diff --git a/vnpy/trader/gateway/okexFuturesGateway/okexFuturesGateway.py b/vnpy/trader/gateway/okexFuturesGateway/okexFuturesGateway.py
index 6fd22958..1b6f14b5 100644
--- a/vnpy/trader/gateway/okexFuturesGateway/okexFuturesGateway.py
+++ b/vnpy/trader/gateway/okexFuturesGateway/okexFuturesGateway.py
@@ -150,6 +150,8 @@ class OkexFuturesGateway(VtGateway):
         self.tradeID = 0
         self._orders = {}  # type: Dict[str, Order]
         self._remoteIds = {}  # type: Dict[str, Order]
+        self._lastTicker = None  # type: VtTickData
+        self._utcOffset = datetime.now() - datetime.utcnow()
 
     #----------------------------------------------------------------------
     def readConfig(self):
@@ -211,9 +213,18 @@ class OkexFuturesGateway(VtGateway):
         remoteSymbol = s.v1Symbol.lower()
         remoteContractType = s.remoteContractType
 
+        # ticker
         self.webSocket.sendPacket({
             'event': 'addChannel',
-            'channel': 'ok_sub_futureusd_' + remoteSymbol.lower() + '_ticker_' + remoteContractType
+            'channel':
+                'ok_sub_futureusd_' + remoteSymbol.lower() + '_ticker_' + remoteContractType
+        })
+
+        # depth
+        self.webSocket.sendPacket({
+            'event': 'addChannel',
+            'channel':
+                'ok_sub_futureusd_' + remoteSymbol.lower() + '_depth' + remoteContractType + '_5'
         })
 
     #----------------------------------------------------------------------
@@ -620,18 +631,64 @@ class OkexFuturesGateway(VtGateway):
                     uiSymbol = remoteSymbolToLocal(channel.symbol,
                                                    remoteContractTypeToLocal(
                                                        channel.remoteContractType))
-                    self.onTick(VtTickData.createFromGateway(
-                        gateway=self,
-                        symbol=uiSymbol,
-                        exchange=self.exchange,
-                        lastPrice=data['last'],
-                        lastVolume=data['vol'],
-                        highPrice=data['high'],
-                        lowPrice=data['low'],
-                        openInterest=data['hold_amount'],
-                        lowerLimit=data['limitLow'],
-                        upperLimit=data['limitHigh'],
-                    ))
+                    if self._lastTicker is None:
+                        self._lastTicker = VtTickData.createFromGateway(
+                            gateway=self,
+                            symbol=uiSymbol,
+                            exchange=self.exchange,
+                            lastPrice=float(data['last']),
+                            lastVolume=float(data['vol']),
+                            highPrice=float(data['high']),
+                            lowPrice=float(data['low']),
+                            openInterest=float(data['hold_amount']),
+                            lowerLimit=float(data['limitLow']),
+                            upperLimit=float(data['limitHigh']),
+                        )
+                    else:
+                        self._lastTicker.lastPrice = float(data['last'])
+                        self._lastTicker.lastVolume = float(data['vol'])
+                        self._lastTicker.highPrice = float(data['high'])
+                        self._lastTicker.lowPrice = float(data['low'])
+                        self._lastTicker.openInterest = float(data['hold_amount'])
+                        self._lastTicker.lowerLimit = float(data['limitLow'])
+                        self._lastTicker.upperLimit = float(data['limitHigh'])
+                        self._lastTicker.datetime = datetime.now()
+                        self._lastTicker.date = self._lastTicker.datetime.strftime('%Y%m%d')
+                        self._lastTicker.time = self._lastTicker.datetime.strftime('%H:%M:%S')
+                        self.onTick(self._lastTicker)
+                elif channel.type == ChannelType.Depth:
+                    
+                    asks = data['asks']
+                    bids = data['bids']
+                    if self._lastTicker is not None:
+                        timestamp = float(data['timestamp'])
+                        ts = datetime.utcfromtimestamp(timestamp/1000) + self._utcOffset
+                        
+                        self._lastTicker.askPrice1 = asks[0][0]
+                        self._lastTicker.askPrice2 = asks[1][0]
+                        self._lastTicker.askPrice3 = asks[2][0]
+                        self._lastTicker.askPrice4 = asks[3][0]
+                        self._lastTicker.askPrice5 = asks[4][0]
+                        self._lastTicker.askVolume1 = asks[0][1]
+                        self._lastTicker.askVolume2 = asks[1][1]
+                        self._lastTicker.askVolume3 = asks[2][1]
+                        self._lastTicker.askVolume4 = asks[3][1]
+                        self._lastTicker.askVolume5 = asks[4][1]
+        
+                        self._lastTicker.bidPrice1 = bids[0][0]
+                        self._lastTicker.bidPrice2 = bids[1][0]
+                        self._lastTicker.bidPrice3 = bids[2][0]
+                        self._lastTicker.bidPrice4 = bids[3][0]
+                        self._lastTicker.bidPrice5 = bids[4][0]
+                        self._lastTicker.bidVolume1 = bids[0][1]
+                        self._lastTicker.bidVolume2 = bids[1][1]
+                        self._lastTicker.bidVolume3 = bids[2][1]
+                        self._lastTicker.bidVolume4 = bids[3][1]
+                        self._lastTicker.bidVolume5 = bids[4][1]
+                        self._lastTicker.datetime = ts
+                        self._lastTicker.date = self._lastTicker.datetime.strftime('%Y%m%d')
+                        self._lastTicker.time = self._lastTicker.datetime.strftime('%H:%M:%S')
+                        self.onTick(self._lastTicker)
                 elif channel.type == ChannelType.Position:
                     symbol = data['symbol']
                     positions = data['positions']
@@ -771,16 +828,22 @@ def parseChannel(channel):  # type: (str)->Channel
                            easySymbol + '_' + crash,
                            remotePrefixToRemoteContractType(contractTypePrefix))
     elif sp[-1] == 'week':
-        # if lsp == 9:
-        #     _, _, _, easySymbol, crash, typeName, contractTypePrefix, _, depth = sp
-        #     return ExtraSymbolChannel(ChannelType.Depth, easySymbol + '_' + crash,
-        #                               remotePrefixToRemoteContractType(contractTypePrefix),
-        #                               depth)
         if lsp == 8:
             _, _, _, easySymbol, crash, typeName, contractTypePrefix, _ = sp
             return Channel(ChannelType.Tick,
                            easySymbol + '_' + crash,
                            remotePrefixToRemoteContractType(contractTypePrefix))
+    if sp[-1] == '5':
+        if lsp == 7:  # eg "ok_sub_futureusd_eth_usd_depthquarter_5"
+            _, _, _, easySymbol, crash, typeName_contractTypePrefix, depth = sp
+            return Channel(ChannelType.Depth, easySymbol + '_' + crash,
+                           remotePrefixToRemoteContractType(typeName_contractTypePrefix[5:]),
+                           depth)
+        if lsp == 8:  # eg "ok_sub_futureusd_eth_usd_depthnext_week_5"
+            _, _, _, easySymbol, crash, typeName_contractTypePrefix, _, depth = sp
+            return Channel(ChannelType.Depth, easySymbol + '_' + crash,
+                           remotePrefixToRemoteContractType(typeName_contractTypePrefix[5:]),
+                           depth)
     
     
 #----------------------------------------------------------------------