想要获取K线数据，目前有两种方法，一种是通过okx的request方法获得，及访问相应的endpoint来获取K线数据；另外一种是通过ccxt来获取。
我们先讨论通过request方法获取K线数据
通过阅读okx的API文档，我们发现获取K线获取的是公共数据，所以获取数据不需要APIKEY。直接用request方法就可以。参考文档链接（获取交易产品K线数据）
构建一个链接，
根据文档要求我们首先要构造一个连接由baseurl、endpoint和请求参数组成，即：
baseurl='https://www.okx.com'
endpoint= '/api/v5/market/candles'
params='?instId=TRB-USDT-SWAP&bar=15m&limit=1440'
这样URL=baseurl+endpoint+params最终的url为：
https://www.okx.com/api/v5/market/candles?instId=TRB-USDT-SWAP&bar=15m&limit=1440
通过request方法访问连接并得到返回值
response=requests.get(url,timeout=10)
print(response.txt）
把K线限制为5条运行结果如下：
{"code":"0","msg":"","data":[["1701225000000","78.71","78.71","78.31","78.45","39950","3995","313656.303","0"],["1701224100000","78.38","78.73","78.34","78.71","88325","8832.5","693968","1"],["1701223200000","78.22","78.46","77.97","78.39","54019","5401.9","422247.958","1"],["1701222300000","78.47","78.48","78.11","78.22","43470","4347","340133.513","1"],["1701221400000","78.32","78.54","78.24","78.47","74267","7426.7","582342.718","1"]]} ### 通过json把结果格式化
response=response.json()
print(response)
运行结果如下：
{'code': '0', 'msg': '', 'data': [['1701225000000', '78.71', '78.71', '78.31', '78.43', '46159', '4615.9', '362352.682', '0'], ['1701224100000', '78.38', '78.73', '78.34', '78.71', '88325', '8832.5', '693968', '1'], ['1701223200000', '78.22', '78.46', '77.97', '78.39', '54019', '5401.9', '422247.958', '1'], ['1701222300000', '78.47', '78.48', '78.11', '78.22', '43470', '4347', '340133.513', '1'], ['1701221400000', '78.32', '78.54', '78.24', '78.47', '74267', '7426.7', '582342.718', '1']]}
我们提取一下“data ”数据
response=response.json()['data']
print(response)
运行结果如下：
[['1701225000000', '78.71', '78.71', '78.31', '78.41', '51101', '5110.1', '401103.898', '0'], ['1701224100000', '78.38', '78.73', '78.34', '78.71', '88325', '8832.5', '693968', '1'], ['1701223200000', '78.22', '78.46', '77.97', '78.39', '54019', '5401.9', '422247.958', '1'], ['1701222300000', '78.47', '78.48', '78.11', '78.22', '43470', '4347', '340133.513', '1'], ['1701221400000', '78.32', '78.54', '78.24', '78.47', '74267', '7426.7', '582342.718', '1']] 这就是我们需要的数据，然后我们存入数据库中
header=['starttime','open','high','low','close','vol','volCcy','volCcyQuote','confirm']
df=pd.DataFrame(response,columns=header)
print（df）
运行结果如下：
starttime open high low close vol volCcy volCcyQuote confirm
0 1701225900000 78.42 78.44 78.18 78.23 10798 1079.8 84578.276 0
1 1701225000000 78.71 78.71 78.31 78.41 51291 5129.1 402593.333 1
2 1701224100000 78.38 78.73 78.34 78.71 88325 8832.5 693968 1
3 1701223200000 78.22 78.46 77.97 78.39 54019 5401.9 422247.958 1
4 1701222300000 78.47 78.48 78.11 78.22 43470 4347 340133.513 1 时间还是不对，转换一下：
df['starttime'] = pd.to_datetime(df['starttime'], unit='ms')
print(df)
结果如下：
starttime open high ... volCcy volCcyQuote confirm
0 2023-11-29 02:45:55.328 78.42 78.44 ... 1468.8 115043.501 0
1 2023-11-29 02:30:37.824 78.71 78.71 ... 5129.1 402593.333 1
2 2023-11-29 02:15:20.320 78.38 78.73 ... 8832.5 693968 1
3 2023-11-29 02:00:02.816 78.22 78.46 ... 5401.9 422247.958 1
4 2023-11-29 01:44:45.312 78.47 78.48 ... 4347 340133.513 1
程序完成，我们把程序汇总一下：
import requests
import pandas as pd
from pprint import pprint
symbol='TRB-USDT-SWAP'
timeframe='15m'
limit=5
baseurl='https://www.okx.com'
endpoint= '/api/v5/market/candles'
params=f'?instId={symbol}&bar={timeframe}&limit={limit}'
url=baseurl+endpoint+params
print(url)
response=requests.get(url)
print(response.text)
response = response.json()['data']
print(response)
header = ['starttime', 'open', 'high', 'low', 'close', 'vol', 'volCcy', 'volCcyQuote', 'confirm']
df = pd.DataFrame(response, columns=header)
df['starttime'] = pd.to_datetime(df['starttime'], unit='ms')
print(df)
好了，这就是通过request方法获取K线数据的程序。
