390 lines
13 KiB
Python
390 lines
13 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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# OKCOIN网站
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OKCOIN_CNY = 'wss://real.okcoin.cn:10440/websocket/okcoinapi'
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OKCOIN_USD = 'wss://real.okcoin.com:10440/websocket/okcoinapi'
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# 账户货币代码
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CURRENCY_CNY = 'cny'
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CURRENCY_USD = 'usd'
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# 电子货币代码
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SYMBOL_BTC = 'btc'
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SYMBOL_LTC = 'ltc'
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# 行情深度
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DEPTH_20 = 20
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DEPTH_60 = 60
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# K线时间区间
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INTERVAL_1M = '1min'
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INTERVAL_3M = '3min'
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INTERVAL_5M = '5min'
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INTERVAL_15M = '15min'
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INTERVAL_30M = '30min'
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INTERVAL_1H = '1hour'
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INTERVAL_2H = '2hour'
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INTERVAL_4H = '4hour'
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INTERVAL_6H = '6hour'
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INTERVAL_1D = 'day'
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INTERVAL_3D = '3day'
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INTERVAL_1W = 'week'
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# 交易代码，需要后缀货币名才能完整
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TRADING_SYMBOL_BTC = 'btc_'
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TRADING_SYMBOL_LTC = 'ltc_'
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# 委托类型
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TYPE_BUY = 'buy'
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TYPE_SELL = 'sell'
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TYPE_BUY_MARKET = 'buy_market'
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TYPE_SELL_MARKET = 'sell_market'
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# 期货合约到期类型
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FUTURE_EXPIRY_THIS_WEEK = 'this_week'
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FUTURE_EXPIRY_NEXT_WEEK = 'next_week'
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FUTURE_EXPIRY_QUARTER = 'quarter'
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# 期货委托类型
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FUTURE_TYPE_LONG = 1
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FUTURE_TYPE_SHORT = 2
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FUTURE_TYPE_SELL = 3
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FUTURE_TYPE_COVER = 4
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# 期货是否用现价
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FUTURE_ORDER_MARKET = 1
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FUTURE_ORDER_LIMIT = 0
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# 期货杠杆
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FUTURE_LEVERAGE_10 = 10
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FUTURE_LEVERAGE_20 = 20
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# 委托状态
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ORDER_STATUS_NOTTRADED = 0
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ORDER_STATUS_PARTTRADED = 1
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ORDER_STATUS_ALLTRADED = 2
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ORDER_STATUS_CANCELLED = -1
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ORDER_STATUS_CANCELLING = 4
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########################################################################
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class OkCoinApi(object):
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"""基于Websocket的API对象"""
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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self.apiKey = '' # 用户名
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self.secretKey = '' # 密码
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self.host = '' # 服务器地址
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self.currency = '' # 货币类型（usd或者cny）
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self.ws = None # websocket应用对象
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self.thread = None # 工作线程
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#######################
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## 通用函数
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#######################
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#----------------------------------------------------------------------
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def readData(self, evt):
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"""解压缩推送收到的数据"""
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# 创建解压器
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decompress = zlib.decompressobj(-zlib.MAX_WBITS)
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# 将原始数据解压成字符串
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inflated = decompress.decompress(evt) + decompress.flush()
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# 通过json解析字符串
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data = json.loads(inflated)
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return data
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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 onMessage(self, ws, evt):
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"""信息推送"""
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print 'onMessage'
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data = self.readData(evt)
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print data
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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 connect(self, host, apiKey, secretKey, trace=False):
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"""连接服务器"""
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self.host = host
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self.apiKey = apiKey
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self.secretKey = secretKey
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if self.host == OKCOIN_CNY:
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self.currency = CURRENCY_CNY
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else:
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self.currency = CURRENCY_USD
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websocket.enableTrace(trace)
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self.ws = websocket.WebSocketApp(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 close(self):
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"""关闭接口"""
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if 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 sendMarketDataRequest(self, channel):
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"""发送行情请求"""
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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['binary'] = True
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d['channel'] = channel
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# 使用json打包并发送
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j = json.dumps(d)
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self.ws.send(j)
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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['binary'] = True
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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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self.ws.send(j)
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#######################
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## 现货相关
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#######################
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#----------------------------------------------------------------------
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def subscribeSpotTicker(self, symbol):
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"""订阅现货普通报价"""
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self.sendMarketDataRequest('ok_sub_spot%s_%s_ticker' %(self.currency, symbol))
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#----------------------------------------------------------------------
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def subscribeSpotDepth(self, symbol, depth):
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"""订阅现货深度报价"""
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self.sendMarketDataRequest('ok_sub_spot%s_%s_depth_%s' %(self.currency, symbol, depth))
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#----------------------------------------------------------------------
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def subscribeSpotTradeData(self, symbol):
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"""订阅现货成交记录"""
