update
This commit is contained in:
msincenselee
parent
cc060273b9
commit
4b06706b95
@ -1,3 +1,3 @@
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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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from vnpy.api.okex.vnokex import WsSpotApi, WsFuturesApi,SPOT_SYMBOL_PAIRS, CONTRACT_SYMBOL, SPOT_CURRENCY,CONTRACT_TYPE
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@ -498,110 +498,210 @@ SPOT_TRADE_SIZE_DICT['ont_btc'] = 1
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SPOT_TRADE_SIZE_DICT['ont_eth'] = 1
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SPOT_TRADE_SIZE_DICT['ont_usdt'] = 1
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# -------------------------------------
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SPOT_ERROR_DICT = {}
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SPOT_ERROR_DICT['1000'] = u'必选参数不能为空'
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SPOT_ERROR_DICT['1000'] = u'用户请求频率过快，超过该接口允许的限额'
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SPOT_ERROR_DICT['1000'] = u'系统错误'
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SPOT_ERROR_DICT['1000'] = u'请求失败'
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SPOT_ERROR_DICT['1000'] = u'SecretKey不存在'
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SPOT_ERROR_DICT['1000'] = u'Api_key不存在'
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SPOT_ERROR_DICT['1000'] = u'签名不匹配'
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SPOT_ERROR_DICT['1000'] = u'非法参数'
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SPOT_ERROR_DICT['1000'] = u'订单不存在'
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SPOT_ERROR_DICT['1001'] = u'余额不足'
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SPOT_ERROR_DICT['1001'] = u'买卖的数量小于BTC/LTC最小买卖额度'
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SPOT_ERROR_DICT['1001'] = u'当前网站暂时只支持btc_usdltc_usd'
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SPOT_ERROR_DICT['1001'] = u'此接口只支持https请求'
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SPOT_ERROR_DICT['1001'] = u'下单价格不得≤0或≥'
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SPOT_ERROR_DICT['1001'] = u'下单价格与最新成交价偏差过大'
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SPOT_ERROR_DICT['1001'] = u'币数量不足'
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SPOT_ERROR_DICT['1001'] = u'API鉴权失败'
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SPOT_ERROR_DICT['1001'] = u'借入不能小于最低限额[SD:100,BTC:0.1,LTC:1]'
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SPOT_ERROR_DICT['1001'] = u'页面没有同意借贷协议'
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SPOT_ERROR_DICT['1002'] = u'费率不能大于1%'
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SPOT_ERROR_DICT['1002'] = u'费率不能小于0.01%'
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SPOT_ERROR_DICT['1002'] = u'获取最新成交价错误'
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SPOT_ERROR_DICT['1002'] = u'可借金额不足'
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SPOT_ERROR_DICT['1002'] = u'额度已满，暂时无法借款'
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SPOT_ERROR_DICT['1002'] = u'借款(含预约借款)及保证金部分不能提出'
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SPOT_ERROR_DICT['1002'] = u'修改敏感提币验证信息，24小时内不允许提现'
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SPOT_ERROR_DICT['1002'] = u'提币金额已超过今日提币限额'
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SPOT_ERROR_DICT['1002'] = u'账户有借款，请撤消借款或者还清借款后提币'
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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'
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SPOT_ERROR_DICT['1003'] = u'未绑定手机或谷歌验证'
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SPOT_ERROR_DICT['1003'] = u'服务费大于最大网络手续费'
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SPOT_ERROR_DICT['1003'] = u'服务费小于最低网络手续费'
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SPOT_ERROR_DICT['1003'] = u'可用BTC/LTC不足'
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SPOT_ERROR_DICT['1003'] = u'提币数量小于最小提币数量'
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SPOT_ERROR_DICT['1003'] = u'交易密码未设置'
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SPOT_ERROR_DICT['1004'] = u'取消提币失败'
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SPOT_ERROR_DICT['1004'] = u'提币地址不存在或未认证'
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SPOT_ERROR_DICT['1004'] = u'交易密码错误'
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SPOT_ERROR_DICT['1004'] = u'合约权益错误，提币失败'
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SPOT_ERROR_DICT['1004'] = u'取消借款失败'
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SPOT_ERROR_DICT['1004'] = u'当前为子账户，此功能未开放'
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SPOT_ERROR_DICT['1004'] = u'提币信息不存在'
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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'
