diff --git a/vnpy/restful/WebsocketClient.py b/vnpy/restful/WebsocketClient.py
new file mode 100644
index 00000000..76b3d0f8
--- /dev/null
+++ b/vnpy/restful/WebsocketClient.py
@@ -0,0 +1,131 @@
+# encoding: UTF-8
+
+
+########################################################################
+import json
+import ssl
+import sys
+import time
+from abc import abstractmethod
+from threading import Thread
+
+import websocket
+
+
+class WebsocketClient(object):
+    """Websocket API"""
+    
+    #----------------------------------------------------------------------
+    def __init__(self, host):
+        """Constructor"""
+        self.ws = None  # type: websocket.WebSocket
+        self.workerThread = None  # type: Thread
+        self.pingThread = None  # type: Thread
+        self.active = False
+        self.host = host
+    
+    #----------------------------------------------------------------------
+    def start(self):
+        """启动"""
+        self._connect()
+        
+        self.active = True
+        self.workerThread = Thread(target=self._run)
+        self.workerThread.start()
+        
+        self.pingThread = Thread(target=self._runPing)
+        self.pingThread.start()
+        
+        self.onConnect()
+        
+    #----------------------------------------------------------------------
+    def stop(self):
+        """
+        关闭
+        @note 不能从工作线程，也就是websocket的回调中调用
+        """
+        self.active = False
+        self._disconnect()
+
+
+    #----------------------------------------------------------------------
+    def sendReq(self, req):  # type: (dict)->None
+        """发出请求"""
+        return self.ws.send(json.dumps(req), opcode=websocket.ABNF.OPCODE_TEXT)
+    
+    #----------------------------------------------------------------------
+    def sendText(self, text):  # type: (str)->None
+        """发出请求"""
+        return self.ws.send(text, opcode=websocket.ABNF.OPCODE_TEXT)
+    
+    #----------------------------------------------------------------------
+    def sendData(self, data):  # type: (bytes)->None
+        """发出请求"""
+        return self.ws.send_binary(data)
+    
+    #----------------------------------------------------------------------
+    def _reconnect(self):
+        """重连"""
+        self._disconnect()
+        self._connect()
+    
+    #----------------------------------------------------------------------
+    def _connect(self):
+        """"""
+        self.ws = websocket.create_connection(self.host, sslopt={'cert_reqs': ssl.CERT_NONE})
+        self.onConnect()
+    
+    #----------------------------------------------------------------------
+    def _disconnect(self):
+        """"""
+        self.ws.close()
+    
+    #----------------------------------------------------------------------
+    def _run(self):
+        """运行"""
+        while self.active:
+            try:
+                stream = self.ws.recv()
+                data = json.loads(stream)
+                self.onMessage(data)
+            except:
+                et, ev, tb = sys.exc_info()
+                self.onError(et, ev, tb)
+                if self.active:
+                    self._reconnect()
+    
+    #----------------------------------------------------------------------
+    def _runPing(self):
+        while self.active:
+            self._ping()
+            for i in range(60):
+                if not self.active:
+                    break
+                time.sleep(1)
+    
+    #----------------------------------------------------------------------
+    def _ping(self):
+        return self.ws.send('ping', websocket.ABNF.OPCODE_PING)
+    
+    #----------------------------------------------------------------------
+    @abstractmethod
+    def onConnect(self):
+        """连接回调"""
+        pass
+    
+    #----------------------------------------------------------------------
+    @abstractmethod
+    def onMessage(self, packet):
+        """
+        数据回调。
+        只有在数据为json包的时候才会触发这个回调
+        @:param data: dict
+        @:return:
+        """
+        pass
+    
+    #----------------------------------------------------------------------
+    @abstractmethod
+    def onError(self, exceptionType, exceptionValue, tb):
+        """错误回调"""
+        pass