新增okex gateway
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msincenselee
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41
vnpy/api/okex/README.md
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vnpy/api/okex/README.md
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### 简介
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OKEX的比特币交易接口，基于Websocket API开发，实现了以下功能：
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1. 发送、撤销委托
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2. 查询委托、持仓、资金、成交历史
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3. 实时行情、成交、资金更新的推送
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币币交易WebSocket服务连接地址：wss://real.okex.com:10441/websocket
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发送请求
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请求数据格式为：
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{'event':'addChannel','channel':'channelValue','parameters':{'api_key':'value1','sign':'value2'}}
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其中
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event: addChannel(注册请求数据)/removeChannel(注销请求数据)
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channel: OKEx提供请求数据类型
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parameters: 参数为选填参数，其中api_key为用户申请的APIKEY，sign为签名字符串，签名规则参照请求说明
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binary: 参数为选填参数，是否为压缩数据。1 压缩数据；0 原始数据；默认0
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例如： websocket.send("{'event':'addChannel','channel':'ok_sub_spot_usd_btc_ticker','binary','1'}")
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websocket.send("[{'event':'addChannel','channel':'ok_sub_spot_usd_btc_ticker'},{'event':'addChannel','channel':'ok_sub_spot_usd_btc_depth'},{'event':'addChannel','channel':'ok_sub_spot_usd_btc_trades'}]"),支持批量注册
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服务器响应
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返回数据格式为： [{"channel":"channel","success":"","errorcode":"","data":{}}, {"channel":"channel","success":"","errorcode":1,"data":{}}]
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其中
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channel: 请求的数据类型
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result: true成功，false失败(用于WebSocket 交易API) data: 返回结果数据
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errorcode: 错误码(用于WebSocket 交易API)
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推送过程说明
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为保证推送的及时性及减少流量，行情数据（ticker）和委托深度（depth）这两种数据类型只会在数据发生变化的情况下才会推送数据，交易记录（trades）是推送从上次推送到本次推送产生的增量数据。
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如何判断连接是否断开
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OKEx通过心跳机制解决这个问题。客户端每30秒发送一次心跳数据：{'event':'ping'}，服务器会响应客户端：{"event":"pong"}以此来表明客户端和服务端保持正常连接。如果客户端未接到服务端响应的心跳数据则需要客户端重新建立连接。
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### API信息
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链接：[https://github.com/okcoin-okex/OKEx.com-api-docs/](https://github.com/okcoin-okex/OKEx.com-api-docs/)
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3
vnpy/api/okex/__init__.py
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vnpy/api/okex/__init__.py
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# encoding: UTF-8
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from vnpy.api.okex.vnokex import WsSpotApi, WsFuturesApi,SPOT_SYMBOL, CONTRACT_SYMBOL, SPOT_CURRENCY,CONTRACT_TYPE
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vnpy/api/okex/okexData.py
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vnpy/api/okex/okexData.py
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# encoding: UTF-8
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# 币币最小交易量
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# key: symbol_pair, value: min_size
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# -----------------------------------------
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SPOT_TRADE_SIZE_DICT = {}
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SPOT_TRADE_SIZE_DICT['eth_usdt'] = 0.0001
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SPOT_TRADE_SIZE_DICT['btc_usdt'] = 0.0001
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SPOT_TRADE_SIZE_DICT['bch_btc'] = 0.001
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SPOT_TRADE_SIZE_DICT['bt2_btc'] = 0.01
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SPOT_TRADE_SIZE_DICT['etc_eth'] = 0.01
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SPOT_TRADE_SIZE_DICT['btg_btc'] = 0.01
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SPOT_TRADE_SIZE_DICT['ltc_usdt'] = 0.001
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SPOT_TRADE_SIZE_DICT['etc_usdt'] = 0.01
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SPOT_TRADE_SIZE_DICT['bch_usdt'] = 0.001
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SPOT_TRADE_SIZE_DICT['qtum_btc'] = 0.01
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SPOT_TRADE_SIZE_DICT['qtum_usdt'] = 0.01
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SPOT_TRADE_SIZE_DICT['qtum_eth'] = 0.01
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SPOT_TRADE_SIZE_DICT['neo_btc'] = 0.01
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SPOT_TRADE_SIZE_DICT['gas_btc'] = 0.01
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SPOT_TRADE_SIZE_DICT['hsr_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['neo_eth'] = 0.01
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SPOT_TRADE_SIZE_DICT['gas_eth'] = 0.01
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SPOT_TRADE_SIZE_DICT['hsr_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['neo_usdt'] = 0.01
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SPOT_TRADE_SIZE_DICT['gas_usdt'] = 0.01
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SPOT_TRADE_SIZE_DICT['hsr_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['dash_btc'] = 0.001
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SPOT_TRADE_SIZE_DICT['xrp_btc'] = 1
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SPOT_TRADE_SIZE_DICT['zec_btc'] = 0.001
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SPOT_TRADE_SIZE_DICT['dash_eth'] = 0.001
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SPOT_TRADE_SIZE_DICT['xrp_eth'] = 1
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SPOT_TRADE_SIZE_DICT['zec_eth'] = 0.001
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SPOT_TRADE_SIZE_DICT['dash_usdt'] = 0.001
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SPOT_TRADE_SIZE_DICT['xrp_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['zec_usdt'] = 0.001
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SPOT_TRADE_SIZE_DICT['iota_btc'] = 1
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SPOT_TRADE_SIZE_DICT['xuc_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['iota_eth'] = 1
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SPOT_TRADE_SIZE_DICT['xuc_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['iota_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['xuc_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['eos_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['omg_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['eos_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['omg_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['eos_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['omg_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['act_btc'] = 1
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SPOT_TRADE_SIZE_DICT['btm_btc'] = 1
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SPOT_TRADE_SIZE_DICT['act_eth'] = 1
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SPOT_TRADE_SIZE_DICT['btm_eth'] = 1
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SPOT_TRADE_SIZE_DICT['act_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['btm_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['bcd_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['bcd_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['storj_btc'] = 1
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SPOT_TRADE_SIZE_DICT['snt_btc'] = 10
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SPOT_TRADE_SIZE_DICT['storj_eth'] = 1
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SPOT_TRADE_SIZE_DICT['snt_eth'] = 10
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SPOT_TRADE_SIZE_DICT['storj_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['snt_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['pay_btc'] = 1
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SPOT_TRADE_SIZE_DICT['dgd_btc'] = 0.001
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SPOT_TRADE_SIZE_DICT['gnt_btc'] = 1
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SPOT_TRADE_SIZE_DICT['pay_eth'] = 1
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SPOT_TRADE_SIZE_DICT['dgd_eth'] = 0.001
