update

vnpy/api/okex/Client.py

@@ -9,7 +9,7 @@ from OkcoinFutureAPI import OKCoinFuture
 #初始化apikey，secretkey,url
 apikey = 'XXXX'
 secretkey = 'XXXXX'
-okcoinRESTURL = 'www.okcoin.com'   #请求注意：国内账号需要 修改为 www.okcoin.cn  
+okcoinRESTURL = 'www.okex.com'   #请求注意：国内账号需要 修改为 www.okcoin.cn
 
 #现货API
 okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey)
@@ -17,11 +17,15 @@ okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey)
 #期货API
 okcoinFuture = OKCoinFuture(okcoinRESTURL,apikey,secretkey)
 
-print (u' 现货行情 ')
+#print (u' 现货行情 ')
-print (okcoinSpot.ticker('btc_usd'))
+#print (okcoinSpot.ticker('btc_usdt'))
+
+#print (u' 现货深度 ')
+#print (okcoinSpot.depth('btc_usdt'))
+
+print (u' K线数据 ')
+print (okcoinSpot.kline(symbol='btc_usdt',type_='1day'))
 
-print (u' 现货深度 ')
-print (okcoinSpot.depth('btc_usd'))
 
 #print (u' 现货历史交易信息 ')
 #print (okcoinSpot.trades())

vnpy/api/okex/OkcoinSpotAPI.py

@@ -4,7 +4,6 @@
 from vnpy.api.okex.HttpMD5Util import buildMySign,httpGet,httpPost
 
 class OKCoinSpot:
-
     def __init__(self,url,apikey,secretkey):
         self.__url = url
         self.__apikey = apikey
@@ -26,7 +25,27 @@ class OKCoinSpot:
             params = 'symbol=%(symbol)s' %{'symbol':symbol}
         return httpGet(self.__url,DEPTH_RESOURCE,params) 
 
-    #获取OKCOIN现货历史交易信息
+    def kline(self,symbol,type_,size_=None, since=None):
+        """
+        获取OKEx币币K线数据(每个周期数据条数2000左右)
+        :param symbol:币对如ltc_btc
+        :param type_: 1min/3min/5min/15min/30min/1day/3day/1week/1hour/2hour/4hour/6hour/12hour
+        :param size_: 默认全部
+        :param since: 时间戳，返回该时间戳以后的数据(例如1417536000000)
+        :return:
+        """
+        KLINE_RESOURCE = "/api/v1/kline.do"
+
+        params = 'symbol={}&type={}'.format(symbol,type_)
+
+        if size_ is not None and isinstance(size_,int):
+            params = params + '&size={}'.format(size_)
+
+        if since is not None and isinstance(since,int):
+            params = params + '&since={}'.format(since)
+        return httpGet(self.__url, KLINE_RESOURCE, params)
+
+        #获取OKCOIN现货历史交易信息
     def trades(self,symbol = ''):
         TRADES_RESOURCE = "/api/v1/trades.do"
         params=''

vnpy/api/okex/vnokex.py

@@ -29,27 +29,27 @@ SPOT_CURRENCY = ["usdt",
                  "eos"]
 
 SPOT_SYMBOL_PAIRS = set(["ltc_btc",
-                         "eos_usdt",
+               "eth_btc",
-                        "eth_btc",
+               "etc_btc",
-                        "etc_btc",
+               "bch_btc",
-                        "bch_btc",
+               "btc_usdt",
-                        "btc_usdt",
+               "eth_usdt",
-                        "eth_usdt",
+               "ltc_usdt",
-                        "ltc_usdt",
+               "etc_usdt",
-                        "etc_usdt",
+               "bch_usdt",
-                        "bch_usdt",
+               "etc_eth",
-                        "etc_eth",
+               "bt1_btc",
-                        "bt1_btc",
+               "bt2_btc",
-                        "bt2_btc",
+               "btg_btc",
-                        "btg_btc",
+               "qtum_btc",
-                        "qtum_btc",
+               "hsr_btc",
-                        "hsr_btc",
+               "neo_btc",
-                        "neo_btc",
+               "gas_btc",
-                        "gas_btc",
+               "qtum_usdt",
-                        "qtum_usdt",
+               "hsr_usdt",
-                        "hsr_usdt",
+               "neo_usdt",
-                        "neo_usdt",
+               "gas_usdt",
-                        "gas_usdt"])
+               "eos_usdt"])
 
