<filename>vnpy/api/okex/vnokex.py
# encoding: UTF-8

import hashlib
import zlib
import json
from time import sleep
from threading import Thread

import websocket    
from HttpMD5Util import buildMySign, httpGet, httpPost

# OKEX网站
OKEX_USD_SPOT = 'wss://real.okex.com:10441/websocket'               # OKEX 现货地址
#OKEX_USD_SPOT = 'wss://172.16.58.3:10441/websocket'               # OKEX 现货地址
#OKEX_USD_SPOT = 'wss://ws.blockchain.info/inv'               # OKEX 现货地址

OKEX_USD_CONTRACT = 'wss://real.okex.com:10440/websocket/okexapi'   # OKEX 期货地址
OKEX_usd_CONTRACT_REST = "www.okex.com"

SPOT_CURRENCY = ["usdt",
                 "btc",
                 "ltc",
                 "eth",
                 "etc",
                 "bch"]

SPOT_SYMBOL = ["ltc_btc",
               "eth_btc",
               "etc_btc",
               "bch_btc",
               "btc_usdt",
               "eth_usdt",
               "ltc_usdt",
               "etc_usdt",
               "bch_usdt",
               "etc_eth",
               "bt1_btc",
               "bt2_btc",
               "btg_btc",
               "qtum_btc",
               "hsr_btc",
               "neo_btc",
               "gas_btc",
               "qtum_usdt",
               "hsr_usdt",
               "neo_usdt",
               "gas_usdt"]

KLINE_PERIOD = ["1min",
                "3min",
                "5min",
                "15min",
                "30min",
                "1hour",
                "2hour",
                "4hour",
                "6hour",
                "12hour",
                "day",
                "3day",
                "week"]

CONTRACT_SYMBOL = ["btc",
                   "ltc",
                   "eth",
                   "etc",
                   "bch"]

CONTRACT_TYPE = ["this_week",
                 "next_week",
                 "quarter"]


########################################################################
class OkexApi(object):    
    """交易接口"""

    #----------------------------------------------------------------------
    def __init__(self):
        """Constructor"""
        self.host = ''          # 服务器
        self.apiKey = ''        # 用户名
        self.secretKey = ''     # 密码
  
        self.ws = None          # websocket应用对象  现货对象
        self.thread = None      # 初始化线程

    #----------------------------------------------------------------------
    def reconnect(self):
        """重新连接"""
        # 首先关闭之前的连接
        self.close()
        
        # 再执行重连任务
        self.ws = websocket.WebSocketApp(self.host, 
                                         on_message=self.onMessage,
                                         on_error=self.onError,
                                         on_close=self.onClose,
                                         on_open=self.onOpen)        
    
        self.thread = Thread(target=self.ws.run_forever,args=(None, None,25, None,None,None,None,None,False,None,None))
        self.thread.start()
    
    #----------------------------------------------------------------------
    def connect(self, apiKey, secretKey, trace=False):
        self.host = OKEX_USD_SPOT
        self.apiKey = apiKey
        self.secretKey = secretKey

        websocket.enableTrace(trace)

        self.ws = websocket.WebSocketApp(self.host, 
                                             on_message=self.onMessage,
                                             on_error=self.onError,
                                             on_close=self.onClose,
                                             on_open=self.onOpen)        
            
        self.thread = Thread(target=self.ws.run_forever,args=(None, None,25, None,None,None,None,None,False,None,None))
        self.thread.start()

    #----------------------------------------------------------------------
    def readData(self, evt):
        """解码推送收到的数据"""
        data = json.loads(evt)
        return data

    #----------------------------------------------------------------------
    def close(self):
        """关闭接口"""
        if self.thread and self.thread.isAlive():
            self.ws.close()
            self.thread.join()

    #----------------------------------------------------------------------
    def onMessage(self, ws, evt):
        """信息推送""" 
        print evt
        
    #----------------------------------------------------------------------
    def onError(self, ws, evt):
        """错误推送"""
        print 'onError'
        print evt
        
