support websocket
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okxv5api
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README.md
59
README.md
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@ -2,9 +2,9 @@
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### 如何使用？
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`python版本：3.6 - 3.8`
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`python版本：>=3.9
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`WebSocketAPI：建议websockets库版本为6.0`
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`WebSocketAPI：autobahn.twisted>=22.10.0`
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#### 第一步：下载SDK，安装相关所需库
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@ -16,15 +16,14 @@
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```python
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pip install requests
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pip install websockets==6.0
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pip install autobahn\[twisted\]
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pip install pyOpenSSL
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```
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#### 第二步：配置个人信息
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2.1 如果还未有API，可[点击](https://www.okx.com/account/users/myApi)前往官网进行申请
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2.2 将各项信息在`example.py（RestAPI）`和`websocket_example.py（WebSocketAPI）`中填写
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```python
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api_key = ""
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secret_key = ""
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@ -40,50 +39,40 @@ passphrase = ""
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* 解开相应方法的注释传参调用各接口即可
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* WebSocketAPI
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* 运行`websocket_example.py`
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* 根据`公共频道`/`私有频道`/`交易`选择对应`url`、对应启动方法，传入相应参数即可
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* 参考Test文件夹下`WsPrivate`和`WsPublic`文件示例；
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* 根据`公共频道`/`私有频道`选择对应`url`(如果是私有频道需要设置登陆信息)，传入相应参数即可。
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```python
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# WebSocket公共频道
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url = "wss://ws.okx.com:8443/ws/v5/public?brokerId=9999"
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url = "wss://ws.okx.com:8443/ws/v5/public"
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# WebSocket私有频道
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url = "wss://ws.okx.com:8443/ws/v5/private?brokerId=9999"
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url = "wss://ws.okx.com:8443/ws/v5/private"
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```
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```python
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# 公共频道 不需要登录（行情，持仓总量，K线，标记价格，深度，资金费率等）
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loop.run_until_complete(subscribe_without_login(url, channels))
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参考 WsPublicTest.py
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# 私有频道 需要登录（账户，持仓，订单等）
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loop.run_until_complete(subscribe(url, api_key, passphrase, seceret_key, channels))
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# 交易（下单，撤单，改单等）
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loop.run_until_complete(trade(url, api_key, passphrase, seceret_key, trade_param))
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参考 WsPrivateTest.py
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```
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附言：
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* 如果对API尚不了解，建议参考`OKx`官方[API文档](https://www.okx.com/docs-v5/zh/)
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* 如果对API尚不了解，建议参考`OKX`官方[API文档](https://www.okx.com/docs-v5/zh/)
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* 使用RestAPI的用户可以通过设置`example.py`文件下的flag参数来选择接入实盘或者模拟盘
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* 使用RestAPI的用户可以通过参考Test文件夹下的示例，设置正确的参数即可
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* 使用WebSocketAPI的用户可以通过解开`websocket_example.py`文件下对应的url注释来选择接入实盘或者模拟盘
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* RestAPI 提供了http2的请求方式,可参考http2_example.py
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* 使用WebSocketAPI的用户可以通过参考Test文件夹下的`WsPublicTest.py`和`WsPrivateTest.py`，设置正确的参数即可
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* 若使用`WebSocketAPI`遇到问题建议参考相关链接
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* `asyncio`、`websockets`文档/`github`：
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https://docs.python.org/3/library/asyncio-dev.html
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https://websockets.readthedocs.io/en/stable/intro.html
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https://github.com/aaugustin/websockets
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* 关于`code=1006`：
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https://github.com/Rapptz/discord.py/issues/1996
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https://github.com/aaugustin/websockets/issues/587
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@ -91,9 +80,9 @@ passphrase = ""
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### How to use ?
