diff --git a/vn.okcoin/vnokcoin.py b/vn.okcoin/vnokcoin.py new file mode 100644 index 00000000..2e0623ab --- /dev/null +++ b/vn.okcoin/vnokcoin.py @@ -0,0 +1,273 @@ +# encoding: UTF-8 + +import hashlib +import zlib +import json +from time import sleep +from threading import Thread + +import websocket + + +# OKCOIN网站 +OKCOIN_CNY = 'wss://real.okcoin.cn:10440/websocket/okcoinapi' +OKCOIN_USD = 'wss://real.okcoin.com:10440/websocket/okcoinapi' + +# 账户货币代码 +CURRENCY_CNY = 'cny' +CURRENCY_USD = 'usd' + +# 电子货币代码 +SYMBOL_BTC = 'btc' +SYMBOL_LTC = 'ltc' + +# 行情深度 +DEPTH_20 = 20 +DEPTH_60 = 60 + +# K线时间区间 +INTERVAL_1M = '1min' +INTERVAL_3M = '3min' +INTERVAL_5M = '5min' +INTERVAL_15M = '15min' +INTERVAL_30M = '30min' +INTERVAL_1H = '1hour' +INTERVAL_2H = '2hour' +INTERVAL_4H = '4hour' +INTERVAL_6H = '6hour' +INTERVAL_1D = 'day' +INTERVAL_3D = '3day' +INTERVAL_1W = 'week' + +# 交易代码，需要后缀货币名才能完整 +TRADING_SYMBOL_BTC = 'btc_' +TRADING_SYMBOL_LTS = 'ltc_' + +# 委托类型 +TYPE_BUY = 'buy' +TYPE_SELL = 'sell' +TYPE_BUY_MARKET = 'buy_market' +TYPE_SELL_MARKET = 'sell_market' + + +######################################################################## +class OkCoinApi(object): + """基于Websocket的API对象""" + + #---------------------------------------------------------------------- + def __init__(self): + """Constructor""" + self.apiKey = '' # 用户名 + self.secretKey = '' # 密码 + self.host = '' # 服务器地址 + self.currency = '' # 货币类型（usd或者cny） + + self.ws = None # websocket应用对象 + self.thread = None # 工作线程 + + #---------------------------------------------------------------------- + def readData(self, evt): + """解压缩推送收到的数据""" + # 创建解压器 + decompress = zlib.decompressobj(-zlib.MAX_WBITS) + + # 将原始数据解压成字符串 + inflated = decompress.decompress(evt) + decompress.flush() + + # 通过json解析字符串 + data = json.loads(inflated) + + return data + + #---------------------------------------------------------------------- + def generateSign(self, params): + """生成签名""" + l = [] + for key in sorted(params.keys()): + l.append('%s=%s' %(key, params[key])) + l.append('secret_key=%s' %self.secretKey) + sign = '&'.join(l) + return hashlib.md5(sign.encode('utf-8')).hexdigest().upper() + + #---------------------------------------------------------------------- + def onMessage(self, ws, evt): + """信息推送""" + print 'onMessage' + data = self.readData(evt) + print data + + #---------------------------------------------------------------------- + def onError(self, ws, evt): + """错误推送""" + print 'onError' + print evt + + #---------------------------------------------------------------------- + def onClose(self, ws): + """接口断开""" + print 'onClose' + + #---------------------------------------------------------------------- + def onOpen(self, ws): + """接口打开""" + print 'onOpen' + + #---------------------------------------------------------------------- + def connect(self, host, apiKey, secretKey, trace=False): + """连接服务器""" + self.host = host + self.apiKey = apiKey + self.secretKey = secretKey + + if self.host == OKCOIN_CNY: + self.currency = CURRENCY_CNY + else: + self.currency = CURRENCY_USD + + websocket.enableTrace(trace) + + self.ws = websocket.WebSocketApp(host, + on_message=self.onMessage, + on_error=self.onError, + on_close=self.onClose, + on_open=self.onOpen) + + self.thread = Thread(target=self.ws.run_forever) + self.thread.start() + + #---------------------------------------------------------------------- + def sendMarketDataRequest(self, channel): + """发送行情请求""" + # 生成请求 + d = {} + d['event'] = 'addChannel' + d['binary'] = True + d['channel'] = channel + + # 使用json打包并发送 + j = json.dumps(d) + self.ws.send(j) + + #---------------------------------------------------------------------- + def sendTradingRequest(self, channel, params): + """发送交易请求""" + # 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) + + # 生成请求 + d = {} + d['event'] = 