412 lines
14 KiB
Python
412 lines
14 KiB
Python
# encoding: UTF-8
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import hashlib
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import zlib
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import json
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from time import sleep
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from threading import Thread
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import websocket
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# OKEX网站
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OKEX_USD_SPOT = 'wss://real.okex.com:10441/websocket' # OKEX 现货地址
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OKEX_USD_CONTRACT = 'wss://real.okex.com:10440/websocket/okexapi' # OKEX 期货地址
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SPOT_CURRENCY = ["usdt",
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"btc",
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"ltc",
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"eth",
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"etc",
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"bch"]
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SPOT_SYMBOL = ["ltc_btc",
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"eth_btc",
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"etc_btc",
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"bch_btc",
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"btc_usdt",
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"eth_usdt",
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"ltc_usdt",
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"etc_usdt",
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"bch_usdt",
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"etc_eth",
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"bt1_btc",
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"bt2_btc",
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"btg_btc",
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"qtum_btc",
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"hsr_btc",
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"neo_btc",
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"gas_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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KLINE_PERIOD = ["1min",
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"3min",
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"5min",
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"15min",
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"30min",
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"1hour",
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"2hour",
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"4hour",
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"6hour",
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"12hour",
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"day",
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"3day",
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"week"]
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CONTRACT_SYMBOL = ["btc",
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"ltc",
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"eth",
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"etc",
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"bch"]
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CONTRACT_TYPE = ["this_week",
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"next_week",
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"quarter"]
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########################################################################
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class OkexApi(object):
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"""交易接口"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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self.host = '' # 服务器
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self.apiKey = '' # 用户名
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self.secretKey = '' # 密码
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self.ws = None # websocket应用对象 现货对象
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self.thread = None # 初始化线程
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#----------------------------------------------------------------------
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def reconnect(self):
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"""重新连接"""
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# 首先关闭之前的连接
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self.close()
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# 再执行重连任务
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self.ws = websocket.WebSocketApp(self.host,
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on_message=self.onMessage,
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on_error=self.onError,
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on_close=self.onClose,
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on_open=self.onOpen)
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self.thread = Thread(target=self.ws.run_forever)
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self.thread.start()
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#----------------------------------------------------------------------
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def connect(self, apiKey, secretKey, trace=False):
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self.host = OKEX_USD_SPOT
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self.apiKey = apiKey
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self.secretKey = secretKey
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websocket.enableTrace(trace)
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self.ws = websocket.WebSocketApp(self.host,
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on_message=self.onMessage,
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on_error=self.onError,
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on_close=self.onClose,
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on_open=self.onOpen)
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self.thread = Thread(target=self.ws.run_forever)
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self.thread.start()
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#----------------------------------------------------------------------
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def readData(self, evt):
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"""解码推送收到的数据"""
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data = json.loads(evt)
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return data
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#----------------------------------------------------------------------
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def close(self):
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"""关闭接口"""
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if self.thread and self.thread.isAlive():
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self.ws.close()
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self.thread.join()
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#----------------------------------------------------------------------
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def onMessage(self, ws, evt):
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"""信息推送"""
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print evt
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#----------------------------------------------------------------------
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def onError(self, ws, evt):
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"""错误推送"""
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print 'onError'
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print evt
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#----------------------------------------------------------------------
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def onClose(self, ws):
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"""接口断开"""
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print 'onClose'
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#----------------------------------------------------------------------
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def onOpen(self, ws):
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"""接口打开"""
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print 'onOpen'
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#----------------------------------------------------------------------
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def generateSign(self, params):
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"""生成签名"""
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l = []
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for key in sorted(params.keys()):
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l.append('%s=%s' %(key, params[key]))
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l.append('secret_key=%s' %self.secretKey)
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sign = '&'.join(l)
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return hashlib.md5(sign.encode('utf-8')).hexdigest().upper()
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#----------------------------------------------------------------------
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def sendTradingRequest(self, channel, params):
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"""发送交易请求"""
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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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# 生成请求
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d = {}
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d['event'] = 'addChannel'
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d['channel'] = channel
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d['parameters'] = params
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# 使用json打包并发送
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j = json.dumps(d)
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# 若触发异常则重连
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try:
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self.ws.send(j)
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except websocket.WebSocketConnectionClosedException:
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pass
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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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d = {}
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d['event'] = 'addChannel'
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d['channel'] = channel
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j = json.dumps(d)
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# 若触发异常则重连
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try:
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self.ws.send(j)
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except websocket.WebSocketConnectionClosedException:
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pass
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#----------------------------------------------------------------------
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def login(self):
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params = {}
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params['api_key'] = self.apiKey
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params['sign'] = self.generateSign(params)
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# 生成请求
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d = {}
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d['event'] = 'login'
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d['parameters'] = params
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# 使用json打包并发送
