获取API数据时（VBA-Excel）“签名无效”

Question

当我尝试通过VBA代码在excel中检索某些数据时遇到问题。 我以以下为依据： 它可以正常工作，我可以根据需要进行更新并下订单（测试网）

我现在尝试检索这本书，但总是得到“签名无效”作为回应。 您能帮我了解我在做什么错吗？

我要接收的数据如下： https://github.com/BitMEX/api-connectors/tree/master/official-http/vba

作为哈希函数，我使用上面提供的链接中可用的HexHash函数（它适用于“ Post”指令，但不能使其适用于“ GET”指令。

预先感谢

下面是工作代码（POST功能）：

Sub placeorder()
Dim Json, httpObject As Object
Dim nonce As Double
Dim verb, apiKey, apiSecret, signature, symbol, price, qty, url, postdata, replytext, nonceStr As String

' Set monotonically (w time) increasing nonce
nonce = DateDiff("s", "1/1/1970", Now)

' Set api key and secret
apiKey = "aaa"
apiSecret = "bbb"

' Build query
symbol = "XBTUSD"
price = 8000
qty = 1

verb = "POST"
url = "/api/v1/order"
postdata = "symbol=" & symbol & "&price=" & price & "&quantity=" & qty

' Stringize nonce
nonceStr = nonce

' Compute signature using hexhash script
signature = HexHash.HexHash(verb + url + nonceStr + postdata, apiSecret, "SHA256")

' Set up HTTP req with headers
Set httpObject = CreateObject("MSXML2.XMLHTTP")
httpObject.Open "POST", "https://testnet.bitmex.com" & url, False
httpObject.setRequestHeader "Content-Type", "application/x-www-form-urlencoded"
httpObject.setRequestHeader "api-nonce", nonceStr
httpObject.setRequestHeader "api-key", apiKey
httpObject.setRequestHeader "api-signature", signature
httpObject.Send (postdata)

' Catch response
replytext = httpObject.ResponseText

end sub()

使用非工作代码（GET函数）：

Sub getorderbook2()
Dim Json, httpObject As Object
Dim nonce As Double
Dim verb, apiKey, apiSecret, signature, symbol, url, getdata, replytext, 
depth As String
Dim nonceStr As String

' Set monotonically (w time) increasing nonce
nonce = DateDiff("s", "1/1/1970", Now)

' Set api key and secret
apiKey = "aaa"
apiSecret = "bbb"

' Build query
symbol = "XBTUSD"
depth = 3

verb = "GET"
url = "/api/v1/orderBook/L2"
getdata = "symbol=" & symbol & "&depth=" & depth

' Stringize nonce
nonceStr = nonce

' Compute signature using hexhash script
signature = HexHash.HexHash(verb + url + nonceStr + getdata, apiSecret, "SHA256")

' Set up HTTP req with headers
Set httpObject = CreateObject("MSXML2.XMLHTTP")
httpObject.Open "GET", "https://testnet.bitmex.com" & url, False
httpObject.setRequestHeader "Content-Type", "application/x-www-form-urlencoded"
httpObject.setRequestHeader "api-nonce", nonceStr
httpObject.setRequestHeader "api-key", apiKey
httpObject.setRequestHeader "api-signature", signature
httpObject.Send (getdata)

' Catch response
replytext = httpObject.ResponseText
end sub ()

在第二部分中，我总是收到一条错误消息，以返回“签名无效”

Answer 1

在GET和POST之间切换不仅需要更改请求中的动词。 GET请求需要将数据作为URL字符串的一部分，因此请尝试：

url = url & "?" & getdata
getdata = ""
httpObject.Open "GET", "https://testnet.bitmex.com" & url, False

您还需要从以下位置更改此行：

httpObject.Send (getdata)

收件人：

httpObject.Send

对于此API的GET请求，构造api-signature值的方式也有所不同-有关详细信息，请参见here。我建议的更改应导致生成正确的签名。如果您需要在VBA中对数据进行URL编码，那么this answer可能会有所帮助。

其他问题：

• Dim a, b As String等效于Dim a As Variant, b As String。要声明多个String变量，您需要编写Dim a As String, b As String
• CreateObject("MSXML2.XMLHTTP")访问旧版本的MSXML2 3.0。要访问最新版本6.0，您需要CreateObject("MSXML2.XMLHTTP.6.0")