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SPOT_TRADE_SIZE_DICT['gnt_eth'] = 1
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SPOT_TRADE_SIZE_DICT['pay_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['dgd_usdt'] = 0.001
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SPOT_TRADE_SIZE_DICT['gnt_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['lrc_btc'] = 1
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SPOT_TRADE_SIZE_DICT['nuls_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['mco_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['lrc_eth'] = 1
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SPOT_TRADE_SIZE_DICT['nuls_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['mco_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['lrc_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['nuls_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['mco_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['btg_usdt'] = 0.01
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SPOT_TRADE_SIZE_DICT['cmt_btc'] = 10
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SPOT_TRADE_SIZE_DICT['itc_btc'] = 1
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SPOT_TRADE_SIZE_DICT['cmt_eth'] = 10
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SPOT_TRADE_SIZE_DICT['itc_eth'] = 1
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SPOT_TRADE_SIZE_DICT['cmt_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['itc_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['sbtc_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['pra_btc'] = 1
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SPOT_TRADE_SIZE_DICT['san_btc'] = 1
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SPOT_TRADE_SIZE_DICT['edo_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['avt_btc'] = 1
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SPOT_TRADE_SIZE_DICT['pra_eth'] = 1
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SPOT_TRADE_SIZE_DICT['san_eth'] = 1
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SPOT_TRADE_SIZE_DICT['edo_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['avt_eth'] = 1
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SPOT_TRADE_SIZE_DICT['pra_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['san_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['edo_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['avt_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['ltc_bch'] = 0.001
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SPOT_TRADE_SIZE_DICT['ltc_eth'] = 0.001
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SPOT_TRADE_SIZE_DICT['etc_bch'] = 0.01
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SPOT_TRADE_SIZE_DICT['btg_bch'] = 0.01
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SPOT_TRADE_SIZE_DICT['avt_bch'] = 1
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SPOT_TRADE_SIZE_DICT['act_bch'] = 1
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SPOT_TRADE_SIZE_DICT['cmt_bch'] = 10
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SPOT_TRADE_SIZE_DICT['dgd_bch'] = 0.001
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SPOT_TRADE_SIZE_DICT['dash_bch'] = 0.001
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SPOT_TRADE_SIZE_DICT['eos_bch'] = 0.1
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SPOT_TRADE_SIZE_DICT['edo_bch'] = 0.1
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SPOT_TRADE_SIZE_DICT['ctr_btc'] = 1
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SPOT_TRADE_SIZE_DICT['link_btc'] = 1
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SPOT_TRADE_SIZE_DICT['salt_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['1st_btc'] = 1
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SPOT_TRADE_SIZE_DICT['wtc_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['sngls_btc'] = 10
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SPOT_TRADE_SIZE_DICT['snm_btc'] = 10
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SPOT_TRADE_SIZE_DICT['zrx_btc'] = 1
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SPOT_TRADE_SIZE_DICT['bnt_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['cvc_btc'] = 1
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SPOT_TRADE_SIZE_DICT['ctr_eth'] = 1
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SPOT_TRADE_SIZE_DICT['link_eth'] = 1
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SPOT_TRADE_SIZE_DICT['salt_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['1st_eth'] = 1
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SPOT_TRADE_SIZE_DICT['wtc_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['sngls_eth'] = 10
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SPOT_TRADE_SIZE_DICT['snm_eth'] = 10
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SPOT_TRADE_SIZE_DICT['zrx_eth'] = 1
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SPOT_TRADE_SIZE_DICT['bnt_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['cvc_eth'] = 1
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SPOT_TRADE_SIZE_DICT['ctr_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['link_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['salt_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['1st_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['wtc_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['sngls_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['snm_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['zrx_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['bnt_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['cvc_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['bcd_bch'] = 0.1
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SPOT_TRADE_SIZE_DICT['sbtc_bch'] = 0.1
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SPOT_TRADE_SIZE_DICT['bcx_btc'] = 10
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SPOT_TRADE_SIZE_DICT['bcx_bch'] = 10
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SPOT_TRADE_SIZE_DICT['mana_btc'] = 10
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SPOT_TRADE_SIZE_DICT['rcn_btc'] = 10
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SPOT_TRADE_SIZE_DICT['mana_eth'] = 10
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SPOT_TRADE_SIZE_DICT['mana_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['vee_btc'] = 10
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SPOT_TRADE_SIZE_DICT['vee_eth'] = 10
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SPOT_TRADE_SIZE_DICT['vee_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['tnb_btc'] = 10
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SPOT_TRADE_SIZE_DICT['tnb_eth'] = 10
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SPOT_TRADE_SIZE_DICT['tnb_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['amm_btc'] = 1
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SPOT_TRADE_SIZE_DICT['amm_eth'] = 1
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SPOT_TRADE_SIZE_DICT['amm_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['knc_btc'] = 1
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SPOT_TRADE_SIZE_DICT['knc_eth'] = 1
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SPOT_TRADE_SIZE_DICT['knc_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['dat_eth'] = 10
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SPOT_TRADE_SIZE_DICT['dat_btc'] = 10
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SPOT_TRADE_SIZE_DICT['dat_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['gnx_btc'] = 1
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SPOT_TRADE_SIZE_DICT['gnx_eth'] = 1
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SPOT_TRADE_SIZE_DICT['gnx_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['icx_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['icx_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['icx_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['ark_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['ark_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['ark_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['yoyo_btc'] = 10
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SPOT_TRADE_SIZE_DICT['yoyo_eth'] = 10
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SPOT_TRADE_SIZE_DICT['yoyo_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['qvt_btc'] = 1
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SPOT_TRADE_SIZE_DICT['qvt_eth'] = 1
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SPOT_TRADE_SIZE_DICT['qvt_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['elf_eth'] = 1
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SPOT_TRADE_SIZE_DICT['elf_btc'] = 1
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SPOT_TRADE_SIZE_DICT['elf_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['ast_btc'] = 1
