diff --git a/vnpy/api/okex/README.md b/vnpy/api/okex/README.md new file mode 100644 index 00000000..f98f155c --- /dev/null +++ b/vnpy/api/okex/README.md @@ -0,0 +1,14 @@ +### 简介 + +OKEX的比特币交易接口，基于Websocket API开发，实现了以下功能： + +1. 发送、撤销委托 + +2. 查询委托、持仓、资金、成交历史 + +3. 实时行情、成交、资金更新的推送 + +### API信息 + +链接：[https://www.okex.com/ws_getStarted.html](https://www.okex.com/ws_getStarted.html) + diff --git a/vnpy/api/okex/__init__.py b/vnpy/api/okex/__init__.py index 3adf4698..ff9012b2 100644 --- a/vnpy/api/okex/__init__.py +++ b/vnpy/api/okex/__init__.py @@ -1,3 +1,3 @@ # encoding: UTF-8 -from vnokex import OKEX_Sub_Spot_Api , OKEX_Contract_Api , okex_all_symbol_pairs , okex_all_contract_symbol , okex_all_symbol_type \ No newline at end of file +from vnokex import OkexSpotApi , OkexFuturesApi , okex_all_symbol_pairs , CONTRACT_SYMBOL , SPOT_CURRENCY \ No newline at end of file diff --git a/vnpy/api/okex/readme.txt b/vnpy/api/okex/readme.txt deleted file mode 100644 index 3030ef7c..00000000 --- a/vnpy/api/okex/readme.txt +++ /dev/null @@ -1,5 +0,0 @@ -okex 的平台地址 - -https://www.okex.com/intro_apiOverview.html - -api 文档 https://www.okex.com/ws_request.html diff --git a/vnpy/api/okex/test.py b/vnpy/api/okex/test.py index ae8d499f..80724a18 100644 --- a/vnpy/api/okex/test.py +++ b/vnpy/api/okex/test.py @@ -7,9 +7,9 @@ apiKey = '你的accessKey' secretKey = '你的secretKey' # 创建API对象 -api = OKEX_Sub_Spot_Api() +api = OkexSpotApi() -api.connect_Subpot(apiKey, secretKey, True) +api.connect(apiKey, secretKey, True) sleep(3) @@ -25,8 +25,8 @@ api.spotTrade("etc_usdt","sell", "50" , "0.01") #api.spotUserInfo() #api.spotOrderInfo("etc_btc", 44284731) -# api = OKEX_Contract_Api() -# api.connect_Contract(apiKey, secretKey, True) +# api = OkexFuturesApi() +# api.connect(apiKey, secretKey, True) # sleep(3) #api.subsribeFutureTicker("btc","this_week") diff --git a/vnpy/api/okex/vnokex.py b/vnpy/api/okex/vnokex.py index 4e008fad..f9c20ae1 100644 --- a/vnpy/api/okex/vnokex.py +++ b/vnpy/api/okex/vnokex.py @@ -9,34 +9,76 @@ from threading import Thread import websocket # OKEX网站 - -OKEX_USD_SUB_SPOT = 'wss://real.okex.com:10441/websocket' # OKEX 现货地址 +OKEX_USD_SPOT = 'wss://real.okex.com:10441/websocket' # OKEX 现货地址 OKEX_USD_CONTRACT = 'wss://real.okex.com:10440/websocket/okexapi' # OKEX 期货地址 -okex_all_symbol_type = ["usdt","btc","ltc","eth","etc","bch"] -okex_all_symbol_pairs = ["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"] +SPOT_CURRENCY = ["usdt", + "btc", + "ltc", + "eth", + "etc", + "bch"] -# for test -# okex_all_symbol_pairs = ['etc_usdt'] +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"] -okex_all_k_line_periods = ["1min","3min","5min","15min","30min","1hour","2hour","4hour","6hour","12hour","day","3day","week"] +KLINE_PERIOD = ["1min", + "3min", + "5min", + "15min", + "30min", + "1hour", + "2hour", + "4hour", + "6hour", + "12hour", + "day", + "3day", + "week"] -okex_all_contract_symbol = ["btc","ltc","eth","bch"] -okex_all_contract_type = ["this_week","next_week","quarter"] +CONTRACT_SYMBOL = ["btc", + "ltc", + "eth", + "etc", + "bch"] + +CONTRACT_TYPE = ["this_week", + "next_week", + "quarter"] + + +######################################################################## +class OkexApi(object): + """交易接口""" -class OKEX_Sub_Spot_Api(object): - """基于Websocket的API对象""" #---------------------------------------------------------------------- def __init__(self): - """Constructor""" - self.apiKey = '' # 用户名 - self.secretKey = '' # 密码 - - self.ws_sub_spot = None # websocket应用对象 现货对象 - - self.thread = None # 线程初始化 + """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): @@ -45,52 +87,43 @@ class OKEX_Sub_Spot_Api(object): self.close() # 再执行重连任务 - self.ws_sub_spot = websocket.WebSocketApp(self.host, + 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_sub_spot.run_forever) + self.thread = Thread(target=self.ws.run_forever) self.thread.start() #---------------------------------------------------------------------- - def connect_Subpot(self, apiKey , secretKey , trace = False): - self.host = OKEX_USD_SUB_SPOT + def connect(self, apiKey, secretKey, trace=False): + self.host = OKEX_USD_SPOT self.apiKey = apiKey self.secretKey = secretKey