使用 Python 通过 Binance API 进行交易时出现问题

我试图在不使用外部库的情况下在美国版 Binance API 上进行交易。

我可以使用 GET 请求成功获取价格并显示我的帐户余额urllib。第一个示例代码有效，我可以通过我的API_KEY and SECRET_KEY没有问题（这些值是私有的，它们不会显示在此处，并且位于settings.py).

进行交易需要 POST，我不确定哪里出了问题，我的 POST 请求不起作用，但 GET 请求工作正常。据我了解docs https://docs.python.org/3/library/urllib.request.html#urllib.request.Request要发出 POST 请求，我应该使用以下方法对参数进行编码urllib.parse.urlencode()并将其传递到data参数输入urllib.request.Request().

这样做不会引发错误，但是当我尝试使用以下命令打开请求时urllib.request.urlopen()我收到错误：

Traceback (most recent call last):  
File "C:\Users\user\PycharmProjects\test\test.py", line 80, in <module>   place_trade(symbol='BTCUSD', side='BUY', order_type='MARKET', quantity=1)
File "C:\Users\user\PycharmProjects\test\test.py", line 73, in place_trade   response = urllib.request.urlopen(req)
File "C:\Users\user\AppData\Local\Programs\Python\Python39\lib\urllib\request.py", line 214, in urlopen   return opener.open(url, data, timeout)
File "C:\Users\user\AppData\Local\Programs\Python\Python39\lib\urllib\request.py", line 523, in open   response = meth(req, response)
File "C:\Users\user\AppData\Local\Programs\Python\Python39\lib\urllib\request.py", line 632, in http_response   response = self.parent.error(
File "C:\Users\user\AppData\Local\Programs\Python\Python39\lib\urllib\request.py", line 561, in error   return self._call_chain(*args)
File "C:\Users\user\AppData\Local\Programs\Python\Python39\lib\urllib\request.py", line 494, in _call_chain   result = func(*args)
File "C:\Users\user\AppData\Local\Programs\Python\Python39\lib\urllib\request.py", line 641, in http_error_default   raise HTTPError(req.full_url, code, msg, hdrs, fp)
urllib.error.HTTPError: HTTP Error 500: Internal Server Error

The HTTP 返回码 https://github.com/binance-us/binance-official-api-docs/blob/master/rest-api.md#http-return-codes state:

HTTP 5XX 返回码用于内部错误；问题在于 币安这边。重要的是不要将此视为失败 手术;执行状态未知，可能是 成功。

但是我不相信是这样，因为我可以运行其他代码的函数get_account_balance()没有问题。我不确定我做错了什么，除了发出 GET 与 POST 请求之外，这两个代码几乎相同。

获取帐户余额的代码 - 工作正常：

import json
import time
import hmac
import settings
import hashlib
import urllib.parse
import urllib.request


def get_account_balance():

    # Setup header with API_KEY
    headers = {'X-MBX-APIKEY': settings.API_KEY}

    # Params requires timestamp in MS
    params = {'timestamp': int(time.time() * 1000)}

    # Encode params into url
    url = 'https://api.binance.us/api/v3/account?' + urllib.parse.urlencode(params)

    # Create a HMAC SHA256 signature
    secret = bytes(settings.SECRET_KEY.encode('utf-8'))
    signature = hmac.new(secret, urllib.parse.urlencode(params).encode('utf-8'), hashlib.sha256).hexdigest()

    # Add signature to url
    url += f'&signature={signature}'

    # Make a request
    req = urllib.request.Request(url, headers=headers)
    
    # Read and decode response
    response = urllib.request.urlopen(req).read().decode('utf-8')
    
    # Convert to json
    response_json = json.loads(response)

    # Print balances for all coins not at 0
    for entry in response_json['balances']:
        if entry['free'] == '0.00000000':
            continue
        print(entry)


get_account_balance()

进行交易的代码 - 不起作用：

import json
import time
import hmac
import settings
import hashlib
import urllib.parse
import urllib.request


def place_trade(symbol, side, order_type, quantity):

    # Setup header with API_KEY
    headers = {'X-MBX-APIKEY': settings.API_KEY}

    # Params require symbol, side, type, quantity and timestamp (for market orders)
    params = {
        'symbol': symbol,
        'side': side,
        'type': order_type,
        'quantity': quantity,
        'timestamp': int(time.time() * 1000)
    }