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SPOT_ERROR_DICT['1005'] = u'重复撤单'
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SPOT_ERROR_DICT['1005'] = u'提币受限'
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SPOT_ERROR_DICT['1006'] = u'美元充值后的48小时内，该部分资产不能提出'
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SPOT_ERROR_DICT['1010'] = u'账户被冻结'
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SPOT_ERROR_DICT['1010'] = u'订单类型错误'
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SPOT_ERROR_DICT['1010'] = u'不是本用户的订单'
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SPOT_ERROR_DICT['1010'] = u'私密订单密钥错误'
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SPOT_ERROR_DICT['1021'] = u'非开放API'
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SPOT_ERROR_DICT['1002'] = u'交易金额大于余额'
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SPOT_ERROR_DICT['1003'] = u'交易金额小于最小交易值'
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SPOT_ERROR_DICT['1004'] = u'交易金额小于0'
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SPOT_ERROR_DICT['1007'] = u'没有交易市场信息'
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SPOT_ERROR_DICT['1008'] = u'没有最新行情信息'
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SPOT_ERROR_DICT['1009'] = u'没有订单'
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SPOT_ERROR_DICT['1010'] = u'撤销订单与原订单用户不一致'
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SPOT_ERROR_DICT['1011'] = u'没有查询到该用户'
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SPOT_ERROR_DICT['1013'] = u'没有订单类型'
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SPOT_ERROR_DICT['1014'] = u'没有登录'
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SPOT_ERROR_DICT['1015'] = u'没有获取到行情深度信息'
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SPOT_ERROR_DICT['1017'] = u'日期参数错误'
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SPOT_ERROR_DICT['1018'] = u'下单失败'
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SPOT_ERROR_DICT['1019'] = u'撤销订单失败'
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SPOT_ERROR_DICT['1024'] = u'币种不存在'
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SPOT_ERROR_DICT['1025'] = u'没有K线类型'
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SPOT_ERROR_DICT['1026'] = u'没有基准币数量'
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SPOT_ERROR_DICT['1027'] = u'参数不合法可能超出限制'
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SPOT_ERROR_DICT['1028'] = u'保留小数位失败'
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SPOT_ERROR_DICT['1029'] = u'正在准备中'
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SPOT_ERROR_DICT['1030'] = u'有融资融币无法进行交易'
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SPOT_ERROR_DICT['1031'] = u'转账余额不足'
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SPOT_ERROR_DICT['1032'] = u'该币种不能转账'
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SPOT_ERROR_DICT['1035'] = u'密码不合法'
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SPOT_ERROR_DICT['1036'] = u'谷歌验证码不合法'
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SPOT_ERROR_DICT['1037'] = u'谷歌验证码不正确'
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SPOT_ERROR_DICT['1038'] = u'谷歌验证码重复使用'
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SPOT_ERROR_DICT['1039'] = u'短信验证码输错限制'
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SPOT_ERROR_DICT['1040'] = u'短信验证码不合法'
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SPOT_ERROR_DICT['1041'] = u'短信验证码不正确'
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SPOT_ERROR_DICT['1042'] = u'谷歌验证码输错限制'
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SPOT_ERROR_DICT['1043'] = u'登陆密码不允许与交易密码一致'
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SPOT_ERROR_DICT['1044'] = u'原密码错误'
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SPOT_ERROR_DICT['1045'] = u'未设置二次验证'
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SPOT_ERROR_DICT['1046'] = u'原密码未输入'
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SPOT_ERROR_DICT['1048'] = u'用户被冻结'
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SPOT_ERROR_DICT['1050'] = u'订单已撤销或者撤单中'
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SPOT_ERROR_DICT['1051'] = u'订单已完成交易'
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SPOT_ERROR_DICT['1201'] = u'账号零时删除'
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SPOT_ERROR_DICT['1202'] = u'账号不存在'
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SPOT_ERROR_DICT['1203'] = u'转账金额大于余额'
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SPOT_ERROR_DICT['1204'] = u'不同种币种不能转账'
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SPOT_ERROR_DICT['1205'] = u'账号不存在主从关系'
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SPOT_ERROR_DICT['1206'] = u'提现用户被冻结'
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SPOT_ERROR_DICT['1207'] = u'不支持转账'
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SPOT_ERROR_DICT['1208'] = u'没有该转账用户'
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SPOT_ERROR_DICT['1209'] = u'当前api不可用'