    #----------------------------------------------------------------------
    def onClose(self, ws):
        """接口断开"""
        print 'onClose'
        
    #----------------------------------------------------------------------
    def onOpen(self, ws):
        """接口打开"""
        print 'onOpen'
        
    #----------------------------------------------------------------------
    def generateSign(self, params):
        """生成签名"""
        l = []
        for key in sorted(params.keys()):
            l.append('%s=%s' %(key, params[key]))
        l.append('secret_key=%s' %self.secretKey)
        sign = '&'.join(l)
        return hashlib.md5(sign.encode('utf-8')).hexdigest().upper()

    #----------------------------------------------------------------------
    def sendTradingRequest(self, channel, params):
        """发送交易请求"""
        # 在参数字典中加上api_key和签名字段
        try:
            params['api_key'] = self.apiKey
            params['sign'] = self.generateSign(params)

            # 生成请求
            d = {}
            d['event'] = 'addChannel'
            d['channel'] = channel
            d['parameters'] = params

            # 使用json打包并发送
            j = json.dumps(d)

            print d
        except Exception, e:
            # raise
            print e
        # 若触发异常则重连
        try:
            self.ws.send(j)
        except websocket.WebSocketConnectionClosedException:
            pass 

    #----------------------------------------------------------------------
    def sendDataRequest(self, channel):
        """发送数据请求"""
        d = {}
        d['event'] = 'addChannel'
        d['channel'] = channel
        j = json.dumps(d)
        print j
        # 若触发异常则重连
        try:
            self.ws.send(j)
        except websocket.WebSocketConnectionClosedException:
            pass

    #----------------------------------------------------------------------
    def login(self):
        params = {}
        params['api_key'] = self.apiKey
        params['sign'] = self.generateSign(params)
        
        # 生成请求
        d = {}
        d['event'] = 'login'
        d['parameters'] = params
        
        # 使用json打包并发送
        j = json.dumps(d)
        
        # 若触发异常则重连
        try:
            self.ws.send(j)
            return True
        except websocket.WebSocketConnectionClosedException:
            return False


########################################################################
class OkexSpotApi(OkexApi):    
    """现货交易接口"""

    #----------------------------------------------------------------------
    def __init__(self):
        """Constructor"""
        super(OkexSpotApi, self).__init__()

    #----------------------------------------------------------------------
    def subscribeSpotTicker(self, symbol):
        """订阅现货的Tick"""
        channel = 'ok_sub_spot_%s_ticker' %symbol
        self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def subscribeSpotDepth(self, symbol, depth=0):
        """订阅现货的深度"""
        channel = 'ok_sub_spot_%s_depth' %symbol
        if depth:
            channel = channel + '_' + str(depth)
        self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def subscribeSpotDeals(self, symbol):
        channel = 'ok_sub_spot_%s_deals' %symbol
        self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def subscribeSpotKlines(self, symbol, period):
        channel = 'ok_sub_spot_%s_kline_%s' %(symbol, period)
        self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def spotTrade(self, symbol, type_, price, amount):
        """现货委托"""
        params = {}
        params['symbol'] = str(symbol)
        params['type'] = str(type_)
        params['price'] = str(price)
        params['amount'] = str(amount)

        channel = 'ok_spot_order'

        self.sendTradingRequest(channel, params)

    #----------------------------------------------------------------------
    def spotCancelOrder(self, symbol, orderid):
        """现货撤单"""
        params = {}
        params['symbol'] = str(symbol)
        params['order_id'] = str(orderid)
        
        channel = 'ok_spot_cancel_order'

        self.sendTradingRequest(channel, params)
    
    #----------------------------------------------------------------------
    def spotUserInfo(self):
        """查询现货账户"""
        channel = 'ok_spot_userinfo'
        self.sendTradingRequest(channel, {})

    #----------------------------------------------------------------------
    def spotOrderInfo(self, symbol, orderid):
        """查询现货委托信息"""
        params = {}
        params['symbol'] = str(symbol)
        params['order_id'] = str(orderid)
        
        channel = 'ok_spot_orderinfo'
        
        self.sendTradingRequest(channel, params)



