PYTHON UPDATE

okx-python-sdk-api-v5/example.py

@@ -115,6 +115,8 @@
     # result  = accountAPI.set_account_level(acctLv='')
     # 仓位创建器 POST /api/v5/account/position-builder
     # result = accountAPI.position_builder()
+    # 设置现货对冲占用 POST /api/v5/account/set-riskOffset-amt
+    result = accountAPI.set_riskOffset_amt(ccy = 'BTC', clSpotInUseAmt = '0.01')
 
 
 
@@ -274,10 +276,20 @@
     tradingDataAPI = TradingData.TradingDataAPI(api_key, secret_key, passphrase, False, flag)
     # 获取支持币种 Get support coin
     # result = tradingDataAPI.get_support_coin()
+    # 获取获取合约持仓量历史
+    # result = tradingDataAPI.get_open_interest_history(instId = 'BTC-USDT-SWAP', period = '5m', end = '1597027383085', begin = '1597027383085', limit = '')
     # 获取币币或衍生品主动买入/卖出情况 Get taker volume
     # result = tradingDataAPI.get_taker_volume(ccy='BTC', instType='SPOT')
+    # 获取合约主动买入/卖出情况
+    # result = tradingDataAPI.get_taker_volume_contract(instId = 'BTC-USDT-SWAP')
     # 获取杠杆多空比 Get Margin lending ratio
     # result = tradingDataAPI.get_margin_lending_ratio('BTC')
+    # 获取精英交易员合约多空持仓人数比
+    # result = tradingDataAPI.get_long_short_account_ratio_contract_top_trader(instId = 'BTC-USDT-SWAP', period = '', end = '', begin = '', limit = '')
+    # 获取精英交易员合约多空持仓仓位比
+    # result = tradingDataAPI.get_long_short_position_ratio_contract_top_trader(instId = 'BTC-USDT-SWAP', period = '', end = '', begin = '', limit = '')
+    # 获取合约多空持仓人数比
+    # result = tradingDataAPI.get_long_short_account_ratio_contract(instId = 'BTC-USDT-SWAP', period = '', end = '', begin = '', limit = '')
     # 获取多空持仓人数比 Get Long/Short ratio
     # result = tradingDataAPI.get_long_short_ratio('BTC')
     # 获取持仓总量及交易量 Get contracts open interest and volume
@@ -372,7 +384,7 @@
     # 撤销 MMP 订单
     # result =tradeAPI.mass_cancel()
     # 倒计时全部撤单
-    # result = tradeAPI.cancel_all_after()
+    # result = tradeAPI.cancel_all_after(timeOut = '10', tag = '')
     # 申请成交明细（近两年） POST /api/v5/trade/fills-archive
     # result = tradeAPI.fills_archive()
     # 获取成交明细（近两年） GET /api/v5/trade/fills-archive
@@ -381,7 +393,7 @@
     # result = accountAPI.account_rate_limit()
 
 
-    #价差撮合交易 SprdAPI
+    # 价差撮合交易 SprdAPI
     sprdAPI = Sprd.SprdAPI(api_key, secret_key, passphrase, False, flag)
     # 下单 POST /api/v5/sprd/order
     # result = sprdAPI.place(sprdId='',clOrdId='',tag='',side='',ordType='',sz='',px='')
@@ -409,6 +421,8 @@
     # result = sprdAPI.ticker(sprdId='')
     # 获取公共成交数据（公共）GET /api/v5/sprd/public-trades
     # result = sprdAPI.public_trades(sprdId='')
+    # 倒计时全部撤单 POST /api/v5/sprd/cancel-all-after
+    # result = sprdAPI.sprd_cancel_all_after(timeOut='10')
 
     # 子账户API subAccount
     subAccountAPI = SubAccount.SubAccountAPI(api_key, secret_key, passphrase, False, flag)
@@ -532,7 +546,7 @@
     # 获取大宗交易公共成交数据
     # result = RfqAPI.get_public_trades(beginId = '', endId = '', limit = '')
     # 倒计时全部撤单 POST /api/v5/rfq/cancel-all-after
-    # result = RfqAPI.cancel_all_after()
+    # result = RfqAPI.tag()
 
 
 
@@ -619,9 +633,9 @@
     # 获取定期简单赚币订单信息 GET /api/v5/finance/fixed-loan/lending-orders-list
     # result = Finance.fixed_loan_lending_orders_list(ordId = '', ccy ='', state ='', after = '', before = '', limit = '')
     # 获取定期简单赚币子订单信息
-    result = Finance.fixed_loan_lending_sub_orders(ordId = '', state ='', after = '', before = '', limit = '')
-
+    # result = Finance.fixed_loan_lending_sub_orders(ordId = '', state ='', after = '', before = '', limit = '')
 
