-
Notifications
You must be signed in to change notification settings - Fork 54
/
ModExchOKEx.bas
237 lines (193 loc) · 9.06 KB
/
ModExchOKEx.bas
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
Attribute VB_Name = "ModExchOkex"
Sub TestOKEx()
'Source: https://github.com/krijnsent/crypto_vba
'https://www.okex.com/docs/en/
'Remember to create a new API key for excel/VBA
Dim Apikey As String
Dim secretKey As String
Apikey = "your api key here"
secretKey = "your secret key here"
'Remove these 2 lines, unless you define 2 constants somewhere ( Public Const secretkey_okex = "the key to use everywhere" etc )
Apikey = apikey_okex
secretKey = secretkey_okex
passphrase = passphrase_okex
'Put the credentials in a dictionary
Dim Cred As New Dictionary
Cred.Add "apiKey", Apikey
Cred.Add "secretKey", secretKey
Cred.Add "Passphrase", passphrase
' Create a new test suite
Dim Suite As New TestSuite
Suite.Description = "ModExchOKEx"
' Create reporter and attach it to these specs
Dim Reporter As New ImmediateReporter
Reporter.ListenTo Suite
' Create a new test
Dim Test As TestCase
Set Test = Suite.Test("TestOKExPublic")
'Error, unknown command, returns invalid JSON
TestResult = PublicOKEx("AnUnknownCommand", "GET")
Test.IsOk InStr(TestResult, "error") > 0
Set JsonResult = JsonConverter.ParseJson(TestResult)
Test.IsEqual JsonResult("error_nr"), 403
'Error, missing parameter
TestResult = PublicOKEx("spot/v3/instruments/EOS-BTC/", "GET")
Test.IsOk InStr(TestResult, "error") > 0
Set JsonResult = JsonConverter.ParseJson(TestResult)
Test.IsEqual JsonResult("error_nr"), 404
'Error, unknown pair
TestResult = PublicOKEx("spot/v3/instruments/EOS-BLA/ticker", "GET")
Test.IsOk InStr(TestResult, "error") > 0
Set JsonResult = JsonConverter.ParseJson(TestResult)
Test.IsEqual JsonResult("error_nr"), 400
Test.IsEqual JsonResult("response_txt")("code"), 30032
Test.IsEqual JsonResult("response_txt")("message"), "The currency pair does not exist"
TestResult = PublicOKEx("spot/v3/instruments/ticker", "GET")
'[{"best_ask":"0.006388","best_bid":"0.006387","instrument_id":"LTC-BTC","product_id":"LTC-BTC","last":"0.006387","ask":"0.006388","bid":"0.006387","open_24h":"0.006532","high_24h":"0.006727","low_24h":"0.006359","base_volume_24h":"221873.685698","timestamp":"2019-09-04T09:31:50.304Z","quote_volume_24h":"1445.8081"},{"best_ask":"0.01685","best_bid":"0.01684","instrument_id":"ETH-BTC","product_id":"ETH-BTC" etc...