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`python version：3.6 - 3.8`
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`python version：>=3.9`
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`WebSocketAPI： websockets package advise version 6.0`
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`WebSocketAPI： autobahn.twisted>=22.10.0`
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#### Step 1: Download the SDK and install the necessary libraries
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@ -105,7 +94,8 @@ passphrase = ""
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```python
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pip install requests
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pip install websockets==6.0
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pip install autobahn\[twisted\]
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pip install pyOpenSSL
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```
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#### Step 2: Configure Personal Information
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@ -126,8 +116,8 @@ passphrase = ""
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- Run `example.py`
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- Uncomment the corresponding method and then pass the arguments and call the interfaces
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- WebSocketAPI
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- Run `websocket_example.py`
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- According to the `public channel`/`private channel`/`trade`, select the corresponding `url`, the corresponding start method, and pass in the corresponding parameters
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- Open `websocket_example.py`
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- According to the `public channel`/`private channel`, select the corresponding `url`, the corresponding start method, and pass in the corresponding parameters
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```python
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# WebSocket public channel
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@ -137,17 +127,6 @@ url = "wss://ws.okx.com:8443/ws/v5/public?brokerId=9999"
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url = "wss://ws.okx.com:8443/ws/v5/private?brokerId=9999"
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```
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```Python
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# Not necessary for public channel to login （Instrument, Tickers, Index, Mark price, Order Book, Funding rate, etc）
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loop.run_until_complete(subscribe_without_login(url, channels))
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# necessary for private channel to login（Account,Positions, Order, etc）
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loop.run_until_complete(subscribe(url, api_key, passphrase, seceret_key, channels))
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# trade（Place Order, Cancel Order, Amend Order, etc）
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loop.run_until_complete(trade(url, api_key, passphrase, seceret_key, trade_param))
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```
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P.S.
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- If you know little about API, advise consulting the offical [API document](https://www.okx.com/docs-v5/en/)
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"""An unofficial Python wrapper for the OKEx exchange API v3
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.. moduleauthor:: Sam McHardy
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"""
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Python SDK for the OKX API v5
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"""
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__version__="0.0.12"
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__version__="0.1.0"
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from autobahn.twisted.websocket import WebSocketClientFactory
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from twisted.internet.protocol import ReconnectingClientFactory
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from WsClientProtocol import *
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class WsReconnectingClientFactory(ReconnectingClientFactory):
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"""
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@ivar maxDelay: Maximum number of seconds between connection attempts.
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@ivar initialDelay: Delay for the first reconnection attempt.
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@ivar maxRetries: Maximum number of consecutive unsuccessful connection
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attempts, after which no further connection attempts will be made. If
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this is not explicitly set, no maximum is applied.
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"""
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initialDelay = 0.1
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maxDelay = 2
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maxRetries = 5
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class WsClientFactory(WebSocketClientFactory, WsReconnectingClientFactory):
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reachMaxRetriesError = {"e": "error", "m": "reached max connect retries"}
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def __init__(self, *args, payload=None, **kwargs):
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WebSocketClientFactory.__init__(self, *args, **kwargs)
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self.instance = None
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self.subscribeSet = set()
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self.payload = payload
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self.logger = logging.getLogger(__name__)
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def startedConnecting(self, connector):
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self.logger.info("WsClientFactory execute startedConnecting")
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def clientConnectionFailed(self, connector, reason):
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self.logger.error(