+    # 跟单
     Copytrading = Copytrading.CopytradingAPI(api_key, secret_key, passphrase, False, flag)
     # 交易员获取当前带单
     # result = Copytrading.current_subpositions(instId='', after='', before='', limit='')

okx-python-sdk-api-v5/okx/Account_api.py

@@ -223,4 +223,10 @@ def position_builder(self,inclRealPosAndEq='',spotOffsetType='',simPos='',simAss
                          greeksType='',):
         params = {'acctLv': acctLv, 'spotOffsetType': spotOffsetType, 'simPos': simPos, 'simAsset': simAsset,
                   'greeksType': greeksType, }
-        return self._request_with_params(POST, POSITION_BUILDER, params)
+        return self._request_with_params(POST, POSITION_BUILDER, params)
+
+
+    # POST /api/v5/account/set-riskOffset-amt
+    def set_riskOffset_amt(self,ccy = '', clSpotInUseAmt = ''):
+        params = {'ccy': ccy, 'clSpotInUseAmt': clSpotInUseAmt}
+        return self._request_with_params(POST, SET_RISKOFFSET_AMT, params)

okx-python-sdk-api-v5/okx/Rfq_api.py

@@ -63,9 +63,9 @@ def get_public_trades(self, beginId = '', endId = '', limit = ''):
         return self._request_with_params(GET, GET_PUBLIC_TRADES, params)
 
 
-    def cancel_all_after(self, timeOut = ''):
-        params = {'timeOut': timeOut, }
-        return self._request_with_params(POST, CANCEL_ALL_AFTER, params)
+    def rfq_cancel_all_after(self, timeOut = ''):
+        params = {'timeOut': timeOut}
+        return self._request_with_params(POST, RFQ_CANCEL_ALL_AFTER, params)
 
     def maker_instrument_settings(self, instType='', data=[]):
         params = [{'instType': instType, 'data': data}]

okx-python-sdk-api-v5/okx/SprdApi_api.py

@@ -88,4 +88,9 @@ def public_trades(self,sprdId=''):
         params = {'sprdId': sprdId}
         return self._request_with_params(GET, SPRD_PUBLIC_TRADES, params)
 
+    # POST /api/v5/sprd/cancel-all-after
+    def sprd_cancel_all_after(self,timeOut=''):
+        params = {'timeOut':timeOut }
+        return self._request_with_params(POST, SPRD_CANCEL_ALL_AFTER, params)
+
 

okx-python-sdk-api-v5/okx/Trade_api.py

@@ -171,8 +171,8 @@ def mass_cancel(self,instType,instFamily):
         params = {'instType':instType, 'instFamily':instFamily}
         return self._request_with_params(POST, MASS_CANCEL, params)
 
-    def cancel_all_after(self,timeOut):
-        params = {'timeOut': timeOut,}
+    def cancel_all_after(self,timeOut= '', tag = ''):
+        params = {'timeOut': timeOut, 'tag': tag}
         return self._request_with_params(POST, CANCEL_ALL_AFTER, params)
 
     # POST / api / v5 / trade / fills - archive

okx-python-sdk-api-v5/okx/TradingData_api.py

@@ -10,14 +10,39 @@ def __init__(self, api_key, api_secret_key, passphrase, use_server_time=False, f
     def get_support_coin(self):
         return self._request_without_params(GET, SUPPORT_COIN)
 
+    # GET /api/v5/rubik/stat/contracts/open-interest-history    
+    def get_open_interest_history(self, instId = '', period = '', end = '', begin = '', limit = ''):
+        params = {'instId': instId, 'period': period, 'end': end, 'begin': begin, 'limit': limit}
+        return self._request_with_params(GET, GET_OPEN_INTEREST_HISTORY, params)
+
     def get_taker_volume(self, ccy, instType, begin='', end='', period=''):
         params = {'ccy': ccy, 'instType': instType, 'begin': begin, 'end': end, 'period': period}
         return self._request_with_params(GET, TAKER_VOLUME, params)
 
+    # GET /api/v5/rubik/stat/taker-volume-contract
+    def get_taker_volume_contract(self, instId, period = '', unit='', end='', begin='', limit = ''):
+        params = {'instId': instId, 'period': period, 'unit': unit, 'end': end, 'begin': begin,'limit':limit}
+        return self._request_with_params(GET, GET_TAKER_VOLUME_CONTRACT, params)
+
     def get_margin_lending_ratio(self, ccy, begin='', end='', period=''):
         params = {'ccy': ccy, 'begin': begin, 'end': end, 'period': period}
         return self._request_with_params(GET, MARGIN_LENDING_RATIO, params)
 