    # Encode params into url
    url = 'https://api.binance.us/api/v3/order/test?' + urllib.parse.urlencode(params)

    # Create a HMAC SHA256 signature
    secret = bytes(settings.SECRET_KEY.encode('utf-8'))
    signature = hmac.new(secret, urllib.parse.urlencode(params).encode('utf-8'), hashlib.sha256).hexdigest()

    # Add signature to url
    url += f'&signature={signature}'

    # Encode params
    data = urllib.parse.urlencode(params).encode('ascii')

    # Make a POST request
    req = urllib.request.Request(url, data, headers)

    # Open request and convert to string and then to json
    response = urllib.request.urlopen(req)                         # <- line with error
    response_str = response.read().decode('utf-8')
    response_json = json.loads(response_str)

    print(response_json)


place_trade(symbol='BTCUSD', side='BUY', order_type='MARKET', quantity=1)

参考

• urllib 文档 https://docs.python.org/3/library/urllib.request.html

• 美国币安主页 https://www.binance.us/en/home

• 美国币安API Github https://github.com/binance-us

• API 新订单端点 https://github.com/binance-us/binance-official-api-docs/blob/master/rest-api.md#new-order--trade

• API 新订单端点 - 用于测试* https://github.com/binance-us/binance-official-api-docs/blob/master/rest-api.md#test-new-order-trade

示例中使用了此端点，但两个端点的功能相同并且具有相同的错误

我也看了图书馆python-binance举些例子

• PyPi https://pypi.org/project/python-binance/

• GitHub https://github.com/sammchardy/python-binance/tree/master/binance

• Docs https://python-binance.readthedocs.io/en/latest/account.html

EDIT

我可以使用以下命令成功下订单requests图书馆。我浏览了库的源代码，但无法弄清楚如何使用正确格式化 POST 请求urllib

使用代码进行交易requests图书馆 - 作品：

import hmac
import time
import hashlib
import requests
import settings
import urllib.parse

session = requests.session()
session.headers.update({'X-MBX-APIKEY': settings.API_KEY})


url = 'https://api.binance.us/api/v3/order/test'


params = {
        'symbol': 'BTCUSD',
        'side': 'BUY',
        'type': 'MARKET',
        'quantity': 1,
        'timestamp': int(time.time() * 1000)
    }

secret = bytes(settings.SECRET_KEY.encode('utf-8'))
signature = hmac.new(secret, urllib.parse.urlencode(params).encode('utf-8'), hashlib.sha256).hexdigest()

params['signature'] = signature

result = session.post(url, params)

print(result)
print(result.text)

问题出在以下几行：

# Encode params into url
url = 'https://api.binance.us/api/v3/order/test?' + urllib.parse.urlencode(params)

# Add signature to url
url += f'&signature={signature}'

显然，当使用urllibGET 请求有效负载必须编码到 url 本身中，但是 POST 请求要求您将它们传递到data范围：

data = urllib.parse.urlencode(params).encode('ascii')
req = urllib.request.Request(url, data=data, headers=headers)

在我的问题中，我通过 url 和data范围。删除 url 有效负载可以解决该问题。为任何偶然发现这一点的人提供旁注，并打上问号?url后面对于POST请求是可选的，但在使用时不是GET请求urllib

无需外部库即可发布交易的工作代码：

import json
import time
import hmac
import hashlib
import settings
import urllib.parse
import urllib.request

params = {
        'symbol': 'BTCUSD',
        'side': 'BUY',
        'type': 'MARKET',
        'quantity': 1,
        'timestamp': int(time.time() * 1000)
}

secret = bytes(settings.SECRET_KEY.encode('utf-8'))
signature = hmac.new(secret, urllib.parse.urlencode(params).encode('utf-8'), hashlib.sha256).hexdigest()

params['signature'] = signature

url = 'https://api.binance.us/api/v3/order/test'
headers = {'X-MBX-APIKEY': settings.API_KEY}

data = urllib.parse.urlencode(params).encode('ascii')
req = urllib.request.Request(url, data=data, headers=headers)

response = urllib.request.urlopen(req)
response_str = response.read().decode('utf-8')
response_json = json.loads(response_str)

print(response_json)