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self.sendMarketDataRequest('ok_sub_spot%s_%s_trades' %(self.currency, symbol))
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#----------------------------------------------------------------------
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def subscribeSpotKline(self, symbol, interval):
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"""订阅现货K线"""
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self.sendMarketDataRequest('ok_sub_spot%s_%s_kline_%s' %(self.currency, symbol, interval))
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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+self.currency)
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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%s_trade' %(self.currency)
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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+self.currency)
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params['order_id'] = str(orderid)
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channel = 'ok_spot%s_cancel_order' %(self.currency)
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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%s_userinfo' %(self.currency)
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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+self.currency)
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params['order_id'] = str(orderid)
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channel = 'ok_spot%s_orderinfo' %(self.currency)
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self.sendTradingRequest(channel, params)
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#----------------------------------------------------------------------
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def subscribeSpotTrades(self):
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"""订阅现货成交信息"""
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channel = 'ok_sub_spot%s_trades' %(self.currency)
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self.sendTradingRequest(channel, {})
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#----------------------------------------------------------------------
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def subscribeSpotUserInfo(self):
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"""订阅现货账户信息"""
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channel = 'ok_sub_spot%s_userinfo' %(self.currency)
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self.sendTradingRequest(channel, {})
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#######################
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## 期货相关
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#######################
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#----------------------------------------------------------------------
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def subscribeFutureTicker(self, symbol, expiry):
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"""订阅期货普通报价"""
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self.sendMarketDataRequest('ok_sub_future%s_%s_ticker_%s' %(self.currency, symbol, expiry))
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#----------------------------------------------------------------------
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def subscribeFutureDepth(self, symbol, expiry, depth):
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"""订阅期货深度报价"""
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self.sendMarketDataRequest('ok_sub_future%s_%s_depth_%s_%s' %(self.currency, symbol,
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expiry, depth))
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#----------------------------------------------------------------------
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def subscribeFutureTradeData(self, symbol, expiry):
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"""订阅期货成交记录"""
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self.sendMarketDataRequest('ok_sub_future%s_%s_trade_%s' %(self.currency, symbol, expiry))
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#----------------------------------------------------------------------
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def subscribeFutureKline(self, symbol, expiry, interval):
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"""订阅期货K线"""
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self.sendMarketDataRequest('ok_sub_future%s_%s_kline_%s_%s' %(self.currency, symbol,
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expiry, interval))
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#----------------------------------------------------------------------
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def subscribeFutureIndex(self, symbol):
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"""订阅期货指数"""
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self.sendMarketDataRequest('ok_sub_future%s_%s_index' %(self.currency, symbol))
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#----------------------------------------------------------------------
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def futureTrade(self, symbol, expiry, type_, price, amount, order, leverage):
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"""期货委托"""
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params = {}
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params['symbol'] = str(symbol+self.currency)
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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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params['contract_type'] = str(expiry)
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params['match_price'] = str(order)
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params['lever_rate'] = str(leverage)
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channel = 'ok_future%s_trade' %(self.currency)
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self.sendTradingRequest(channel, params)
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#----------------------------------------------------------------------
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def futureCancelOrder(self, symbol, expiry, orderid):
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"""期货撤单"""
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params = {}
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params['symbol'] = str(symbol+self.currency)
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params['order_id'] = str(orderid)
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params['contract_type'] = str(expiry)
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channel = 'ok_future%s_cancel_order' %(self.currency)
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self.sendTradingRequest(channel, params)
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#----------------------------------------------------------------------
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def futureUserInfo(self):
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"""查询期货账户"""
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channel = 'ok_future%s_userinfo' %(self.currency)
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self.sendTradingRequest(channel, {})
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#----------------------------------------------------------------------
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def futureOrderInfo(self, symbol, expiry, orderid, status, page, length):
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"""查询期货委托信息"""
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params = {}
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params['symbol'] = str(symbol+self.currency)
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params['order_id'] = str(orderid)
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params['contract_type'] = expiry
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params['status'] = status
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params['current_page'] = page
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params['page_length'] = length
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channel = 'ok_future%s_orderinfo'
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self.sendTradingRequest(channel, params)
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#----------------------------------------------------------------------
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def subscribeFutureTrades(self):
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"""订阅期货成交信息"""
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channel = 'ok_sub_future%s_trades' %(self.currency)
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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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channel = 'ok_sub_future%s_userinfo' %(self.currency)
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self.sendTradingRequest(channel, {})
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#----------------------------------------------------------------------
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def subscribeFuturePositions(self):
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"""订阅期货持仓信息"""
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channel = 'ok_sub_future%s_positions' %(self.currency)
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self.sendTradingRequest(channel, {})
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