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API全程Application Programming Interface,及应用程序编程接口。你可以在各个交易所的角落里看到API字样，点开就可以看到相应的文档，具体可以实现哪些功能一目了然，如Okcoin API文档。apiKey、secretKey相当于程序的账号密码，并不是所有的连接都需要，如查看历史成交记录、获得ticker、深度数据这些公共信息；而查看账户信息、下单交易等就需要。key一般可以用户中心申请到。key申请到后注意保存，不能泄露。
Okcoin的API协议有REST API、WebSocket API、FIX API三种，REST API每连接一次进行一次交互，而WebSocket可以实现订阅，如订阅账户信息，当账户数据变化就会推送账户信息，而REST就需要自己请求了。FIX金融信息交换协议是一系列金融数据电子通信的消息规范，看起来很复杂，使用的人并不多。我目前使用前两种，REST API相对简单、功能足够，一般情况只用REST也行。
努力：高 收入：低 风险：低
努力：中高 收入：低至中等 风险：中等
努力：中等 收入：低 风险：低
努力：中高 收入：高 风险：高
努力：高 收入：中高 风险：低至中等
努力：低 收入：中高 风险：极高
努力：中 收入：中 风险：低
努力：未知 收入：未知 风险：未知
努力：中高 收入：中高 风险：高
努力：低 收入：中高 风险：极其危险的
努力：低 收入：中高 风险：极其危险的
努力：中 收入：未知 风险：高（特别是非技术用户）
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