websocket.enableTrace(trace) - self.ws_sub_spot = websocket.WebSocketApp(self.host, + 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_sub_spot.run_forever) + self.thread = Thread(target=self.ws.run_forever) self.thread.start() #---------------------------------------------------------------------- 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) + """解码推送收到的数据""" data = json.loads(evt) - return data #---------------------------------------------------------------------- def close(self): """关闭接口""" if self.thread and self.thread.isAlive(): - self.ws_sub_spot.close() + self.ws.close() self.thread.join() #---------------------------------------------------------------------- @@ -113,35 +146,7 @@ class OKEX_Sub_Spot_Api(object): def onOpen(self, ws): """接口打开""" print 'onOpen' - - #---------------------------------------------------------------------- - def subscribeSpotTicker(self, symbol_pair): - # 现货的 ticker - req = "{'event':'addChannel','channel':'ok_sub_spot_%s_ticker'}" % symbol_pair - self.ws_sub_spot.send(req) - - #---------------------------------------------------------------------- - def subscribeSpotDepth(self, symbol_pair): - # 现货的 市场深度 - req = "{'event':'addChannel','channel':'ok_sub_spot_%s_depth'}" % symbol_pair - self.ws_sub_spot.send(req) - - #---------------------------------------------------------------------- - def subscribeSpotDepth5(self, symbol_pair): - # 现货的 市场深度 5 - req = "{'event':'addChannel','channel':'ok_sub_spot_%s_depth_5'}" % symbol_pair - self.ws_sub_spot.send(req) - - #---------------------------------------------------------------------- - def subscribeSpotDeals(self, symbol_pair): - req = "{'event':'addChannel','channel':'ok_sub_spot_%s_deals'}" % symbol_pair - self.ws_sub_spot.send(req) - - #---------------------------------------------------------------------- - def subscribeSpotKlines(self, symbol_pair , time_period): - req = "{'event':'addChannel','channel':'ok_sub_spot_%s_kline_%s'}" % ( symbol_pair , time_period) - self.ws_sub_spot.send(req) - + #---------------------------------------------------------------------- def generateSign(self, params): """生成签名""" @@ -170,15 +175,84 @@ class OKEX_Sub_Spot_Api(object): # 若触发异常则重连 try: - self.ws_sub_spot.send(j) + self.ws.send(j) except websocket.WebSocketConnectionClosedException: pass #---------------------------------------------------------------------- - def spotTrade(self, symbol_pair, type_, price, amount): + def sendDataRequest(self, channel): + """发送数据请求""" + 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: + pass + + #---------------------------------------------------------------------- + def login(self): + 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: + return False + + +######################################################################## +class OkexSpotApi(OkexApi): + """现货交易接口""" + + #---------------------------------------------------------------------- + def __init__(self): + """Constructor""" + super(OkexSpotApi, self).__init__() + + #---------------------------------------------------------------------- + def subscribeSpotTicker(self, 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""" + channel = 'ok_sub_spot_%s_depth' %symbol + if depth: + channel = channel + '_' + str(depth) + self.sendDataRequest(channel) + + #---------------------------------------------------------------------- + def subscribeSpotDeals(self, symbol): + channel = 'ok_sub_spot_%s_deals' %symbol + self.sendDataRequest(channel) + + #---------------------------------------------------------------------- + def subscribeSpotKlines(self, symbol, period): + channel = 'ok_sub_spot_%s_kline_%s' %symbol + self.sendDataRequest(channel) + + #---------------------------------------------------------------------- + def spotTrade(self, symbol, type_, price, amount): """现货委托""" params = {} - params['symbol'] = str(symbol_pair) + params['symbol'] = str(symbol) params['type'] = str(type_) params['price'] = str(price) params['amount'] = str(amount) @@ -188,10 +262,10 @@ class OKEX_Sub_Spot_Api(object): self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- - def spotCancelOrder(self, symbol_pair, orderid): + def spotCancelOrder(self, symbol, orderid): """现货撤单""" params = {} - params['symbol'] = str(symbol_pair) + params['symbol'] = str(symbol) params['order_id'] = str(orderid) channel = 'ok_spot_cancel_order' @@ -205,10 +279,10 @@ class OKEX_Sub_Spot_Api(object): self.sendTradingRequest(channel, {}) #---------------------------------------------------------------------- - def spotOrderInfo(self, symbol_pair, orderid): + def spotOrderInfo(self, symbol, orderid): """查询现货委托信息""" params = {} - params['symbol'] = str(symbol_pair) + params['symbol'] = str(symbol) params['order_id'] = str(orderid) channel = 'ok_spot_orderinfo' @@ -216,224 +290,99 @@ class OKEX_Sub_Spot_Api(object): self.sendTradingRequest(channel, params) - #---------------------------------------------------------------------- - # 这个 API 应该已经别废弃了 - # def subscribeSpotTrades(self , symbol_pair): - # """订阅现货成交信息""" - # channel = 'ok_sub_spot_%s_trades' % ( symbol_pair) - - # self.sendTradingRequest(channel, {}) - #---------------------------------------------------------------------- - # 这个 API 应该已经别废弃了 - # def subscribeSpotUserInfo(self): - # """订阅现货账户信息""" - # channel = 'ok_sub_spot_userinfo' - - # self.sendTradingRequest(channel, {}) +######################################################################## +class OkexFuturesApi(OkexApi): + """期货交易接口 + + 交割推送信息： + [{ + "channel": "btc_forecast_price", + "timestamp":"1490341322021", + "data": "998.8" + }] + data(string): 预估交割价格 + timestamp(string): 时间戳 + + 无需订阅，交割前一小时自动返回 + """ - #---------------------------------------------------------------------- - def login(self): - 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_sub_spot.send(j) - except websocket.WebSocketConnectionClosedException: - pass - - -''' -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 OKEX_Contract_Api(object): #---------------------------------------------------------------------- def __init__(self): """Constructor""" - self.apiKey = '' # 用户名 - self.secretKey = '' # 密码 - - self.ws_contract = None # websocket应用对象 期货对象 - - - #----------------------------------------------------------------------- - def connect_Contract(self, apiKey , secretKey , trace = False): - self.host = OKEX_USD_CONTRACT - self.apiKey = apiKey - self.secretKey = secretKey - - websocket.enableTrace(trace) - - self.ws_contract = 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_contract.run_forever) - self.thread.start() - - #----------------------------------------------------------------------- - #---------------------------------------------------------------------- - def onMessage(self, ws, evt): - """信息推送""" - print evt - - #---------------------------------------------------------------------- - def onError(self, ws, evt): - """错误推送""" - print 'onError' - print evt - - #---------------------------------------------------------------------- - def onClose(self, ws): - """接口断开""" - print 'onClose' - - #---------------------------------------------------------------------- - def onOpen(self, ws): - """接口打开""" - print 'onOpen' - - def subsribeFutureTicker(self, symbol , contract_type): - req = "{'event':'addChannel','channel':'ok_sub_futureusd_%s_ticker_%s'}" % (symbol , contract_type) - self.ws_contract.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_contract.send(req) - - def subscribeFutureDepth(self, symbol , contract_type): - req = "{'event':'addChannel','channel':'ok_sub_future_%s_depth_%s_usd'}" % (symbol , contract_type ) - self.ws_contract.send(req) - - def subscribeFutureDepth20(self, symbol , contract_type): - req = "{'event':'addChannel','channel':'ok_sub_futureusd_%s_depth_%s_20'}" % (symbol , contract_type) - self.ws_contract.send(req) - - def subscribeFutureTrades(self, symbol , contract_type): - req = "{'event':'addChannel','channel':'ok_sub_futureusd_%s_trade_%s'}" % (symbol , contract_type) - self.ws_contract.send(req) - - def subscribeFutureIndex(self, symbol ): - req = "{'event':'addChannel','channel':'ok_sub_futureusd_%s_index'}" % (symbol) - self.ws_contract.send(req) + super(OkexFuturesApi, self).