"Signature not valid" 获取 API 数据时 (VBA-Excel)

Question

当我尝试通过 VBA 代码检索 excel 中的某些数据时遇到问题。我使用以下作为基础：https://github.com/BitMEX/api-connectors/tree/master/official-http/vba 它有效，我能够根据需要更新它并下订单（testnet）

我现在尝试取回这本书，但我总是得到 "Signature not valid" 作为回应。你能帮忙理解我做错了什么吗？

我要接收的数据如下： https://testnet.bitmex.com/api/explorer/#!/OrderBook/OrderBook_getL2

作为哈希函数，我使用了上面提供的 link 中可用的 HexHash 函数（它适用于 'Post' 指令，但不能使其适用于 "GET"说明。

提前致谢

下面是一个工作代码（POST 函数）：

Sub placeorder()
Dim Json, httpObject As Object
Dim nonce As Double
Dim verb, apiKey, apiSecret, signature, symbol, price, qty, url, postdata, replytext, nonceStr As String

' Set monotonically (w time) increasing nonce
nonce = DateDiff("s", "1/1/1970", Now)

' Set api key and secret
apiKey = "aaa"
apiSecret = "bbb"

' Build query
symbol = "XBTUSD"
price = 8000
qty = 1

verb = "POST"
url = "/api/v1/order"
postdata = "symbol=" & symbol & "&price=" & price & "&quantity=" & qty

' Stringize nonce
nonceStr = nonce

' Compute signature using hexhash script
signature = HexHash.HexHash(verb + url + nonceStr + postdata, apiSecret, "SHA256")

' Set up HTTP req with headers
Set httpObject = CreateObject("MSXML2.XMLHTTP")
httpObject.Open "POST", "https://testnet.bitmex.com" & url, False
httpObject.setRequestHeader "Content-Type", "application/x-www-form-urlencoded"
httpObject.setRequestHeader "api-nonce", nonceStr
httpObject.setRequestHeader "api-key", apiKey
httpObject.setRequestHeader "api-signature", signature
httpObject.Send (postdata)

' Catch response
replytext = httpObject.ResponseText

end sub()

下面是一个非工作代码（GET 函数）：

Sub getorderbook2()
Dim Json, httpObject As Object
Dim nonce As Double
Dim verb, apiKey, apiSecret, signature, symbol, url, getdata, replytext, 
depth As String
Dim nonceStr As String

' Set monotonically (w time) increasing nonce
nonce = DateDiff("s", "1/1/1970", Now)

' Set api key and secret
apiKey = "aaa"
apiSecret = "bbb"

' Build query
symbol = "XBTUSD"
depth = 3

verb = "GET"
url = "/api/v1/orderBook/L2"
getdata = "symbol=" & symbol & "&depth=" & depth

' Stringize nonce
nonceStr = nonce

' Compute signature using hexhash script
signature = HexHash.HexHash(verb + url + nonceStr + getdata, apiSecret, "SHA256")

' Set up HTTP req with headers
Set httpObject = CreateObject("MSXML2.XMLHTTP")
httpObject.Open "GET", "https://testnet.bitmex.com" & url, False
httpObject.setRequestHeader "Content-Type", "application/x-www-form-urlencoded"
httpObject.setRequestHeader "api-nonce", nonceStr
httpObject.setRequestHeader "api-key", apiKey
httpObject.setRequestHeader "api-signature", signature
httpObject.Send (getdata)

' Catch response
replytext = httpObject.ResponseText
end sub ()

在第二部分，我总是在 return "Signature not valid"

中收到错误消息

Answer 1

在 GET 和 POST 之间切换需要的不仅仅是更改请求中的动词。 GET 请求需要将数据作为 URL 字符串的一部分，因此请尝试：

url = url & "?" & getdata
getdata = ""
httpObject.Open "GET", "https://testnet.bitmex.com" & url, False

您还需要更改此行：

httpObject.Send (getdata)

至：

httpObject.Send

构造 api-signature 值的方式对于对此 API 的 GET 请求也是不同的 - 请参阅 here for details. The changes I have suggested should lead to the correct signature being generated. If you need to URL encode data in VBA then this answer 可能有所帮助。

其他问题：

Dim a, b As String 等同于 Dim a As Variant, b As String。要声明多个字符串变量，您需要编写 Dim a As String, b As String
CreateObject("MSXML2.XMLHTTP") 访问 MSXML2 的旧版本 3.0。要访问最新版本 6.0，您需要 CreateObject("MSXML2.XMLHTTP.6.0")

"Signature not valid" 获取 API 数据时 (VBA-Excel)

"Signature not valid" when getting API data (VBA-Excel)

excel

vba

api

sha256

sha