我正在尝试使用 Python 查询 Shrimpy API。
我想get historical Order Book data。
文档在示例代码中引用了 client
,但我找不到有关如何设置它的任何信息。所以我改用他们的 signing request example 的修改版本并将响应打印到控制台。
但每次我这样做时,我得到的回复都是b'{"error":"404 Not Found"}'
。
这是我正在使用的代码:
import hmac
import hashlib
import time
import base64
import json
import requests
# public API key (not base64 encoded)
api_key = 'REDACTED-KEY-GOES-HERE'
# private API key (base64 encoded)
secret = 'REDACTED-SECRET-GOES-HERE'
nonce = int(time.time() * 1000)
base_url = 'https://dev-api.shrimpy.io'
request_path = "/v1/historical/orderbooks"
body = json.dumps({
"exchange": "Binance",
"baseTradingSymbol": "BTC",
"quoteTradingSymbol": "USDT",
"startTime": "2020-05-12T00:00:00.000Z",
"endTime": "2020-05-12T00:01:00.000Z",
"limit": 10
})
method = "GET"
prehash_string = ''.join([request_path, method, str(nonce), (body or '')])
secret_key = base64.b64decode(secret)
prehash_string = prehash_string.encode('ascii')
signature = hmac.new(secret_key, prehash_string, hashlib.sha256)
signature_b64 = base64.b64encode(signature.digest()).decode('utf-8')
headers = {
'Content-Type': 'application/json',
'DEV-SHRIMPY-API-KEY': api_key,
'DEV-SHRIMPY-API-NONCE': str(nonce),
'DEV-SHRIMPY-API-SIGNATURE': signature_b64
}
response = requests.post(
base_url + request_path,
data=body,
headers=headers
)
print(response.content)
知道我做错了什么吗?