数字货币各个交易所认证方式

1. Deribit

首先产生access_token，此后的有关私有信息的rest和websocket请求中，都要加上此参数。

（1）产生access_token

 　　http_client restclient(m_curcfg.resturl);   // https://test.deribit.com

    uri_builder builder(m_authentication_url);  //  "/api/v2/public/auth"

    http_request request(methods::GET);

    builder.append_query("grant_type", "client_credentials");
    builder.append_query("client_id", m_curcfg.api_key);
    builder.append_query("client_secret", m_curcfg.secret_key);
    request.set_request_uri(builder.to_string());

    std::cout << builder.to_string() << std::endl;

    restclient.request(request)
    .then([](http_response response) -> pplx::task<json::value> {
        if(response.status_code() == status_codes::OK) {
            return response.extract_json();
        }

        LOG_DEBUG("Retrieve Oauth access token response: '%s' ", response.to_string().c_str());

        // return an empty JSON value
        return pplx::task_from_result(json::value());
    })
    // continue when the JSON value is available
    .then([&](pplx::task<json::value> previousTask) {
        // get the JSON value from the task and display content from it
        try {
            json::value const& v = previousTask.get();
            if (v.has_field("result")) {
                json::value const & result = v.at("result");
                if (result.has_field("access_token")) {
                    m_accessToken = result.at("access_token").as_string();
                    std::cout << m_accessToken << std::endl;
                }

                std::cout << "------------" << std::endl;

                if (result.has_field("refresh_token")) {
                    m_refreshToken = result.at("refresh_token").as_string();
                    std::cout << m_refreshToken << std::endl;
                }

                std::cout << "------------" << std::endl;

                if (result.has_field("expires_in")) {
                    m_expiresIn = result.at("expires_in").as_integer();
                    std::cout << m_expiresIn << std::endl;
                }
            }

        } catch (http_exception const & e) {
            printf("Error exception:%s\n", e.what());
        }
    })
    .wait();

(2) 更新access_token

    http_client restclient(m_curcfg.resturl);
    uri_builder builder(m_authentication_url);
    http_request request(methods::GET);
    
    builder.append_query("grant_type", "refresh_token");
    builder.append_query("refresh_token", m_refreshToken.c_str());
    request.set_request_uri(builder.to_string());

    restclient.request(request)
    .then([](http_response response) -> pplx::task<json::value> {
        if(response.status_code() == status_codes::OK) {
            return response.extract_json();
        }
        LOG_DEBUG("Refresh Oauth access token response: '%s' ", response.to_string().c_str());

        // return an empty JSON value
        return pplx::task_from_result(json::value());
    })
    // continue when the JSON value is available
    .then([&](pplx::task<json::value> previousTask) {
        // get the JSON value from the task and display content from it
        try {
            json::value const& v = previousTask.get();

            if (v.has_field("result")) {
                json::value const & result = v.at("result");
                if (result.has_field("access_token")) {
                    m_accessToken = result.at("access_token").as_string();
                    std::cout << m_accessToken << std::endl;
                }

                std::cout << "------------" << std::endl;

                if (result.has_field("refresh_token")) {
                    m_refreshToken = result.at("refresh_token").as_string();
                    std::cout << m_refreshToken << std::endl;
                }

                std::cout << "------------" << std::endl;

                if (result.has_field("expires_in")) {
                    m_expiresIn = result.at("expires_in").as_integer();
                    std::cout << m_expiresIn << std::endl;
                }
            }

            LOG_DEBUG("accid: '%d' access_token: '%s' refresh_token: '%s' express_in: '%d'", m_curcfg.accountid, m_accessToken.c_str(), m_refreshToken.c_str(), m_expiresIn);
        } catch (http_exception const & e) {
            printf("Error exception:%s\n", e.what());
        }
    })
    .wait();