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SPOT_TRADE_SIZE_DICT['ast_eth'] = 1
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SPOT_TRADE_SIZE_DICT['ast_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['sub_btc'] = 1
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SPOT_TRADE_SIZE_DICT['sub_eth'] = 1
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SPOT_TRADE_SIZE_DICT['sub_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['dnt_btc'] = 10
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SPOT_TRADE_SIZE_DICT['dnt_eth'] = 10
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SPOT_TRADE_SIZE_DICT['dnt_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['fun_btc'] = 10
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SPOT_TRADE_SIZE_DICT['fun_eth'] = 10
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SPOT_TRADE_SIZE_DICT['fun_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['ace_btc'] = 10
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SPOT_TRADE_SIZE_DICT['ace_eth'] = 10
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SPOT_TRADE_SIZE_DICT['ace_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['trx_btc'] = 10
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SPOT_TRADE_SIZE_DICT['trx_eth'] = 10
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SPOT_TRADE_SIZE_DICT['trx_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['evx_btc'] = 1
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SPOT_TRADE_SIZE_DICT['evx_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['evx_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['mda_btc'] = 1
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SPOT_TRADE_SIZE_DICT['mda_eth'] = 1
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SPOT_TRADE_SIZE_DICT['mda_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['mth_btc'] = 10
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SPOT_TRADE_SIZE_DICT['mth_eth'] = 10
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SPOT_TRADE_SIZE_DICT['mth_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['mtl_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['mtl_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['mtl_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['xem_btc'] = 1
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SPOT_TRADE_SIZE_DICT['xem_eth'] = 1
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SPOT_TRADE_SIZE_DICT['xem_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['icn_btc'] = 1
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SPOT_TRADE_SIZE_DICT['icn_eth'] = 1
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SPOT_TRADE_SIZE_DICT['icn_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['eng_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['req_btc'] = 1
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SPOT_TRADE_SIZE_DICT['oax_btc'] = 1
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SPOT_TRADE_SIZE_DICT['dgb_btc'] = 10
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SPOT_TRADE_SIZE_DICT['ppt_btc'] = 0.01
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SPOT_TRADE_SIZE_DICT['dgb_eth'] = 10
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SPOT_TRADE_SIZE_DICT['dgb_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['ppt_eth'] = 0.01
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SPOT_TRADE_SIZE_DICT['ppt_usdt'] = 0.01
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SPOT_TRADE_SIZE_DICT['oax_eth'] = 1
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SPOT_TRADE_SIZE_DICT['oax_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['req_eth'] = 1
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SPOT_TRADE_SIZE_DICT['req_usdt'] = 1
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SPOT_TRADE_SIZE_DICT['eng_eth'] = 0.1
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SPOT_TRADE_SIZE_DICT['eng_usdt'] = 0.1
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SPOT_TRADE_SIZE_DICT['rcn_eth'] = 10
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SPOT_TRADE_SIZE_DICT['rcn_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['swftc_btc'] = 10
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SPOT_TRADE_SIZE_DICT['swftc_eth'] = 10
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SPOT_TRADE_SIZE_DICT['swftc_usdt'] = 10
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SPOT_TRADE_SIZE_DICT['rdn_btc'] = 0.1
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SPOT_TRADE_SIZE_DICT['rdn_eth'] = 0.1
|
||||
SPOT_TRADE_SIZE_DICT['rdn_usdt'] = 0.1
|
||||
SPOT_TRADE_SIZE_DICT['xmr_btc'] = 0.001
|
||||
SPOT_TRADE_SIZE_DICT['xmr_eth'] = 0.001
|
||||
SPOT_TRADE_SIZE_DICT['xmr_usdt'] = 0.001
|
||||
SPOT_TRADE_SIZE_DICT['xlm_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['xlm_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['xlm_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['kcash_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['kcash_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['kcash_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['mdt_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['mdt_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['mdt_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['nas_btc'] = 0.1
|
||||
SPOT_TRADE_SIZE_DICT['nas_eth'] = 0.1
|
||||
SPOT_TRADE_SIZE_DICT['nas_usdt'] = 0.1
|
||||
SPOT_TRADE_SIZE_DICT['rnt_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['rnt_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['rnt_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['wrc_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['wrc_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['wrc_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ukg_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ukg_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ukg_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ugc_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ugc_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ugc_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['dpy_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['dpy_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['dpy_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['read_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['read_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['read_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ssc_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ssc_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ssc_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['aac_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['smt_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['fair_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['aac_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['smt_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['aac_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['smt_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['fair_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['fair_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ubtc_btc'] = 0.1
|
||||
SPOT_TRADE_SIZE_DICT['ubtc_eth'] = 0.1
|
||||
SPOT_TRADE_SIZE_DICT['ubtc_usdt'] = 0.1
|
||||
SPOT_TRADE_SIZE_DICT['cag_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['cag_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['cag_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['dna_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['lend_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['lend_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['dna_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['lend_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['dna_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['rct_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['rct_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['rct_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['bch_eth'] = 0.001
|
||||