+    # GET /api/v5/rubik/stat/contracts/long-short-account-ratio-contract-top-trader
+    def get_long_short_account_ratio_contract_top_trader(self, instId = '', period = '', end = '', begin = '', limit = ''):
+        params = {'instId': instId, 'period': period, 'end': end, 'begin': begin,'limit':limit}
+        return self._request_with_params(GET, GET_LONG_SHORT_ACCOUNT_RADIO_CONTRACT_TOP_TRADER, params)
+
+    # GET /api/v5/rubik/stat/contracts/long-short-position-ratio-contract-top-trader
+    def get_long_short_position_ratio_contract_top_trader(self, instId = '', period = '', end = '', begin = '', limit = ''):
+        params = {'instId': instId, 'period': period, 'end': end, 'begin': begin,'limit':limit}
+        return self._request_with_params(GET, GET_LONG_SHORT_POSTION_RADIO_CONTRACT_TOP_TRADER, params)
+
+    # GET /api/v5/rubik/stat/contracts/long-short-account-ratio-contract
+    def get_long_short_account_ratio_contract(self, instId = '', period = '', end = '', begin = '', limit = ''):
+        params = {'instId': instId, 'period': period, 'end': end, 'begin': begin,'limit':limit}
+        return self._request_with_params(GET, GET_LONG_SHORT_ACCOUNT_RADIO_CONTRACT, params)
+
     def get_long_short_ratio(self, ccy, begin='', end='', period=''):
         params = {'ccy': ccy, 'begin': begin, 'end': end, 'period': period}
         return self._request_with_params(GET, LONG_SHORT_RATIO, params)
@@ -50,5 +75,3 @@ def get_taker_flow(self, ccy, period=''):
 
 
 
-
-

okx-python-sdk-api-v5/okx/consts.py

@@ -58,6 +58,7 @@
 SET_RISKOFFSET_TYPE = '/api/v5/account/set-riskOffset-type'
 SET_AUTO_LOAN = '/api/v5/account/set-auto-loan'
 MMP_RESET = '/api/v5/account/mmp-reset'
+SET_RISKOFFSET_AMT = '/api/v5/account/set-riskOffset-amt'
 
 # funding
 DEPOSIT_ADDRESS = '/api/v5/asset/deposit-address'
@@ -142,6 +143,11 @@
 OPEN_INTEREST_VOLUME_EXPIRY = '/api/v5/rubik/stat/option/open-interest-volume-expiry'
 INTEREST_VOLUME_STRIKE = '/api/v5/rubik/stat/option/open-interest-volume-strike'
 TAKER_FLOW = '/api/v5/rubik/stat/option/taker-block-volume'
+GET_OPEN_INTEREST_HISTORY = '/api/v5/rubik/stat/contracts/open-interest-history'
+GET_TAKER_VOLUME_CONTRACT = '/api/v5/rubik/stat/taker-volume-contract'
+GET_LONG_SHORT_ACCOUNT_RADIO_CONTRACT_TOP_TRADER = '/api/v5/rubik/stat/contracts/long-short-account-ratio-contract-top-trader'
+GET_LONG_SHORT_POSTION_RADIO_CONTRACT_TOP_TRADER = '/api/v5/rubik/stat/contracts/long-short-position-ratio-contract-top-trader'
+GET_LONG_SHORT_ACCOUNT_RADIO_CONTRACT = '/api/v5/rubik/stat/contracts/long-short-account-ratio-contract'
 
 # TRADE
 PLACR_ORDER = '/api/v5/trade/order'
@@ -190,6 +196,7 @@
 SPRD_BOOKS = '/api/v5/sprd/books'
 SPRD_TICKER = '/api/v5/sprd/ticker'
 SPRD_PUBLIC_TRADES = '/api/v5/sprd/public-trades'
+SPRD_CANCEL_ALL_AFTER = '/api/v5/sprd/cancel-all-after'
 
 
 
@@ -259,7 +266,7 @@
 GET_QUOTES = '/api/v5/rfq/quotes'
 GET_RFQ_TRADES = '/api/v5/rfq/trades'
 GET_PUBLIC_TRADES = '/api/v5/rfq/public-trades'
-CANCEL_ALL_AFTER = '/api/v5/rfq/cancel-all-after'
+RFQ_CANCEL_ALL_AFTER = '/api/v5/rfq/cancel-all-after'
 MARKET_INSTRUMENT_SETTINGS = '/api/v5/rfq/maker-instrument-settings'
 MMP_RESET = '/api/v5/rfq/mmp-reset'
 MMP_CONFIG = '/api/v5/rfq/mmp-config'