bug fix
This commit is contained in:
msincenselee
parent
6c1bb74966
commit
9aeaa626d8
@ -9,7 +9,8 @@ import traceback
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import websocket
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import websocket
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import requests
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import requests
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import sys
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import sys
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import ssl
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from datetime import datetime
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# API文档 https://github.com/okcoin-okex/OKEx.com-api-docs
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# API文档 https://github.com/okcoin-okex/OKEx.com-api-docs
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from vnpy.api.okex.okexData import SPOT_TRADE_SIZE_DICT,SPOT_REST_ERROR_DICT, FUTURES_ERROR_DICT
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from vnpy.api.okex.okexData import SPOT_TRADE_SIZE_DICT,SPOT_REST_ERROR_DICT, FUTURES_ERROR_DICT
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@ -78,16 +79,20 @@ class OkexApi(object):
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"""重新连接"""
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"""重新连接"""
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# 首先关闭之前的连接
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# 首先关闭之前的连接
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self.close()
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self.close()
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try:
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# 再执行重连任务
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# 再执行重连任务
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self.ws = websocket.WebSocketApp(self.host,
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self.ws = websocket.WebSocketApp(self.host,
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on_message=self.onMessage,
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on_message=self.onMessage,
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on_error=self.onError,
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on_error=self.onError,
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on_close=self.onClose,
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on_close=self.onClose,
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on_open=self.onOpen)
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on_open=self.onOpen)
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self.thread = Thread(target=self.ws.run_forever)
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kwargs = {'sslopt': {'cert_reqs': ssl.CERT_NONE}}
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self.thread.start()
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self.thread = Thread(target=self.ws.run_forever, kwargs=kwargs)
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self.thread.start()
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except Exception as ex:
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print(u'{} OkexApi reconnect exception :{},{}'.format(datetime.now(), str(ex), traceback.format_exc()),
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file=sys.stderr)
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def connect(self, apiKey, secretKey, trace=False):
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def connect(self, apiKey, secretKey, trace=False):
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@ -102,20 +107,23 @@ class OkexApi(object):
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self.host = OKEX_USD_SPOT
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self.host = OKEX_USD_SPOT
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self.apiKey = apiKey
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self.apiKey = apiKey
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self.secretKey = secretKey
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self.secretKey = secretKey
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try:
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# 是否开启日志
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websocket.enableTrace(trace)
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# 是否开启日志
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# 创建websocket，绑定本地回调函数 onMessage/onError/onClose/onOpen
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websocket.enableTrace(trace)
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self.ws = websocket.WebSocketApp(self.host,
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on_message=self.onMessage,
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# 创建websocket，绑定本地回调函数 onMessage/onError/onClose/onOpen
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on_error=self.onError,
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self.ws = websocket.WebSocketApp(self.host,
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on_close=self.onClose,
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on_message=self.onMessage,
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on_open=self.onOpen)
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on_error=self.onError,
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on_close=self.onClose,
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on_open=self.onOpen)
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self.thread = Thread(target=self.ws.run_forever)
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self.thread.start()
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kwargs = {'sslopt': {'cert_reqs': ssl.CERT_NONE}}
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self.thread = Thread(target=self.ws.run_forever, kwargs=kwargs)
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self.thread.start()
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except Exception as ex:
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print(u'{} OkexApi connect exception :{},{}'.format(datetime.now(), str(ex), traceback.format_exc()),
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file=sys.stderr)
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def readData(self, evt):
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def readData(self, evt):
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"""
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"""
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@ -141,14 +149,13 @@ class OkexApi(object):
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self.thread.join()
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self.thread.join()
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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def onMessage(self, *args):
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def onMessage(self, ws, evt):
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"""
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"""
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信息推送事件
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信息推送事件
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:param ws: 接口
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:param ws: 接口
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:param evt: 事件
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:param evt: 事件
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:return:
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:return:
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"""
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"""
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evt = args[-1]
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print(u'vnokex.onMessage:{}'.format(evt))
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print(u'vnokex.onMessage:{}'.format(evt))
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#----------------------------------------------------------------------
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#----------------------------------------------------------------------
