python - 我在使用 Kucoin API (Python) 进行交易时遇到问题

Question

我尝试在Kucoin做API交易。我开发了一个可以很好地找到交易机会的机器人，但在下新订单时遇到了问题。请检查代码并帮助我使其正常运行。

代码是根据Lev Levitsky的评论编辑的如下:

import json
import urllib
import requests

import base64
import hmac
import hashlib

api_key        = 'api_key'
api_secret     = 'api_secret'
api_passphrase = 'api_passphrase'
base_uri       = 'https://api-futures.kucoin.com'
endpoint       = '/api/v1/orders?symbol=MATICUSDTM'
method         = 'POST'

x= {}
x["symbol"]         = "MATICUSDTM"
x["signal_type"]    = "SHORT"
x["leverage"]       = 5
x["exchange"]       = "Kucoin"
x["entrance_price"] = 2.1000
x["trading_size"]   = 150
x["tp1"]            = 2.08
x["sl1"]            = 2.12

all_futures_signals = list()
all_futures_signals.append(x)

def get_headers(method, endpoint, api_key, api_passphrase,body):
    api_secret     = ''
    now = int(time.time() * 1000)
    str_to_sign = str(now) + method + endpoint + str(body)

    signature  = base64.b64encode(hmac.new(api_secret.encode('utf-8'), str_to_sign.encode('utf-8'), hashlib.sha256).digest())
    passphrase = base64.b64encode(hmac.new(api_secret.encode('utf-8'), api_passphrase.encode('utf-8'), hashlib.sha256).digest())

    return {'KC-API-KEY': api_key,
            'KC-API-KEY-VERSION': '2',
            'KC-API-PASSPHRASE': passphrase,
            'KC-API-SIGN': signature,
            'KC-API-TIMESTAMP': str(now)}


body = {
    "clientOid"    : "",
    "reduceOnly"   : False,   # A mark to reduce the position size only
    "closeOrder"   : False,   # If closeOrder is set to TRUE, the system will close the position and the position size will become 0. Side, Size and Leverage fields can be left empty and the system will determine the side and size automatically.
    "forceHold"    : False,   # The system will forcely freeze certain amount of funds for this order, including orders whose direction is opposite to the current positions. This feature is to ensure that the order won’t be canceled by the matching engine in such a circumstance that not enough funds are frozen for the order.
    "hidden"       : False,   # A hidden order will enter but not display on the orderbook.
    "iceberg"      : False,   # When placing an iceberg order, you need to set the visible size. The minimum visible size is 1/20 of the order size. The minimum visible size shall be greater than the minimum order size, or an error will occur.
    "visibleSize"  : 0,       # When placing an iceberg order, you need to set the visible size. The minimum visible size is 1/20 of the order size. The minimum visible size shall be greater than the minimum order size, or an error will occur.
    "leverage"     : x["leverage"],
    "postOnly"     : False,   # The post-only flag ensures that the trader always pays the maker fee and provides liquidity to the order book.
    "price"        : 2.1000, # The price specified must be a multiple number of the contract tickSize,
    "remark"       : "remark",
    "side"         : "buy",# sell/buy
    "size"         : x["trading_size"],      # The size must be no less than the lotSize for the contract and no larger than the maxOrderQty.
    "stop"         : "",      # down/up
    "stopPrice"    : "",
    "stopPriceType": "",      # TP/MP/IP: TP for trade price, MP for mark price, and IP for index price
    "symbol"       : x["symbol"],
    "timeInForce"  : "",      # GTC/IOC: Good Till Canceled GTC and Immediate Or Cancel IOC.
    "type"         : "limit", # limit/market
}

headers = get_headers(method, endpoint, api_key, api_passphrase, body)
x["opening_response"] = requests.post( base_uri + endpoint, body, headers=headers).json()
print(x["opening_response"])

我收到此错误:{'code': '400005', 'msg': 'Invalid KC-API-SIGN'}

所有输入都是正确的。我认为代码有问题。

最好的问候javad

Answer 1

我认为问题出在您的 endpoint 变量上。我相信当您尝试添加新订单时，您不应该将符号添加到端点。从端点中删除它并在主体对象中传递符号。另一件事是我认为您不需要将空字符串传递给 body 对象中的可选字段。我对此不确定，但我认为您应该将它们从 body 对象中删除。这是一个签名问题，因此您必须检查 4 个变量:timestamp、method、endpoint 和 body。我希望这能奏效。