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SPOT_ERROR_DICT['1216'] = u'市价交易暂停，请选择限价交易'
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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'
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SPOT_ERROR_DICT['1218'] = u'下单失败，请稍后再试'
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# --- REST API ERROR CODE-------------------------------------
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SPOT_REST_ERROR_DICT = {}
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SPOT_REST_ERROR_DICT['1000'] = u'必选参数不能为空'
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SPOT_REST_ERROR_DICT['1000'] = u'用户请求频率过快，超过该接口允许的限额'
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SPOT_REST_ERROR_DICT['1000'] = u'系统错误'
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SPOT_REST_ERROR_DICT['1000'] = u'请求失败'
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SPOT_REST_ERROR_DICT['1000'] = u'SecretKey不存在'
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SPOT_REST_ERROR_DICT['1000'] = u'Api_key不存在'
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SPOT_REST_ERROR_DICT['1000'] = u'签名不匹配'
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SPOT_REST_ERROR_DICT['1000'] = u'非法参数'
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SPOT_REST_ERROR_DICT['1000'] = u'订单不存在'
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SPOT_REST_ERROR_DICT['1001'] = u'余额不足'
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SPOT_REST_ERROR_DICT['1001'] = u'买卖的数量小于BTC/LTC最小买卖额度'
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SPOT_REST_ERROR_DICT['1001'] = u'当前网站暂时只支持btc_usdltc_usd'
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SPOT_REST_ERROR_DICT['1001'] = u'此接口只支持https请求'
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SPOT_REST_ERROR_DICT['1001'] = u'下单价格不得≤0或≥'
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SPOT_REST_ERROR_DICT['1001'] = u'下单价格与最新成交价偏差过大'
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SPOT_REST_ERROR_DICT['1001'] = u'币数量不足'
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SPOT_REST_ERROR_DICT['1001'] = u'API鉴权失败'
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SPOT_REST_ERROR_DICT['1001'] = u'借入不能小于最低限额[SD:100,BTC:0.1,LTC:1]'
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SPOT_REST_ERROR_DICT['1001'] = u'页面没有同意借贷协议'
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SPOT_REST_ERROR_DICT['1002'] = u'费率不能大于1%'
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SPOT_REST_ERROR_DICT['1002'] = u'费率不能小于0.01%'
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SPOT_REST_ERROR_DICT['1002'] = u'获取最新成交价错误'
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SPOT_REST_ERROR_DICT['1002'] = u'可借金额不足'
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SPOT_REST_ERROR_DICT['1002'] = u'额度已满，暂时无法借款'
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SPOT_REST_ERROR_DICT['1002'] = u'借款(含预约借款)及保证金部分不能提出'
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SPOT_REST_ERROR_DICT['1002'] = u'修改敏感提币验证信息，24小时内不允许提现'
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SPOT_REST_ERROR_DICT['1002'] = u'提币金额已超过今日提币限额'
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SPOT_REST_ERROR_DICT['1002'] = u'账户有借款，请撤消借款或者还清借款后提币'
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SPOT_REST_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'
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SPOT_REST_ERROR_DICT['1003'] = u'未绑定手机或谷歌验证'
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SPOT_REST_ERROR_DICT['1003'] = u'服务费大于最大网络手续费'
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SPOT_REST_ERROR_DICT['1003'] = u'服务费小于最低网络手续费'
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SPOT_REST_ERROR_DICT['1003'] = u'可用BTC/LTC不足'
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SPOT_REST_ERROR_DICT['1003'] = u'提币数量小于最小提币数量'
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SPOT_REST_ERROR_DICT['1003'] = u'交易密码未设置'
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SPOT_REST_ERROR_DICT['1004'] = u'取消提币失败'
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SPOT_REST_ERROR_DICT['1004'] = u'提币地址不存在或未认证'
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SPOT_REST_ERROR_DICT['1004'] = u'交易密码错误'
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SPOT_REST_ERROR_DICT['1004'] = u'合约权益错误，提币失败'
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SPOT_REST_ERROR_DICT['1004'] = u'取消借款失败'
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SPOT_REST_ERROR_DICT['1004'] = u'当前为子账户，此功能未开放'
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SPOT_REST_ERROR_DICT['1004'] = u'提币信息不存在'
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SPOT_REST_ERROR_DICT['1004'] = u'小额委托(<0.15BTC)的未成交委托数量不得大于50个'
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SPOT_REST_ERROR_DICT['1005'] = u'重复撤单'
