虽说MEXC已经出了v3版的API，但截至目前合约API尚未在v3版上线。当初写代码时，由于笔者对python的hmac等库不太熟悉，写到鉴权部分的代码时，遇到一些阻碍。因此将鉴权部分的代码写在这里，方便后之来者（

    通过`client = exchange_contactAPI(access_key='你的access_key字符串', secret_key='你的secret_key字符串')`调用即可。当然具体函数得自己写了。

import hmac
import time
import json
import requests


class exchange_contactAPI:
    def __init__(self, access_key, secret_key):
        self.base_url = 'https://api.mexc.com'  #此为合约API的baseurl，如要使用现货API需改为'https://www.mexc.com'
        self.access_key = access_key
        self.secret_key = secret_key

    def get_auth(self, uri, params={}): #需要鉴权的GET请求，传入参数params为字典类型
        url = self.base_url + uri
        header = {}
        header['ApiKey'] = self.access_key

        timestamp_s = time.time()
        timestamp_ms_int = int(1000 * timestamp_s)
        header['Request-Time'] = str(timestamp_ms_int)

        params_str = '&'.join(["{}={}".format(i, params[i]) for i in sorted(params.keys())])
        signature_str = self.access_key + str(timestamp_ms_int) + params_str
        byte_key = self.secret_key.encode()
        byte_msg = signature_str.encode()
        signature = hmac.new(byte_key, byte_msg, digestmod='SHA256') #maybe exchange byte_key and |
        header['Signature'] = signature.hexdigest()
        header['Content-Type'] = 'application/json'

        res = requests.get(url=url, headers=header)
        return res.text

    def post_auth(self, uri, params={}):    #需要鉴权的POST请求
        url = self.base_url + uri
        header = {}
        header['ApiKey'] = self.access_key

        timestamp_s = time.time()
        timestamp_ms_int = int(1000 * timestamp_s)
        header['Request-Time'] = str(timestamp_ms_int)

        params_str = json.dumps('&'.join(["{}={}".format(i, params[i]) for i in sorted(params.keys())]))
        signature_str = self.access_key + str(timestamp_ms_int) + params_str
        byte_key = self.secret_key.encode()
        byte_msg = signature_str.encode()
        signature = hmac.new(byte_key, byte_msg, digestmod='SHA256')
        header['Signature'] = signature.hexdigest()
        header['Content-Type'] = 'application/json'

        res = requests.get(url=url, headers=header)
        return res.text