更新支持压缩
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msincenselee
parent
1fce2735d2
commit
d0553088b1
@ -5,7 +5,7 @@
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from OkcoinSpotAPI import OKCoinSpot
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from OkcoinFutureAPI import OKCoinFuture
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from datetime import datetime
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#初始化apikey，secretkey,url
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apikey = 'XXXX'
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secretkey = 'XXXXX'
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@ -23,8 +23,36 @@ okcoinFuture = OKCoinFuture(okcoinRESTURL,apikey,secretkey)
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#print (u' 现货深度 ')
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#print (okcoinSpot.depth('btc_usdt'))
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print (u' K线数据 ')
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print (okcoinSpot.kline(symbol='btc_usdt',type_='1day'))
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print('显示最后5条日线数据：')
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klines = okcoinSpot.kline(symbol='eth_usdt', type_='1day')
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for kl in klines[-5:]:
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print('utc:{}, bjt:{} {}'.format(datetime.utcfromtimestamp(kl[0]/1e3),datetime.fromtimestamp(kl[0]/1e3),kl))
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print('显示最后5条12小时线数据：')
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klines = okcoinSpot.kline(symbol='eth_usdt', type_='12hour')
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for kl in klines[-5:]:
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print('utc:{}, bjt:{} {}'.format(datetime.utcfromtimestamp(kl[0]/1e3),datetime.fromtimestamp(kl[0]/1e3),kl))
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print('显示最后5条6小时线数据：')
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klines = okcoinSpot.kline(symbol='eth_usdt', type_='6hour')
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for kl in klines[-5:]:
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print('utc:{}, org:{} {}'.format(datetime.utcfromtimestamp(kl[0]/1e3),datetime.fromtimestamp(kl[0]/1e3),kl))
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print('显示最后5条1小时线数据：')
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klines = okcoinSpot.kline(symbol='eth_usdt', type_='1hour')
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for kl in klines[-5:]:
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print('utc:{}, bjt:{} {}'.format(datetime.utcfromtimestamp(kl[0]/1e3),datetime.fromtimestamp(kl[0]/1e3),kl))
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print('显示最后5条30分钟线数据：')
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klines = okcoinSpot.kline(symbol='eth_usdt', type_='30min')
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for kl in klines[-5:]:
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print('utc:{}, bjt:{} {}'.format(datetime.utcfromtimestamp(kl[0] / 1e3), datetime.fromtimestamp(kl[0] / 1e3), kl))
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print('显示最后5条5分钟线数据：')
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klines = okcoinSpot.kline(symbol='eth_usdt', type_='5min')
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for kl in klines[-5:]:
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print('utc:{}, bjt:{} {}'.format(datetime.utcfromtimestamp(kl[0] / 1e3), datetime.fromtimestamp(kl[0] / 1e3), kl))
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#print (u' 现货历史交易信息 ')
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@ -101,6 +101,7 @@ class OKCoinSpot:
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return httpPost(self.__url,CANCEL_ORDER_RESOURCE,params)
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#现货订单信息查询
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# orderId=-1,是查询未完成订单，否则查询相应订单号得订单
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def orderinfo(self,symbol,orderId):
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ORDER_INFO_RESOURCE = "/api/v1/order_info.do"
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params = {
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@ -15,8 +15,8 @@ import sys
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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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# OKEX网站
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OKEX_USD_SPOT = 'wss://real.okex.com:10441/websocket' # OKEX (币币交易）现货地址
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OKEX_USD_CONTRACT = 'wss://real.okex.com:10440/websocket/okexapi' # OKEX 期货地址
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OKEX_USD_SPOT = 'wss://real.okex.com:10441/websocket?compress=true' # OKEX (币币交易）现货地址
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OKEX_USD_CONTRACT = 'wss://real.okex.com:10440/websocket/okexapi?compress=true' # OKEX 期货地址
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OKEX_CONTRACT_HOST = 'https://www.okex.com/api/v1/future_hold_amount.do?symbol=%s_usd&contract_type=%s' # 合约持仓查询地址
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@ -123,6 +123,8 @@ class OkexApi(object):
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:param evt:
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:return:
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"""
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if isinstance(evt,bytes):
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evt = evt.decode('utf-8')
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data = json.loads(evt)
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return data
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@ -168,7 +170,7 @@ class OkexApi(object):
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"""
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print(u'vnokex.onClose')
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#----------------------------------------------------------------------
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# ----------------------------------------------------------------------
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def onOpen(self, ws):
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"""
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接口打开事件
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@ -176,7 +178,22 @@ class OkexApi(object):
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:return:
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"""
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print(u'vnokex.onOpen')
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# ----------------------------------------------------------------------
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def inflate(self,data):
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"""解压数据流"""
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decompress = zlib.decompressobj(
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-zlib.MAX_WBITS # see above
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)