Test.IsOk InStr(TestResult, "best_bid") > 0
Test.IsOk InStr(TestResult, "product_id") > 0
Set JsonResult = JsonConverter.ParseJson(TestResult)
Test.IsOk JsonResult.Count > 100
Test.IsOk JsonResult(1)("last") * 1 > 0
Test.IsOk Len(JsonResult(2)("instrument_id")) > 0
Dim Params As New Dictionary
Params.Add "granularity", 14400 '14400 seconds = 6 hours
Params.Add "start", "2020-12-15T08%3A28%3A48.899Z" 'ISO 8601
Params.Add "end", "2020-12-19T09%3A28%3A48.899Z"
TestResult = PublicOKEx("spot/v3/instruments/ETH-USDT/candles", "GET", Params)
'Result: TOHLCV
'[["2019-03-19T08:00:00.000Z","137.74","138.69","137.38","137.79","107365.43315"],["2019-03-19T04:00:00.000Z","137.76","138","136.97","137.73","85020.919026"],["2019-03-19T00:00:00.000Z","137.61","139.41","137.31","137.74","94292.72983"],["2019-03-18T20:00:00.000Z","137.44","138.33","137.42","137.63","63587.691327"],["2019-03-18T16:00:00.000Z","137.59","137.91","137.09","137.42","58001.277483"],["2019-03-18T12:00:00.000Z","137.27","138.03","137","137.6","83512.951662"]]
Test.IsOk InStr(TestResult, "2020-12-19") > 0
Test.IsOk InStr(TestResult, "2020-12-18") > 0
Set JsonResult = JsonConverter.ParseJson(TestResult)
Test.IsEqual JsonResult(1)(1), "2020-12-19T08:00:00.000Z"
Test.IsEqual JsonResult(1)(2), "648.67"
Test.IsEqual JsonResult.Count, 24
' Create a new test
Set Test = Suite.Test("TestOKExTime")
TestResult = GetOKExTime()
Test.IsOk TestResult > 1500000000#
Test.IsOk TestResult < 1700000000#
Set Test = Suite.Test("TestOKExPrivate")
TestResult = PrivateOKEx("spot/v3/accounts", "GET", Cred)
'[{"frozen":"0","hold":"0","id":"","currency":"BTC","balance":"0","available":"0","holds":"0"},{"frozen":"0","hold":"0","id":"","currency":"XAS","balance":"0.000233","available":"0.000233","holds":"0"}]
Test.IsOk InStr(TestResult, "currency") > 0
Test.IsOk InStr(TestResult, "balance") > 0
Set JsonResult = JsonConverter.ParseJson(TestResult)
Test.IsOk JsonResult.Count >= 2
Test.IsOk JsonResult(1)("balance") * 1 >= 0
Test.IsOk JsonResult(1)("holds") * 1 >= 0
'Invalid token
TestResult = PrivateOKEx("account/v3/wallet/BLA", "GET", Cred)
'{"error_nr":400,"error_txt":"HTTP-","response_txt":{"code":30031,"message":"BLA is an invalid token"}}
Test.IsOk InStr(TestResult, "error") > 0
Test.IsOk InStr(TestResult, 30031) > 0
Set JsonResult = JsonConverter.ParseJson(TestResult)
Test.IsEqual JsonResult("response_txt")("code"), 30031
Test.IsEqual JsonResult("response_txt")("message"), "BLA is an invalid token"
Set Test = Suite.Test("TestOKExPrivate Orders")
'Create order
'BUY 100 BTC for a price of 1 USDT per BTC
'price hopefully insane enough never to execute
Dim Params2 As New Dictionary
Params2.Add "instrument_id", "BTC-USDT"
Params2.Add "type", "limit"
Params2.Add "side", "buy"
Params2.Add "price", 1
Params2.Add "size", 100
Params2.Add "order_type", 3 '3-Immediate Or Cancel
TestResult = PrivateOKEx("spot/v3/orders", "POST", Cred, Params2)
'e.g. {"client_oid":"","error_code":"33017","error_message":"Greater than the maximum available balance","order_id":"-1","result":false}
Test.IsOk InStr(TestResult, "code") > 0
Set JsonResult = JsonConverter.ParseJson(TestResult)
Test.IsOk JsonResult("error_code") * 1 = 33017
Test.IsOk JsonResult("error_message") = "Greater than the maximum available balance"
Dim Params3 As New Dictionary
Params3.Add "instrument_id", "XMR-BTC"
ClientIdOrderId = "12345"
TestResult = PrivateOKEx("spot/v3/cancel_orders/" & ClientIdOrderId, "POST", Cred, Params3)
'{"client_oid":"","code":"33014","error_code":"33014","error_message":"Order does not exist","message":"Order does not exist","order_id":"12345","result":false}
Test.IsOk InStr(TestResult, "code") > 0
Set JsonResult = JsonConverter.ParseJson(TestResult)
Test.IsOk JsonResult("code") * 1 = 33014
Test.IsOk JsonResult("message") = "Order does not exist"
Dim Params4 As New Dictionary
Params4.Add "instrument_id", "XMR-BTC"
Params4.Add "limit", 4
TestResult = PrivateOKEx("spot/v3/orders_pending", "GET", Cred, Params4)
'[] (no orders), [[{"client_oid":"oktspot86","created_at":"2019-03-20T03:28:14.000Z",etc...