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SPOT_REST_ERROR_DICT['1005'] = u'提币受限'
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SPOT_REST_ERROR_DICT['1006'] = u'美元充值后的48小时内，该部分资产不能提出'
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SPOT_REST_ERROR_DICT['1010'] = u'账户被冻结'
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SPOT_REST_ERROR_DICT['1010'] = u'订单类型错误'
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SPOT_REST_ERROR_DICT['1010'] = u'不是本用户的订单'
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SPOT_REST_ERROR_DICT['1010'] = u'私密订单密钥错误'
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SPOT_REST_ERROR_DICT['1021'] = u'非开放API'
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SPOT_REST_ERROR_DICT['1002'] = u'交易金额大于余额'
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SPOT_REST_ERROR_DICT['1003'] = u'交易金额小于最小交易值'
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SPOT_REST_ERROR_DICT['1004'] = u'交易金额小于0'
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SPOT_REST_ERROR_DICT['1007'] = u'没有交易市场信息'
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SPOT_REST_ERROR_DICT['1008'] = u'没有最新行情信息'
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SPOT_REST_ERROR_DICT['1009'] = u'没有订单'
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SPOT_REST_ERROR_DICT['1010'] = u'撤销订单与原订单用户不一致'
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SPOT_REST_ERROR_DICT['1011'] = u'没有查询到该用户'
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SPOT_REST_ERROR_DICT['1013'] = u'没有订单类型'
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SPOT_REST_ERROR_DICT['1014'] = u'没有登录'
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SPOT_REST_ERROR_DICT['1015'] = u'没有获取到行情深度信息'
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SPOT_REST_ERROR_DICT['1017'] = u'日期参数错误'
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SPOT_REST_ERROR_DICT['1018'] = u'下单失败'
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SPOT_REST_ERROR_DICT['1019'] = u'撤销订单失败'
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SPOT_REST_ERROR_DICT['1024'] = u'币种不存在'
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SPOT_REST_ERROR_DICT['1025'] = u'没有K线类型'
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SPOT_REST_ERROR_DICT['1026'] = u'没有基准币数量'
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SPOT_REST_ERROR_DICT['1027'] = u'参数不合法可能超出限制'
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SPOT_REST_ERROR_DICT['1028'] = u'保留小数位失败'
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SPOT_REST_ERROR_DICT['1029'] = u'正在准备中'
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SPOT_REST_ERROR_DICT['1030'] = u'有融资融币无法进行交易'
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SPOT_REST_ERROR_DICT['1031'] = u'转账余额不足'
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SPOT_REST_ERROR_DICT['1032'] = u'该币种不能转账'
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SPOT_REST_ERROR_DICT['1035'] = u'密码不合法'
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SPOT_REST_ERROR_DICT['1036'] = u'谷歌验证码不合法'
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SPOT_REST_ERROR_DICT['1037'] = u'谷歌验证码不正确'
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SPOT_REST_ERROR_DICT['1038'] = u'谷歌验证码重复使用'
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SPOT_REST_ERROR_DICT['1039'] = u'短信验证码输错限制'
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SPOT_REST_ERROR_DICT['1040'] = u'短信验证码不合法'
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SPOT_REST_ERROR_DICT['1041'] = u'短信验证码不正确'
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SPOT_REST_ERROR_DICT['1042'] = u'谷歌验证码输错限制'
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SPOT_REST_ERROR_DICT['1043'] = u'登陆密码不允许与交易密码一致'
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SPOT_REST_ERROR_DICT['1044'] = u'原密码错误'
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SPOT_REST_ERROR_DICT['1045'] = u'未设置二次验证'
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SPOT_REST_ERROR_DICT['1046'] = u'原密码未输入'
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SPOT_REST_ERROR_DICT['1048'] = u'用户被冻结'
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SPOT_REST_ERROR_DICT['1050'] = u'订单已撤销或者撤单中'
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SPOT_REST_ERROR_DICT['1051'] = u'订单已完成交易'
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SPOT_REST_ERROR_DICT['1201'] = u'账号零时删除'
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SPOT_REST_ERROR_DICT['1202'] = u'账号不存在'
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SPOT_REST_ERROR_DICT['1203'] = u'转账金额大于余额'
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SPOT_REST_ERROR_DICT['1204'] = u'不同种币种不能转账'
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SPOT_REST_ERROR_DICT['1205'] = u'账号不存在主从关系'
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SPOT_REST_ERROR_DICT['1206'] = u'提现用户被冻结'
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SPOT_REST_ERROR_DICT['1207'] = u'不支持转账'