SPOT_TRADE_SIZE_DICT['show_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['show_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['show_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['vib_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['vib_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['vib_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['mot_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['mot_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['mot_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['utk_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['utk_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['utk_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['mag_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['mag_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['mag_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['topc_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['topc_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['brd_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['topc_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['qun_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['brd_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['qun_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['qun_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['brd_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['viu_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['viu_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ost_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['viu_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ost_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ost_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['aidoc_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['aidoc_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['aidoc_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['int_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['la_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['la_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['la_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['int_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['int_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ipc_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ipc_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ipc_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ngc_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ngc_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ngc_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['tio_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['tio_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['tio_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['iost_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['iost_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['iost_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['poe_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['poe_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['poe_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['mof_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['yee_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['mof_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['yee_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['yee_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['mof_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ins_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ins_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ins_usdt'] = 0.1
|
||||
SPOT_TRADE_SIZE_DICT['tct_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['tct_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['tct_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['atl_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['atl_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['atl_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['theta_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['theta_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['lev_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['theta_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['lev_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['lev_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['stc_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['spf_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['stc_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['spf_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['spf_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['stc_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ref_btc'] = 0.01
|
||||
SPOT_TRADE_SIZE_DICT['ref_eth'] = 0.01
|
||||
SPOT_TRADE_SIZE_DICT['ref_usdt'] = 0.01
|
||||
SPOT_TRADE_SIZE_DICT['snc_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['snc_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['snc_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['pst_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['pst_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['pst_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['can_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['can_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['can_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['hot_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['mkr_btc'] = 0.001
|
||||
SPOT_TRADE_SIZE_DICT['mkr_eth'] = 0.001
|
||||
SPOT_TRADE_SIZE_DICT['mkr_usdt'] = 0.001
|
||||
SPOT_TRADE_SIZE_DICT['hot_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['key_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['hot_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['key_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['key_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['light_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['light_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['light_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['true_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['true_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['true_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['of_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['of_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['of_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['soc_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['soc_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['soc_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['wbtc_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['dent_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['dent_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['dent_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['zen_btc'] = 0.01
|
||||
SPOT_TRADE_SIZE_DICT['zen_eth'] = 0.01
|
||||
SPOT_TRADE_SIZE_DICT['zen_usdt'] = 0.01
|
||||
SPOT_TRADE_SIZE_DICT['hmc_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['hmc_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['hmc_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['zip_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['zip_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['zip_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['nano_btc'] = 0.1
|
||||
SPOT_TRADE_SIZE_DICT['nano_eth'] = 0.1
|
||||
SPOT_TRADE_SIZE_DICT['nano_usdt'] = 0.1
|
||||
SPOT_TRADE_SIZE_DICT['cic_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['cic_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['cic_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['gto_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['gto_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['gto_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['chat_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['chat_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['chat_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['insur_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['insur_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['insur_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['cbt_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['cbt_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['cbt_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['r_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['r_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['r_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['uct_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['uct_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['uct_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['bec_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['bec_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['bec_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['mith_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['mith_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['mith_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['abt_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['abt_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['abt_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['bkx_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['bkx_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['bkx_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['gtc_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['gtc_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['gtc_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['auto_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['auto_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['auto_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['gsc_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['gsc_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['gsc_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['rfr_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['rfr_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['rfr_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['trio_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['trio_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['trio_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['tra_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['tra_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['tra_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ren_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ren_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ren_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['wfee_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['wfee_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['wfee_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['dadi_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['dadi_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['dadi_usdt'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['enj_btc'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['enj_eth'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['enj_usdt'] = 10
