OKEX websocket API 连接Python范例

╰+攻爆jí腚メ 2021-10-23 08:27 399阅读 0赞

因为 `websocket-client` 新版的各种大脑降级设计 很多功能无法使用  
需要安装老版本websocket-client的包才能正常使用 `pip3 install websocket-client==0.46.0`

代码复制地址：[https://www.fmz.com/strategy/143457][https_www.fmz.com_strategy_143457]

Python源码：

#!/usr/bin/env python3
    # -*- coding: utf-8 -*-
    # encoding: utf-8
    
    
    import time
    import ssl
    import sys
    import code
    import json
    import hashlib
    import hmac
    import urllib
    import threading
    import websocket
    import zlib
    import string
    
    try:
        import readline
    except ImportError:
        pass
    
    pong = time.time()
    
    class WSSubscription:
    
        def __init__(self, instrument_id='BTC-USD-190517', market='futures', on_message=None):
            self.__iid = instrument_id
            self.__market = market
            self.__Depth = {}
            
            if on_message is not None:
                self.__callbackEnabled = True
                self.__callback = on_message
            else:
                self.__callbackEnabled = False
    
            thread = threading.Thread(target=self.sub, args=())
            thread.daemon = True
            thread.start()
    
        def GetDepth(self):
            return self.__Depth
    
        def subscribe(self, ws):
            
            def operator(op, args):
                message = {
                    'op': op,
                    'args': args
                }
                ws.send(json.dumps(message))
    
            def run(*args):
                operator('subscribe', ['%s/depth5:%s' % (self.__market, self.__iid)])
                operator('subscribe', ['%s/trade:%s' % (self.__market, self.__iid)])
    
                while True:
                    ws.send("ping")
                    time.sleep(30)
    
            threading.Thread(target=run).start()
    
        def sub(self):
    
            websocket.enableTrace(False)
            URL = "wss://real.okex.com:10442/ws/v3"
            ws = websocket.WebSocketApp(URL,
                                        on_message=self.incoming,
                                        on_error=self.error_handling,
                                        on_close=self.closing)
    
            ws.on_open = self.subscribe
    
            while True:
                try:
                    ws.run_forever()
                except:
                    pass
    
            pass
    
        def incoming(self,ws,message):
            message = zlib.decompress(message, -zlib.MAX_WBITS)
            message = message.decode('utf-8')
            global pong
            if 'pong' in message:
                pong = time.time()
            if 'asks' in message and 'bids' in message:
                d = json.loads(message)
                self.__Depth = d['data'][0]
                
            if self.__callbackEnabled:
                self.__callback(message)
        
    
        def error_handling(self,ws,error):
            print(str(error))
    
        def closing(self,ws):
            print("WebSocket Closing...")
            
    ext.OkEXWS = WSSubscription
    
    # 模块测试
    def main():
        OkEX = ext.OkEXWS('BTC-USD-190517', 'futures')
        while (True):
            Log(OkEX.GetDepth())
            time.sleep(1)

转载于:https://www.cnblogs.com/botvsing/p/10979557.html

[https_www.fmz.com_strategy_143457]: https://www.fmz.com/strategy/143457