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SPOT_REST_ERROR_DICT['1208'] = u'没有该转账用户'
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SPOT_REST_ERROR_DICT['1209'] = u'当前api不可用'
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SPOT_REST_ERROR_DICT['1216'] = u'市价交易暂停，请选择限价交易'
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SPOT_REST_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'
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SPOT_REST_ERROR_DICT['1218'] = u'下单失败，请稍后再试'
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SPORT_WS_ERROR_DICT = {}
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SPORT_WS_ERROR_DICT['10000'] = u'必填参数为空'
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SPORT_WS_ERROR_DICT['10001'] = u'参数错误'
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SPORT_WS_ERROR_DICT['10002'] = u'验证失败'
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SPORT_WS_ERROR_DICT['10003'] = u'该连接已经请求了其他用户的实时交易数据'
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SPORT_WS_ERROR_DICT['10004'] = u'该连接没有请求此用户的实时交易数据'
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SPORT_WS_ERROR_DICT['10005'] = u'api_key或者sign不合法'
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SPORT_WS_ERROR_DICT['10008'] = u'非法参数'
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SPORT_WS_ERROR_DICT['10009'] = u'订单不存在'
|
||||
SPORT_WS_ERROR_DICT['10010'] = u'余额不足'
|
||||
SPORT_WS_ERROR_DICT['10011'] = u'卖的数量小于BTC/LTC最小买卖额度'
|
||||
SPORT_WS_ERROR_DICT['10012'] = u'当前网站暂时只支持btc_usdltc_usd'
|
||||
SPORT_WS_ERROR_DICT['10014'] = u'下单价格不得≤0或≥1000000'
|
||||
SPORT_WS_ERROR_DICT['10015'] = u'暂不支持此channel订阅'
|
||||
SPORT_WS_ERROR_DICT['10016'] = u'币数量不足'
|
||||
SPORT_WS_ERROR_DICT['10017'] = u'WebSocket鉴权失败'
|
||||
SPORT_WS_ERROR_DICT['10100'] = u'用户被冻结'
|
||||
SPORT_WS_ERROR_DICT['10049'] = u'小额委托（<0.15BTC)的未成交委托数量不得大于50个'
|
||||
SPORT_WS_ERROR_DICT['10216'] = u'非开放API'
|
||||
SPORT_WS_ERROR_DICT['20001'] = u'用户不存在'
|
||||
SPORT_WS_ERROR_DICT['20002'] = u'用户被冻结'
|
||||
SPORT_WS_ERROR_DICT['20003'] = u'用户被爆仓冻结'
|
||||
SPORT_WS_ERROR_DICT['20004'] = u'合约账户被冻结'
|
||||
SPORT_WS_ERROR_DICT['20005'] = u'用户合约账户不存在'
|
||||
SPORT_WS_ERROR_DICT['20006'] = u'必填参数为空'
|
||||
SPORT_WS_ERROR_DICT['20007'] = u'参数错误'
|
||||
SPORT_WS_ERROR_DICT['20008'] = u'合约账户余额为空'
|
||||
SPORT_WS_ERROR_DICT['20009'] = u'虚拟合约状态错误'
|
||||
SPORT_WS_ERROR_DICT['20010'] = u'合约风险率信息不存在'
|
||||
SPORT_WS_ERROR_DICT['20011'] = u'开仓前保证金率超过90%'
|
||||
SPORT_WS_ERROR_DICT['20012'] = u'开仓后保证金率超过90%'
|
||||
SPORT_WS_ERROR_DICT['20013'] = u'暂无对手价'
|
||||
SPORT_WS_ERROR_DICT['20014'] = u'系统错误'
|
||||
SPORT_WS_ERROR_DICT['20015'] = u'订单信息不存在'
|
||||
SPORT_WS_ERROR_DICT['20016'] = u'平仓数量是否大于同方向可用持仓数量'
|
||||
SPORT_WS_ERROR_DICT['20017'] = u'非本人操作'
|
||||
SPORT_WS_ERROR_DICT['20018'] = u'下单价格高于前一分钟的105%或低于95%'
|
||||
SPORT_WS_ERROR_DICT['20019'] = u'该IP限制不能请求该资源'
|
||||
SPORT_WS_ERROR_DICT['20020'] = u'密钥不存在'
|
||||
SPORT_WS_ERROR_DICT['20021'] = u'指数信息不存在'
|
||||
SPORT_WS_ERROR_DICT['20022'] = u'接口调用错误'
|
||||
SPORT_WS_ERROR_DICT['20023'] = u'逐仓用户'
|
||||
SPORT_WS_ERROR_DICT['20024'] = u'sign签名不匹配'
|
||||
SPORT_WS_ERROR_DICT['20025'] = u'杠杆比率错误'
|
||||
SPORT_WS_ERROR_DICT['20100'] = u'请求超时'
|
||||
SPORT_WS_ERROR_DICT['20101'] = u'数据格式无效'
|
||||
SPORT_WS_ERROR_DICT['20102'] = u'登录无效'
|
||||
SPORT_WS_ERROR_DICT['20103'] = u'数据事件类型无效'
|
||||
SPORT_WS_ERROR_DICT['20104'] = u'数据订阅类型无效'
|
||||
SPORT_WS_ERROR_DICT['20107'] = u'JSON格式错误'
|
||||
SPORT_WS_ERROR_DICT['20115'] = u'quote参数未匹配到'
|
||||
SPORT_WS_ERROR_DICT['20116'] = u'参数不匹配'
|
||||
SPORT_WS_ERROR_DICT['1002'] = u'交易金额大于余额'
|
||||
SPORT_WS_ERROR_DICT['1003'] = u'交易金额小于最小交易值'
|
||||
SPORT_WS_ERROR_DICT['1004'] = u'交易金额小于0'
|
||||
SPORT_WS_ERROR_DICT['1007'] = u'没有交易市场信息'
|
||||
SPORT_WS_ERROR_DICT['1008'] = u'没有最新行情信息'
|
||||
SPORT_WS_ERROR_DICT['1009'] = u'没有订单'
|
||||
SPORT_WS_ERROR_DICT['1010'] = u'撤销订单与原订单用户不一致'
|
||||
SPORT_WS_ERROR_DICT['1011'] = u'没有查询到该用户'
|
||||
SPORT_WS_ERROR_DICT['1013'] = u'没有订单类型'
|
||||
SPORT_WS_ERROR_DICT['1014'] = u'没有登录'
|
||||
SPORT_WS_ERROR_DICT['1015'] = u'没有获取到行情深度信息'
|
||||
SPORT_WS_ERROR_DICT['1017'] = u'日期参数错误'
|
||||
SPORT_WS_ERROR_DICT['1018'] = u'下单失败'
|
||||
SPORT_WS_ERROR_DICT['1019'] = u'撤销订单失败'
|
||||
SPORT_WS_ERROR_DICT['1024'] = u'币种不存在'
|
||||
SPORT_WS_ERROR_DICT['1025'] = u'没有K线类型'
|
||||
SPORT_WS_ERROR_DICT['1026'] = u'没有基准币数量'
|
||||
SPORT_WS_ERROR_DICT['1027'] = u'参数不合法可能超出限制'
|
||||
SPORT_WS_ERROR_DICT['1028'] = u'保留小数位失败'
|
||||
SPORT_WS_ERROR_DICT['1029'] = u'正在准备中'
|
||||
SPORT_WS_ERROR_DICT['1030'] = u'有融资融币无法进行交易'
|
||||
SPORT_WS_ERROR_DICT['1031'] = u'转账余额不足'
|
||||
SPORT_WS_ERROR_DICT['1032'] = u'该币种不能转账'
|
||||
SPORT_WS_ERROR_DICT['1035'] = u'密码不合法'
|
||||
SPORT_WS_ERROR_DICT['1036'] = u'谷歌验证码不合法'
|
||||
SPORT_WS_ERROR_DICT['1037'] = u'谷歌验证码不正确'
|
||||
SPORT_WS_ERROR_DICT['1038'] = u'谷歌验证码重复使用'
|
||||
SPORT_WS_ERROR_DICT['1039'] = u'短信验证码输错限制'
