# 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_LTC = 'ltc_' # 委托类型 TYPE_BUY = 'buy' TYPE_SELL = 'sell' TYPE_BUY_MARKET = 'buy_market' TYPE_SELL_MARKET = 'sell_market' # 期货合约到期类型 FUTURE_EXPIRY_THIS_WEEK = 'this_week' FUTURE_EXPIRY_NEXT_WEEK = 'next_week' FUTURE_EXPIRY_QUARTER = 'quarter' # 期货委托类型 FUTURE_TYPE_LONG = 1 FUTURE_TYPE_SHORT = 2 FUTURE_TYPE_SELL = 3 FUTURE_TYPE_COVER = 4 # 期货是否用现价 FUTURE_ORDER_MARKET = 1 FUTURE_ORDER_LIMIT = 0 # 期货杠杆 FUTURE_LEVERAGE_10 = 10 FUTURE_LEVERAGE_20 = 20 # 委托状态 ORDER_STATUS_NOTTRADED = 0 ORDER_STATUS_PARTTRADED = 1 ORDER_STATUS_ALLTRADED = 2 ORDER_STATUS_CANCELLED = -1 ORDER_STATUS_CANCELLING = 4 ######################################################################## 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 ####################### ## 通用函数 ####################### #---------------------------------------------------------------------- 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 reconnect(self): """重新连接""" # 首先关闭之前的连接 self.close() # 再执行重连任务 self.ws = websocket.WebSocketApp(self.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 close(self): """关闭接口""" if self.thread and self.thread.isAlive(): self.ws.close() self.thread.join() #---------------------------------------------------------------------- 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) # 若触发异常则重连 try: self.ws.send(j) except websocket.WebSocketConnectionClosedException: pass #---------------------------------------------------------------------- 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) # 若触发异常则重连 try: self.ws.send(j) except websocket.WebSocketConnectionClosedException: pass ####################### ## 现货相关 ####################### #---------------------------------------------------------------------- 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+self.currency) params['type'] = str(type_) 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.currency) 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, {}) ####################### ## 期货相关 ####################### #---------------------------------------------------------------------- def subscribeFutureTicker(self, symbol, expiry): """订阅期货普通报价""" self.sendMarketDataRequest('ok_sub_future%s_%s_ticker_%s' %(self.currency, symbol, expiry)) #---------------------------------------------------------------------- def subscribeFutureDepth(self, symbol, expiry, depth): """订阅期货深度报价""" self.sendMarketDataRequest('ok_sub_future%s_%s_depth_%s_%s' %(self.currency, symbol, expiry, depth)) #---------------------------------------------------------------------- def subscribeFutureTradeData(self, symbol, expiry): """订阅期货成交记录""" self.sendMarketDataRequest('ok_sub_future%s_%s_trade_%s' %(self.currency, symbol, expiry)) #---------------------------------------------------------------------- def subscribeFutureKline(self, symbol, expiry, interval): """订阅期货K线""" self.sendMarketDataRequest('ok_sub_future%s_%s_kline_%s_%s' %(self.currency, symbol, expiry, interval)) #---------------------------------------------------------------------- def subscribeFutureIndex(self, symbol): """订阅期货指数""" self.sendMarketDataRequest('ok_sub_future%s_%s_index' %(self.currency, symbol)) #---------------------------------------------------------------------- def futureTrade(self, symbol, expiry, type_, price, amount, order, leverage): """期货委托""" params = {} params['symbol'] = str(symbol+self.currency) params['type'] = str(type_) params['price'] = str(price) params['amount'] = str(amount) params['contract_type'] = str(expiry) params['match_price'] = str(order) params['lever_rate'] = str(leverage) channel = 'ok_future%s_trade' %(self.currency) self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- def futureCancelOrder(self, symbol, expiry, orderid): """期货撤单""" params = {} params['symbol'] = str(symbol+self.currency) params['order_id'] = str(orderid) params['contract_type'] = str(expiry) channel = 'ok_future%s_cancel_order' %(self.currency) self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- def futureUserInfo(self): """查询期货账户""" channel = 'ok_future%s_userinfo' %(self.currency) self.sendTradingRequest(channel, {}) #---------------------------------------------------------------------- def futureOrderInfo(self, symbol, expiry, orderid, status, page, length): """查询期货委托信息""" params = {} params['symbol'] = str(symbol+self.currency) params['order_id'] = str(orderid) params['contract_type'] = expiry params['status'] = status params['current_page'] = page params['page_length'] = length channel = 'ok_future%s_orderinfo' self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- def subscribeFutureTrades(self): """订阅期货成交信息""" channel = 'ok_sub_future%s_trades' %(self.currency) self.sendTradingRequest(channel, {}) #---------------------------------------------------------------------- def subscribeFutureUserInfo(self): """订阅期货账户信息""" channel = 'ok_sub_future%s_userinfo' %(self.currency) self.sendTradingRequest(channel, {}) #---------------------------------------------------------------------- def subscribeFuturePositions(self): """订阅期货持仓信息""" channel = 'ok_sub_future%s_positions' %(self.currency) self.sendTradingRequest(channel, {})