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@ -159,7 +166,9 @@ class OkexApi(object):
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:param evt:
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:param evt:
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:return:
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:return:
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"""
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"""
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evt = args[-1]
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evt = None
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if len(args) == 2:
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evt = args[-1]
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print(u'vnokex.onApiError:{}'.format(evt))
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print(u'vnokex.onApiError:{}'.format(evt))
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@ -444,17 +453,19 @@ class WsFuturesApi(object):
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self.apiKey = apiKey
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self.apiKey = apiKey
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self.secretKey = secretKey
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self.secretKey = secretKey
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self.trace = trace
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self.trace = trace
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try:
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websocket.enableTrace(trace)
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websocket.enableTrace(trace)
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self.ws = websocket.WebSocketApp(self.host,
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on_message=self.onMessage,
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self.ws = websocket.WebSocketApp(self.host,
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on_error=self.onError,
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on_message=self.onMessage,
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on_close=self.onClose,
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on_error=self.onError,
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on_open=self.onOpen)
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on_close=self.onClose,
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kwargs = {'sslopt': {'cert_reqs': ssl.CERT_NONE}}
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on_open=self.onOpen)
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self.thread = Thread(target=self.ws.run_forever, kwargs=kwargs)
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self.thread.start()
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self.thread = Thread(target=self.ws.run_forever, args=(None, None, 60, 30))
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except Exception as ex:
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self.thread.start()
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print(u'{} wsFuturesApi connect exception :{},{}'.format(datetime.now(), str(ex),traceback.format_exc()), file=sys.stderr)
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# ----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def http_get_request(self, url, params, add_to_headers=None, TIMEOUT=5):
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def http_get_request(self, url, params, add_to_headers=None, TIMEOUT=5):
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@ -473,7 +484,7 @@ class WsFuturesApi(object):
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else:
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else:
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return {"status": "fail"}
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return {"status": "fail"}
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except Exception as e:
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except Exception as e:
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print(u'httpGet failed :{}'.format(str(e)), file=sys.stderr)
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print(u'httpGet failed :{},trace:{}'.format(str(e),traceback.format_exc()), file=sys.stderr)
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return {"status": "fail", "msg": e}
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return {"status": "fail", "msg": e}
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# ----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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@ -543,14 +554,17 @@ class WsFuturesApi(object):
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return data
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return data
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# ----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def onMessage(self, ws, evt):
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def onMessage(self, *args):
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"""信息推送"""
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"""信息推送"""
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print(evt)
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if len(args)>0:
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print(args[-1])
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# ----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def onError(self, ws, evt):
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def onError(self, *args):
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"""错误推送"""
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"""错误推送"""
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print('OkexContractApi.onError:{}'.format(evt))
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if len(args) > 0:
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print('OkexContractApi.onError:{}'.format(evt[-1]))
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# ----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def onClose(self, ws):
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def onClose(self, ws):
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@ -430,21 +430,17 @@ class OkexSpotApi(WsSpotApi):
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'''
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'''
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# ----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def onMessage(self, *args):
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def onMessage(self, ws, evt):
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"""
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"""
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响应信息处理，包括心跳响应、请求响应、数据推送
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响应信息处理，包括心跳响应、请求响应、数据推送
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:param ws: websocket接口
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:param ws: websocket接口
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:param evt: 消息体
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:param evt: 消息体
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:return:
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:return:
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"""
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"""
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evt = args[-1]
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# str => json
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if isinstance(evt,bytes):
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decmp_evt = self.inflate(evt)
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# bytes = > str => json
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ws_data = self.readData(decmp_evt)
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decmp_evt = self.inflate(evt)
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ws_data = self.readData(decmp_evt)
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else:
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# str => json
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ws_data = self.readData(evt)
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if self.gateway.log_message:
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if self.gateway.log_message:
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self.gateway.writeLog(u'SpotApi.onMessage:{}'.format(ws_data))
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self.gateway.writeLog(u'SpotApi.onMessage:{}'.format(ws_data))
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@ -501,14 +497,13 @@ class OkexSpotApi(WsSpotApi):
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# ----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def onError(self, *args):
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def onError(self, *args):
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"""Api方法重载,错误推送"""
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"""Api方法重载,错误推送"""
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evt = None
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if len(args)== 0:
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if len(args) == 2:
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return
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evt = args[-1]
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evt = args[-1]
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error = VtErrorData()
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error = VtErrorData()
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error.gatewayName = self.gatewayName
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error.gatewayName = self.gatewayName
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error.errorID = 0
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error.errorID = 0
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if isinstance(evt,bytes):
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if isinstance(evt, bytes):
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decom_evt = self.inflate(evt)
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decom_evt = self.inflate(evt)
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error.errorMsg = str(decom_evt)
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error.errorMsg = str(decom_evt)
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else:
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else:
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@ -1580,13 +1575,14 @@ class OkexFuturesApi(WsFuturesApi):
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:param evt:
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:param evt:
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:return:
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:return:
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"""
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"""
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if len(args)==0:
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return
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evt = args[-1]
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evt = args[-1]
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if isinstance(evt,bytes):
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if isinstance(evt,bytes):
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# bytes => str => json
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# bytes => str => json
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decmp_evt = self.inflate(evt)
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decmp_evt = self.inflate(evt)
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ws_data = self.readData(decmp_evt)
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ws_data = self.readData(decmp_evt)
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else:
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else:
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# str => json
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ws_data = self.readData(evt)
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ws_data = self.readData(evt)
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if self.gateway.log_message:
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if self.gateway.log_message:
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@ -1651,8 +1647,10 @@ class OkexFuturesApi(WsFuturesApi):
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self.writeLog(u'unkonw msg:{}'.format(data))
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self.writeLog(u'unkonw msg:{}'.format(data))
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# ----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def onError(self,*args):
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def onError(self, *args):
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"""重载WsFutureApi.onError错误Event推送"""
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"""重载WsFutureApi.onError错误Event推送"""
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if len(args)== 0:
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return
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evt = args[-1]
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evt = args[-1]
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error = VtErrorData()
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error = VtErrorData()
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error.gatewayName = self.gatewayName
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error.gatewayName = self.gatewayName
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@ -1696,10 +1694,11 @@ class OkexFuturesApi(WsFuturesApi):
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return
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return
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self.gateway.futures_connected = False
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self.gateway.futures_connected = False
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self.writeLog(u'服务器连接断开')
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self.writeLog(u'期货服务器连接断开')
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# 重新连接
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# 重新连接
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if self.active:
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if self.active:
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self.writeLog(u'重新连接期货服务器')
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t = Thread(target=self.reconnect)
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t = Thread(target=self.reconnect)
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t.start()
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t.start()
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@ -1796,62 +1795,68 @@ class OkexFuturesApi(WsFuturesApi):
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"""连接成功"""
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"""连接成功"""
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self.gateway.futures_connected = True
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self.gateway.futures_connected = True
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self.writeLog(u'服务器OKEX期货连接成功')
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self.writeLog(u'服务器OKEX期货连接成功')
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try:
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self.initCallback()
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self.writeLog(u'服务器OKEX期货回调函数设置成功')
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self.initCallback()
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for symbol in CONTRACT_SYMBOL:
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self.channelSymbolMap[
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"ok_sub_futureusd_%s_index" % symbol] = symbol + "_usd:%s:" + self._use_leverage # + "." + EXCHANGE_OKEX
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for symbol in CONTRACT_SYMBOL:
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for use_contract_type in CONTRACT_TYPE:
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self.channelSymbolMap[
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use_symbol_name = symbol + "_usd:%s:%s" % (use_contract_type, self._use_leverage)
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"ok_sub_futureusd_%s_index" % symbol] = symbol + "_usd:%s:" + self._use_leverage # + "." + EXCHANGE_OKEX
