120 lines
4.1 KiB
Python
120 lines
4.1 KiB
Python
#!/usr/bin/env python3
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"""
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直接使用CCXT测试OKX交易所K线数据新鲜度
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"""
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import ccxt
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import pandas as pd
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from datetime import datetime, timezone
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import time
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def test_okx_candles():
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# 创建OKX交易所实例（不需要API密钥，只读取市场数据）
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exchange = ccxt.okx({
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'enableRateLimit': True, # 启用速率限制
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'rateLimit': 1000, # 1秒间隔
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'timeout': 10000, # 10秒超时
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})
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symbol = 'BTC/USDT'
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timeframe = '5m'
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limit = 50 # 获取最后50条K线
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print(f"正在获取 {symbol} {timeframe} K线数据...")
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print("=" * 80)
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try:
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# 获取K线数据
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ohlcv = exchange.fetch_ohlcv(symbol, timeframe, limit=limit)
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if not ohlcv:
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print("未获取到任何K线数据")
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return
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# 转换为DataFrame便于查看
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df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
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# 将时间戳转换为可读时间（UTC）
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df['datetime'] = pd.to_datetime(df['timestamp'], unit='ms', utc=True)
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print(f"获取到 {len(df)} 条K线数据")
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print(f"当前系统时间: {datetime.now(timezone.utc)}")
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print()
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# 显示最后10条K线数据
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print("最后10条K线数据:")
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print("-" * 80)
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for i in range(len(df)-10, len(df)):
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row = df.iloc[i]
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time_diff = (datetime.now(timezone.utc) - row['datetime']).total_seconds() / 60
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print(f"时间: {row['datetime']} | 收盘价: {row['close']} | 距今: {time_diff:.2f}分钟")
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print()
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print("详细数据 (最后20条):")
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print("-" * 120)
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print(df[['datetime', 'open', 'high', 'low', 'close', 'volume']].tail(20).to_string(index=False))
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# 检查最新K线的时间差
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latest_candle_time = df.iloc[-1]['datetime']
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current_time = datetime.now(timezone.utc)
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time_diff_minutes = (current_time - latest_candle_time).total_seconds() / 60
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print()
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print("=" * 80)
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print(f"最新K线时间: {latest_candle_time}")
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print(f"当前时间: {current_time}")
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print(f"时间差: {time_diff_minutes:.2f} 分钟")
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if time_diff_minutes > 10:
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print("⚠️ 警告: 最新K线数据可能存在显著延迟!")
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else:
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print("✅ 最新K线数据相对较新")
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except Exception as e:
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print(f"获取K线数据时发生错误: {e}")
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def test_multiple_requests():
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"""多次请求以观察数据变化"""
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print("\n" + "=" * 80)
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print("进行多次请求测试数据更新情况...")
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exchange = ccxt.okx({
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'enableRateLimit': True,
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'rateLimit': 2000, # 增加间隔时间以避免限频
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'timeout': 10000,
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})
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symbol = 'BTC/USDT'
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timeframe = '5m'
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for i in range(3):
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print(f"\n--- 请求 {i+1}/3 ---")
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try:
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ohlcv = exchange.fetch_ohlcv(symbol, timeframe, limit=5)
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df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
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df['datetime'] = pd.to_datetime(df['timestamp'], unit='ms', utc=True)
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print(f"当前时间: {datetime.now(timezone.utc)}")
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print("最新5条K线:")
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for _, row in df.iterrows():
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time_diff = (datetime.now(timezone.utc) - row['datetime']).total_seconds() / 60
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print(f" {row['datetime']} | 收盘价: {row['close']} | 距今: {time_diff:.2f}分钟")
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# 等待5秒再下一次请求
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if i < 2:
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print("等待5秒后再次请求...")
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time.sleep(5)
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except Exception as e:
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print(f"请求 {i+1} 时发生错误: {e}")
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import traceback
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traceback.print_exc()
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if __name__ == "__main__":
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print("CCXT OKX K线数据测试")
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print("=" * 80)
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test_okx_candles()
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test_multiple_requests()
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print("\n测试完成!") |