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j = json.dumps(d)
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# 若触发异常则重连
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try:
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self.ws.send(j)
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return True
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except websocket.WebSocketConnectionClosedException:
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return False
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########################################################################
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class OkexSpotApi(OkexApi):
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"""现货交易接口"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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super(OkexSpotApi, self).__init__()
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#----------------------------------------------------------------------
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def subscribeSpotTicker(self, 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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self.sendDataRequest(channel)
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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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channel = 'ok_sub_spot_%s_depth' %symbol
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if depth:
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channel = channel + '_' + str(depth)
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self.sendDataRequest(channel)
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#----------------------------------------------------------------------
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def subscribeSpotDeals(self, symbol):
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channel = 'ok_sub_spot_%s_deals' %symbol
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self.sendDataRequest(channel)
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#----------------------------------------------------------------------
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def subscribeSpotKlines(self, 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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params = {}
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params['symbol'] = str(symbol)
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params['type'] = str(type_)
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params['price'] = str(price)
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params['amount'] = str(amount)
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channel = 'ok_spot_order'
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self.sendTradingRequest(channel, params)
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#----------------------------------------------------------------------
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def spotCancelOrder(self, symbol, orderid):
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"""现货撤单"""
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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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channel = 'ok_spot_cancel_order'
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self.sendTradingRequest(channel, params)
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#----------------------------------------------------------------------
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def spotUserInfo(self):
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"""查询现货账户"""
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channel = 'ok_spot_userinfo'
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self.sendTradingRequest(channel, {})
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#----------------------------------------------------------------------
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def spotOrderInfo(self, symbol, orderid):
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"""查询现货委托信息"""
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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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channel = 'ok_spot_orderinfo'
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self.sendTradingRequest(channel, params)
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########################################################################
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class OkexFuturesApi(OkexApi):
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"""期货交易接口
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交割推送信息：
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[{
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"channel": "btc_forecast_price",
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"timestamp":"1490341322021",
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"data": "998.8"
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}]
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data(string): 预估交割价格
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timestamp(string): 时间戳
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无需订阅，交割前一小时自动返回
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"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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super(OkexFuturesApi, self).__init__()
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#----------------------------------------------------------------------
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def subsribeFuturesTicker(self, symbol, contractType):
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"""订阅期货行情"""
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channel ='ok_sub_futureusd_%s_ticker_%s' %(symbol, contractType)
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self.sendDataRequest(channel)
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#----------------------------------------------------------------------
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def subscribeFuturesKline(self, symbol, contractType, period):
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"""订阅期货K线"""
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channel = 'ok_sub_futureusd_%s_kline_%s_%s' %(symbol, contractType, period)
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self.sendDataRequest(channel)
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#----------------------------------------------------------------------
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def subscribeFuturesDepth(self, symbol, contractType, depth=0):
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"""订阅期货深度"""
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channel = 'ok_sub_futureusd_%s_depth_%s' %(symbol, contractType)
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if depth:
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channel = channel + '_' + str(depth)
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self.sendDataRequest(channel)
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#----------------------------------------------------------------------
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def subscribeFuturesTrades(self, symbol, contractType):
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"""订阅期货成交"""
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channel = 'ok_sub_futureusd_%s_trade_%s' %(symbol, contractType)
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self.sendDataRequest(channel)
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#----------------------------------------------------------------------
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def subscribeFuturesIndex(self, symbol):
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"""订阅期货指数"""
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channel = 'ok_sub_futureusd_%s_index' %symbol
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self.sendDataRequest(channel)
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#----------------------------------------------------------------------
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def futuresTrade(self, symbol, contractType, type_, price, amount, matchPrice='0', leverRate='10'):
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"""期货委托"""
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params = {}
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params['symbol'] = str(symbol)
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params['contract_type'] = str(contractType)
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params['price'] = str(price)
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params['amount'] = str(amount)
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params['type'] = type_ # 1:开多 2:开空 3:平多 4:平空
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params['match_price'] = matchPrice # 是否为对手价： 0:不是 1:是 当取值为1时,price无效
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params['lever_rate'] = leverRate
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channel = 'ok_futureusd_trade'
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self.sendTradingRequest(channel, params)
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#----------------------------------------------------------------------
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def futuresCancelOrder(self, symbol, orderid, contractType):
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"""期货撤单"""
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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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params['contract_type'] = str(contractType)
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channel = 'ok_futureusd_cancel_order'
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self.sendTradingRequest(channel, params)
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#----------------------------------------------------------------------
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def futuresUserInfo(self):
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"""查询期货账户"""
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channel = 'ok_futureusd_userinfo'
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self.sendTradingRequest(channel, {})
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#----------------------------------------------------------------------
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def futuresOrderInfo(self, symbol, orderid, contractType, status, current_page, page_length=10):
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"""查询期货委托"""
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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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params['contract_type'] = str(contractType)
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params['status'] = str(status)
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params['current_page'] = str(current_page)
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params['page_length'] = str(page_length)
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channel = 'ok_futureusd_orderinfo'
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self.sendTradingRequest(channel, params)
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#----------------------------------------------------------------------
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def subscribeFuturesTrades( self):
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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 subscribeFuturesUserInfo(self):
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"""订阅期货账户信息"""
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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 subscribeFuturesPositions(self):
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"""订阅期货持仓信息"""
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channel = 'ok_sub_futureusd_positions'
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self.sendTradingRequest(channel, {})
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