update
This commit is contained in:
msincenselee
parent
a08f31c59b
commit
e61754f1ae
@ -9,7 +9,7 @@ from OkcoinFutureAPI import OKCoinFuture
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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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okcoinRESTURL = 'www.okcoin.com' #请求注意：国内账号需要 修改为 www.okcoin.cn
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okcoinRESTURL = 'www.okex.com' #请求注意：国内账号需要 修改为 www.okcoin.cn
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#现货API
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okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey)
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@ -17,11 +17,15 @@ okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey)
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#期货API
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okcoinFuture = OKCoinFuture(okcoinRESTURL,apikey,secretkey)
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print (u' 现货行情 ')
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print (okcoinSpot.ticker('btc_usd'))
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#print (u' 现货行情 ')
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#print (okcoinSpot.ticker('btc_usdt'))
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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 (u' 现货深度 ')
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print (okcoinSpot.depth('btc_usd'))
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#print (u' 现货历史交易信息 ')
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#print (okcoinSpot.trades())
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@ -4,7 +4,6 @@
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from vnpy.api.okex.HttpMD5Util import buildMySign,httpGet,httpPost
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class OKCoinSpot:
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def __init__(self,url,apikey,secretkey):
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self.__url = url
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self.__apikey = apikey
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@ -26,6 +25,26 @@ class OKCoinSpot:
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params = 'symbol=%(symbol)s' %{'symbol':symbol}
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return httpGet(self.__url,DEPTH_RESOURCE,params)
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def kline(self,symbol,type_,size_=None, since=None):
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"""
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获取OKEx币币K线数据(每个周期数据条数2000左右)
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:param symbol:币对如ltc_btc
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:param type_: 1min/3min/5min/15min/30min/1day/3day/1week/1hour/2hour/4hour/6hour/12hour
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:param size_: 默认全部
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:param since: 时间戳，返回该时间戳以后的数据(例如1417536000000)
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:return:
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"""
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KLINE_RESOURCE = "/api/v1/kline.do"
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params = 'symbol={}&type={}'.format(symbol,type_)
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if size_ is not None and isinstance(size_,int):
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params = params + '&size={}'.format(size_)
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if since is not None and isinstance(since,int):
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params = params + '&since={}'.format(since)
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return httpGet(self.__url, KLINE_RESOURCE, params)
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#获取OKCOIN现货历史交易信息
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def trades(self,symbol = ''):
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TRADES_RESOURCE = "/api/v1/trades.do"
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@ -29,7 +29,6 @@ SPOT_CURRENCY = ["usdt",
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"eos"]
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SPOT_SYMBOL_PAIRS = set(["ltc_btc",
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"eos_usdt",
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"eth_btc",
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"etc_btc",
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"bch_btc",
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@ -49,7 +48,8 @@ SPOT_SYMBOL_PAIRS = set(["ltc_btc",
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"qtum_usdt",
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"hsr_usdt",
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"neo_usdt",
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"gas_usdt"])
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"gas_usdt",
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"eos_usdt"])
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KLINE_PERIOD = ["1min","3min","5min","15min","30min","1hour","2hour","4hour","6hour","12hour","day","3day","week"]
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@ -191,7 +191,7 @@ class OkexApi(object):
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#----------------------------------------------------------------------
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def sendRequest(self, channel, params):
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"""发送指令请求"""
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print(u'vnokex.sendRequest:{}'.format(channel))
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#print(u'vnokex.sendRequest:{}'.format(channel))
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# 在参数字典中加上api_key和签名字段
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params['api_key'] = self.apiKey
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params['sign'] = self.generateSign(params)
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@ -214,7 +214,7 @@ class OkexApi(object):
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#----------------------------------------------------------------------
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def sendDataRequest(self, channel):
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"""发送数据请求"""
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print(u'vnokex.sendDataRequest:{}'.format(channel))
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#print(u'vnokex.sendDataRequest:{}'.format(channel))
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d = {}
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d['event'] = 'addChannel'
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d['channel'] = channel
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@ -236,7 +236,7 @@ class OkexApi(object):
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d = {'event': 'ping'}
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# 若触发异常则重连
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try:
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print(u'vnokex.sendHeartBeat')
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#print(u'vnokex.sendHeartBeat')
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j = json.dumps(d)
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self.ws.send(j)
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except websocket.WebSocketConnectionClosedException as ex:
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@ -281,7 +281,7 @@ class WsSpotApi(OkexApi):
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#----------------------------------------------------------------------
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def subscribeSpotTicker(self, symbol):
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print(u'vnokex.subscribeSpotTicker:{}'.format(symbol))
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#print(u'vnokex.subscribeSpotTicker:{}'.format(symbol))
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"""订阅现货的Tick"""
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channel = 'ok_sub_spot_%s_ticker' %symbol
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@ -290,7 +290,7 @@ class WsSpotApi(OkexApi):
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#----------------------------------------------------------------------
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def subscribeSpotDepth(self, symbol, depth=0):
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"""订阅现货的深度"""
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print(u'vnokex.subscribeSpotDepth:{}'.format(symbol))
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#print(u'vnokex.subscribeSpotDepth:{}'.format(symbol))
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channel = 'ok_sub_spot_%s_depth' %symbol
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if depth:
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@ -304,7 +304,7 @@ class WsSpotApi(OkexApi):
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:param symbol:
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:return:
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"""