|
||||
SPORT_WS_ERROR_DICT['1040'] = u'短信验证码不合法'
|
||||
SPORT_WS_ERROR_DICT['1041'] = u'短信验证码不正确'
|
||||
SPORT_WS_ERROR_DICT['1042'] = u'谷歌验证码输错限制'
|
||||
SPORT_WS_ERROR_DICT['1043'] = u'登陆密码不允许与交易密码一致'
|
||||
SPORT_WS_ERROR_DICT['1044'] = u'原密码错误'
|
||||
SPORT_WS_ERROR_DICT['1045'] = u'未设置二次验证'
|
||||
SPORT_WS_ERROR_DICT['1046'] = u'原密码未输入'
|
||||
SPORT_WS_ERROR_DICT['1048'] = u'用户被冻结'
|
||||
SPORT_WS_ERROR_DICT['1050'] = u'订单已撤销或者撤销中'
|
||||
SPORT_WS_ERROR_DICT['1051'] = u'订单已完成交易'
|
||||
SPORT_WS_ERROR_DICT['1201'] = u'账号零时删除'
|
||||
SPORT_WS_ERROR_DICT['1202'] = u'账号不存在'
|
||||
SPORT_WS_ERROR_DICT['1203'] = u'转账金额大于余额'
|
||||
SPORT_WS_ERROR_DICT['1204'] = u'不同种币种不能转账'
|
||||
SPORT_WS_ERROR_DICT['1205'] = u'账号不存在主从关系'
|
||||
SPORT_WS_ERROR_DICT['1206'] = u'提现用户被冻结'
|
||||
SPORT_WS_ERROR_DICT['1207'] = u'不支持转账'
|
||||
SPORT_WS_ERROR_DICT['1208'] = u'没有该转账用户'
|
||||
SPORT_WS_ERROR_DICT['1209'] = u'当前api不可用'
|
||||
# --------------------------------------
|
||||
FUTURES_ERROR_DICT = {}
|
||||
|
||||
|
||||
@ -7,7 +7,7 @@ apiKey = '你的apiKey'
|
||||
secretKey = '你的secretKey'
|
||||
|
||||
# 创建API对象
|
||||
api = OkexSpotApi()
|
||||
api = WsSpotApi()
|
||||
|
||||
api.connect(apiKey, secretKey, True)
|
||||
|
||||
|
||||
@ -12,7 +12,7 @@ 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
|
||||
from vnpy.api.okex.okexData import SPOT_TRADE_SIZE_DICT,SPOT_REST_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
|
||||
@ -27,7 +27,7 @@ SPOT_CURRENCY = ["usdt",
|
||||
"etc",
|
||||
"bch"]
|
||||
|
||||
SPOT_SYMBOL = ["ltc_btc",
|
||||
SPOT_SYMBOL_PAIRS = set(["ltc_btc",
|
||||
"eth_btc",
|
||||
"etc_btc",
|
||||
"bch_btc",
|
||||
@ -46,8 +46,8 @@ SPOT_SYMBOL = ["ltc_btc",
|
||||
"gas_btc",
|
||||
"qtum_usdt",
|
||||
"hsr_usdt",
|
||||
"neo_usdt",
|
||||
"gas_usdt"]
|
||||
"neo_usdt",
|
||||
"gas_usdt"])
|
||||
|
||||
KLINE_PERIOD = ["1min","3min","5min","15min","30min","1hour","2hour","4hour","6hour","12hour","day","3day","week"]
|
||||
|
||||
@ -326,9 +326,15 @@ class WsSpotApi(OkexApi):
|
||||
params = {}
|
||||
params['symbol'] = str(symbol)
|
||||
params['type'] = str(type_)
|
||||
params['price'] = str(price)
|
||||
params['amount'] = str(amount)
|
||||
|
||||
|
||||
if str(type_) == 'buy' or str(type_) == 'sell':
|
||||
params['price'] = str(price)
|
||||
params['amount'] = str(amount)
|
||||
elif str(type_) == 'buy_market':
|
||||
params['type'] = str(type_)
|
||||
elif str(type_) == 'sell_market':
|
||||
params['amount'] = str(amount)
|
||||
|
||||
channel = 'ok_spot_order'
|
||||
|
||||
self.sendRequest(channel, params)
|
||||
|
||||
@ -17,8 +17,8 @@ from threading import Thread
|
||||
from time import sleep
|
||||
import traceback
|
||||
|
||||
from vnpy.api.okex import WsSpotApi, WsFuturesApi, SPOT_SYMBOL, CONTRACT_SYMBOL, CONTRACT_TYPE, SPOT_CURRENCY
|
||||
from vnpy.api.okex.okexData import SPOT_TRADE_SIZE_DICT, SPOT_ERROR_DICT, FUTURES_ERROR_DICT
|
||||
from vnpy.api.okex import WsSpotApi, WsFuturesApi, SPOT_SYMBOL_PAIRS, CONTRACT_SYMBOL, CONTRACT_TYPE, SPOT_CURRENCY
|
||||
from vnpy.api.okex.okexData import SPOT_TRADE_SIZE_DICT, SPOT_REST_ERROR_DICT, SPORT_WS_ERROR_DICT, FUTURES_ERROR_DICT
|
||||
|
||||
from vnpy.trader.vtGateway import *
|
||||
from vnpy.trader.vtFunction import getJsonPath
|
||||
@ -68,6 +68,9 @@ class OkexGateway(VtGateway):
|
||||
|
||||
self.leverage = 0
|
||||
self.spot_connected = False # 现货交易接口连接状态
|
||||
self.use_spot_symbol_pairs = set() # 使用现货合约对（从配置文件读取，减少运算量）
|
||||
self.auto_subscribe_symbol_pairs = set() # 自动订阅现货合约对清单
|
||||
|
||||
self.futures_connected = False # 期货交易接口连接状态
|
||||
|
||||
self.qryCount = 0 # 查询触发倒计时
|
||||
@ -82,6 +85,7 @@ class OkexGateway(VtGateway):
|
||||
# 消息调试
|
||||
self.log_message = False
|
||||
|
||||
self.qryFunctionList = []
|
||||
# ----------------------------------------------------------------------
|
||||
def connect(self):
|
||||
"""连接"""
|
||||
@ -98,19 +102,34 @@ class OkexGateway(VtGateway):
|
||||
apiKey = str(setting['apiKey'])
|
||||
secretKey = str(setting['secretKey'])
|
||||
trace = setting['trace']
|
||||
self.leverage = setting['leverage'] if 'leverage' in setting else 0
|
||||
self.leverage = setting.get('leverage', 1)
|
||||
spot_connect = setting['spot_connect']
|
||||
futures_connect = setting['futures_connect']
|
||||
self.log_message = setting['log_message'] if 'log_message' in setting else False
|
||||
self.log_message = setting.get('log_message', False)
|
||||
|
||||
# 若限定使用的合约对
|
||||
if "symbol_pairs" in setting.keys():
|
||||
self.use_spot_symbol_pairs = set(setting["symbol_pairs"])
|
||||
|
||||
# 若希望连接后自动订阅
|
||||
if 'auto_subscribe' in setting.keys():
|
||||
self.auto_subscribe_symbol_pairs = set(setting['auto_subscribe'])
|
||||
|
||||
self.qryEnabled = setting.get('qryEnabled', True)
|
||||
except KeyError:
|
||||
self.writeError(u'OkexGateway.connect:连接配置缺少字段，请检查')
|
||||
return
|
||||
|
||||
if spot_connect:
|
||||