|
||||
SPOT_TRADE_SIZE_DICT['ont_btc'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ont_eth'] = 1
|
||||
SPOT_TRADE_SIZE_DICT['ont_usdt'] = 1
|
||||
|
||||
# -------------------------------------
|
||||
SPOT_ERROR_DICT = {}
|
||||
SPOT_ERROR_DICT['1000'] = u'必选参数不能为空'
|
||||
SPOT_ERROR_DICT['1000'] = u'用户请求频率过快，超过该接口允许的限额'
|
||||
SPOT_ERROR_DICT['1000'] = u'系统错误'
|
||||
SPOT_ERROR_DICT['1000'] = u'请求失败'
|
||||
SPOT_ERROR_DICT['1000'] = u'SecretKey不存在'
|
||||
SPOT_ERROR_DICT['1000'] = u'Api_key不存在'
|
||||
SPOT_ERROR_DICT['1000'] = u'签名不匹配'
|
||||
SPOT_ERROR_DICT['1000'] = u'非法参数'
|
||||
SPOT_ERROR_DICT['1000'] = u'订单不存在'
|
||||
SPOT_ERROR_DICT['1001'] = u'余额不足'
|
||||
SPOT_ERROR_DICT['1001'] = u'买卖的数量小于BTC/LTC最小买卖额度'
|
||||
SPOT_ERROR_DICT['1001'] = u'当前网站暂时只支持btc_usdltc_usd'
|
||||
SPOT_ERROR_DICT['1001'] = u'此接口只支持https请求'
|
||||
SPOT_ERROR_DICT['1001'] = u'下单价格不得≤0或≥'
|
||||
SPOT_ERROR_DICT['1001'] = u'下单价格与最新成交价偏差过大'
|
||||
SPOT_ERROR_DICT['1001'] = u'币数量不足'
|
||||
SPOT_ERROR_DICT['1001'] = u'API鉴权失败'
|
||||
SPOT_ERROR_DICT['1001'] = u'借入不能小于最低限额[SD:100,BTC:0.1,LTC:1]'
|
||||
SPOT_ERROR_DICT['1001'] = u'页面没有同意借贷协议'
|
||||
SPOT_ERROR_DICT['1002'] = u'费率不能大于1%'
|
||||
SPOT_ERROR_DICT['1002'] = u'费率不能小于0.01%'
|
||||
SPOT_ERROR_DICT['1002'] = u'获取最新成交价错误'
|
||||
SPOT_ERROR_DICT['1002'] = u'可借金额不足'
|
||||
SPOT_ERROR_DICT['1002'] = u'额度已满，暂时无法借款'
|
||||
SPOT_ERROR_DICT['1002'] = u'借款(含预约借款)及保证金部分不能提出'
|
||||
SPOT_ERROR_DICT['1002'] = u'修改敏感提币验证信息，24小时内不允许提现'
|
||||
SPOT_ERROR_DICT['1002'] = u'提币金额已超过今日提币限额'
|
||||
SPOT_ERROR_DICT['1002'] = u'账户有借款，请撤消借款或者还清借款后提币'
|
||||
SPOT_ERROR_DICT['1003'] = u'存在BTC/LTC充值，该部分等值金额需6个网络确认后方能提出'
|
||||
SPOT_ERROR_DICT['1003'] = u'未绑定手机或谷歌验证'
|
||||
SPOT_ERROR_DICT['1003'] = u'服务费大于最大网络手续费'
|
||||
SPOT_ERROR_DICT['1003'] = u'服务费小于最低网络手续费'
|
||||
SPOT_ERROR_DICT['1003'] = u'可用BTC/LTC不足'
|
||||
SPOT_ERROR_DICT['1003'] = u'提币数量小于最小提币数量'
|
||||
SPOT_ERROR_DICT['1003'] = u'交易密码未设置'
|
||||
SPOT_ERROR_DICT['1004'] = u'取消提币失败'
|
||||
SPOT_ERROR_DICT['1004'] = u'提币地址不存在或未认证'
|
||||
SPOT_ERROR_DICT['1004'] = u'交易密码错误'
|
||||
SPOT_ERROR_DICT['1004'] = u'合约权益错误，提币失败'
|
||||
SPOT_ERROR_DICT['1004'] = u'取消借款失败'
|
||||
SPOT_ERROR_DICT['1004'] = u'当前为子账户，此功能未开放'
|
||||
SPOT_ERROR_DICT['1004'] = u'提币信息不存在'
|
||||
SPOT_ERROR_DICT['1004'] = u'小额委托(<0.15BTC)的未成交委托数量不得大于50个'
|
||||
SPOT_ERROR_DICT['1005'] = u'重复撤单'
|
||||
SPOT_ERROR_DICT['1005'] = u'提币受限'
|
||||
SPOT_ERROR_DICT['1006'] = u'美元充值后的48小时内，该部分资产不能提出'
|
||||
SPOT_ERROR_DICT['1010'] = u'账户被冻结'
|
||||
SPOT_ERROR_DICT['1010'] = u'订单类型错误'
|
||||
SPOT_ERROR_DICT['1010'] = u'不是本用户的订单'
|
||||
SPOT_ERROR_DICT['1010'] = u'私密订单密钥错误'
|
||||
SPOT_ERROR_DICT['1021'] = u'非开放API'
|
||||
SPOT_ERROR_DICT['1002'] = u'交易金额大于余额'
|
||||
SPOT_ERROR_DICT['1003'] = u'交易金额小于最小交易值'
|
||||
SPOT_ERROR_DICT['1004'] = u'交易金额小于0'
|
||||
SPOT_ERROR_DICT['1007'] = u'没有交易市场信息'
|
||||
SPOT_ERROR_DICT['1008'] = u'没有最新行情信息'
|
||||
SPOT_ERROR_DICT['1009'] = u'没有订单'
|
||||
SPOT_ERROR_DICT['1010'] = u'撤销订单与原订单用户不一致'
|
||||
SPOT_ERROR_DICT['1011'] = u'没有查询到该用户'
|
||||
SPOT_ERROR_DICT['1013'] = u'没有订单类型'
|
||||
SPOT_ERROR_DICT['1014'] = u'没有登录'
|
||||
SPOT_ERROR_DICT['1015'] = u'没有获取到行情深度信息'
|
||||
SPOT_ERROR_DICT['1017'] = u'日期参数错误'
|
||||
SPOT_ERROR_DICT['1018'] = u'下单失败'
|
||||
SPOT_ERROR_DICT['1019'] = u'撤销订单失败'
|
||||
SPOT_ERROR_DICT['1024'] = u'币种不存在'
|
||||
SPOT_ERROR_DICT['1025'] = u'没有K线类型'
|
||||
SPOT_ERROR_DICT['1026'] = u'没有基准币数量'
|
||||
SPOT_ERROR_DICT['1027'] = u'参数不合法可能超出限制'
|
||||
SPOT_ERROR_DICT['1028'] = u'保留小数位失败'
|
||||
SPOT_ERROR_DICT['1029'] = u'正在准备中'
|
||||
SPOT_ERROR_DICT['1030'] = u'有融资融币无法进行交易'
|
||||
SPOT_ERROR_DICT['1031'] = u'转账余额不足'
|
||||
SPOT_ERROR_DICT['1032'] = u'该币种不能转账'
|
||||
SPOT_ERROR_DICT['1035'] = u'密码不合法'
|
||||
SPOT_ERROR_DICT['1036'] = u'谷歌验证码不合法'
|
||||
SPOT_ERROR_DICT['1037'] = u'谷歌验证码不正确'
|
||||
SPOT_ERROR_DICT['1038'] = u'谷歌验证码重复使用'
|
||||
SPOT_ERROR_DICT['1039'] = u'短信验证码输错限制'
|
||||
SPOT_ERROR_DICT['1040'] = u'短信验证码不合法'
|
||||
SPOT_ERROR_DICT['1041'] = u'短信验证码不正确'
|
||||
SPOT_ERROR_DICT['1042'] = u'谷歌验证码输错限制'
|
||||
SPOT_ERROR_DICT['1043'] = u'登陆密码不允许与交易密码一致'
|
||||
SPOT_ERROR_DICT['1044'] = u'原密码错误'
|
||||
SPOT_ERROR_DICT['1045'] = u'未设置二次验证'
|
||||
SPOT_ERROR_DICT['1046'] = u'原密码未输入'
|
||||
SPOT_ERROR_DICT['1048'] = u'用户被冻结'
|
||||
SPOT_ERROR_DICT['1050'] = u'订单已撤销或者撤单中'
|
||||
SPOT_ERROR_DICT['1051'] = u'订单已完成交易'
|
||||
SPOT_ERROR_DICT['1201'] = u'账号零时删除'
|
||||
SPOT_ERROR_DICT['1202'] = u'账号不存在'
|
||||
SPOT_ERROR_DICT['1203'] = u'转账金额大于余额'
|
||||
SPOT_ERROR_DICT['1204'] = u'不同种币种不能转账'
|
||||
SPOT_ERROR_DICT['1205'] = u'账号不存在主从关系'
|
||||
SPOT_ERROR_DICT['1206'] = u'提现用户被冻结'
|
||||
SPOT_ERROR_DICT['1207'] = u'不支持转账'
|
||||
SPOT_ERROR_DICT['1208'] = u'没有该转账用户'
|
||||
SPOT_ERROR_DICT['1209'] = u'当前api不可用'
|
||||
SPOT_ERROR_DICT['1216'] = u'市价交易暂停，请选择限价交易'
|
||||
SPOT_ERROR_DICT['1217'] = u'您的委托价格超过最新成交价的±5%，存在风险，请重新下单'
|
||||
SPOT_ERROR_DICT['1218'] = u'下单失败，请稍后再试'
|
||||
|
||||
# --------------------------------------
|
||||
FUTURES_ERROR_DICT = {}
|
||||
|
||||
FUTURES_ERROR_DICT['10000'] = u'必填参数为空'
|
||||
FUTURES_ERROR_DICT['10001'] = u'参数错误'
|
||||
FUTURES_ERROR_DICT['10002'] = u'验证失败'
|
||||
FUTURES_ERROR_DICT['10003'] = u'该连接已经请求了其他用户的实时交易数据'
|
||||
FUTURES_ERROR_DICT['10004'] = u'该连接没有请求此用户的实时交易数据'
|
||||
FUTURES_ERROR_DICT['10005'] = u'api_key或者sign不合法'
|
||||
FUTURES_ERROR_DICT['10008'] = u'非法参数'
|
||||
FUTURES_ERROR_DICT['10009'] = u'订单不存在'
|
||||
FUTURES_ERROR_DICT['10010'] = u'余额不足'
|
||||
FUTURES_ERROR_DICT['10011'] = u'卖的数量小于BTC/LTC最小买卖额度'
|
||||
FUTURES_ERROR_DICT['10012'] = u'当前网站暂时只支持btc_usdltc_usd'
|
||||
FUTURES_ERROR_DICT['10014'] = u'下单价格不得≤0或≥1000000'
|
||||
FUTURES_ERROR_DICT['10015'] = u'暂不支持此channel订阅'
|
||||
FUTURES_ERROR_DICT['10016'] = u'币数量不足'
|
||||
FUTURES_ERROR_DICT['10017'] = u'WebSocket鉴权失败'
|
||||
FUTURES_ERROR_DICT['10100'] = u'用户被冻结'
|
||||
FUTURES_ERROR_DICT['10049'] = u'小额委托（<0.15BTC)的未成交委托数量不得大于50个'
|
||||
FUTURES_ERROR_DICT['10216'] = u'非开放API'
|
||||
FUTURES_ERROR_DICT['20001'] = u'用户不存在'
|
||||
FUTURES_ERROR_DICT['20002'] = u'用户被冻结'
|
||||
FUTURES_ERROR_DICT['20003'] = u'用户被爆仓冻结'
|
||||
FUTURES_ERROR_DICT['20004'] = u'合约账户被冻结'
|
||||
FUTURES_ERROR_DICT['20005'] = u'用户合约账户不存在'
|
||||
FUTURES_ERROR_DICT['20006'] = u'必填参数为空'
|
||||
FUTURES_ERROR_DICT['20007'] = u'参数错误'
|
||||
FUTURES_ERROR_DICT['20008'] = u'合约账户余额为空'
|
||||
FUTURES_ERROR_DICT['20009'] = u'虚拟合约状态错误'
|
||||
FUTURES_ERROR_DICT['20010'] = u'合约风险率信息不存在'
|
||||
FUTURES_ERROR_DICT['20011'] = u'开仓前保证金率超过90%'
|
||||
FUTURES_ERROR_DICT['20012'] = u'开仓后保证金率超过90%'
|
||||
FUTURES_ERROR_DICT['20013'] = u'暂无对手价'
|
||||
FUTURES_ERROR_DICT['20014'] = u'系统错误'
|
||||
FUTURES_ERROR_DICT['20015'] = u'订单信息不存在'
|
||||
FUTURES_ERROR_DICT['20016'] = u'平仓数量是否大于同方向可用持仓数量'
|
||||
FUTURES_ERROR_DICT['20017'] = u'非本人操作'
|
||||
FUTURES_ERROR_DICT['20018'] = u'下单价格高于前一分钟的105%或低于95%'
|
||||
FUTURES_ERROR_DICT['20019'] = u'该IP限制不能请求该资源'
|
||||
FUTURES_ERROR_DICT['20020'] = u'密钥不存在'
|
||||
FUTURES_ERROR_DICT['20021'] = u'指数信息不存在'
|
||||
FUTURES_ERROR_DICT['20022'] = u'接口调用错误'
|
||||
FUTURES_ERROR_DICT['20023'] = u'逐仓用户'
|
||||
FUTURES_ERROR_DICT['20024'] = u'sign签名不匹配'
|
||||
FUTURES_ERROR_DICT['20025'] = u'杠杆比率错误'
|
||||
FUTURES_ERROR_DICT['20100'] = u'请求超时'
|
||||
FUTURES_ERROR_DICT['20101'] = u'数据格式无效'
|
||||
FUTURES_ERROR_DICT['20102'] = u'登录无效'
|
||||
FUTURES_ERROR_DICT['20103'] = u'数据事件类型无效'
|
||||
FUTURES_ERROR_DICT['20104'] = u'数据订阅类型无效'
|
||||
FUTURES_ERROR_DICT['20107'] = u'JSON格式错误'
|
||||
FUTURES_ERROR_DICT['20115'] = u'quote参数未匹配到'
|
||||
FUTURES_ERROR_DICT['20116'] = u'参数不匹配'
|
||||
FUTURES_ERROR_DICT['1002'] = u'交易金额大于余额'
|
||||