__init__() #---------------------------------------------------------------------- - 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 subsribeFuturesTicker(self, symbol, contractType): + """订阅期货行情""" + channel ='ok_sub_futureusd_%s_ticker_%s' %(symbol, contractType) + self.sendDataRequest(channel) #---------------------------------------------------------------------- - 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_contract.send(j) - except websocket.WebSocketConnectionClosedException: - pass + def subscribeFuturesKline(self, symbol, contractType, period): + """订阅期货K线""" + channel = 'ok_sub_futureusd_%s_kline_%s_%s' %(symbol, contractType, period) + self.sendDataRequest(channel) #---------------------------------------------------------------------- - def login(self): - 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_contract.send(j) - except websocket.WebSocketConnectionClosedException: - pass + def subscribeFuturesDepth(self, symbol, contractType): + """订阅期货深度""" + channel = 'ok_sub_future_%s_depth_%s_usd' %(symbol, contractType) + self.sendDataRequest(channel) #---------------------------------------------------------------------- - def futureTrade(self, symbol_pair, contract_type ,type_, price, amount , _match_price = '0' , _lever_rate = '10'): + def subscribeFuturesTrades(self, symbol, contractType): + """订阅期货成交""" + channel = 'ok_sub_futureusd_%s_trade_%s' %(symbol, contractType) + self.sendDataRequest(channel) + + #---------------------------------------------------------------------- + def subscribeFuturesIndex(self, symbol): + """订阅期货指数""" + channel = 'ok_sub_futureusd_%s_index' %symbol + self.sendDataRequest(channel) + + #---------------------------------------------------------------------- + def futuresTrade(self, symbol, contractType, type_, price, amount, matchPrice='0', leverRate='10'): """期货委托""" params = {} - params['symbol'] = str(symbol_pair) - params['contract_type'] = str(contract_type) + params['symbol'] = str(symbol) + params['contract_type'] = str(contractType) 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 - params['lever_rate'] = _lever_rate + params['type'] = type_ # 1:开多 2:开空 3:平多 4:平空 + params['match_price'] = matchPrice # 是否为对手价： 0:不是 1:是 当取值为1时,price无效 + params['lever_rate'] = leverRate channel = 'ok_futureusd_trade' self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- - def futureCancelOrder(self, symbol_pair, orderid , contract_type): + def futuresCancelOrder(self, symbol, orderid, contractType): """期货撤单""" params = {} - params['symbol'] = str(symbol_pair) + params['symbol'] = str(symbol) params['order_id'] = str(orderid) - params['contract_type'] = str(contract_type) + params['contract_type'] = str(contractType) channel = 'ok_futureusd_cancel_order' self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- - def futureUserInfo(self): + def futuresUserInfo(self): """查询期货账户""" channel = 'ok_futureusd_userinfo' self.sendTradingRequest(channel, {}) #---------------------------------------------------------------------- - def futureOrderInfo(self , symbol_pair , order_id , contract_type , status , current_page , page_length = 10): + def futuresOrderInfo(self, symbol, orderid, contractType, status, current_page, page_length=10): """查询期货委托""" params = {} - params['symbol'] = str(symbol_pair) - params['order_id'] = str(order_id) - params['contract_type'] = str(contract_type) + params['symbol'] = str(symbol) + params['order_id'] = str(orderid) + params['contract_type'] = str(contractType) params['status'] = str(status) params['current_page'] = str(current_page) params['page_length'] = str(page_length) @@ -443,21 +392,19 @@ class OKEX_Contract_Api(object): self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- - def subscribeFutureTrades( self): + def subscribeFuturesTrades( self): channel = 'ok_sub_futureusd_trades' self.sendTradingRequest(channel, {}) #---------------------------------------------------------------------- - def subscribeFutureUserInfo(self): + def subscribeFuturesUserInfo(self): """订阅期货账户信息""" channel = 'ok_sub_futureusd_userinfo' - self.sendTradingRequest(channel, {}) #---------------------------------------------------------------------- - def subscribeFuturePositions(self): + def subscribeFuturesPositions(self): """订阅期货持仓信息""" channel = 'ok_sub_futureusd_positions' - self.sendTradingRequest(channel, {}) \ No newline at end of file