 KLINE_PERIOD = ["1min","3min","5min","15min","30min","1hour","2hour","4hour","6hour","12hour","day","3day","week"]
 
@@ -191,7 +191,7 @@ class OkexApi(object):
     #----------------------------------------------------------------------
     def sendRequest(self, channel, params):
         """发送指令请求"""
-        print(u'vnokex.sendRequest:{}'.format(channel))
+        #print(u'vnokex.sendRequest:{}'.format(channel))
         # 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)
@@ -214,7 +214,7 @@ class OkexApi(object):
     #----------------------------------------------------------------------
     def sendDataRequest(self, channel):
         """发送数据请求"""
-        print(u'vnokex.sendDataRequest:{}'.format(channel))
+        #print(u'vnokex.sendDataRequest:{}'.format(channel))
         d = {}
         d['event'] = 'addChannel'
         d['channel'] = channel
@@ -236,7 +236,7 @@ class OkexApi(object):
         d = {'event': 'ping'}
         # 若触发异常则重连
         try:
-            print(u'vnokex.sendHeartBeat')
+            #print(u'vnokex.sendHeartBeat')
             j = json.dumps(d)
             self.ws.send(j)
         except websocket.WebSocketConnectionClosedException as ex:
@@ -281,7 +281,7 @@ class WsSpotApi(OkexApi):
 
     #----------------------------------------------------------------------
     def subscribeSpotTicker(self, symbol):
-        print(u'vnokex.subscribeSpotTicker:{}'.format(symbol))
+        #print(u'vnokex.subscribeSpotTicker:{}'.format(symbol))
 
         """订阅现货的Tick"""
         channel = 'ok_sub_spot_%s_ticker' %symbol
@@ -290,7 +290,7 @@ class WsSpotApi(OkexApi):
     #----------------------------------------------------------------------
     def subscribeSpotDepth(self, symbol, depth=0):
         """订阅现货的深度"""
-        print(u'vnokex.subscribeSpotDepth:{}'.format(symbol))
+        #print(u'vnokex.subscribeSpotDepth:{}'.format(symbol))
 
         channel = 'ok_sub_spot_%s_depth' %symbol
         if depth:
@@ -304,7 +304,7 @@ class WsSpotApi(OkexApi):
         :param symbol:
         :return:
         """
-        print(u'vnokex.subscribeSpotDeals:{}'.format(symbol))
+        #print(u'vnokex.subscribeSpotDeals:{}'.format(symbol))
         channel = 'ok_sub_spot_%s_deals' %symbol
         self.sendDataRequest(channel)
 
@@ -316,14 +316,14 @@ class WsSpotApi(OkexApi):
         :param period:
         :return:
         """
-        print(u'vnokex.subscribeSpotKlines:{} {}'.format(symbol,period))
+        #print(u'vnokex.subscribeSpotKlines:{} {}'.format(symbol,period))
         channel = 'ok_sub_spot_%s_kline_%s' %(symbol, period)
         self.sendDataRequest(channel)
 
     #----------------------------------------------------------------------
     def spotTrade(self, symbol, type_, price, amount):
         """现货委托"""
-        print(u'vnokex.stopTrade:symbol:{} type:{} price:{} amount:{}'.format(symbol, type_, price,amount))
+        #print(u'vnokex.stopTrade:symbol:{} type:{} price:{} amount:{}'.format(symbol, type_, price,amount))
 
         params = {}
         params['symbol'] = str(symbol)
@@ -349,7 +349,7 @@ class WsSpotApi(OkexApi):
         :param orderid:
         :return:
         """
-        print(u'vnokex.spotCancelOrder:{} orderid:{}'.format(symbol, orderid))
+        #print(u'vnokex.spotCancelOrder:{} orderid:{}'.format(symbol, orderid))
         params = {}
         params['symbol'] = str(symbol)
         params['order_id'] = str(orderid)
@@ -364,7 +364,7 @@ class WsSpotApi(OkexApi):
         查询现货账户"
         :return: 
         """""
-        print(u'vnokex.spotUserInfo()')
+        #print(u'vnokex.spotUserInfo()')
         channel = 'ok_spot_userinfo'
         self.sendRequest(channel, {})
 
