[Fix]Close #1239

vnpy/api/okex/vnokex.py

@@ -6,6 +6,7 @@ import ssl
 import hashlib
 import json
 import traceback
+import zlib
 from threading import Thread
 from time import sleep
 
@@ -145,7 +146,13 @@ class OkexApi(object):
     #----------------------------------------------------------------------
     def readData(self, evt):
         """解码推送收到的数据"""
-        data = json.loads(evt)
+        # 先解压
+        decompress = zlib.decompressobj(-zlib.MAX_WBITS)
+        inflated = decompress.decompress(evt)
+        inflated += decompress.flush()
+        
+        # 再转换为json
+        data = json.loads(inflated)
         return data
 
     #----------------------------------------------------------------------