If TestResult = "[]" Then
'No orders
Else
Test.IsOk InStr(TestResult, "created_at") > 0
Set JsonResult = JsonConverter.ParseJson(TestResult)
Test.IsOk JsonResult(1)("instrument_id") = "XMR-BTC"
Test.IsOk Len(JsonResult(1)("order_id")) > 0
End If
Dim Params5 As New Dictionary
instrument_id = "XAS-BTC"
Params5.Add "instrument_id", instrument_id
JsonResponse = PrivateOKEx("spot/v3/fills", "GET", Cred, Params5)
'e.g. []
If TestResult = "[]" Then
'No orders
Else
Test.IsOk InStr(TestResult, "created_at") > 0
Set JsonResult = JsonConverter.ParseJson(TestResult)
Test.IsOk JsonResult(1)("instrument_id") = "XAS-BTC"
End If
End Sub
Function PublicOKEx(Method As String, ReqType As String, Optional ParamDict As Dictionary) As String
Dim url As String
PublicApiSite = "https://www.okex.com/api"
MethodParams = DictToString(ParamDict, "URLENC")
If MethodParams <> "" Then MethodParams = "?" & MethodParams
urlPath = "/" & Method & MethodParams
url = PublicApiSite & urlPath
PublicOKEx = WebRequestURL(url, ReqType)
End Function
Function PrivateOKEx(Method As String, ReqType As String, Credentials As Dictionary, Optional ParamDict As Dictionary) As String
Dim NonceUnique As String
Dim url As String
Dim postdata As String
TradeApiSite = "https://www.okex.com"
ApiEndPoint = "/api/" & Method
'OKEx nonce
NonceUnique = GetOKExTime() & ".00" 'Should be string
If UCase(ReqType) = "POST" Then
'For POST request, all query parameters need to be included in the request body with JSON. (e.g. {"currency":"BTC"}).
postdata = JsonConverter.ConvertToJson(ParamDict)
ElseIf UCase(ReqType) = "GET" Then
MethodParams = DictToString(ParamDict, "URLENC")
If MethodParams <> "" Then MethodParams = "?" & MethodParams
ApiEndPoint = ApiEndPoint & MethodParams
End If
ApiForSign = NonceUnique & UCase(ReqType) & ApiEndPoint & postdata
APIsign = ComputeHash_C("SHA256", ApiForSign, Credentials("secretKey"), "STR64")
url = TradeApiSite & ApiEndPoint
Dim headerDict As New Dictionary
headerDict.Add "OK-ACCESS-KEY", Credentials("apiKey")
headerDict.Add "OK-ACCESS-SIGN", APIsign
headerDict.Add "OK-ACCESS-TIMESTAMP", NonceUnique
headerDict.Add "OK-ACCESS-PASSPHRASE", Credentials("Passphrase")
headerDict.Add "Content-Type", "application/json"
PrivateOKEx = WebRequestURL(url, ReqType, headerDict, postdata)
End Function
Function GetOKExTime() As Double
Dim JsonResponse As String
Dim Json As Object
'PublicOKEx time
JsonResponse = PublicOKEx("general/v3/time", "GET")
Set Json = JsonConverter.ParseJson(JsonResponse)
If InStr(Json("epoch"), ".") Then
GetOKExTime = Left(Json("epoch"), InStr(Json("epoch"), "."))
Else
GetOKExTime = Json("epoch")
End If
If GetOKExTime = 0 Then
TimeCorrection = -3600
GetOKExTime = DateDiff("s", "1/1/1970", Now)
GetOKExTime = Trim(Str((Val(GetOKExTime) + TimeCorrection)) & Right(Int(Timer * 100), 2) & "0")
End If
Set Json = Nothing
End Function