OKEX websocket API 连接Python范例

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

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)