futures_klines 工作与 get_klines 出现错误 未读取所有发送的参数；读“3”参数但已发送“4”

Question

我正在使用 Python 中的 Binance 客户端来获取 K 线数据，该数据对于期货调用来说效果很好，但我需要使用期货中不可用的其他交易品种的现货数据。有什么想法如何解决这个问题吗？在线示例看起来是相同的，但由于某种原因它说只允许 3 个参数而不是 4 个。这三个是什么？

    from binance.client import Client
    binance = Client(api_key=binance_api_key, api_secret=binance_api_secret)

    df_check=check_binanceklines(symbol=symbol)


    def check_binanceklines(symbol='BTCUSDT',interval='1m',limit=60,since="1 hour ago UTC"):
        klines = binance.futures_klines(symbol=symbol,interval={'1m':Client.KLINE_INTERVAL_1MINUTE}[interval],since=since,limit=limit)
    ***# issue below!***
        klines = binance.get_klines(symbol=symbol,interval={'1m':Client.KLINE_INTERVAL_1MINUTE}[interval],since=since,limit=limit) 




    Traceback (most recent call last):
      File "binance-test.py", line 254, in <module>
        df_check=check_binanceklines(symbol=symbol) # get 1 hour ago, every minute
      File "binance-test.py", line 29, in check_binanceklines
        klines = binance.get_klines(symbol=symbol,interval=        {'1m':Client.KLINE_INTERVAL_1MINUTE}[interval],since=since,limit=limit)
      File "C:\Users\lee\AppData\Local\Programs\Python\Python38\lib\site-        packages\binance\client.py", line 868, in get_klines
        return self._get('klines', data=params, version=self.PRIVATE_API_VERSION)
      File "C:\Users\lee\AppData\Local\Programs\Python\Python38\lib\site-        packages\binance\client.py", line 371, in _get
        return self._request_api('get', path, signed, version, **kwargs)
      File "C:\Users\lee\AppData\Local\Programs\Python\Python38\lib\site-        packages\binance\client.py", line 334, in _request_api
        return self._request(method, uri, signed, **kwargs)
      File "C:\Users\lee\AppData\Local\Programs\Python\Python38\lib\site-packages\binance\client.py", line 315, in _request
        return self._handle_response(self.response)
      File "C:\Users\lee\AppData\Local\Programs\Python\Python38\lib\site-packages\binance\client.py", line 324, in _handle_response
        raise BinanceAPIException(response, response.status_code, response.text)
    binance.exceptions.BinanceAPIException: APIError(code=-1104): Not all sent parameters were read; read '3' parameter(s) but was sent '4'.

Answer 1

可以使用以下参数调用 binance.client.Client.get_klines()：

Signature: Client.get_klines(self, **params) -> Dict
Docstring:
Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.

https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data

:param symbol: required
:type symbol: str
:param interval: -
:type interval: str
:param limit: - Default 500; max 1000.
:type limit: int
:param startTime:
:type startTime: int
:param endTime:
:type endTime: int

:returns: API response

因此 since 是无效参数。请改用 startTime 或 endTime。这些参数要求以毫秒为单位的时间戳。下面是一个工作示例，它提供了过去 60 分钟（包括当前分钟）的信息：

import datetime as dt

from binance.client import Client


def check_binanceklines(
        symbol = 'BTCUSDT',
        interval = Client.KLINE_INTERVAL_1MINUTE,
        limit = 60,
        end = int(dt.datetime.now(dt.timezone.utc).timestamp() * 1000)
):
    binance = Client()
    return binance.get_klines(symbol=symbol,interval=interval,endTime=end,limit=limit)


if __name__ == '__main__':
    klines = check_binanceklines()

    # Print len, the first and last elemnt of returned klines list.
    print(f'Length of the returned klines list: {len(klines)}')
    print(klines[1])
    print(klines[-1])

输出：

Length of the returned klines list: 60
[1647377880000, '39416.16000000', '39418.45000000', '39377.71000000', '39389.27000000', '25.79166000', 1647377939999, '1016095.94556700', 951, '8.45500000', '333088.81485350', '0']
[1647381360000, '39613.93000000', '39642.67000000', '39611.01000000', '39632.97000000', '14.80226000', 1647381419999, '586574.96479330', 452, '7.66347000', '303656.99947290', '0']