@@ -376,7 +376,7 @@ class WsSpotApi(OkexApi):
         :param orderid: 委托编号
         :return:
         """
-        print(u'vnokex.spotOrderInfo:{},orderid:{}'.format(symbol,orderid))
+        #print(u'vnokex.spotOrderInfo:{},orderid:{}'.format(symbol,orderid))
 
         params = {}
         params['symbol'] = str(symbol)
@@ -679,9 +679,9 @@ class WsFuturesApi(object):
         self.sendTradingRequest(channel, {})
 
     # ----------------------------------------------------------------------
-    def futureSubUserInfo(self):
+    # def futureSubUserInfo(self):
-         channel = 'ok_sub_futureusd_userinfo'
+    #     channel = 'ok_sub_futureusd_userinfo'
-         self.sendTradingRequest(channel, {})
+    #     self.sendTradingRequest(channel, {})
 
     # ----------------------------------------------------------------------
     def futureOrderInfo(self, symbol_pair, order_id, contract_type, status, current_page, page_length=50):
@@ -719,6 +719,15 @@ class WsFuturesApi(object):
                 # orderid = -1,
                 self.futureOrderInfo(symbol_usd, -1, contract_type, 1, 1, 50)
 
+    # ----------------------------------------------------------------------
+    def subscribeFutureTrades(self):
+        """
+        订阅期货成交回报
+        :return:
+        """
+        channel = 'ok_sub_futureusd_trades'
+        self.sendTradingRequest(channel, {})
+
     # ----------------------------------------------------------------------
     def subscribeFutureUserInfo(self):
         """订阅期货账户信息"""

vnpy/trader/gateway/okexGateway/okexGateway.py

@@ -158,10 +158,39 @@ class OkexGateway(VtGateway):
         self.initQuery()
         self.startQuery()
 
+    def writeLog(self, content):
+        """
+        记录日志文件
+        :param content:
+        :return:
+        """
+        if self.logger:
+            self.logger.info(content)
+
+    def writeError(self, content, error_id = 0):
+        """
+        发送错误通知/记录日志文件
+        :param content:
+        :return:
+        """
+        error = VtErrorData()
+        error.gatewayName = self.gatewayName
+        error.errorID = error_id
+        error.errorMsg = content
+        self.onError(error)
+
+        if self.logger:
+            self.logger.error(content)
 
     def checkStatus(self):
-        return self.spot_connected or self.futures_connected
+        if not self.spot_connected and not self.futures_connected:
+            return False
 
+        if self.spot_connected:
+            return self.api_spot.checkStatus()
+
+        if self.futures_connected:
+            return self.api_futures.checkStatus()
     # ----------------------------------------------------------------------
     def subscribe(self, subscribeReq):
         """
@@ -704,6 +733,20 @@ class OkexSpotApi(WsSpotApi):
     vol(double): 成交量(最近的24小时)
     """
 
+    def checkStatus(self):
+        """
+        检查状态
+        :return:
+        """
+        if len(self.tickDict)>0:
+            symbol,last_tick = list(self.tickDict.items())[0]
+            if (datetime.now()-last_tick.datetime).seconds > 60:
+                return False
+
+            return True
+        else:
+            return False
+
     def onTicker(self, ws_data):
         """
         tick行情数据回报
@@ -713,7 +756,7 @@ class OkexSpotApi(WsSpotApi):
         channel = ws_data.get('channel')
         data = ws_data.get('data', {})
         # 检查channel/data
-        if channel is None and len(data) ==0:
+        if channel is None and len(data) == 0:
             return
 
         try:
@@ -1907,6 +1950,20 @@ class OkexFuturesApi(WsFuturesApi):
     }    
     """
 
+    def checkStatus(self):
+        """
+        检查状态
+        :return:
+        """
+        if len(self.tickDict) > 0:
+            symbol,last_tick = list(self.tickDict.items())[0]
+            if (datetime.now() - last_tick.datetime).seconds > 60:
+                return False
+
+            return True
+        else:
+            return False
+
     def onTicker(self, ws_data):
         """
         期货行情推送
@@ -2217,7 +2274,8 @@ h_this_week_usd'}
                 },
                 "channel":"ok_futureusd_cancel_order"
             }
-        """
+    """
+
     def onFutureOrderCancel(self, ws_data):
         """
         委托撤单的响应"
@@ -2255,7 +2313,6 @@ h_this_week_usd'}
         #del self.orderIdDict[orderId]
         #del self.localNoDict[localNo]
 