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"Can't connect to server. Reason: {}. Retrying: {}".format(reason, self.retries + 1))
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self.retry(connector)
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if self.retries > self.maxRetries:
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self.callback(self.reachMaxRetriesError)
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def clientConnectionLost(self, connector, reason):
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self.logger.error("WsClientFactory execute clientConnectionLost. Reason: {},retried {} times".format(reason,
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self.retries + 1))
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self.retry(connector)
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if self.retries > self.maxRetries:
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self.callback(self.reachMaxRetriesError)
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def buildProtocol(self, addr):
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protocol = WsClientProtocol(self, payload=self.payload)
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return protocol
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import json
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import logging
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from autobahn.twisted.websocket import WebSocketClientProtocol
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class WsClientProtocol(WebSocketClientProtocol):
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def __init__(self, factory, payload=None):
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super().__init__()
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self.autoPingInterval = 5
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self.factory = factory
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self.payload = payload
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self.logger = logging.getLogger(__name__)
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def onOpen(self):
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self.factory.instance = self
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def onConnect(self, response):
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self.logger.info("WsClientProtocol execute onConnect")
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if self.payload:
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self.logger.info("WsClientProtocol will Send message to OKX Server")
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self.sendMessage(self.payload, isBinary=False)
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self.factory.resetDelay()
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def onMessage(self, payload, isBinary):
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self.logger.info("WsClientProtocol execute onMessage begin")
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if not isBinary:
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try:
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payload_obj = json.loads(payload.decode("utf8"))
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except Exception as e:
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self.logger.error("WsClientProtocol onMessage error;e:{}".format(e))
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else:
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self.factory.callback(payload_obj)
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def onClose(self, wasClean, code, reason):
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self.logger.info(
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"WsClientProtocol WS connection will be closed; wasClean={0}, code={1}, reason: {2}".format(wasClean, code,
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reason))
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def onPing(self, payload):
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self.logger.info("WsClientProtocol execute onPing")
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self.sendPong()
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self.logger.info("WsClientProtocol execute onPing finish")
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def onPong(self, payload):
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self.logger.info("WsClientProtocol execute onPong")
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import threading
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import time
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from autobahn.twisted.websocket import connectWS
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from twisted.internet import reactor
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from twisted.internet.error import ReactorAlreadyRunning
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import WsUtils
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from WsClientFactory import *
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class WsConnectManager(threading.Thread):
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def __init__(self, url, isPrivate):
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threading.Thread.__init__(self)
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self.factories = {}
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self.isPrivate = isPrivate
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self._connected_event = threading.Event()
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self.url = url
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self.conns = {}
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self.callback = None
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self.logger = logging.getLogger(__name__)
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def subscribeSocket(self, args: list, callback):
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channelArgs = {}
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channelParamMap = {}
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WsUtils.checkSocketParams(args, channelArgs, channelParamMap)
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if len(channelArgs) < 1:
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return False
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for channel in channelArgs:
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subSet = channelParamMap.get(channel, set())