########################################################################
class OkexFuturesApi(OkexApi):
    """期货交易接口
    
    交割推送信息：
    [{
        "channel": "btc_forecast_price",
        "timestamp":"1490341322021",
        "data": "998.8"
    }]
    data(string): 预估交割价格
    timestamp(string): 时间戳
    
    无需订阅，交割前一小时自动返回
    """

    #----------------------------------------------------------------------
    def __init__(self, apikey, secretkey):
        """Constructor"""
        super(OkexFuturesApi, self).__init__()

        self.__url = OKEX_usd_CONTRACT_REST
        self.__apikey = apikey
        self.__secretkey = secretkey

    #----------------------------------------------------------------------
    def subsribeFuturesTicker(self, symbol, contractType):
        """订阅期货行情"""
        channel ='ok_sub_futureusd_%s_ticker_%s' %(symbol, contractType)
        self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def subscribeFuturesKline(self, symbol, contractType, period):
        """订阅期货K线"""
        channel = 'ok_sub_futureusd_%s_kline_%s_%s' %(symbol, contractType, period)
        self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def subscribeFuturesDepth(self, symbol, contractType, depth=0):
        """订阅期货深度"""
        channel = 'ok_sub_futureusd_%s_depth_%s' %(symbol, contractType)
        if depth:
            channel = channel + '_' + str(depth)
        self.sendDataRequest(channel)

    ##----------------------------------------------------------------------
    #def subscribeFuturesTrades(self, symbol, contractType):
    #    """订阅期货成交"""
    #    channel = 'ok_sub_futureusd_%s_trade_%s' %(symbol, contractType)
    #    self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def subscribeFuturesIndex(self, symbol):
        """订阅期货指数"""
        channel = 'ok_sub_futureusd_%s_index' %symbol
        self.sendDataRequest(channel)
        
    '''
    #----------------------------------------------------------------------
    def futuresTrade(self, symbol, contractType, type_, price, amount, matchPrice='0', leverRate='10'):
        """期货委托"""
        params = {}
        params['symbol'] = str(symbol)
        params['contract_type'] = str(contractType)
        params['price'] = str(price)
        params['amount'] = str(amount)
        params['type'] = type_                # 1:开多 2:开空 3:平多 4:平空
        params['match_price'] = matchPrice    # 是否为对手价： 0:不是 1:是 当取值为1时,price无效
        params['lever_rate'] = leverRate
        
        channel = 'ok_futureusd_trade'
        
        self.sendTradingRequest(channel, params)

    #----------------------------------------------------------------------
    def futuresCancelOrder(self, symbol, orderid, contractType):
        """期货撤单"""
        params = {}
        params['symbol'] = str(symbol)
        params['order_id'] = str(orderid)
        params['contract_type'] = str(contractType)
        
        channel = 'ok_futureusd_cancel_order'

        self.sendTradingRequest(channel, params)

    #----------------------------------------------------------------------
    def futuresUserInfo(self):
        """查询期货账户"""
        channel = 'ok_futureusd_userinfo'
        self.sendTradingRequest(channel, {})

    #----------------------------------------------------------------------
    def futuresOrderInfo(self, symbol, orderid, contractType, status, current_page, page_length=10):
        """查询期货委托"""
        params = {}
        params['symbol'] = str(symbol)
        params['order_id'] = str(orderid)
        params['contract_type'] = str(contractType)
        params['status'] = str(status)
        params['current_page'] = str(current_page)
        params['page_length'] = str(page_length)
        
        channel = 'ok_futureusd_orderinfo'
        
        self.sendTradingRequest(channel, params)
    '''
    '''    #----------------------------------------------------------------------
    def subscribeFuturesTrades( self):
        channel = 'ok_sub_futureusd_trades'
        self.sendTradingRequest(channel, {})

    #----------------------------------------------------------------------
    def subscribeFuturesUserInfo(self):
        """订阅期货账户信息"""
        channel = 'ok_sub_futureusd_userinfo' 
        self.sendTradingRequest(channel, {})
        