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inflated = decompress.decompress(data)
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inflated += decompress.flush()
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# bytes=>string
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if isinstance(inflated,bytes):
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inflated = inflated.decode('utf-8')
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return inflated
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#----------------------------------------------------------------------
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def generateSign(self, params):
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"""生成签名"""
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@ -493,6 +510,21 @@ class WsFuturesApi(object):
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self.ws.close()
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self.thread.join()
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# ----------------------------------------------------------------------
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def inflate(self, data):
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"""解压数据流"""
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decompress = zlib.decompressobj(
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-zlib.MAX_WBITS # see above
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)
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inflated = decompress.decompress(data)
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inflated += decompress.flush()
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# bytes=>string
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if isinstance(inflated, bytes):
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inflated = inflated.decode('utf-8')
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return inflated
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# ----------------------------------------------------------------------
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def readData(self, evt):
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"""解压缩推送收到的数据"""
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@ -16,6 +16,7 @@ from queue import Queue
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from threading import Thread
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from time import sleep
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import traceback
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import zlib # 新增解压功能
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from vnpy.api.okex import WsSpotApi, WsFuturesApi, SPOT_SYMBOL_PAIRS, CONTRACT_SYMBOL, CONTRACT_TYPE, SPOT_CURRENCY
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from vnpy.api.okex.okexData import SPOT_TRADE_SIZE_DICT, SPOT_REST_ERROR_DICT, SPORT_WS_ERROR_DICT, FUTURES_ERROR_DICT
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@ -437,7 +438,8 @@ class OkexSpotApi(WsSpotApi):
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:return:
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"""
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# str => json
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ws_data = self.readData(evt)
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decmp_evt = self.inflate(evt)
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ws_data = self.readData(decmp_evt)
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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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@ -498,7 +500,8 @@ class OkexSpotApi(WsSpotApi):
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error = VtErrorData()
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error.gatewayName = self.gatewayName
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error.errorID = 0
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error.errorMsg = str(evt)
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decom_evt = self.inflate(evt)
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error.errorMsg = str(decom_evt)
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self.gateway.onError(error)
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# ----------------------------------------------------------------------
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@ -921,7 +924,16 @@ class OkexSpotApi(WsSpotApi):
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tick.date, tick.time,tick.datetime = self.generateDateTime(data['timestamp'])
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# print "Depth", tick.date, tick.time
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tick.tradingDay = tick.date
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# 推送tick事件
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if tick.lastPrice == 0 and tick.askPrice1 != 0 and tick.bidPrice1 != 0:
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tick.lastPrice = (tick.askPrice1 + tick.bidPrice1) / 2
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if tick.lastPrice == 0 or tick.askPrice1 == 0 or tick.bidPrice1 == 0:
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print('onDepth drop tick {},lastprice:{},askprice1={},bidPrice1:{}'
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.format(tick.vtSymbol, tick.lastPrice, tick.askPrice1, tick.bidPrice1))
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return
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newtick = copy(tick)
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self.gateway.onTick(newtick)
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@ -1558,7 +1570,9 @@ class OkexFuturesApi(WsFuturesApi):
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:return:
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"""
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# str => json
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ws_data = self.readData(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(evt)
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if self.gateway.log_message:
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self.gateway.writeLog(u'FutureApi.onMessage:{}'.format(ws_data))
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@ -1626,7 +1640,9 @@ class OkexFuturesApi(WsFuturesApi):
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"""重载WsFutureApi.onError错误Event推送"""
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error = VtErrorData()
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error.gatewayName = self.gatewayName
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error.errorMsg = str(evt)
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#error.errorMsg = str(evt)
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decom_evt = self.inflate(evt)
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error.errorMsg = str(decom_evt)
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self.gateway.onError(error)
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# #----------------------------------------------------------------------
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