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if self.isPrivate:
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privateKey = self.getPrivateKey(channel)
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if privateKey not in self.factories:
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reactor.callFromThread(self.loginSocket, channel)
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time.sleep(2)
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newFactory = self.initSubscribeFactory(args=channelArgs[channel], subSet=subSet, callback=callback)
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reactor.callFromThread(self.resetConnection, newFactory, channel)
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continue
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factory = self.initSubscribeFactory(args=channelArgs[channel], subSet=subSet, callback=callback)
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self.factories[channel] = factory
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reactor.callFromThread(self.addConnection, channel)
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def unsubscribeSocket(self, args: list, callback):
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channelArgs = {}
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channelParamMap = {}
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WsUtils.checkSocketParams(args, channelArgs, channelParamMap)
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if len(channelArgs) < 1:
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return False
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for channel in channelArgs:
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if self.isPrivate:
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privateKey = self.getPrivateKey(channel)
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else:
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privateKey = channel
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if privateKey not in self.factories:
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continue
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factory = self.factories[privateKey]
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ifFiledParams = factory.subscribeSet - channelParamMap[channel]
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if len(ifFiledParams) < 1:
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self.disconnect(channel)
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else:
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payload = json.dumps({"op": "unsubscribe", "args": channelArgs[channel]}, ensure_ascii=False).encode(
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"utf8")
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factory = WsClientFactory(self.url, payload=payload)
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factory.client = self
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factory.protocol = WsClientProtocol
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factory.callback = callback
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factory.subscribeSet = ifFiledParams
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reactor.callFromThread(self.resetConnection, factory, channel)
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def addConnection(self, channel):
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self.conns[channel] = connectWS(self.factories[channel])
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def disconnect(self, channel):
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if channel not in self.conns:
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self.logger.error("WsConnectManager disconnect error,channel is not able".format(channel))
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return
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self.conns[channel].factory = WebSocketClientFactory(self.url)
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self.conns[channel].disconnect()
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del self.conns[channel]
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privateKey = channel
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if self.isPrivate:
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privateKey = self.getPrivateKey(channel)
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del self.factories[privateKey]
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def initSubscribeFactory(self, args, subSet: set, callback):
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payload = json.dumps({"op": "subscribe", "args": args}, ensure_ascii=False).encode(
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"utf8")
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factory = WsClientFactory(self.url, payload=payload)
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factory.payload = payload
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factory.protocol = WsClientProtocol
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factory.callback = callback
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factory.subscribeSet = factory.subscribeSet | subSet
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return factory
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def loginSocket(self, channel: str):
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payload = WsUtils.initLoginParams(useServerTime=self.useServerTime, apiKey=self.apiKey,
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passphrase=self.passphrase, secretKey=self.secretKey)
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factory = WsClientFactory(self.url, payload=payload)
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factory.protocol = WsClientProtocol
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factory.callback = loginSocketCallBack
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privateKey = self.getPrivateKey(channel)
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self.factories[privateKey] = factory
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self.conns[channel] = connectWS(factory)
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def resetConnection(self, newFactory, channel):
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if self.isPrivate:
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privateKey = self.getPrivateKey(channel)
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preFactory = self.factories[privateKey]
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else:
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preFactory = self.factories[channel]
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instance = preFactory.instance
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if instance is None:
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raise ValueError("instance must not none")
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instance.factory = newFactory
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instance.payload = newFactory.payload
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instance.onConnect(None)
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def getPrivateKey(self, channel) -> str:
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return str(self.apiKey) + "@" + channel
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def run(self):
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try:
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reactor.run(installSignalHandlers=False)
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except ReactorAlreadyRunning as e:
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self.logger.error("WsConnectManager reactor.run error;e:{}".format(e))
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def close(self):
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keys = set(self.conns.keys())
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for key in keys:
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self.closeConnection(key)
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self.conns = {}
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def loginSocketCallBack(message):
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print("loginSocket callback:", message)
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# import time
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#
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# import WsUtils
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# from WsClientProtocol import *
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# from autobahn.twisted.websocket import WebSocketClientFactory
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# from twisted.internet.protocol import ReconnectingClientFactory
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#
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#
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# class WsReconnectingClientFactory(ReconnectingClientFactory):
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# """
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# @ivar maxDelay: Maximum number of seconds between connection attempts.
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# @ivar initialDelay: Delay for the first reconnection attempt.
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# @ivar maxRetries: Maximum number of consecutive unsuccessful connection
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# attempts, after which no further connection attempts will be made. If
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# this is not explicitly set, no maximum is applied.
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# """
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# initialDelay = 0.1
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# maxDelay = 1
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# maxRetries = 4
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#
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#
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# class WsLoginFactory(WebSocketClientFactory, WsReconnectingClientFactory):
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# reachMaxRetriesError = {"e": "error", "m": "reached max connect retries"}
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#
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# def __init__(self, *args, useServerTime: str, apiKey: str, passphrase: str, secretKey: str, **kwargs):
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# WebSocketClientFactory.__init__(self, *args, **kwargs)
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# self.apiKey = apiKey
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# self.passphrase = passphrase
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# self.secretKey = secretKey
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# self.useServerTime = useServerTime
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# self.instance = None
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# self.preTime = time.time()
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# self.logger = logging.getLogger(__name__)
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#
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# def startedConnecting(self, connector):
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# self.logger.info("WsClientFactory execute startedConnecting")
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#
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# def clientConnectionFailed(self, connector, reason):
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# self.logger.error(
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# "Can't connect to server. Reason: {}. Retrying: {}".format(reason, self.retries + 1))
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# self.retry(connector)
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# if self.retries > self.maxRetries:
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# self.callback(self.reachMaxRetriesError)
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#
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# def clientConnectionLost(self, connector, reason):
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# cur = time.time()
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# print("WsClientFactory,pre team=", cur - self.preTime)
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# self.preTime = cur
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# self.logger.error("WsClientFactory execute clientConnectionLost. Reason: {},retried {} times".format(reason,
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# self.retries + 1))
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# self.retry(connector)
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# if self.retries > self.maxRetries:
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# self.callback(self.reachMaxRetriesError)
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#
|
||||
# def buildProtocol(self, addr):
|
||||