FUTURES_ERROR_DICT['1003'] = u'交易金额小于最小交易值'
|
||||
FUTURES_ERROR_DICT['1004'] = u'交易金额小于0'
|
||||
FUTURES_ERROR_DICT['1007'] = u'没有交易市场信息'
|
||||
FUTURES_ERROR_DICT['1008'] = u'没有最新行情信息'
|
||||
FUTURES_ERROR_DICT['1009'] = u'没有订单'
|
||||
FUTURES_ERROR_DICT['1010'] = u'撤销订单与原订单用户不一致'
|
||||
FUTURES_ERROR_DICT['1011'] = u'没有查询到该用户'
|
||||
FUTURES_ERROR_DICT['1013'] = u'没有订单类型'
|
||||
FUTURES_ERROR_DICT['1014'] = u'没有登录'
|
||||
FUTURES_ERROR_DICT['1015'] = u'没有获取到行情深度信息'
|
||||
FUTURES_ERROR_DICT['1017'] = u'日期参数错误'
|
||||
FUTURES_ERROR_DICT['1018'] = u'下单失败'
|
||||
FUTURES_ERROR_DICT['1019'] = u'撤销订单失败'
|
||||
FUTURES_ERROR_DICT['1024'] = u'币种不存在'
|
||||
FUTURES_ERROR_DICT['1025'] = u'没有K线类型'
|
||||
FUTURES_ERROR_DICT['1026'] = u'没有基准币数量'
|
||||
FUTURES_ERROR_DICT['1027'] = u'参数不合法可能超出限制'
|
||||
FUTURES_ERROR_DICT['1028'] = u'保留小数位失败'
|
||||
FUTURES_ERROR_DICT['1029'] = u'正在准备中'
|
||||
FUTURES_ERROR_DICT['1030'] = u'有融资融币无法进行交易'
|
||||
FUTURES_ERROR_DICT['1031'] = u'转账余额不足'
|
||||
FUTURES_ERROR_DICT['1032'] = u'该币种不能转账'
|
||||
FUTURES_ERROR_DICT['1035'] = u'密码不合法'
|
||||
FUTURES_ERROR_DICT['1036'] = u'谷歌验证码不合法'
|
||||
FUTURES_ERROR_DICT['1037'] = u'谷歌验证码不正确'
|
||||
FUTURES_ERROR_DICT['1038'] = u'谷歌验证码重复使用'
|
||||
FUTURES_ERROR_DICT['1039'] = u'短信验证码输错限制'
|
||||
FUTURES_ERROR_DICT['1040'] = u'短信验证码不合法'
|
||||
FUTURES_ERROR_DICT['1041'] = u'短信验证码不正确'
|
||||
FUTURES_ERROR_DICT['1042'] = u'谷歌验证码输错限制'
|
||||
FUTURES_ERROR_DICT['1043'] = u'登陆密码不允许与交易密码一致'
|
||||
FUTURES_ERROR_DICT['1044'] = u'原密码错误'
|
||||
FUTURES_ERROR_DICT['1045'] = u'未设置二次验证'
|
||||
FUTURES_ERROR_DICT['1046'] = u'原密码未输入'
|
||||
FUTURES_ERROR_DICT['1048'] = u'用户被冻结'
|
||||
FUTURES_ERROR_DICT['1050'] = u'订单已撤销或者撤销中'
|
||||
FUTURES_ERROR_DICT['1051'] = u'订单已完成交易'
|
||||
FUTURES_ERROR_DICT['1201'] = u'账号零时删除'
|
||||
FUTURES_ERROR_DICT['1202'] = u'账号不存在'
|
||||
FUTURES_ERROR_DICT['1203'] = u'转账金额大于余额'
|
||||
FUTURES_ERROR_DICT['1204'] = u'不同种币种不能转账'
|
||||
FUTURES_ERROR_DICT['1205'] = u'账号不存在主从关系'
|
||||
FUTURES_ERROR_DICT['1206'] = u'提现用户被冻结'
|
||||
FUTURES_ERROR_DICT['1207'] = u'不支持转账'
|
||||
FUTURES_ERROR_DICT['1208'] = u'没有该转账用户'
|
||||
FUTURES_ERROR_DICT['1209'] = u'当前api不可用'
|
||||
51
vnpy/api/okex/test.py
Normal file
51
vnpy/api/okex/test.py
Normal file
@ -0,0 +1,51 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
from vnokex import *
|
||||
|
||||
# 在OkCoin网站申请这两个Key，分别对应用户名和密码
|
||||
apiKey = '你的apiKey'
|
||||
secretKey = '你的secretKey'
|
||||
|
||||
# 创建API对象
|
||||
api = OkexSpotApi()
|
||||
|
||||
api.connect(apiKey, secretKey, True)
|
||||
|
||||
sleep(3)
|
||||
|
||||
api.login()
|
||||
api.subscribeSpotTicker("bch_btc")
|
||||
api.subscribeSpotDepth("bch_btc")
|
||||
api.subscribeSpotDepth("bch_btc", 5)
|
||||
api.subscribeSpotDeals("bch_btc")
|
||||
api.subscribeSpotKlines("bch_btc","30min")
|
||||
|
||||
#api.spotTrade("etc_usdt","sell", "50" , "0.01")
|
||||
#api.spotCancelOrder("etc_btc","44274138")
|
||||
#api.spotUserInfo()
|
||||
#api.spotOrderInfo("etc_btc", 44284731)
|
||||
|
||||
# api = OkexFuturesApi()
|
||||
# api.connect(apiKey, secretKey, True)
|
||||
|
||||
# sleep(3)
|
||||
#api.subsribeFutureTicker("btc","this_week")
|
||||
#api.subscribeFutureKline("btc","this_week", "30min")
|
||||
#api.subscribeFutureDepth("btc","this_week")
|
||||
#api.subscribeFutureDepth("btc","this_week", 5)
|
||||
#api.subscribeFutureTrades("btc","this_week")
|
||||
#api.subscribeFutureIndex("btc")
|
||||
#api.subscribeFutureForecast_price("btc")
|
||||
|
||||
#api.login()
|
||||
#api.futureTrade( "etc_usd", "this_week" ,"1" , 20 , 1 , _match_price = '0' , _lever_rate = '10') # 14245727693
|
||||
#api.futureCancelOrder("etc_usd","14245727693" , "this_week")
|
||||
#api.futureUserInfo()
|
||||
#api.futureOrderInfo("etc_usd" , "14245727693" , "this_week" , '1', '1' , '10')
|
||||
# api.subscribeFutureTrades()
|
||||
|
||||
'''
|
||||
合约账户信息、 持仓信息等，在登录后都会自动推送。。。官方文档这样写的，还没实际验证过
|
||||
'''
|
||||
|
||||
input()
|
||||
735
vnpy/api/okex/vnokex.py
Normal file
735
vnpy/api/okex/vnokex.py
Normal file
@ -0,0 +1,735 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
import hashlib
|
||||
import zlib
|
||||
import json
|
||||
from time import sleep
|
||||
from threading import Thread
|
||||
import traceback
|
||||
import websocket
|
||||
import requests
|
||||
import sys
|
||||
|
||||
# API文档 https://github.com/okcoin-okex/OKEx.com-api-docs
|
||||
|
||||
from vnpy.api.okex.okexData import SPOT_TRADE_SIZE_DICT,SPOT_ERROR_DICT, FUTURES_ERROR_DICT
|
||||
|
||||
# OKEX网站
|
||||
OKEX_USD_SPOT = 'wss://real.okex.com:10441/websocket' # OKEX (币币交易）现货地址
|
||||
OKEX_USD_CONTRACT = 'wss://real.okex.com:10440/websocket/okexapi' # OKEX 期货地址
|
||||
|
||||
OKEX_CONTRACT_HOST = 'https://www.okex.com/api/v1/future_hold_amount.do?symbol=%s_usd&contract_type=%s' # 合约持仓查询地址
|
||||
|
||||
SPOT_CURRENCY = ["usdt",
|
||||
"btc",
|
||||
"ltc",
|
||||
"eth",
|
||||
"etc",
|
||||
"bch"]
|
||||
|
||||
SPOT_SYMBOL = ["ltc_btc",
|
||||
"eth_btc",
|
||||
"etc_btc",
|
||||
"bch_btc",
|
||||
"btc_usdt",
|
||||
"eth_usdt",
|
||||
"ltc_usdt",
|
||||
"etc_usdt",
|
||||
"bch_usdt",
|
||||
"etc_eth",
|
||||
"bt1_btc",
|
||||
"bt2_btc",
|
||||
"btg_btc",
|
||||
"qtum_btc",
|
||||
"hsr_btc",
|
||||
"neo_btc",
|
||||
"gas_btc",
|
||||
"qtum_usdt",
|
||||
"hsr_usdt",
|
||||
"neo_usdt",
|
||||
"gas_usdt"]
|
||||
|
||||
KLINE_PERIOD = ["1min","3min","5min","15min","30min","1hour","2hour","4hour","6hour","12hour","day","3day","week"]
|
||||
|
||||
CONTRACT_SYMBOL = ["btc","ltc","eth","etc","bch","eos","xrp","btg"]
|
||||
|
||||
# 合约类型 ： 当周，下周，季度
|
||||
CONTRACT_TYPE = ["this_week", "next_week", "quarter"]
|
||||
|
||||
|
||||
########################################################################
|
||||
class OkexApi(object):
|
||||
"""交易接口"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""Constructor"""
|
||||
self.host = '' # 服务器
|
||||
self.apiKey = '' # 用户名
|
||||
self.secretKey = '' # 密码
|
||||
|
||||
self.ws = None # websocket应用对象 现货对象
|
||||
self.thread = None # 初始化线程
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def reconnect(self):
|
||||
"""重新连接"""
|
||||
# 首先关闭之前的连接
|
||||
self.close()
|
||||
|
||||
# 再执行重连任务
|
||||
self.ws = websocket.WebSocketApp(self.host,
|
||||
on_message=self.onMessage,
|
||||
on_error=self.onError,
|
||||
on_close=self.onClose,
|
||||
on_open=self.onOpen)
|
||||
|
||||
self.thread = Thread(target=self.ws.run_forever)
|
||||
self.thread.start()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def connect(self, apiKey, secretKey, trace=False):
|
||||
"""
|
||||
连接网关
|
||||
:param apiKey : 申请的API key
|
||||
:param secretKey: 签名key
|
||||
:param trace : 是否开启websocket的日志跟踪功能，输出到StreamHandler
|
||||
:return:
|
||||
"""
|
||||
# 更新websocket服务器地址/API key/
|
||||
self.host = OKEX_USD_SPOT
|
||||
self.apiKey = apiKey
|
||||
self.secretKey = secretKey
|
||||
|
||||
# 是否开启日志
|
||||
websocket.enableTrace(trace)
|
||||
|
||||
# 创建websocket，绑定本地回调函数 onMessage/onError/onClose/onOpen
|
||||
self.ws = websocket.WebSocketApp(self.host,
|
||||
on_message=self.onMessage,
|
||||
on_error=self.onError,
|
||||
on_close=self.onClose,
|
||||
on_open=self.onOpen)
|
||||
|
||||
self.thread = Thread(target=self.ws.run_forever)
|
||||
self.thread.start()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def readData(self, evt):
|
||||
"""
|
||||
解码推送收到的数据
|
||||
:param evt:
|
||||
:return:
|
||||
"""
|
||||
data = json.loads(evt)
|
||||
return data
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def close(self):
|
||||
"""
|
||||
关闭接口
|
||||
:return:
|
||||
"""
|
||||
|
||||
if self.thread and self.thread.isAlive():
|
||||
print(u'vnokex.close')
|
||||
self.ws.close()
|
||||
self.thread.join()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onMessage(self, ws, evt):
|
||||
"""
|
||||
信息推送事件
|
||||
:param ws: 接口
|
||||
:param evt: 事件
|
||||
:return:
|
||||
"""
|
||||
print(u'vnokex.onMessage:{}'.format(evt))
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onError(self, ws, evt):
|
||||
"""
|
||||
接口错误推送事件
|
||||
:param ws:
|
||||
:param evt:
|
||||
:return:
|
||||
"""
|
||||
print(u'vnokex.onApiError:{}'.format(evt))
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onClose(self, ws):
|
||||
"""
|
||||
接口断开事件
|
||||
:param ws:
|
||||
:return:
|
||||
"""
|
||||
print(u'vnokex.onClose')
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def onOpen(self, ws):
|
||||
"""
|
||||
接口打开事件
|
||||
:param ws:
|
||||
:return:
|
||||
"""
|
||||
print(u'vnokex.onOpen')
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def generateSign(self, params):
|
||||
"""生成签名"""
|
||||
print(u'vnokex.generateSign')
|
||||
l = []
|
||||
for key in sorted(params.keys()):
|
||||
l.append('%s=%s' %(key, params[key]))
|
||||
l.append('secret_key=%s' %self.secretKey)
|
||||
sign = '&'.join(l)
|
||||
return hashlib.md5(sign.encode('utf-8')).hexdigest().upper()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def sendTradingRequest(self, channel, params):
|
||||