self.api_spot.active = True
|
||||
|
||||
for symbol_pair in self.auto_subscribe_symbol_pairs:
|
||||
self.writeLog(u'自动订阅现货合约:{}'.format(symbol_pair))
|
||||
self.api_spot.registerSymbolPairArray.add(symbol_pair)
|
||||
|
||||
self.api_spot.connect(apiKey, secretKey, trace)
|
||||
self.writeLog(u'connect okex ws spot api')
|
||||
self.api_spot.setSymbolPairs(self.use_spot_symbol_pairs)
|
||||
|
||||
if futures_connect:
|
||||
self.api_futures.active = True
|
||||
@ -126,29 +145,6 @@ class OkexGateway(VtGateway):
|
||||
self.initQuery()
|
||||
self.startQuery()
|
||||
|
||||
def writeLog(self, content):
|
||||
"""
|
||||
记录日志文件
|
||||
:param content:
|
||||
:return:
|
||||
"""
|
||||
if self.logger:
|
||||
self.logger.info(content)
|
||||
|
||||
def writeError(self, content, error_id = 0):
|
||||
"""
|
||||
发送错误通知/记录日志文件
|
||||
:param content:
|
||||
:return:
|
||||
"""
|
||||
error = VtErrorData()
|
||||
error.gatewayName = self.gatewayName
|
||||
error.errorID = error_id
|
||||
error.errorMsg = content
|
||||
self.onError(error)
|
||||
|
||||
if self.logger:
|
||||
self.logger.error(content)
|
||||
|
||||
def checkStatus(self):
|
||||
return self.spot_connected or self.futures_connected
|
||||
@ -166,12 +162,12 @@ class OkexGateway(VtGateway):
|
||||
# 提取品种对 eth_usdt
|
||||
symbol_pair = arr[0]
|
||||
|
||||
if symbol_pair in SPOT_SYMBOL:
|
||||
if symbol_pair in SPOT_SYMBOL_PAIRS:
|
||||
if self.api_spot and self.spot_connected:
|
||||
self.api_spot.subscribe(subscribeReq)
|
||||
else:
|
||||
self.writeError(u'现货接口未创建/未连接，无法调用subscribe')
|
||||
|
||||
self.auto_subscribe_symbol_pairs.add(symbol_pair)
|
||||
else:
|
||||
if self.api_futures and self.futures_connected:
|
||||
self.api_futures.subscribe(subscribeReq)
|
||||
@ -190,7 +186,7 @@ class OkexGateway(VtGateway):
|
||||
order_req_symbol = orderReq.symbol
|
||||
order_req_symbol = order_req_symbol.replace('.{}'.format(EXCHANGE_OKEX),'')
|
||||
|
||||
if order_req_symbol in SPOT_SYMBOL:
|
||||
if order_req_symbol in SPOT_SYMBOL_PAIRS:
|
||||
if self.api_spot and self.spot_connected:
|
||||
return self.api_spot.spotSendOrder(orderReq)
|
||||
else:
|
||||
@ -205,11 +201,19 @@ class OkexGateway(VtGateway):
|
||||
# ----------------------------------------------------------------------
|
||||
def cancelOrder(self, cancelOrderReq):
|
||||
"""撤单"""
|
||||
if self.spot_connected:
|
||||
self.api_spot.spotCancel(cancelOrderReq)
|
||||
|
||||
if self.futures_connected:
|
||||
self.api_futures.futureCancel(cancelOrderReq)
|
||||
# btc_usdt.OKEX => btc_usdt
|
||||
order_req_symbol = cancelOrderReq.symbol
|
||||
order_req_symbol = order_req_symbol.replace('.{}'.format(EXCHANGE_OKEX), '')
|
||||
if order_req_symbol in SPOT_SYMBOL_PAIRS:
|
||||
if self.spot_connected:
|
||||
self.api_spot.spotCancel(cancelOrderReq)
|
||||
else:
|
||||
self.writeError(u'现货接口未创建/连接，无法调用cancelOrder')
|
||||
else:
|
||||
if self.futures_connected:
|
||||
self.api_futures.futureCancel(cancelOrderReq)
|
||||
else:
|
||||
self.writeError(u'期货接口未创建/连接，无法调用cancelOrder')
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def qryAccount(self):
|
||||
@ -348,12 +352,29 @@ class OkexSpotApi(WsSpotApi):
|
||||
|
||||
self.tradeID = 0
|
||||
|
||||
# 缺省启动得品种对队列
|
||||
self.use_symbol_pairs = set([])
|
||||
|
||||
# 已登记的品种对队列
|
||||
self.registerSymbolPairArray = set([])
|
||||
|
||||
# 初始化回调函数
|
||||
self.initCallback()
|
||||
|
||||
def setSymbolPairs(self, symbol_pairs):
|
||||
"""
|
||||
设置合约对
|
||||
:param symbol_pairs: set[]
|
||||
:return:
|
||||
"""
|
||||
if isinstance(symbol_pairs ,list):
|
||||
self.use_symbol_pairs = set(symbol_pairs)
|
||||
|
||||
elif isinstance(symbol_pairs, set):
|
||||
self.use_symbol_pairs = symbol_pairs
|
||||
|
||||
self.gateway.writeLog(u'设置合约对:{}'.format(symbol_pairs))
|
||||
|
||||
'''
|
||||
登录后，每次订单执行撤销后又这样的 推送。。不知道干啥的。先过滤掉了
|
||||
{u'binary': 1, u'product': u'spot', u'type': u'order', u'base': u'etc'
|
||||
@ -416,7 +437,6 @@ class OkexSpotApi(WsSpotApi):
|
||||
self.gateway.writeLog(u'功能订阅请求:{} 成功:'.format(channel_value))
|
||||
continue
|
||||
|
||||
|
||||
# 其他回调/数据推送
|
||||
callback = self.cbDict.get(channel_value)
|
||||
if callback:
|
||||
@ -426,7 +446,7 @@ class OkexSpotApi(WsSpotApi):
|
||||
self.gateway.writeError(u'Spot {}回调函数处理异常，请查日志'.format(channel_value))
|
||||
self.gateway.writeLog(u'Spot onMessage call back {} exception：{},{}'.format(channel_value, str(ex),traceback.format_exc()))
|
||||
else:
|
||||
self.gateway.writeError(u'Spot unkonw msg:{}'.format(data))
|
||||
self.gateway.writeError(u'Spot unkown msg:{}'.format(data))
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def onError(self, ws, evt):
|
||||
@ -443,7 +463,7 @@ class OkexSpotApi(WsSpotApi):
|
||||
error.gatewayName = self.gatewayName
|
||||
if 'data' in data and 'error_code' in data['data']:
|
||||
error_code =data['data']['error_code']
|
||||
error.errorMsg = u'SpotApi 出错:{}'.format(SPOT_ERROR_DICT.get(str(error_code)))