    #----------------------------------------------------------------------
    def subscribeFuturesPositions(self):
        """订阅期货持仓信息"""
        channel = 'ok_sub_futureusd_positions' 
        self.sendTradingRequest(channel, {})
    '''


    # 用于访问OKCOIN 期货REST API
    '''
    # OKCOIN期货行情信息
    def future_ticker(self, symbol, contractType):
        FUTURE_TICKER_RESOURCE = "/api/v1/future_ticker.do"
        params = ''
        if symbol:
            params += '&symbol=' + symbol if params else 'symbol=' + symbol
        if contractType:
            params += '&contract_type=' + contractType if params else 'contract_type=' + symbol
        return httpGet(self.__url, FUTURE_TICKER_RESOURCE, params)

    # OKCoin期货市场深度信息
    def future_depth(self, symbol, contractType, size):
        FUTURE_DEPTH_RESOURCE = "/api/v1/future_depth.do"
        params = ''
        if symbol:
            params += '&symbol=' + symbol if params else 'symbol=' + symbol
        if contractType:
            params += '&contract_type=' + contractType if params else 'contract_type=' + symbol
        if size:
            params += '&size=' + size if params else 'size=' + size
        return httpGet(self.__url, FUTURE_DEPTH_RESOURCE, params)

    # OKCoin期货交易记录信息
    def future_trades(self, symbol, contractType):
        FUTURE_TRADES_RESOURCE = "/api/v1/future_trades.do"
        params = ''
        if symbol:
            params += '&symbol=' + symbol if params else 'symbol=' + symbol
        if contractType:
            params += '&contract_type=' + contractType if params else 'contract_type=' + symbol
        return httpGet(self.__url, FUTURE_TRADES_RESOURCE, params)

    # OKCoin期货指数
    def future_index(self, symbol):
        FUTURE_INDEX = "/api/v1/future_index.do"
        params = ''
        if symbol:
            params = 'symbol=' + symbol
        return httpGet(self.__url, FUTURE_INDEX, params)
    '''
    # 获取美元人民币汇率
    def exchange_rate(self):
        EXCHANGE_RATE = "/api/v1/exchange_rate.do"
        return httpGet(self.__url, EXCHANGE_RATE, '')

    # 获取预估交割价
    def future_estimated_price(self, symbol):
        FUTURE_ESTIMATED_PRICE = "/api/v1/future_estimated_price.do"
        params = ''
        if symbol:
            params = 'symbol=' + symbol
        return httpGet(self.__url, FUTURE_ESTIMATED_PRICE, params)

    # 期货全仓账户信息
    def future_userinfo(self):
        FUTURE_USERINFO = "/api/v1/future_userinfo.do?"
        params = {}
        params['api_key'] = self.__apikey
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_USERINFO, params)

    # 期货全仓持仓信息
    def future_position(self, symbol, contractType):
        try:
            FUTURE_POSITION = "/api/v1/future_position.do?"
            params = {
                'api_key': self.__apikey,
                'symbol': symbol,
                'contract_type': contractType
            }
            params['sign'] = buildMySign(params, self.__secretkey)
            result = httpPost(self.__url, FUTURE_POSITION, params)
            result = result.encode().replace('true', '1')
            result = result.replace('false', '0')


            return eval(result)
        except Exception,e:
            print e
    # 期货下单
    def future_trade(self, symbol, contractType, price='', amount='', tradeType='', matchPrice='', leverRate=''):
        FUTURE_TRADE = "/api/v1/future_trade.do?"
        params = {
            'api_key': self.__apikey,
            'symbol': symbol,
            'contract_type': contractType,
            'amount': amount,
            'type': tradeType,
            'match_price': matchPrice,
            'lever_rate': leverRate
        }
        if price:
            params['price'] = price
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_TRADE, params)