'addChannel' + d['binary'] = True + d['channel'] = channel + d['parameters'] = params + + # 使用json打包并发送 + j = json.dumps(d) + self.ws.send(j) + + #---------------------------------------------------------------------- + def subscribeSpotTicker(self, symbol): + """订阅现货普通报价""" + self.sendMarketDataRequest('ok_sub_spot%s_%s_ticker' %(self.currency, symbol)) + + #---------------------------------------------------------------------- + def subscribeSpotDepth(self, symbol, depth): + """订阅现货深度报价""" + self.sendMarketDataRequest('ok_sub_spot%s_%s_depth_%s' %(self.currency, symbol, depth)) + + #---------------------------------------------------------------------- + def subscribeSpotTradeData(self, symbol): + """订阅现货成交记录""" + self.sendMarketDataRequest('ok_sub_spot%s_%s_trades' %(self.currency, symbol)) + + #---------------------------------------------------------------------- + def subscribeSpotKline(self, symbol, interval): + """订阅现货K线""" + self.sendMarketDataRequest('ok_sub_spot%s_%s_kline_%s' %(self.currency, symbol, interval)) + + #---------------------------------------------------------------------- + def spotTrade(self, symbol, type_, price, amount): + """现货委托""" + params = {} + params['symbol'] = str(symbol) + params['type'] = str(type_+self.currency) + params['price'] = str(price) + params['amount'] = str(amount) + + channel = 'ok_spot%s_trade' %(self.currency) + + self.sendTradingRequest(channel, params) + + #---------------------------------------------------------------------- + def spotCancelOrder(self, symbol, orderid): + """现货撤单""" + params = {} + params['symbol'] = str(symbol+self.currency) + params['order_id'] = str(orderid) + + channel = 'ok_spot%s_cancel_order' %(self.currency) + + self.sendTradingRequest(channel, params) + + #---------------------------------------------------------------------- + def spotUserInfo(self): + """查询现货账户""" + channel = 'ok_spot%s_userinfo' %(self.currency) + + self.sendTradingRequest(channel, {}) + + #---------------------------------------------------------------------- + def spotOrderInfo(self, symbol, orderid): + """查询现货委托信息""" + params = {} + params['symbol'] = str(symbol+self.currency) + params['order_id'] = str(orderid) + + channel = 'ok_spot%s_orderinfo' + + self.sendTradingRequest(channel, params) + + #---------------------------------------------------------------------- + def subscribeSpotTrades(self): + """订阅现货成交信息""" + channel = 'ok_sub_spot%s_trades' %(self.currency) + + self.sendTradingRequest(channel, {}) + + #---------------------------------------------------------------------- + def subscribeSpotUserInfo(self): + """订阅现货账户信息""" + channel = 'ok_sub_spot%s_userinfo' %(self.currency) + + self.sendTradingRequest(channel, {}) + + +if __name__ == "__main__": + # 在OkCoin网站申请这两个Key，分别对应用户名和密码 + apiKey = '' + secretKey = '' + + # 创建API对象 + api = OkCoinApi() + + # 连接服务器，并等待1秒 + api.connect(OKCOIN_CNY, apiKey, secretKey, True) + + sleep(1) + + # 测试现货行情API + #api.subscribeSpotTicker(SYMBOL_BTC) + #api.subscribeSpotTradeData(SYMBOL_BTC) + #api.subscribeSpotDepth(SYMBOL_BTC, DEPTH_20) + #api.subscribeSpotKline(SYMBOL_BTC, INTERVAL_1M) + + # 测试现货交易API + #api.subscribeSpotTrades() + #api.subscribeSpotUserInfo() + api.spotUserInfo() + #api.spotTrade(symbol, type_, price, amount) + #api.spotCancelOrder(symbol, orderid) + #api.spotOrderInfo(symbol, orderid) + + raw_input() \ No newline at end of file diff --git a/vn.trader/ltsGateway/ltsGateway.py b/vn.trader/ltsGateway/ltsGateway.py index 26b00d78..77eccdc9 100644 --- a/vn.trader/ltsGateway/ltsGateway.py +++ b/vn.trader/ltsGateway/ltsGateway.py @@ -1157,7 +1157,7 @@ class LtsQryApi(QryApi): # 持仓均价 if pos.position: - pos.price = data['PositionCost'] / pos.position + pos.price = data['OpenCost'] / pos.position # VT系统持仓名 pos.vtPositionName = '.'.join([pos.vtSymbol, pos.direction])