From 4229f6e210771bde48ac96274f0df5ef66d378a6 Mon Sep 17 00:00:00 2001
From: "vn.py" <vn.py@foxmail.com>
Date: Sat, 17 Nov 2018 09:53:14 +0800
Subject: [PATCH] [Fix]Close #1239

---
 vnpy/api/okex/vnokex.py | 9 ++++++++-
 1 file changed, 8 insertions(+), 1 deletion(-)

diff --git a/vnpy/api/okex/vnokex.py b/vnpy/api/okex/vnokex.py
index 7d769b31..4e65c959 100644
--- a/vnpy/api/okex/vnokex.py
+++ b/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
 
     #----------------------------------------------------------------------