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print(u'vnokex.subscribeSpotDeals:{}'.format(symbol))
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#print(u'vnokex.subscribeSpotDeals:{}'.format(symbol))
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channel = 'ok_sub_spot_%s_deals' %symbol
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self.sendDataRequest(channel)
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@ -316,14 +316,14 @@ class WsSpotApi(OkexApi):
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:param period:
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:return:
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"""
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print(u'vnokex.subscribeSpotKlines:{} {}'.format(symbol,period))
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#print(u'vnokex.subscribeSpotKlines:{} {}'.format(symbol,period))
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channel = 'ok_sub_spot_%s_kline_%s' %(symbol, period)
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self.sendDataRequest(channel)
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#----------------------------------------------------------------------
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def spotTrade(self, symbol, type_, price, amount):
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"""现货委托"""
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print(u'vnokex.stopTrade:symbol:{} type:{} price:{} amount:{}'.format(symbol, type_, price,amount))
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#print(u'vnokex.stopTrade:symbol:{} type:{} price:{} amount:{}'.format(symbol, type_, price,amount))
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params = {}
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params['symbol'] = str(symbol)
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@ -349,7 +349,7 @@ class WsSpotApi(OkexApi):
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:param orderid:
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:return:
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"""
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print(u'vnokex.spotCancelOrder:{} orderid:{}'.format(symbol, orderid))
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#print(u'vnokex.spotCancelOrder:{} orderid:{}'.format(symbol, orderid))
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params = {}
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params['symbol'] = str(symbol)
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params['order_id'] = str(orderid)
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@ -364,7 +364,7 @@ class WsSpotApi(OkexApi):
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查询现货账户"
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:return:
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"""""
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print(u'vnokex.spotUserInfo()')
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#print(u'vnokex.spotUserInfo()')
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channel = 'ok_spot_userinfo'
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self.sendRequest(channel, {})
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@ -376,7 +376,7 @@ class WsSpotApi(OkexApi):
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:param orderid: 委托编号
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:return:
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"""
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print(u'vnokex.spotOrderInfo:{},orderid:{}'.format(symbol,orderid))
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#print(u'vnokex.spotOrderInfo:{},orderid:{}'.format(symbol,orderid))
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params = {}
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params['symbol'] = str(symbol)
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@ -679,9 +679,9 @@ class WsFuturesApi(object):
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self.sendTradingRequest(channel, {})
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# ----------------------------------------------------------------------
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def futureSubUserInfo(self):
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channel = 'ok_sub_futureusd_userinfo'
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self.sendTradingRequest(channel, {})
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# def futureSubUserInfo(self):
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# channel = 'ok_sub_futureusd_userinfo'
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# self.sendTradingRequest(channel, {})
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# ----------------------------------------------------------------------
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def futureOrderInfo(self, symbol_pair, order_id, contract_type, status, current_page, page_length=50):
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@ -719,6 +719,15 @@ class WsFuturesApi(object):
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# orderid = -1,
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self.futureOrderInfo(symbol_usd, -1, contract_type, 1, 1, 50)
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# ----------------------------------------------------------------------
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def subscribeFutureTrades(self):
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"""
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订阅期货成交回报
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:return:
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"""
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channel = 'ok_sub_futureusd_trades'
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self.sendTradingRequest(channel, {})
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# ----------------------------------------------------------------------
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def subscribeFutureUserInfo(self):
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"""订阅期货账户信息"""
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@ -158,10 +158,39 @@ class OkexGateway(VtGateway):
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self.initQuery()
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self.startQuery()
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def writeLog(self, content):
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"""
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记录日志文件
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:param content:
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:return:
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"""
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if self.logger:
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self.logger.info(content)
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def writeError(self, content, error_id = 0):
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"""
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发送错误通知/记录日志文件
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:param content:
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:return:
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"""
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error = VtErrorData()
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error.gatewayName = self.gatewayName
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error.errorID = error_id
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error.errorMsg = content
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self.onError(error)
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if self.logger:
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self.logger.error(content)
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def checkStatus(self):
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return self.spot_connected or self.futures_connected
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if not self.spot_connected and not self.futures_connected:
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return False
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if self.spot_connected:
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return self.api_spot.checkStatus()
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if self.futures_connected:
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return self.api_futures.checkStatus()
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# ----------------------------------------------------------------------
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def subscribe(self, subscribeReq):
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"""
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@ -704,6 +733,20 @@ class OkexSpotApi(WsSpotApi):
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vol(double): 成交量(最近的24小时)
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"""
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def checkStatus(self):
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"""
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检查状态
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:return:
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"""
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if len(self.tickDict)>0:
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symbol,last_tick = list(self.tickDict.items())[0]
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if (datetime.now()-last_tick.datetime).seconds > 60:
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return False
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return True
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else:
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return False
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def onTicker(self, ws_data):
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"""
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tick行情数据回报
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@ -1907,6 +1950,20 @@ class OkexFuturesApi(WsFuturesApi):
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}
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"""
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def checkStatus(self):
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"""
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检查状态
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:return:
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"""
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if len(self.tickDict) > 0:
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symbol,last_tick = list(self.tickDict.items())[0]
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if (datetime.now() - last_tick.datetime).seconds > 60:
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return False
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return True
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else:
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return False
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def onTicker(self, ws_data):
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"""
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期货行情推送
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@ -2218,6 +2275,7 @@ h_this_week_usd'}
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"channel":"ok_futureusd_cancel_order"
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}
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"""
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def onFutureOrderCancel(self, ws_data):
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"""
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委托撤单的响应"
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@ -2255,7 +2313,6 @@ h_this_week_usd'}
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#del self.orderIdDict[orderId]
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#del self.localNoDict[localNo]
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'''
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逐仓返回：
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[{
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@ -2401,6 +2458,17 @@ h_this_week_usd'}
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account.closeProfit = float(s_inf.get('profit_real',0.0))
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account.positionProfit = float(s_inf.get('profit_unreal',0.0))
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account.margin = float(s_inf.get('keep_deposit',0.0))
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# 更新持仓信息
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pos = VtPositionData()
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pos.gatewayName = self.gatewayName + u'_Future'
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pos.symbol = u'{}.{}_Future'.format(symbol, EXCHANGE_OKEX)
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pos.vtSymbol = u'{}.{}_Future'.format(symbol, EXCHANGE_OKEX)
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pos.position = account.balance
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pos.frozen = float(s_inf.get('keep_deposit',0.0))
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pos.direction = DIRECTION_NET
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self.gateway.onPosition(pos)
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self.gateway.onAccount(account)
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# 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
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@ -2415,11 +2483,22 @@ h_this_week_usd'}
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#if t_balance > 0 or t_rights > 0:
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account = VtAccountData()
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account.gatewayName = self.gatewayName + u'_合约'
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account.gatewayName = self.gatewayName + u'_Future'
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account.accountID = u'[逐仓]{}'.format(symbol)
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account.vtAccountID = account.accountID
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account.balance = t_rights
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account.available = t_balance
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# 更新持仓信息
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pos = VtPositionData()
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pos.gatewayName = self.gatewayName + u'_Future'
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pos.symbol = u'{}.{}_Future'.format(symbol,EXCHANGE_OKEX)
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pos.vtSymbol = u'{}.{}_Future'.format(symbol,EXCHANGE_OKEX)
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pos.position = t_rights
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pos.frozen = t_rights - t_balance
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pos.direction = DIRECTION_NET
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self.gateway.onPosition(pos)
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for contract in t_contracts:
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# 保证金
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account.margin += contract.get('bond',0.0)
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@ -2428,6 +2507,7 @@ h_this_week_usd'}
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# 持仓盈亏
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account.positionProfit += contract.get('unprofit',0.0)
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if account.balance > 0 or account.available > 0:
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for contractType in CONTRACT_TYPE:
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self.query_future_position_4fix(symbol=symbol, contractType=contractType)
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@ -2482,7 +2562,7 @@ h_this_week_usd'}
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pos.positionProfit = holding.get('buy_profit_real', 0.0)
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self.gateway.onPosition(pos)
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if holding.get('sell_amount', 0) > 0:
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sell_pos = copy.copy(pos)
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sell_pos = copy(pos)
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sell_pos.direction = DIRECTION_SHORT
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sell_pos.vtPositionName = sell_pos.symbol + sell_pos.direction
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sell_pos.price = holding.get('sell_price_avg', 0.0)
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@ -2499,7 +2579,7 @@ h_this_week_usd'}
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def query_future_position_4fix(self,symbol, contractType,leverate=1):
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"""
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逐仓模式下，查询仓位
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:param symbol:
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:param contractType:
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:param leverate: 默认返回10倍杠杆持仓 type=1 返回全部持仓数据
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@ -2547,11 +2627,10 @@ h_this_week_usd'}
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pos.frozen = pos.position - (volume_rate * holding.get('buy_available') / price)
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else:
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pos.frozen = 0
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pos.positionProfit = holding.get('buy_profit_real', 0.0)
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self.gateway.onPosition(pos)
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if holding.get('sell_amount', 0) > 0:
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sell_pos = copy.copy(pos)
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sell_pos = copy(pos)
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sell_pos.direction = DIRECTION_SHORT
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sell_pos.vtPositionName = sell_pos.symbol + sell_pos.direction
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sell_pos.price = holding.get('sell_price_avg', 0.0)
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