coinbus代码更新

coinbus/Binance_fapi.py

@@ -0,0 +1,119 @@
+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