    # 期货批量下单
    def future_batchTrade(self, symbol, contractType, orders_data, leverRate):
        FUTURE_BATCH_TRADE = "/api/v1/future_batch_trade.do?"
        params = {
            'api_key': self.__apikey,
            'symbol': symbol,
            'contract_type': contractType,
            'orders_data': orders_data,
            'lever_rate': leverRate
        }
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_BATCH_TRADE, params)

    # 期货取消订单
    def future_cancel(self, symbol, contractType, orderId):
        FUTURE_CANCEL = "/api/v1/future_cancel.do?"
        params = {
            'api_key': self.__apikey,
            'symbol': symbol,
            'contract_type': contractType,
            'order_id': orderId
        }
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_CANCEL, params)

    # 期货获取订单信息
    def future_orderinfo(self, symbol, contractType, orderId, status, currentPage, pageLength):
        FUTURE_ORDERINFO = "/api/v1/future_order_info.do?"
        params = {
            'api_key': self.__apikey,
            'symbol': symbol,
            'contract_type': contractType,
            'order_id': orderId,
            'status': status,
            'current_page': currentPage,
            'page_length': pageLength
        }
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_ORDERINFO, params)

    # 期货逐仓账户信息
    def future_userinfo_4fix(self):
        FUTURE_INFO_4FIX = "/api/v1/future_userinfo_4fix.do?"
        params = {'api_key': self.__apikey}
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_INFO_4FIX, params)

    # 期货逐仓持仓信息
    def future_position_4fix(self, symbol, contractType, type1):
        FUTURE_POSITION_4FIX = "/api/v1/future_position_4fix.do?"
        params = {
            'api_key': self.__apikey,
            'symbol': symbol,
            'contract_type': contractType,
            'type': type1
        }
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_POSITION_4FIX, params)

<filename>vnpy/api/okex/vnokex.py
# encoding: UTF-8

import hashlib
import zlib
import json
from time import sleep
from threading import Thread

import websocket    
from HttpMD5Util import buildMySign, httpGet, httpPost

# OKEX网站
OKEX_USD_SPOT = 'wss://real.okex.com:10441/websocket'               # OKEX 现货地址
#OKEX_USD_SPOT = 'wss://172.16.58.3:10441/websocket'               # OKEX 现货地址
#OKEX_USD_SPOT = 'wss://ws.blockchain.info/inv'               # OKEX 现货地址

OKEX_USD_CONTRACT = 'wss://real.okex.com:10440/websocket/okexapi'   # OKEX 期货地址
OKEX_usd_CONTRACT_REST = "www.okex.com"

SPOT_CURRENCY = ["usdt",
                 "btc",
                 "ltc",
                 "eth",
                 "etc",
                 "bch"]

SPOT_SYMBOL = ["ltc_btc",
               "eth_btc",
               "etc_btc",
               "bch_btc",
               "btc_usdt",
               "eth_usdt",
               "ltc_usdt",
               "etc_usdt",
               "bch_usdt",
               "etc_eth",
               "bt1_btc",
               "bt2_btc",
               "btg_btc",
               "qtum_btc",
               "hsr_btc",
               "neo_btc",
               "gas_btc",
               "qtum_usdt",
               "hsr_usdt",
               "neo_usdt",
               "gas_usdt"]

KLINE_PERIOD = ["1min",
                "3min",
                "5min",
                "15min",
                "30min",
                "1hour",
                "2hour",
                "4hour",
                "6hour",
                "12hour",
                "day",
                "3day",
                "week"]

CONTRACT_SYMBOL = ["btc",
                   "ltc",
                   "eth",
                   "etc",
                   "bch"]

CONTRACT_TYPE = ["this_week",
                 "next_week",
                 "quarter"]


########################################################################
class OkexApi(object):    
    """交易接口"""

    #----------------------------------------------------------------------
    def __init__(self):
        """Constructor"""
        self.host = ''          # 服务器
        self.apiKey = ''        # 用户名
        self.secretKey = ''     # 密码
  
        self.ws = None          # websocket应用对象  现货对象
        self.thread = None      # 初始化线程

    #----------------------------------------------------------------------
    def reconnect(self):
        """重新连接"""
        # 首先关闭之前的连接
        self.close()
        