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# Ticker数据
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self.channelSymbolMap["ok_sub_futureusd_%s_ticker_%s" % (symbol, use_contract_type)] = use_symbol_name
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# 盘口的深度
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self.channelSymbolMap["ok_sub_future_%s_depth_%s_usd" % (symbol, use_contract_type)] = use_symbol_name
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# 所有人的交易数据
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self.channelSymbolMap["ok_sub_futureusd_%s_trade_%s" % (symbol, use_contract_type)] = use_symbol_name
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for use_contract_type in CONTRACT_TYPE:
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contract = VtContractData()
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use_symbol_name = symbol + "_usd:%s:%s" % (use_contract_type, self._use_leverage)
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contract.gatewayName = self.gatewayName
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# Ticker数据
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contract.symbol = use_symbol_name + "." + EXCHANGE_OKEX
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self.channelSymbolMap["ok_sub_futureusd_%s_ticker_%s" % (symbol, use_contract_type)] = use_symbol_name
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contract.exchange = EXCHANGE_OKEX
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# 盘口的深度
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contract.vtSymbol = contract.symbol
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self.channelSymbolMap["ok_sub_future_%s_depth_%s_usd" % (symbol, use_contract_type)] = use_symbol_name
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contract.name = u'期货%s_%s_%s' % (symbol, use_contract_type, self._use_leverage)
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# 所有人的交易数据
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contract.size = 0.00001
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self.channelSymbolMap["ok_sub_futureusd_%s_trade_%s" % (symbol, use_contract_type)] = use_symbol_name
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contract.priceTick = 0.00001
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contract.productClass = PRODUCT_FUTURES
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self.gateway.onContract(contract)
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contract = VtContractData()
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# print contract.vtSymbol , contract.name
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contract.gatewayName = self.gatewayName
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contract.symbol = use_symbol_name + "." + EXCHANGE_OKEX
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contract.exchange = EXCHANGE_OKEX
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contract.vtSymbol = contract.symbol
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contract.name = u'期货%s_%s_%s' % (symbol, use_contract_type, self._use_leverage)
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contract.size = 0.00001
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contract.priceTick = 0.00001
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contract.productClass = PRODUCT_FUTURES
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self.gateway.onContract(contract)
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# print contract.vtSymbol , contract.name
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quanyi_vtSymbol = symbol + "_usd_future_qy" + "."+ EXCHANGE_OKEX
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contract = VtContractData()
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contract.gatewayName = self.gatewayName
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contract.symbol = quanyi_vtSymbol
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contract.exchange = EXCHANGE_OKEX
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contract.vtSymbol = contract.symbol
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contract.name = u'期货权益%s' % (symbol)
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contract.size = 0.00001
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contract.priceTick = 0.00001
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contract.productClass = PRODUCT_FUTURES
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self.gateway.onContract(contract)
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quanyi_vtSymbol = symbol + "_usd_future_qy" + "."+ EXCHANGE_OKEX
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self.writeLog(u'服务器OKEX期货合约信息更新成功')
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contract = VtContractData()
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contract.gatewayName = self.gatewayName
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contract.symbol = quanyi_vtSymbol
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contract.exchange = EXCHANGE_OKEX
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contract.vtSymbol = contract.symbol
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contract.name = u'期货权益%s' % (symbol)
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contract.size = 0.00001
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contract.priceTick = 0.00001
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contract.productClass = PRODUCT_FUTURES
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self.gateway.onContract(contract)
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self.login()
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# 连接后查询账户和委托数据
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self.futureUserInfo()
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self.futureAllUnfinishedOrderInfo()
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self.futureAllIndexSymbol()
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for symbol in self.registered_symbols:
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self.login()
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try:
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# 连接后查询账户和委托数据
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self.writeLog(u'okex future_api 重新订阅:'.format(symbol))
|
self.futureUserInfo()
|
||||||
# 分解出 合约对/合约/合约类型/杠杆倍数
|
self.futureAllUnfinishedOrderInfo()
|
||||||
(symbol_pair, symbol, contract_type, leverage) = self.dealSymbolFunc(symbol)
|
self.futureAllIndexSymbol()
|
||||||
self.subscribeSingleSymbol(symbol, contract_type, leverage)
|
|
||||||
except Exception as ex:
|
for symbol in self.registered_symbols:
|
||||||
self.writeLog(u'订阅合约行情异常:{},{}'.format(str(ex),traceback.format_exc()))
|
try:
|
||||||
continue
|
self.writeLog(u'okex future_api 重新订阅:'.format(symbol))
|
||||||
|
# 分解出 合约对/合约/合约类型/杠杆倍数
|
||||||
|
(symbol_pair, symbol, contract_type, leverage) = self.dealSymbolFunc(symbol)
|
||||||
|
self.subscribeSingleSymbol(symbol, contract_type, leverage)
|
||||||
|
except Exception as ex:
|
||||||
|
self.gateway.writeError(u'订阅合约行情异常:{},{}'.format(str(ex),traceback.format_exc()))
|
||||||
|
continue
|
||||||
|
except Exception as ex:
|
||||||
|
self.gateway.writeError(u'期货onOpen异常:{},{}'.format(str(ex), traceback.format_exc()))
|
||||||
|
|
||||||
# ----------------------------------------------------------------------
|
# ----------------------------------------------------------------------
|
||||||
def writeLog(self, content):
|
def writeLog(self, content):
|
||||||
@ -1877,7 +1882,8 @@ class OkexFuturesApi(WsFuturesApi):
|
|||||||
else:
|
else:
|
||||||
new_unfishedSet.add((symbol, use_contract_type))
|
new_unfishedSet.add((symbol, use_contract_type))
|
||||||
|
|
||||||
self.LoopforceGetContractDict(new_unfishedSet)
|
if unFishedSet!=new_unfishedSet:
|
||||||
|
self.LoopforceGetContractDict(new_unfishedSet)
|
||||||
|
|
||||||
# ----------------------------------------------------------------------
|
# ----------------------------------------------------------------------
|
||||||
def initCallback(self):
|
def initCallback(self):
|
||||||
|
|||||||
Loading…
Reference in New Issue
Block a user