# encoding: UTF-8 import hashlib import zlib import json from time import sleep from threading import Thread import websocket # OKEX网站 OKEX_USD_SPOT = 'wss://real.okex.com:10441/websocket' # OKEX 现货地址 OKEX_USD_CONTRACT = 'wss://real.okex.com:10440/websocket/okexapi' # OKEX 期货地址 SPOT_CURRENCY = ["usdt", "btc", "ltc", "eth", "etc", "bch"] SPOT_SYMBOL = ["ltc_btc", "eth_btc", "etc_btc", "bch_btc", "btc_usdt", "eth_usdt", "ltc_usdt", "etc_usdt", "bch_usdt", "etc_eth", "bt1_btc", "bt2_btc", "btg_btc", "qtum_btc", "hsr_btc", "neo_btc", "gas_btc", "qtum_usdt", "hsr_usdt", "neo_usdt", "gas_usdt"] KLINE_PERIOD = ["1min", "3min", "5min", "15min", "30min", "1hour", "2hour", "4hour", "6hour", "12hour", "day", "3day", "week"] CONTRACT_SYMBOL = ["btc", "ltc", "eth", "etc", "bch"] CONTRACT_TYPE = ["this_week", "next_week", "quarter"] ######################################################################## class OkexApi(object): """交易接口""" #---------------------------------------------------------------------- def __init__(self): """Constructor""" self.host = '' # 服务器 self.apiKey = '' # 用户名 self.secretKey = '' # 密码 self.ws = None # websocket应用对象 现货对象 self.thread = None # 初始化线程 #---------------------------------------------------------------------- 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 connect(self, apiKey, secretKey, trace=False): self.host = OKEX_USD_SPOT self.apiKey = apiKey self.secretKey = secretKey websocket.enableTrace(trace) 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 readData(self, evt): """解码推送收到的数据""" data = json.loads(evt) return data #---------------------------------------------------------------------- def close(self): """关闭接口""" if self.thread and self.thread.isAlive(): self.ws.close() self.thread.join() #---------------------------------------------------------------------- def onMessage(self, ws, evt): """信息推送""" print evt #---------------------------------------------------------------------- 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 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 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['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 #---------------------------------------------------------------------- def sendDataRequest(self, channel): """发送数据请求""" d = {} d['event'] = 'addChannel' d['channel'] = channel j = json.dumps(d) # 若触发异常则重连 try: self.ws.send(j) except websocket.WebSocketConnectionClosedException: pass #---------------------------------------------------------------------- def login(self): params = {} params['api_key'] = self.apiKey params['sign'] = self.generateSign(params) # 生成请求 d = {} d['event'] = 'login' 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) return True except websocket.WebSocketConnectionClosedException: return False ######################################################################## class OkexSpotApi(OkexApi): """现货交易接口""" #---------------------------------------------------------------------- def __init__(self): """Constructor""" super(OkexSpotApi, self).__init__() #---------------------------------------------------------------------- def subscribeSpotTicker(self, symbol): """订阅现货的Tick""" channel = 'ok_sub_spot_%s_ticker' %symbol self.sendDataRequest(channel) #---------------------------------------------------------------------- def subscribeSpotDepth(self, symbol, depth=0): """订阅现货的深度""" channel = 'ok_sub_spot_%s_depth' %symbol if depth: channel = channel + '_' + str(depth) self.sendDataRequest(channel) #---------------------------------------------------------------------- def subscribeSpotDeals(self, symbol): channel = 'ok_sub_spot_%s_deals' %symbol self.sendDataRequest(channel) #---------------------------------------------------------------------- def subscribeSpotKlines(self, 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""" params = {} params['symbol'] = str(symbol) params['type'] = str(type_) params['price'] = str(price) params['amount'] = str(amount) channel = 'ok_spot_order' self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- def spotCancelOrder(self, symbol, orderid): """现货撤单""" params = {} params['symbol'] = str(symbol) params['order_id'] = str(orderid) channel = 'ok_spot_cancel_order' self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- def spotUserInfo(self): """查询现货账户""" channel = 'ok_spot_userinfo' self.sendTradingRequest(channel, {}) #---------------------------------------------------------------------- def spotOrderInfo(self, symbol, orderid): """查询现货委托信息""" params = {} params['symbol'] = str(symbol) params['order_id'] = str(orderid) channel = 'ok_spot_orderinfo' self.sendTradingRequest(channel, params) ######################################################################## class OkexFuturesApi(OkexApi): """期货交易接口 交割推送信息： [{ "channel": "btc_forecast_price", "timestamp":"1490341322021", "data": "998.8" }] data(string): 预估交割价格 timestamp(string): 时间戳 无需订阅，交割前一小时自动返回 """ #---------------------------------------------------------------------- def __init__(self): """Constructor""" super(OkexFuturesApi, self).__init__() #---------------------------------------------------------------------- def subsribeFuturesTicker(self, symbol, contractType): """订阅期货行情""" channel ='ok_sub_futureusd_%s_ticker_%s' %(symbol, contractType) self.sendDataRequest(channel) #---------------------------------------------------------------------- def subscribeFuturesKline(self, symbol, contractType, period): """订阅期货K线""" channel = 'ok_sub_futureusd_%s_kline_%s_%s' %(symbol, contractType, period) self.sendDataRequest(channel) #---------------------------------------------------------------------- def subscribeFuturesDepth(self, symbol, contractType, depth=0): """订阅期货深度""" channel = 'ok_sub_futureusd_%s_depth_%s' %(symbol, contractType) if depth: channel = channel + '_' + str(depth) self.sendDataRequest(channel) #---------------------------------------------------------------------- def subscribeFuturesTrades(self, symbol, contractType): """订阅期货成交""" channel = 'ok_sub_futureusd_%s_trade_%s' %(symbol, contractType) self.sendDataRequest(channel) #---------------------------------------------------------------------- def subscribeFuturesIndex(self, symbol): """订阅期货指数""" channel = 'ok_sub_futureusd_%s_index' %symbol self.sendDataRequest(channel) #---------------------------------------------------------------------- def futuresTrade(self, symbol, contractType, type_, price, amount, matchPrice='0', leverRate='10'): """期货委托""" params = {} params['symbol'] = str(symbol) params['contract_type'] = str(contractType) params['price'] = str(price) params['amount'] = str(amount) params['type'] = type_ # 1:开多 2:开空 3:平多 4:平空 params['match_price'] = matchPrice # 是否为对手价： 0:不是 1:是 当取值为1时,price无效 params['lever_rate'] = leverRate channel = 'ok_futureusd_trade' self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- def futuresCancelOrder(self, symbol, orderid, contractType): """期货撤单""" params = {} params['symbol'] = str(symbol) params['order_id'] = str(orderid) params['contract_type'] = str(contractType) channel = 'ok_futureusd_cancel_order' self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- def futuresUserInfo(self): """查询期货账户""" channel = 'ok_futureusd_userinfo' self.sendTradingRequest(channel, {}) #---------------------------------------------------------------------- def futuresOrderInfo(self, symbol, orderid, contractType, status, current_page, page_length=10): """查询期货委托""" params = {} params['symbol'] = str(symbol) params['order_id'] = str(orderid) params['contract_type'] = str(contractType) params['status'] = str(status) params['current_page'] = str(current_page) params['page_length'] = str(page_length) channel = 'ok_futureusd_orderinfo' self.sendTradingRequest(channel, params) #---------------------------------------------------------------------- def subscribeFuturesTrades( self): channel = 'ok_sub_futureusd_trades' self.sendTradingRequest(channel, {}) #---------------------------------------------------------------------- def subscribeFuturesUserInfo(self): """订阅期货账户信息""" channel = 'ok_sub_futureusd_userinfo' self.sendTradingRequest(channel, {}) #---------------------------------------------------------------------- def subscribeFuturesPositions(self): """订阅期货持仓信息""" channel = 'ok_sub_futureusd_positions' self.sendTradingRequest(channel, {})