-
     '''
     逐仓返回：
     [{
@@ -2401,6 +2458,17 @@ h_this_week_usd'}
                 account.closeProfit = float(s_inf.get('profit_real',0.0))
                 account.positionProfit = float(s_inf.get('profit_unreal',0.0))
                 account.margin = float(s_inf.get('keep_deposit',0.0))
+
+                # 更新持仓信息
+                pos = VtPositionData()
+                pos.gatewayName = self.gatewayName + u'_Future'
+                pos.symbol = u'{}.{}_Future'.format(symbol, EXCHANGE_OKEX)
+                pos.vtSymbol = u'{}.{}_Future'.format(symbol, EXCHANGE_OKEX)
+                pos.position = account.balance
+                pos.frozen = float(s_inf.get('keep_deposit',0.0))
+                pos.direction = DIRECTION_NET
+                self.gateway.onPosition(pos)
+
                 self.gateway.onAccount(account)
 
                 # 如果该合约账号的净值大于0,则通过rest接口，逐一合约类型获取持仓
@@ -2415,22 +2483,34 @@ h_this_week_usd'}
 
                 #if t_balance > 0 or t_rights > 0:
                 account = VtAccountData()
-                account.gatewayName = self.gatewayName + u'_合约'
+                account.gatewayName = self.gatewayName + u'_Future'
                 account.accountID = u'[逐仓]{}'.format(symbol)
                 account.vtAccountID = account.accountID
                 account.balance = t_rights
                 account.available = t_balance
-                for contract in t_contracts:
-                    # 保证金
-                    account.margin += contract.get('bond',0.0)
-                    # 平仓盈亏
-                    account.closeProfit += contract.get('profit',0.0)
-                    # 持仓盈亏
-                    account.positionProfit += contract.get('unprofit',0.0)
 
-                    if account.balance > 0 or account.available > 0:
+                # 更新持仓信息
-                        for contractType in CONTRACT_TYPE:
+                pos = VtPositionData()
-                            self.query_future_position_4fix(symbol=symbol, contractType=contractType)
+                pos.gatewayName = self.gatewayName + u'_Future'
+                pos.symbol = u'{}.{}_Future'.format(symbol,EXCHANGE_OKEX)
+                pos.vtSymbol = u'{}.{}_Future'.format(symbol,EXCHANGE_OKEX)
+                pos.position = t_rights
+                pos.frozen = t_rights - t_balance
+                pos.direction = DIRECTION_NET
+                self.gateway.onPosition(pos)
+
+            for contract in t_contracts:
+                # 保证金
+                account.margin += contract.get('bond',0.0)
+                # 平仓盈亏
+                account.closeProfit += contract.get('profit',0.0)
+                # 持仓盈亏
+                account.positionProfit += contract.get('unprofit',0.0)
+
+
+                if account.balance > 0 or account.available > 0:
+                    for contractType in CONTRACT_TYPE:
+                        self.query_future_position_4fix(symbol=symbol, contractType=contractType)
 
                 self.gateway.onAccount(account)
 
@@ -2482,7 +2562,7 @@ h_this_week_usd'}
                     pos.positionProfit = holding.get('buy_profit_real', 0.0)
                     self.gateway.onPosition(pos)
                 if holding.get('sell_amount', 0) > 0:
-                    sell_pos = copy.copy(pos)
+                    sell_pos = copy(pos)
                     sell_pos.direction = DIRECTION_SHORT
                     sell_pos.vtPositionName = sell_pos.symbol + sell_pos.direction
                     sell_pos.price = holding.get('sell_price_avg', 0.0)
@@ -2499,7 +2579,7 @@ h_this_week_usd'}
 
     def query_future_position_4fix(self,symbol, contractType,leverate=1):
         """
-
+        逐仓模式下，查询仓位
         :param symbol:
         :param contractType:
         :param leverate: 默认返回10倍杠杆持仓 type=1 返回全部持仓数据
@@ -2547,11 +2627,10 @@ h_this_week_usd'}
                         pos.frozen = pos.position - (volume_rate * holding.get('buy_available') / price)
                     else:
                         pos.frozen = 0
-
                     pos.positionProfit = holding.get('buy_profit_real', 0.0)
                     self.gateway.onPosition(pos)
                 if holding.get('sell_amount', 0) > 0:
-                    sell_pos = copy.copy(pos)
+                    sell_pos = copy(pos)
                     sell_pos.direction = DIRECTION_SHORT
                     sell_pos.vtPositionName = sell_pos.symbol + sell_pos.direction
                     sell_pos.price = holding.get('sell_price_avg', 0.0)