"""发送交易请求"""
|
||||
print(u'vnokex.sendTradingRequest')
|
||||
# 在参数字典中加上api_key和签名字段
|
||||
params['api_key'] = self.apiKey
|
||||
params['sign'] = self.generateSign(params)
|
||||
|
||||
# 生成请求
|
||||
d = {}
|
||||
d['event'] = 'addChannel'
|
||||
d['channel'] = channel
|
||||
d['parameters'] = params
|
||||
|
||||
# 使用json打包并发送
|
||||
j = json.dumps(d)
|
||||
|
||||
# 若触发异常则重连
|
||||
try:
|
||||
self.ws.send(j)
|
||||
except websocket.WebSocketConnectionClosedException as ex:
|
||||
print(u'vnokex.sendTradingRequest Exception:{}'.format(str(ex)),file=sys.stderr)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def sendDataRequest(self, channel):
|
||||
"""发送数据请求"""
|
||||
print(u'vnokex.sendDataRequest')
|
||||
d = {}
|
||||
d['event'] = 'addChannel'
|
||||
d['channel'] = channel
|
||||
j = json.dumps(d)
|
||||
|
||||
# 若触发异常则重连
|
||||
try:
|
||||
self.ws.send(j)
|
||||
except websocket.WebSocketConnectionClosedException as ex:
|
||||
print(u'vnokex.sendDataRequest Exception:{},{}'.format(str(ex),traceback.format_exc()), file=sys.stderr)
|
||||
except Exception as ex:
|
||||
print(u'vnokex.sendDataRequest Exception:{},{}'.format(str(ex),traceback.format_exc()), file=sys.stderr)
|
||||
|
||||
def sendHeartBeat(self):
|
||||
"""
|
||||
发送心跳
|
||||
:return:
|
||||
"""
|
||||
d = {'event': 'ping'}
|
||||
# 若触发异常则重连
|
||||
try:
|
||||
print(u'vnokex.sendHeartBeat')
|
||||
j = json.dumps(d)
|
||||
self.ws.send(j)
|
||||
except websocket.WebSocketConnectionClosedException as ex:
|
||||
print(u'vnokex.sendHeartBeat Exception:{}'.format(str(ex)), file=sys.stderr)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def login(self):
|
||||
"""
|
||||
登录
|
||||
:return: True/False
|
||||
"""
|
||||
print(u'vnokex.login()')
|
||||
params = {}
|
||||
params['api_key'] = self.apiKey
|
||||
params['sign'] = self.generateSign(params)
|
||||
|
||||
# 生成请求
|
||||
d = {}
|
||||
d['event'] = 'login'
|
||||
d['parameters'] = params
|
||||
|
||||
# 使用json打包并发送
|
||||
j = json.dumps(d)
|
||||
|
||||
# 若触发异常则重连
|
||||
try:
|
||||
self.ws.send(j)
|
||||
return True
|
||||
except websocket.WebSocketConnectionClosedException as ex:
|
||||
print(u'vnokex.login exception:{},{}'.format(str(ex), traceback.format_exc()), file=sys.stderr)
|
||||
return False
|
||||
|
||||
|
||||
########################################################################
|
||||
class WsSpotApi(OkexApi):
|
||||
"""现货交易接口"""
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""Constructor"""
|
||||
super(WsSpotApi, self).__init__()
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def subscribeSpotTicker(self, symbol):
|
||||
print(u'vnokex.subscribeSpotTicker:{}'.format(symbol))
|
||||
|
||||
"""订阅现货的Tick"""
|
||||
channel = 'ok_sub_spot_%s_ticker' %symbol
|
||||
self.sendDataRequest(channel)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def subscribeSpotDepth(self, symbol, depth=0):
|
||||
"""订阅现货的深度"""
|
||||
print(u'vnokex.subscribeSpotDepth:{}'.format(symbol))
|
||||
|
||||
channel = 'ok_sub_spot_%s_depth' %symbol
|
||||
if depth:
|
||||
channel = channel + '_' + str(depth)
|
||||
self.sendDataRequest(channel)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def subscribeSpotDeals(self, symbol):
|
||||
"""
|
||||
订阅成交记录
|
||||
:param symbol:
|
||||
:return:
|
||||
"""
|
||||
print(u'vnokex.subscribeSpotDeals:{}'.format(symbol))
|
||||
channel = 'ok_sub_spot_%s_deals' %symbol
|
||||
self.sendDataRequest(channel)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def subscribeSpotKlines(self, symbol, period):
|
||||
"""
|
||||
订阅K线数据
|
||||
:param symbol:
|
||||
:param period:
|
||||
:return:
|
||||
"""
|
||||
print(u'vnokex.subscribeSpotKlines:{} {}'.format(symbol,period))
|
||||
channel = 'ok_sub_spot_%s_kline_%s' %(symbol, period)
|
||||
self.sendDataRequest(channel)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def spotTrade(self, symbol, type_, price, amount):
|
||||
"""现货委托"""
|
||||
print(u'vnokex.stopTrade:symbol:{} type:{} price:{} amount:{}'.format(symbol, type_, price,amount))
|
||||
|
||||
params = {}
|
||||
params['symbol'] = str(symbol)
|
||||
params['type'] = str(type_)
|
||||
params['price'] = str(price)
|
||||
params['amount'] = str(amount)
|
||||
|
||||
channel = 'ok_spot_order'
|
||||
|
||||
self.sendTradingRequest(channel, params)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def spotCancelOrder(self, symbol, orderid):
|
||||
"""
|
||||
现货撤单指令
|
||||
:param symbol:现货合约
|
||||
:param orderid:
|
||||
:return:
|
||||
"""
|
||||
print(u'vnokex.spotCancelOrder:{} orderid:{}'.format(symbol, orderid))
|
||||
params = {}
|
||||
params['symbol'] = str(symbol)
|
||||
params['order_id'] = str(orderid)
|
||||
|
||||
channel = 'ok_spot_cancel_order'
|
||||
|
||||
self.sendTradingRequest(channel, params)
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def spotUserInfo(self):
|
||||
"""
|
||||
查询现货账户"
|
||||
:return:
|
||||
"""""
|
||||
print(u'vnokex.spotUserInfo()')
|
||||
channel = 'ok_spot_userinfo'
|
||||
self.sendTradingRequest(channel, {})
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def spotOrderInfo(self, symbol, orderid):
|
||||
"""
|
||||
查询现货委托信息
|
||||
:param symbol: 现货合约
|
||||
:param orderid: 委托编号
|
||||
:return:
|
||||
"""
|
||||
print(u'vnokex.spotOrderInfo:{},orderid:{}'.format(symbol,orderid))
|
||||
|
||||
params = {}
|
||||
params['symbol'] = str(symbol)
|
||||
params['order_id'] = str(orderid)
|
||||
|
||||
channel = 'ok_spot_orderinfo'
|
||||
|
||||
self.sendTradingRequest(channel, params)
|
||||
|
||||
|
||||
########################################################################
|
||||
'''
|
||||
OKEX 合约接口
|
||||
|
||||
[{
|
||||
"channel": "btc_forecast_price",
|
||||
"timestamp":"1490341322021",
|
||||
"data": "998.8"
|
||||
}]
|
||||
data(string): 预估交割价格
|
||||
timestamp(string): 时间戳
|
||||
操作说明
|
||||
无需订阅，交割前一小时自动返回
|
||||
|
||||
这段数据，交割前会自动返回
|
||||
'''
|
||||
|
||||
|
||||
class WsFuturesApi(object):
|
||||
# ----------------------------------------------------------------------
|
||||
def __init__(self):
|
||||
"""Constructor"""
|
||||
self.apiKey = '' # 用户名
|
||||
self.secretKey = '' # 密码
|
||||
|
||||
self.ws = None # websocket应用对象 期货对象
|
||||
self.active = False # 还存活
|
||||
|
||||
self.use_lever_rate = 10
|
||||
|
||||
self.trace = False
|
||||
|
||||
# -----------------------------------------------------------------------
|
||||
def connect(self, apiKey, secretKey, trace=False):
|
||||
self.host = OKEX_USD_CONTRACT
|
||||
self.apiKey = apiKey
|
||||
self.secretKey = secretKey
|
||||
self.trace = trace
|
||||
|
||||
websocket.enableTrace(trace)
|
||||
|
||||
self.ws = websocket.WebSocketApp(self.host,
|
||||
on_message=self.onMessage,
|
||||
on_error=self.onError,
|
||||
on_close=self.onClose,
|
||||
on_open=self.onOpen)
|
||||
|
||||
self.thread = Thread(target=self.ws.run_forever, args=(None, None, 60, 30))
|
||||
self.thread.start()
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def http_get_request(self, url, params, add_to_headers=None, TIMEOUT=5):
|
||||
headers = {
|
||||
"Content-type": "application/x-www-form-urlencoded",
|
||||
'User-Agent': 'Mozilla/5.0 (Windows NT 6.1; WOW64; rv:53.0) Gecko/20100101 Firefox/53.0'
|
||||
}
|
||||
if add_to_headers:
|
||||
headers.update(add_to_headers)
|
||||
#postdata = urllib.urlencode(params)
|
||||
try:
|
||||
# response = requests.get(url, postdata, headers=headers, timeout=TIMEOUT)
|
||||
response = requests.get(url, headers=headers, timeout=TIMEOUT)
|
||||
if response.status_code == 200:
|
||||
return response.json()
|
||||
else:
|
||||
return {"status": "fail"}
|
||||
except Exception as e:
|
||||
print(u'httpGet failed :{}'.format(str(e)), file=sys.stderr)
|
||||
return {"status": "fail", "msg": e}
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def getContractName(self, symbol_no_usd, contract_type):
|
||||
try:
|
||||
url = OKEX_CONTRACT_HOST % (symbol_no_usd, contract_type)
|
||||
data = self.http_get_request(url, {})
|
||||
|
||||
if type(data) == type([]) and len(data) > 0:
|
||||
d1 = data[0]
|
||||
contract_name = d1["contract_name"]
|
||||
return contract_name
|
||||
|
||||
except Exception as ex:
|
||||
print(u'OkexContractApi.getContractName exception:{},{}'.format(str(ex),traceback.format_exc()), file=sys.stderr)
|
||||
return None
|
||||
|
||||
def sendHeartBeat(self):
|
||||
"""
|
||||
发送心跳
|
||||
:return:
|
||||
"""
|
||||
d = {'event': 'ping'}
|
||||
# 若触发异常则重连
|
||||
try:
|
||||
print(u'vnokex.futuresApi.sendHeartBeat')
|
||||
j = json.dumps(d)
|
||||
self.ws.send(j)
|
||||
except websocket.WebSocketConnectionClosedException as ex:
|
||||
print(u'vnokex.futuresApi.sendHeartBeat Exception:{}'.format(str(ex)), file=sys.stderr)
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def close(self):
|
||||
"""关闭接口"""
|
||||
if self.thread and self.thread.isAlive():
|
||||
self.ws.close()
|
||||
self.thread.join()
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def readData(self, evt):
