准备写okex的websocket api
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nanoric
parent
4cec0f6540
commit
a5fc1bdba0
@ -1,7 +1,7 @@
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# encoding: UTF-8
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from typing import Any, Callable, List, Union
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from vnpy.api.okexfuture.vnokexFuture import OkexFutureRestBase
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from vnpy.api.okexfuture.vnokexFuture import OkexFutureRestBase, OkexFutureWebSocketBase
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from vnpy.api.rest import Request
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@ -424,11 +424,21 @@ class OkexFutureRestClient(OkexFutureRestBase):
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#---------------------------------------------------------------------
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@staticmethod
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def errorCodeToString(code):
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assert code in errorCodeMap
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return errorCodeMap[code]
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assert code in restErrorCodeMap
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return restErrorCodeMap[code]
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errorCodeMap = {
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#----------------------------------------------------------------------
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class OkexFutureWebSocketApi(OkexFutureWebSocketBase):
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def subscribe(self, packet):
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pass
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def onPacket(self, packet):
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pass
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restErrorCodeMap = {
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0: '远程服务器并未给出错误代码',
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20001: '用户不存在',
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@ -473,3 +483,104 @@ errorCodeMap = {
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21026: '您的账户已被限制开仓操作',
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20119: '接口已下线或无法使用',
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}
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webSocketErrorCodeMap = {
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10000: '必填参数为空',
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10001: '参数错误',
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10002: '验证失败',
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10003: '该连接已经请求了其他用户的实时交易数据',
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10004: '该连接没有请求此用户的实时交易数据',
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10005: 'api_key或者sign不合法',
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10008: '非法参数',
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10009: '订单不存在',
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10010: '余额不足',
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10011: '卖的数量小于BTC/LTC最小买卖额度',
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10012: '当前网站暂时只支持btc_usd ltc_usd',
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10014: '下单价格不得≤0或≥1000000',
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10015: '暂不支持此channel订阅',
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10016: '币数量不足',
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10017: 'WebSocket鉴权失败',
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10100: '用户被冻结',
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10049: '小额委托（<0.15BTC)的未成交委托数量不得大于50个',
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10216: '非开放API',
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20001: '用户不存在',
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20002: '用户被冻结',
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20003: '用户被爆仓冻结',
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20004: '合约账户被冻结',
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20005: '用户合约账户不存在',
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20006: '必填参数为空',
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20007: '参数错误',
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20008: '合约账户余额为空',
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20009: '虚拟合约状态错误',
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20010: '合约风险率信息不存在',
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20011: '开仓前保证金率超过90%',
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20012: '开仓后保证金率超过90%',
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20013: '暂无对手价',
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20014: '系统错误',
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20015: '订单信息不存在',
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20016: '平仓数量是否大于同方向可用持仓数量',
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20017: '非本人操作',
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20018: '下单价格高于前一分钟的105%或低于95%',
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20019: '该IP限制不能请求该资源',
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20020: '密钥不存在',
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20021: '指数信息不存在',
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20022: '接口调用错误',
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20023: '逐仓用户',
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20024: 'sign签名不匹配',
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20025: '杠杆比率错误',
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20100: '请求超时',
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20101: '数据格式无效',
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20102: '登录无效',
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20103: '数据事件类型无效',
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20104: '数据订阅类型无效',
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20107: 'JSON格式错误',
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20115: 'quote参数未匹配到',
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20116: '参数不匹配',
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1002: '交易金额大于余额',
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1003: '交易金额小于最小交易值',
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1004: '交易金额小于0',
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1007: '没有交易市场信息',
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1008: '没有最新行情信息',
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1009: '没有订单',
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1010: '撤销订单与原订单用户不一致',
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1011: '没有查询到该用户',
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1013: '没有订单类型',
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1014: '没有登录',
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1015: '没有获取到行情深度信息',
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1017: '日期参数错误',
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1018: '下单失败',
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1019: '撤销订单失败',
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1024: '币种不存在',
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1025: '没有K线类型',
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1026: '没有基准币数量',
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1027: '参数不合法可能超出限制',
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1028: '保留小数位失败',
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1029: '正在准备中',
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1030: '有融资融币无法进行交易',
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1031: '转账余额不足',
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1032: '该币种不能转账',
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1035: '密码不合法',
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1036: '谷歌验证码不合法',
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1037: '谷歌验证码不正确',
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1038: '谷歌验证码重复使用',
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1039: '短信验证码输错限制',
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1040: '短信验证码不合法',
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1041: '短信验证码不正确',
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1042: '谷歌验证码输错限制',
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1043: '登陆密码不允许与交易密码一致',
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1044: '原密码错误',
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1045: '未设置二次验证',
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1046: '原密码未输入',
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1048: '用户被冻结',
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1050: '订单已撤销或者撤销中',
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1051: '订单已完成交易',
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1201: '账号零时删除',
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1202: '账号不存在',
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1203: '转账金额大于余额',
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1204: '不同种币种不能转账',
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1205: '账号不存在主从关系',
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1206: '提现用户被冻结',
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1207: '不支持转账',
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1208: '没有该转账用户',
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1209: '当前api不可用',
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}
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@ -1,8 +1,10 @@
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# encoding: UTF-8
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import hashlib
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import urllib
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from abc import abstractmethod
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from vnpy.api.rest import Request, RestClient
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from vnpy.api.websocket import WebSocketClient
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#----------------------------------------------------------------------
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@ -48,3 +50,38 @@ class OkexFutureRestBase(RestClient):
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req.headers = {'Content-Type': 'application/x-www-form-urlencoded'}
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req.data = data
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return req
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########################################################################
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class OkexFutureWebSocketBase(WebSocketClient):
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"""
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Okex期货websocket客户端
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实例化后使用init设置apiKey和secretKey（apiSecret）
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"""
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host = 'wss://real.okex.com:10440/websocket/okexapi'
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def __init__(self):
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super(OkexFutureWebSocketBase, self).__init__()
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self.apiKey = None
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self.apiSecret = None
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#----------------------------------------------------------------------
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# noinspection PyMethodOverriding
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def init(self, apiKey, secretKey):
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super(OkexFutureWebSocketBase, self).init(self.host)
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self.apiKey = apiKey
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self.apiSecret = secretKey
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#----------------------------------------------------------------------
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def sendPacket(self, dictObj, authenticate=False):
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if authenticate:
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data = urllib.urlencode(sorted(dictObj.items()))
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signature = sign(data, self.apiSecret)
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dictObj['sign'] = signature
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return super(OkexFutureWebSocketBase, self).sendPacket(dictObj)
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#----------------------------------------------------------------------
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@abstractmethod
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def onPacket(self, packet):
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pass
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@ -49,6 +49,7 @@ class WebSocketClient(object):
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def setCreateConnection(self, func):
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"""
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for internal usage
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:param func: a function like websocket.create_connection
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"""
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self.createConnection = func
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