        # 再执行重连任务
        self.ws = websocket.WebSocketApp(self.host, 
                                         on_message=self.onMessage,
                                         on_error=self.onError,
                                         on_close=self.onClose,
                                         on_open=self.onOpen)        
    
        self.thread = Thread(target=self.ws.run_forever,args=(None, None,25, None,None,None,None,None,False,None,None))
        self.thread.start()
    
    #----------------------------------------------------------------------
    def connect(self, apiKey, secretKey, trace=False):
        self.host = OKEX_USD_SPOT
        self.apiKey = apiKey
        self.secretKey = secretKey

        websocket.enableTrace(trace)

        self.ws = websocket.WebSocketApp(self.host, 
                                             on_message=self.onMessage,
                                             on_error=self.onError,
                                             on_close=self.onClose,
                                             on_open=self.onOpen)        
            
        self.thread = Thread(target=self.ws.run_forever,args=(None, None,25, None,None,None,None,None,False,None,None))
        self.thread.start()

    #----------------------------------------------------------------------
    def readData(self, evt):
        """解码推送收到的数据"""
        data = json.loads(evt)
        return data

    #----------------------------------------------------------------------
    def close(self):
        """关闭接口"""
        if self.thread and self.thread.isAlive():
            self.ws.close()
            self.thread.join()

    #----------------------------------------------------------------------
    def onMessage(self, ws, evt):
        """信息推送""" 
        print evt
        
    #----------------------------------------------------------------------
    def onError(self, ws, evt):
        """错误推送"""
        print 'onError'
        print evt
        
    #----------------------------------------------------------------------
    def onClose(self, ws):
        """接口断开"""
        print 'onClose'
        
    #----------------------------------------------------------------------
    def onOpen(self, ws):
        """接口打开"""
        print 'onOpen'
        
    #----------------------------------------------------------------------
    def generateSign(self, params):
        """生成签名"""
        l = []
        for key in sorted(params.keys()):
            l.append('%s=%s' %(key, params[key]))
        l.append('secret_key=%s' %self.secretKey)
        sign = '&'.join(l)
        return hashlib.md5(sign.encode('utf-8')).hexdigest().upper()

    #----------------------------------------------------------------------
    def sendTradingRequest(self, channel, params):
        """发送交易请求"""
        # 在参数字典中加上api_key和签名字段
        try:
            params['api_key'] = self.apiKey
            params['sign'] = self.generateSign(params)

            # 生成请求
            d = {}
            d['event'] = 'addChannel'
            d['channel'] = channel
            d['parameters'] = params

            # 使用json打包并发送
            j = json.dumps(d)

            print d
        except Exception, e:
            # raise
            print e
        # 若触发异常则重连
        try:
            self.ws.send(j)
        except websocket.WebSocketConnectionClosedException:
            pass 

    #----------------------------------------------------------------------
    def sendDataRequest(self, channel):
        """发送数据请求"""
        d = {}
        d['event'] = 'addChannel'
        d['channel'] = channel
        j = json.dumps(d)
        print j
        # 若触发异常则重连
        try:
            self.ws.send(j)
        except websocket.WebSocketConnectionClosedException:
            pass

    #----------------------------------------------------------------------
    def login(self):
        params = {}
        params['api_key'] = self.apiKey
        params['sign'] = self.generateSign(params)
        
        # 生成请求
        d = {}
        d['event'] = 'login'
        d['parameters'] = params
        
        # 使用json打包并发送
        j = json.dumps(d)
        
        # 若触发异常则重连
        try:
            self.ws.send(j)
            return True
        except websocket.WebSocketConnectionClosedException:
            return False


########################################################################
class OkexSpotApi(OkexApi):    
    """现货交易接口"""

    #----------------------------------------------------------------------
    def __init__(self):
        """Constructor"""
        super(OkexSpotApi, self).__init__()