|
||||
error.errorMsg = u'SpotApi 出错:{}'.format(SPORT_WS_ERROR_DICT.get(str(error_code)))
|
||||
error.errorID = error_code
|
||||
else:
|
||||
error.errorMsg = str(data)
|
||||
@ -507,8 +527,9 @@ class OkexSpotApi(WsSpotApi):
|
||||
:param symbol:合约（对）
|
||||
:return:
|
||||
"""
|
||||
|
||||
self.gateway.writeLog(u'SpotApi.subscribeSingleSymbol({})'.format(symbol))
|
||||
if symbol in SPOT_TRADE_SIZE_DICT:
|
||||
if symbol in SPOT_SYMBOL_PAIRS:
|
||||
# 订阅行情数据
|
||||
self.subscribeSpotTicker(symbol)
|
||||
# 订阅委托深度
|
||||
@ -516,7 +537,7 @@ class OkexSpotApi(WsSpotApi):
|
||||
# 订阅该合约的委托成交回报（所有人，不是你得账号)
|
||||
#self.subscribeSpotDeals(symbol)
|
||||
else:
|
||||
self.gateway.writeError(u'SpotApi:订阅失败，{}不在SPOT_TRADE_SIZE_DICT中，'.format(symbol))
|
||||
self.gateway.writeError(u'SpotApi:订阅失败，{}不在SPOT_SYMBOL_PAIRS中，'.format(symbol))
|
||||
|
||||
# ----------------------------------------------------------------------
|
||||
def spotAllOrders(self):
|
||||
@ -528,7 +549,7 @@ class OkexSpotApi(WsSpotApi):
|
||||
|
||||
# 根据已登记的品种对清单，逐一发委托查询
|
||||
for symbol in self.registerSymbolPairArray:
|
||||
if symbol in SPOT_TRADE_SIZE_DICT:
|
||||
if symbol in SPOT_SYMBOL_PAIRS:
|
||||
self.spotOrderInfo(symbol, '-1')
|
||||
|
||||
# 对已经发送委托，根据orderid，发出查询请求
|
||||
@ -554,23 +575,9 @@ class OkexSpotApi(WsSpotApi):
|
||||
# 连接后查询现货账户和委托数据
|
||||
self.spotUserInfo()
|
||||
|
||||
# 尝试订阅一个合约对
|
||||
if len(self.registerSymbolPairArray) == 0:
|
||||
#self.subscribeSingleSymbol("etc_usdt")
|
||||
#self.subscribeSingleSymbol("btc_usdt")
|
||||
self.registerSymbolPairArray.add('eth_usdt')
|
||||
self.registerSymbolPairArray.add('btc_usdt')
|
||||
self.registerSymbolPairArray.add('ltc_usdt')
|
||||
|
||||
for symbol_pair in self.registerSymbolPairArray:
|
||||
# 发起品种行情订阅请求
|
||||
self.subscribeSingleSymbol(symbol_pair)
|
||||
# 查询该品种对的订单
|
||||
self.spotOrderInfo(symbol_pair, '-1')
|
||||
|
||||
self.gateway.writeLog(u'SpotApi初始化合约信息')
|
||||
|
||||
for symbol in SPOT_TRADE_SIZE_DICT:
|
||||
# 如果有缺省得使用合约对，就仅初始化这些合约对，否则全部初始化
|
||||
for symbol in SPOT_SYMBOL_PAIRS if len(self.use_symbol_pairs) == 0 else self.use_symbol_pairs:
|
||||
# self.subscribeSpotTicker(symbol)
|
||||
# self.subscribeSpotDepth5(symbol)
|
||||
# self.subscribeSpotDeals(symbol)
|
||||
@ -595,6 +602,13 @@ class OkexSpotApi(WsSpotApi):
|
||||
contract.productClass = PRODUCT_SPOT
|
||||
self.gateway.onContract(contract)
|
||||
|
||||
# 对所有登记得品种对，发起订阅
|
||||
for symbol_pair in self.registerSymbolPairArray:
|
||||
# 发起品种行情订阅请求
|
||||
self.subscribeSingleSymbol(symbol_pair)
|
||||
# 查询该品种对的订单
|
||||
self.spotOrderInfo(symbol_pair, '-1')
|
||||
|
||||
'''
|
||||
[{
|
||||
"channel":"ok_sub_spot_bch_btc_deals",
|
||||
@ -618,7 +632,7 @@ class OkexSpotApi(WsSpotApi):
|
||||
:return:
|
||||
"""
|
||||
# USD_SPOT 把每一个币币交易对的回调函数登记在字典中
|
||||
for symbol_pair in SPOT_TRADE_SIZE_DICT:
|
||||
for symbol_pair in SPOT_SYMBOL_PAIRS:
|
||||
self.cbDict["ok_sub_spot_%s_ticker" % symbol_pair] = self.onTicker # 该币对的行情数据回报
|
||||
self.cbDict["ok_sub_spot_%s_depth_5" % symbol_pair] = self.onDepth # 该币对的委托深度回报
|
||||
self.cbDict["ok_sub_spot_%s_deals" % symbol_pair] = self.onSpotSubDeals # 该币对的成交记录回报
|
||||
@ -1229,8 +1243,13 @@ nel': u'ok_sub_spot_etc_usdt_order'}
|
||||
|
||||
if 'error_code' in data:
|
||||
error_id = data.get('error_code')
|
||||
self.gateway.writeError(u'SpotApi.onSpotOrder 委托返回错误:{}'.format(SPOT_ERROR_DICT.get(str(error_id))), error_id=error_id)
|
||||
self.gateway.writeError(u'SpotApi.onSpotOrder 委托返回错误:{}'.format(SPORT_WS_ERROR_DICT.get(str(error_id))), error_id=error_id)
|
||||
self.gateway.writeLog(ws_data)
|
||||
|
||||
# 特殊处理服务超时得异常
|
||||
if str(error_id) == '20100':
|
||||
return
|
||||
|
||||
localNo = self.localNoQueue.get_nowait()
|
||||
self.gateway.writeLog(u'移除本地localNo:{}'.format(localNo))
|
||||
vtOrderId = '.'.join([self.gatewayName,localNo])
|
||||
@ -1238,7 +1257,7 @@ nel': u'ok_sub_spot_etc_usdt_order'}
|
||||
if order is not None:
|
||||
order.status = STATUS_REJECTED
|
||||
order.updateTime = datetime.now().strftime("%H:%M:%S.%f")
|
||||
self.gateway.writeLog(u'发出OnOrder，拒单,vtOrderId={}'.format(vtOrderId))
|
||||
self.gateway.writeLog(u'发出OnOrder，拒单,vtOrderId={},错误:{},error_id:{}'.format(vtOrderId, SPORT_WS_ERROR_DICT.get(str(error_id)), error_id))
|
||||
# 发送现货委托单（拒单消息）到vtGateway
|
||||
self.gateway.onOrder(order)
|
||||
return
|
||||
@ -1284,7 +1303,7 @@ nel': u'ok_sub_spot_etc_usdt_order'}
|
||||
|
||||
if 'error_code' in data:
|
||||
error_id = data.get('error_code')
|
||||
self.gateway.writeError(u'SpotApi.onSpotCancelOrder 委托返回错误:{}'.format(SPOT_ERROR_DICT.get(str(error_id))), error_id=error_id)
|
||||
self.gateway.writeError(u'SpotApi.onSpotCancelOrder 委托返回错误:{}'.format(SPORT_WS_ERROR_DICT.get(str(error_id))), error_id=error_id)
|
||||
self.gateway.writeLog(ws_data)
|
||||
return
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user