # 返回JSON格式的响应数据
|
|||
|
|
|
|||
|
|
# 任务1：获取资金费率并插入数据库
|
|||
|
|
def funding_rate():
|
|||
|
|
# 获取BTC和ETH的资金费率数据
|
|||
|
|
btc_data = BinanceAPI.get("/fapi/v1/fundingRate", {"symbol": "BTCUSDT"})
|
|||
|
|
eth_data = BinanceAPI.get("/fapi/v1/fundingRate", {"symbol": "ETHUSDT"})
|
|||
|
|
|
|||
|
|
# 准备SQL插入语句
|
|||
|
|
btc_sql = """INSERT INTO fundingrate(symbol, ts, fundingRate)
|
|||
|
|
VALUES ("BTCUSDT", %s, %s)"""
|
|||
|
|
eth_sql = """INSERT INTO fundingrate(symbol, ts, fundingRate)
|
|||
|
|
VALUES ("ETHUSDT", %s, %s)"""
|
|||
|
|
|
|||
|
|
# 执行SQL插入操作
|
|||
|
|
execute_query(btc_sql, (btc_data[-1]['fundingTime'], btc_data[-1]['fundingRate']))
|
|||
|
|
execute_query(eth_sql, (eth_data[-1]['fundingTime'], eth_data[-1]['fundingRate']))
|
|||
|
|
|
|||
|
|
# 任务2：获取未平仓合约数并插入数据库
|
|||
|
|
def open_interest():
|
|||
|
|
# 获取BTC和ETH的未平仓合约数数据
|
|||
|
|
btc_data = BinanceAPI.get("/fapi/v1/openInterest", {"symbol": "BTCUSDT"})
|
|||
|
|
eth_data = BinanceAPI.get("/fapi/v1/openInterest", {"symbol": "ETHUSDT"})
|
|||
|
|
|
|||
|
|
# 准备SQL插入语句
|
|||
|
|
btc_sql = """INSERT INTO openInterest(symbol, ts, openInterest)
|
|||
|
|
VALUES ("BTCUSDT", %s, %s)"""
|
|||
|
|
eth_sql = """INSERT INTO openInterest(symbol, ts, openInterest)
|
|||
|
|
VALUES ("ETHUSDT", %s, %s)"""
|
|||
|
|
|
|||
|
|
# 执行SQL插入操作
|
|||
|
|
execute_query(btc_sql, (btc_data['time'], btc_data['openInterest']))
|
|||
|
|
execute_query(eth_sql, (eth_data['time'], eth_data['openInterest']))
|
|||
|
|
|
|||
|
|
# 任务3：获取长短比并插入数据库
|
|||
|
|
def long_short_ratio(interval):
|
|||
|
|
# 获取BTC和ETH的长短比数据
|
|||
|
|
btc_data = BinanceAPI.get("/futures/data/takerlongshortRatio", {
|
|||
|
|
"symbol": "BTCUSDT", "period": interval
|
|||
|
|
})
|
|||
|
|
eth_data = BinanceAPI.get("/futures/data/takerlongshortRatio", {
|
|||
|
|
"symbol": "ETHUSDT", "period": interval
|
|||
|
|
})
|
|||
|
|
|
|||
|
|
# 准备SQL插入语句
|
|||
|
|
btc_sql = f"""INSERT INTO longshortratio{interval}(symbol, ts, buyVol, sellVol, buySellRatio)
|
|||
|
|
VALUES ("BTCUSDT", %s, %s, %s, %s)"""
|
|||
|
|
eth_sql = f"""INSERT INTO longshortratio{interval}(symbol, ts, buyVol, sellVol, buySellRatio)
|
|||
|
|
VALUES ("ETHUSDT", %s, %s, %s, %s)"""
|
|||
|
|
|
|||
|
|
# 执行SQL插入操作
|
|||
|
|
execute_query(btc_sql, (btc_data[-1]['timestamp'], btc_data[-1]['buyVol'], btc_data[-1]['sellVol'], btc_data[-1]['buySellRatio']))
|
|||
|
|
execute_query(eth_sql, (eth_data[-1]['timestamp'], eth_data[-1]['buyVol'], eth_data[-1]['sellVol'], eth_data[-1]['buySellRatio']))
|
|||
|
|
|
|||
|
|
# 定时任务调度
|
|||
|
|
def schedule_jobs():
|
|||
|
|
# 每天0点、8点和16点1分执行资金费率任务
|
|||
|
|
schedule.every().day.at("00:01").do(funding_rate)
|
|||
|
|
schedule.every().day.at("08:01").do(funding_rate)
|
|||
|
|
schedule.every().day.at("16:01").do(funding_rate)
|
|||
|
|
|
|||
|
|
# 每分钟的15秒执行未平仓合约数任务
|
|||
|
|
schedule.every().minute.at(":15").do(open_interest)
|
|||
|
|
schedule.every().minute.at(":25").do(open_interest)
|
|||
|
|
schedule.every().minute.at(":35").do(open_interest)
|
|||
|
|
schedule.every().minute.at(":45").do(open_interest)
|
|||
|
|
schedule.every().minute.at(":55").do(open_interest)
|
|||
|
|
|
|||
|
|
# 每分钟的15秒执行长短比任务，周期为5m, 15m, 30m等
|
|||
|
|
intervals = ["5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d"]
|
|||
|
|
for interval in intervals:
|
|||
|
|
schedule.every().minute.at(":15").do(long_short_ratio, interval=interval)
|
|||
|
|
|
|||
|
|
# 启动任务调度
|
|||
|
|
def run():
|
|||
|
|
schedule_jobs() # 设置定时任务
|
|||
|
|
while True:
|
|||
|
|
schedule.run_pending() # 执行所有待处理任务
|
|||
|
|
time.sleep(1) # 每秒检查一次任务是否到期
|
|||
|
|
|
|||
|
|
if __name__ == "__main__":
|
|||
|
|
run() # 运行定时任务调度
|