    #----------------------------------------------------------------------
    def subscribeSpotTicker(self, symbol):
        """订阅现货的Tick"""
        channel = 'ok_sub_spot_%s_ticker' %symbol
        self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def subscribeSpotDepth(self, symbol, depth=0):
        """订阅现货的深度"""
        channel = 'ok_sub_spot_%s_depth' %symbol
        if depth:
            channel = channel + '_' + str(depth)
        self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def subscribeSpotDeals(self, symbol):
        channel = 'ok_sub_spot_%s_deals' %symbol
        self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def subscribeSpotKlines(self, symbol, period):
        channel = 'ok_sub_spot_%s_kline_%s' %(symbol, period)
        self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def spotTrade(self, symbol, type_, price, amount):
        """现货委托"""
        params = {}
        params['symbol'] = str(symbol)
        params['type'] = str(type_)
        params['price'] = str(price)
        params['amount'] = str(amount)

        channel = 'ok_spot_order'

        self.sendTradingRequest(channel, params)

    #----------------------------------------------------------------------
    def spotCancelOrder(self, symbol, orderid):
        """现货撤单"""
        params = {}
        params['symbol'] = str(symbol)
        params['order_id'] = str(orderid)
        
        channel = 'ok_spot_cancel_order'

        self.sendTradingRequest(channel, params)
    
    #----------------------------------------------------------------------
    def spotUserInfo(self):
        """查询现货账户"""
        channel = 'ok_spot_userinfo'
        self.sendTradingRequest(channel, {})

    #----------------------------------------------------------------------
    def spotOrderInfo(self, symbol, orderid):
        """查询现货委托信息"""
        params = {}
        params['symbol'] = str(symbol)
        params['order_id'] = str(orderid)
        
        channel = 'ok_spot_orderinfo'
        
        self.sendTradingRequest(channel, params)



########################################################################
class OkexFuturesApi(OkexApi):
    """期货交易接口
    
    交割推送信息：
    [{
        "channel": "btc_forecast_price",
        "timestamp":"1490341322021",
        "data": "998.8"
    }]
    data(string): 预估交割价格
    timestamp(string): 时间戳
    
    无需订阅，交割前一小时自动返回
    """

    #----------------------------------------------------------------------
    def __init__(self, apikey, secretkey):
        """Constructor"""
        super(OkexFuturesApi, self).__init__()

        self.__url = OKEX_usd_CONTRACT_REST
        self.__apikey = apikey
        self.__secretkey = secretkey

    #----------------------------------------------------------------------
    def subsribeFuturesTicker(self, symbol, contractType):
        """订阅期货行情"""
        channel ='ok_sub_futureusd_%s_ticker_%s' %(symbol, contractType)
        self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def subscribeFuturesKline(self, symbol, contractType, period):
        """订阅期货K线"""
        channel = 'ok_sub_futureusd_%s_kline_%s_%s' %(symbol, contractType, period)
        self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def subscribeFuturesDepth(self, symbol, contractType, depth=0):
        """订阅期货深度"""
        channel = 'ok_sub_futureusd_%s_depth_%s' %(symbol, contractType)
        if depth:
            channel = channel + '_' + str(depth)
        self.sendDataRequest(channel)

    ##----------------------------------------------------------------------
    #def subscribeFuturesTrades(self, symbol, contractType):
    #    """订阅期货成交"""
    #    channel = 'ok_sub_futureusd_%s_trade_%s' %(symbol, contractType)
    #    self.sendDataRequest(channel)

    #----------------------------------------------------------------------
    def subscribeFuturesIndex(self, symbol):
        """订阅期货指数"""
        channel = 'ok_sub_futureusd_%s_index' %symbol
        self.sendDataRequest(channel)
        
    '''
    #----------------------------------------------------------------------
    def futuresTrade(self, symbol, contractType, type_, price, amount, matchPrice='0', leverRate='10'):
        """期货委托"""
        params = {}
        params['symbol'] = str(symbol)
        params['contract_type'] = str(contractType)
        params['price'] = str(price)
        params['amount'] = str(amount)
        params['type'] = type_                # 1:开多 2:开空 3:平多 4:平空
        params['match_price'] = matchPrice    # 是否为对手价： 0:不是 1:是 当取值为1时,price无效
        params['lever_rate'] = leverRate
        
        channel = 'ok_futureusd_trade'
        
        self.sendTradingRequest(channel, params)