（3）下单

        http_client restclient(m_curcfg.resturl);
        http_request request(methods::GET);
        
        request.headers().add("Authorization", "Bearer " + m_accessToken);
        request.headers().add("Content-Type", "application/json");
        
        if (strcmp(ord.side,"buy") == 0) {
            m_ord_url = "/api/v2/private/buy";
        } else if (strcmp(ord.side, "sell") == 0) {
            m_ord_url = "/api/v2/private/cancel";
        }

        uri_builder builder(m_ord_url);
        builder.append_query("price", 40000);
        builder.append_query("amount", 1);
        builder.append_query("label", "ttt");
        builder.append_query("instrument_name", "BTC-PERPETUAL");
        builder.append_query("type", "limit");
        request.set_request_uri(builder.to_string());

        std::cout << builder.to_string() << std::endl;

        restclient.request(request)
        .then([](http_response response) -> pplx::task<json::value> {
            // if the status is OK extract the body of the response into a JSON value
            // works only when the content type is application\json
            auto code = response.status_code();
//400, 401, 418, 429
            if(code == status_codes::OK || code == status_codes::BadRequest
                || code == status_codes::TooManyRequests || code == status_codes::Unauthorized) 
            {
                //std::cout << "response headers:" << response.headers().content_type() << "\n";
                return response.extract_json();
            }
            throw exception();
            // return an empty JSON value
            return pplx::task_from_result(json::value());
        })
        // continue when the JSON value is available
        .then([&](pplx::task<json::value> previousTask) {
            // get the JSON value from the task and display content from it
            try
            {
                //{"code":-1013,"msg":"Filter failure: MIN_NOTIONAL"}
                json::value const & v = previousTask.get();
                if (v.has_field("error"))
                {
                    json::value const & errMsg = v.at("error");
                    if (errMsg.has_field("code")) {
                        int err_code =  v.at("code").as_integer();
                        string msg = errMsg.at("message").as_string();
                    }
                }
                else
                {
                    // if (v.has_field("orderID"));
                }
            } catch (http_exception const & e) {
                throw exception();
            }
        })
        .wait();

(4) websocket连接，初始化连接时，不需要传入access_token

    uri_builder builder(m_curcfg.wsurl);  // wss://test.deribit.com
    builder.append_path(m_wssb_url.to_string());  // /ws/api/v2
   // builder.append_query("access_token", m_accessToken.c_str());  请求头中不需要加token，在订阅的时候需要加上token

    std::cout << builder.to_string() << std::endl;

    m_wsclient.close();
    m_wsclient.connect(builder.to_string())
    .then([&]() { 
        std::function<void (const websocket_incoming_message &msg)> f;
        f = std::bind(&DeribitAdapterApi::On_WebSocketMsg, this, placeholders::_1);
        m_wsclient.set_message_handler(f);
        std::function<void (websocket_close_status close_status,
                                const utility::string_t& reason,
                                const std::error_code& error)> c;
        c =  std::bind(&DeribitAdapterApi::On_CloseMsg, this, placeholders::_1, placeholders::_2, placeholders::_3);
        m_wsclient.set_close_handler(c);
    })
    .wait();

（5）订阅公共和用户信息

    websocket_outgoing_message out_msg;
    json::value msg;
    //msg["method"] = json::value::string("public/subscribe");
    msg["method"] = json::value::string("private/subscribe");
    //json::value channel = json::value::string("ticker.BTC-11MAR22-30000-C.100ms");
    json::value channel = json::value::string("user.orders.BTC-PERPETUAL.100ms");
    vector<json::value> v;
    v.push_back(channel);

    json::value params;
    params["channels"] = json::value::array(v);
    
    params["access_token"] = json::value::string(m_accessToken);  // 私有信息需要传入

    msg["params"] = channels;

    std::cout << msg.to_string() << std::endl;
    std::cout << "----------------" << std::endl;

    out_msg.set_utf8_message(msg.serialize());

    m_wsclient.send(out_msg);