|
||||
"""解压缩推送收到的数据"""
|
||||
# # 创建解压器
|
||||
# decompress = zlib.decompressobj(-zlib.MAX_WBITS)
|
||||
|
||||
# # 将原始数据解压成字符串
|
||||
# inflated = decompress.decompress(evt) + decompress.flush()
|
||||
|
||||
# 通过json解析字符串
|
||||
# data = json.loads(inflated)
|
||||
data = json.loads(evt)
|
||||
|
||||
return data
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def onMessage(self, ws, evt):
|
||||
"""信息推送"""
|
||||
print(evt)
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def onError(self, ws, evt):
|
||||
"""错误推送"""
|
||||
print('OkexContractApi.onError:{}'.format(evt))
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def onClose(self, ws):
|
||||
"""接口断开"""
|
||||
print('OkexContractApi.onClose')
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def onOpen(self, ws):
|
||||
"""接口打开"""
|
||||
print('OkexContractApi.onOpen')
|
||||
|
||||
def subsribeFutureTicker(self, symbol, contract_type):
|
||||
req = "{'event':'addChannel','channel':'ok_sub_futureusd_%s_ticker_%s'}" % (symbol, contract_type)
|
||||
self.ws.send(req)
|
||||
|
||||
def subscribeFutureKline(self, symbol, contract_type, time_period):
|
||||
req = "{'event':'addChannel','channel':'ok_sub_futureusd_%s_kline_%s_%s'}" % (
|
||||
symbol, contract_type, time_period)
|
||||
self.ws.send(req)
|
||||
|
||||
def subscribeFutureDepth(self, symbol, contract_type):
|
||||
req = "{'event':'addChannel','channel':'ok_sub_future_%s_depth_%s_usd'}" % (symbol, contract_type)
|
||||
self.ws.send(req)
|
||||
|
||||
def subscribeFutureDepth20(self, symbol, contract_type):
|
||||
req = "{'event':'addChannel','channel':'ok_sub_futureusd_%s_depth_%s_20'}" % (symbol, contract_type)
|
||||
self.ws.send(req)
|
||||
|
||||
def subscribeFutureTrades(self, symbol, contract_type):
|
||||
req = "{'event':'addChannel','channel':'ok_sub_futureusd_%s_trade_%s'}" % (symbol, contract_type)
|
||||
self.ws.send(req)
|
||||
|
||||
def subscribeFutureIndex(self, symbol):
|
||||
req = "{'event':'addChannel','channel':'ok_sub_futureusd_%s_index'}" % (symbol)
|
||||
self.ws.send(req)
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def generateSign(self, params):
|
||||
"""生成签名"""
|
||||
l = []
|
||||
for key in sorted(params.keys()):
|
||||
l.append('%s=%s' % (key, params[key]))
|
||||
l.append('secret_key=%s' % self.secretKey)
|
||||
sign = '&'.join(l)
|
||||
return hashlib.md5(sign.encode('utf-8')).hexdigest().upper()
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def sendTradingRequest(self, channel, params):
|
||||
"""发送交易请求"""
|
||||
# 在参数字典中加上api_key和签名字段
|
||||
params['api_key'] = self.apiKey
|
||||
params['sign'] = self.generateSign(params)
|
||||
|
||||
# 生成请求
|
||||
d = {}
|
||||
d['event'] = 'addChannel'
|
||||
d['channel'] = channel
|
||||
d['parameters'] = params
|
||||
|
||||
# 使用json打包并发送
|
||||
j = json.dumps(d)
|
||||
|
||||
# 若触发异常则重连
|
||||
try:
|
||||
self.ws.send(j)
|
||||
except websocket.WebSocketConnectionClosedException as ex:
|
||||
print(u'OkexContractApi.sendTradingRequest exception:{},{}'.format(str(ex),traceback.format_exc()), file=sys.stderr)
|
||||
except Exception as ex:
|
||||
print(u'OkexContractApi.sendTradingRequest exception:{},{}'.format(str(ex), traceback.format_exc()), file=sys.stderr)
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
|
||||
def login(self):
|
||||
"""
|
||||
登录
|
||||
:return:
|
||||
"""
|
||||
params = {}
|
||||
params['api_key'] = self.apiKey
|
||||
params['sign'] = self.generateSign(params)
|
||||
|
||||
# 生成请求
|
||||
d = {}
|
||||
d['event'] = 'login'
|
||||
d['parameters'] = params
|
||||
|
||||
# 使用json打包并发送
|
||||
j = json.dumps(d)
|
||||
|
||||
# 若触发异常则重连
|
||||
try:
|
||||
self.ws.send(j)
|
||||
except websocket.WebSocketConnectionClosedException as ex:
|
||||
print(u'OkexContractApi.login exception:{},{}'.format(str(ex), traceback.format_exc()), file=sys.stderr)
|
||||
except Exception as ex:
|
||||
print(u'OkexContractApi.login exception:{},{}'.format(str(ex), traceback.format_exc()), file=sys.stderr)
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
|
||||
def futureSubscribeIndex(self, symbol):
|
||||
"""
|
||||
订阅期货合约指数行情
|
||||
:param symbol: 合约
|
||||
:return:
|
||||
"""
|
||||
channel = 'ok_sub_futureusd_%s_index' % symbol
|
||||
self.sendTradingRequest(channel, {})
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def futureAllIndexSymbol(self):
|
||||
"""
|
||||
订阅所有的期货合约指数行情
|
||||
:return:
|
||||
"""
|
||||
for symbol in CONTRACT_SYMBOL:
|
||||
self.futureSubscribeIndex(symbol)
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def futureTrade(self, symbol_pair, contract_type, type_, price, amount, _match_price='0', _lever_rate=None):
|
||||
"""期货委托"""
|
||||
params = {}
|
||||
params['symbol'] = str(symbol_pair)
|
||||
params['contract_type'] = str(contract_type)
|
||||
params['price'] = str(price)
|
||||
params['amount'] = str(amount)
|
||||
params['type'] = type_ # 1:开多 2:开空 3:平多 4:平空
|
||||
params['match_price'] = _match_price # 是否为对手价： 0:不是 1:是 当取值为1时,price无效
|
||||
|
||||
if _lever_rate != None:
|
||||
params['lever_rate'] = _lever_rate
|
||||
else:
|
||||
params['lever_rate'] = str(self.use_lever_rate)
|
||||
|
||||
channel = 'ok_futureusd_trade'
|
||||
|
||||
self.sendTradingRequest(channel, params)
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def futureCancelOrder(self, symbol_pair, orderid, contract_type):
|
||||
"""
|
||||
期货撤单指令
|
||||
:param symbol_pair: 合约对
|
||||
:param orderid: 委托单编号
|
||||
:param contract_type: 合约类型
|
||||
:return:
|
||||
"""
|
||||
params = {}
|
||||
params['symbol'] = str(symbol_pair)
|
||||
params['order_id'] = str(orderid)
|
||||
params['contract_type'] = str(contract_type)
|
||||
|
||||
channel = 'ok_futureusd_cancel_order'
|
||||
|
||||
self.sendTradingRequest(channel, params)
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def futureUserInfo(self):
|
||||
"""查询期货账户"""
|
||||
channel = 'ok_futureusd_userinfo'
|
||||
self.sendTradingRequest(channel, {})
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
# def futureSubUserInfo(self):
|
||||
# channel = 'ok_sub_futureusd_userinfo'
|
||||
# self.sendTradingRequest(channel, {})
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def futureOrderInfo(self, symbol_pair, order_id, contract_type, status, current_page, page_length=50):
|
||||
"""
|
||||
发出查询期货委托
|
||||
:param symbol_pair: 合约对
|
||||
:param order_id: 委托单编号
|
||||
:param contract_type: 合约类型
|
||||
:param status: 状态
|
||||
:param current_page:当前页
|
||||
:param page_length: 每页长度
|
||||
:return:
|
||||
"""
|
||||
params = {}
|
||||
params['symbol'] = str(symbol_pair)
|
||||
params['order_id'] = str(order_id)
|
||||
params['contract_type'] = str(contract_type)
|
||||
params['status'] = str(status)
|
||||
params['current_page'] = str(current_page)
|
||||
params['page_length'] = str(page_length)
|
||||
|
||||
channel = 'ok_futureusd_orderinfo'
|
||||
|
||||
self.sendTradingRequest(channel, params)
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def futureAllUnfinishedOrderInfo(self):
|
||||
"""
|
||||
订阅所有未完成的委托单信息
|
||||
:return:
|
||||
"""
|
||||
for symbol in CONTRACT_SYMBOL:
|
||||
symbol_usd = symbol + "_usd"
|
||||
for contract_type in CONTRACT_TYPE:
|
||||
# orderid = -1,
|
||||
self.futureOrderInfo(symbol_usd, -1, contract_type, 1, 1, 50)
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def subscribeFutureTrades(self):
|
||||
"""
|
||||
订阅期货成交回报
|
||||
:return:
|
||||
"""
|
||||
channel = 'ok_sub_futureusd_trades'
|
||||
self.sendTradingRequest(channel, {})
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def subscribeFutureUserInfo(self):
|
||||
"""订阅期货账户信息"""
|
||||
channel = 'ok_sub_futureusd_userinfo'
|
||||
|
||||
self.sendTradingRequest(channel, {})
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def subscribeFuturePositions(self):
|
||||
"""订阅期货持仓信息"""
|
||||
channel = 'ok_sub_futureusd_positions'
|
||||
|
||||
self.sendTradingRequest(channel, {})
|
||||
6
vnpy/trader/gateway/okexGateway/OKEX_connect.json
Normal file
6
vnpy/trader/gateway/okexGateway/OKEX_connect.json
Normal file
@ -0,0 +1,6 @@
|
||||
{
|
||||
"apiKey": "你的apiKey",
|
||||
"secretKey": "你的secretKey",
|
||||
"trace": false,
|
||||
"leverage": 10
|
||||
}
|
||||
11
vnpy/trader/gateway/okexGateway/__init__.py
Normal file
11
vnpy/trader/gateway/okexGateway/__init__.py
Normal file
@ -0,0 +1,11 @@
|
||||
# encoding: UTF-8
|
||||
|
||||
from vnpy.trader import vtConstant
|
||||
from vnpy.trader.gateway.okexGateway.okexGateway import OkexGateway
|
||||
|
||||
gatewayClass = OkexGateway
|
||||
gatewayName = 'OKEX'
|
||||
gatewayDisplayName = u'OKEX'
|
||||
gatewayType = vtConstant.GATEWAYTYPE_BTC
|
||||
gatewayQryEnabled = True
|
||||
|
||||
2664
vnpy/trader/gateway/okexGateway/okexGateway.py
Normal file
2664
vnpy/trader/gateway/okexGateway/okexGateway.py
Normal file
File diff suppressed because it is too large
Load Diff
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Reference in New Issue
Block a user