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