# payload = WsUtils.initLoginParams(useServerTime=self.useServerTime, apiKey=self.apiKey,
|
||||
# passphrase=self.passphrase, secretKey=self.secretKey)
|
||||
# protocol = WsClientProtocol(self, payload=payload)
|
||||
# return protocol
|
||||
|
|
@ -0,0 +1,31 @@
|
|||
import time
|
||||
|
||||
from twisted.internet import reactor
|
||||
|
||||
import WsUtils
|
||||
from WsConnectManager import WsConnectManager
|
||||
|
||||
|
||||
class WsPrivate(WsConnectManager):
|
||||
def __init__(self, apiKey: str, passphrase: str, secretKey: str, url: str, useServerTime: False):
|
||||
if ~WsUtils.isNotBlankStr(apiKey) or ~WsUtils.isNotBlankStr(passphrase) or ~WsUtils.isNotBlankStr(
|
||||
secretKey) or ~WsUtils.isNotBlankStr(url):
|
||||
return
|
||||
super().__init__(url, isPrivate=True)
|
||||
self.apiKey = apiKey
|
||||
self.passphrase = passphrase
|
||||
self.secretKey = secretKey
|
||||
self.useServerTime = useServerTime
|
||||
|
||||
def subscribe(self, params: list, callback):
|
||||
self.subscribeSocket(params, callback)
|
||||
|
||||
def unsubscribe(self, params: list, callback):
|
||||
self.unsubscribeSocket(params, callback)
|
||||
|
||||
def stop(self):
|
||||
try:
|
||||
self.close()
|
||||
finally:
|
||||
reactor.stop()
|
||||
|
||||
|
|
@ -0,0 +1,20 @@
|
|||
from twisted.internet import reactor
|
||||
|
||||
from WsConnectManager import WsConnectManager
|
||||
|
||||
|
||||
class WsPublic(WsConnectManager):
|
||||
def __init__(self, url):
|
||||
super().__init__(url, isPrivate=False)
|
||||
|
||||
def subscribe(self, params: list, callback):
|
||||
self.subscribeSocket(params, callback)
|
||||
|
||||
def unsubscribe(self, params: list, callback):
|
||||
self.unsubscribeSocket(params, callback)
|
||||
|
||||
def stop(self):
|
||||
try:
|
||||
self.close()
|
||||
finally:
|
||||
reactor.stop()
|
||||
|
|
@ -0,0 +1,78 @@
|
|||
import base64
|
||||
import hmac
|
||||
import json
|
||||
import time
|
||||
|
||||
import requests
|
||||
|
||||
|
||||
def initLoginParams(useServerTime: bool, apiKey, passphrase, secretKey):
|
||||
timestamp = getLocalTime()
|
||||
if useServerTime:
|
||||
timestamp = getServerTime()
|
||||
message = str(timestamp) + 'GET' + '/users/self/verify'
|
||||
mac = hmac.new(bytes(secretKey, encoding='utf8'), bytes(message, encoding='utf-8'), digestmod='sha256')
|
||||
d = mac.digest()
|
||||
sign = base64.b64encode(d)
|
||||
arg = {"apiKey": apiKey, "passphrase": passphrase, "timestamp": timestamp, "sign": sign.decode("utf-8")}
|
||||
payload = {"op": "login", "args": [arg]}
|
||||
return json.dumps(payload, ensure_ascii=False).encode("utf8")
|
||||
|
||||
|
||||
def isNotBlankStr(param: str) -> bool:
|
||||
return param is not None and isinstance(param, str) and (~param.isspace())
|
||||
|
||||
|
||||
def getParamKey(arg: dict) -> str:
|
||||
s = ""
|
||||
for k in arg:
|
||||
if k == 'channel':
|
||||
continue
|
||||
s = s + "@" + arg.get(k)
|
||||
return s
|
||||
|
||||
|
||||
def initSubscribeSet(arg: dict) -> set:
|
||||
paramsSet = set()
|
||||
if arg is None:
|
||||
return paramsSet
|
||||
elif isinstance(arg, dict):
|
||||
paramsSet.add(getParamKey(arg))
|
||||
return paramsSet
|
||||
else:
|
||||
raise ValueError("arg must dict")
|
||||
|
||||
|
||||
def checkSocketParams(args: list, channelArgs, channelParamMap):
|
||||
for arg in args:
|
||||
channel = arg['channel'].strip()
|
||||
if ~isNotBlankStr(channel):
|
||||
raise ValueError("channel must not none")
|
||||
argSet = channelParamMap.get(channel, set())
|
||||
argKey = getParamKey(arg)
|
||||
if argKey in argSet:
|
||||
continue
|
||||
else:
|
||||
validParams = initSubscribeSet(arg)
|
||||
if len(validParams) < 1:
|
||||
continue
|
||||
p = {}
|
||||
for k in arg:
|
||||
p[k.strip()] = arg.get(k).strip()
|
||||
channelParamMap[channel] = channelParamMap.get(channel, set()) | validParams
|
||||
if channel not in channelArgs:
|
||||
channelArgs[channel] = []
|
||||
channelArgs[channel].append(p)
|
||||
|
||||
|
||||
def getServerTime():
|
||||
url = "https://www.okx.com/api/v5/public/time"
|
||||
response = requests.get(url)
|
||||
if response.status_code == 200:
|
||||
return response.json()['data'][0]['ts']
|
||||
else:
|
||||
return ""
|
||||
|
||||
|
||||
def getLocalTime():
|
||||
return int(time.time())
|
||||
|
|
@ -0,0 +1,33 @@
|
|||
import time
|
||||
|
||||
from WsPrivate import WsPrivate
|
||||
|
||||
|
||||
def privateCallback(message):
|
||||
print("WsPrivate subscribe callback:", message)
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
url = "wss://ws.okx.com:8443/ws/v5/private"
|
||||
ws = WsPrivate(apiKey="your_apiKey",
|
||||
passphrase="your_passphrase",
|
||||
secretKey="your_secretKey",
|
||||
url=url,
|
||||
useServerTime=False)
|
||||
ws.start()
|
||||
args = []
|
||||
arg1 = {"channel": "account", "instType": "BTC"}
|
||||
arg2 = {"channel": "orders", "instType": "ANY"}
|
||||
arg3 = {"channel": "balance_and_position"}
|
||||
args.append(arg1)
|
||||
args.append(arg2)
|
||||
args.append(arg3)
|
||||
ws.subscribe(args, callback=privateCallback)
|
||||
time.sleep(30)
|
||||
print("-----------------------------------------unsubscribe--------------------------------------------")
|
||||
args2 = [arg2]
|
||||
ws.unsubscribe(args2, callback=privateCallback)
|
||||
time.sleep(30)
|
||||
print("-----------------------------------------unsubscribe all--------------------------------------------")
|
||||
args3 = [arg1, arg3]
|
||||
ws.unsubscribe(args3, callback=privateCallback)
|
||||
|
|
@ -0,0 +1,31 @@
|
|||
import time
|
||||
|
||||
from WsPublic import WsPublic
|
||||
|
||||
|
||||
def publicCallback(message):
|
||||
print("publicCallback", message)
|
||||
|
||||
|
||||
if __name__ == '__main__':
|
||||
url = "wss://ws.okx.com:8443/ws/v5/public"
|
||||
ws = WsPublic(url=url)
|
||||
ws.start()
|
||||
args = []
|
||||
arg1 = {"channel": "instruments", "instType": "FUTURES"}
|
||||
arg2 = {"channel": "instruments", "instType": "SPOT"}
|
||||
arg3 = {"channel": "tickers", "instId": "BTC-USDT"}
|
||||
arg4 = {"channel": "tickers", "instId": "ETH-USDT"}
|
||||
args.append(arg1)
|
||||
args.append(arg2)
|
||||
args.append(arg3)
|
||||
args.append(arg4)
|
||||
ws.subscribe(args, publicCallback)
|
||||
time.sleep(10)
|
||||
print("-----------------------------------------unsubscribe--------------------------------------------")
|
||||
args2 = [arg4]
|
||||
ws.unsubscribe(args2, publicCallback)
|
||||
time.sleep(10)
|
||||
print("-----------------------------------------unsubscribe all--------------------------------------------")
|
||||
args3 = [arg1, arg2, arg3]
|
||||
ws.unsubscribe(args3, publicCallback)
|
||||
Loading…
Reference in New Issue