    #----------------------------------------------------------------------
    def futuresCancelOrder(self, symbol, orderid, contractType):
        """期货撤单"""
        params = {}
        params['symbol'] = str(symbol)
        params['order_id'] = str(orderid)
        params['contract_type'] = str(contractType)
        
        channel = 'ok_futureusd_cancel_order'

        self.sendTradingRequest(channel, params)

    #----------------------------------------------------------------------
    def futuresUserInfo(self):
        """查询期货账户"""
        channel = 'ok_futureusd_userinfo'
        self.sendTradingRequest(channel, {})

    #----------------------------------------------------------------------
    def futuresOrderInfo(self, symbol, orderid, contractType, status, current_page, page_length=10):
        """查询期货委托"""
        params = {}
        params['symbol'] = str(symbol)
        params['order_id'] = str(orderid)
        params['contract_type'] = str(contractType)
        params['status'] = str(status)
        params['current_page'] = str(current_page)
        params['page_length'] = str(page_length)
        
        channel = 'ok_futureusd_orderinfo'
        
        self.sendTradingRequest(channel, params)
    '''
    '''    #----------------------------------------------------------------------
    def subscribeFuturesTrades( self):
        channel = 'ok_sub_futureusd_trades'
        self.sendTradingRequest(channel, {})

    #----------------------------------------------------------------------
    def subscribeFuturesUserInfo(self):
        """订阅期货账户信息"""
        channel = 'ok_sub_futureusd_userinfo' 
        self.sendTradingRequest(channel, {})
        
    #----------------------------------------------------------------------
    def subscribeFuturesPositions(self):
        """订阅期货持仓信息"""
        channel = 'ok_sub_futureusd_positions' 
        self.sendTradingRequest(channel, {})
    '''


    # 用于访问OKCOIN 期货REST API
    '''
    # OKCOIN期货行情信息
    def future_ticker(self, symbol, contractType):
        FUTURE_TICKER_RESOURCE = "/api/v1/future_ticker.do"
        params = ''
        if symbol:
            params += '&symbol=' + symbol if params else 'symbol=' + symbol
        if contractType:
            params += '&contract_type=' + contractType if params else 'contract_type=' + symbol
        return httpGet(self.__url, FUTURE_TICKER_RESOURCE, params)

    # OKCoin期货市场深度信息
    def future_depth(self, symbol, contractType, size):
        FUTURE_DEPTH_RESOURCE = "/api/v1/future_depth.do"
        params = ''
        if symbol:
            params += '&symbol=' + symbol if params else 'symbol=' + symbol
        if contractType:
            params += '&contract_type=' + contractType if params else 'contract_type=' + symbol
        if size:
            params += '&size=' + size if params else 'size=' + size
        return httpGet(self.__url, FUTURE_DEPTH_RESOURCE, params)

    # OKCoin期货交易记录信息
    def future_trades(self, symbol, contractType):
        FUTURE_TRADES_RESOURCE = "/api/v1/future_trades.do"
        params = ''
        if symbol:
            params += '&symbol=' + symbol if params else 'symbol=' + symbol
        if contractType:
            params += '&contract_type=' + contractType if params else 'contract_type=' + symbol
        return httpGet(self.__url, FUTURE_TRADES_RESOURCE, params)

    # OKCoin期货指数
    def future_index(self, symbol):
        FUTURE_INDEX = "/api/v1/future_index.do"
        params = ''
        if symbol:
            params = 'symbol=' + symbol
        return httpGet(self.__url, FUTURE_INDEX, params)
    '''
    # 获取美元人民币汇率
    def exchange_rate(self):
        EXCHANGE_RATE = "/api/v1/exchange_rate.do"
        return httpGet(self.__url, EXCHANGE_RATE, '')

    # 获取预估交割价
    def future_estimated_price(self, symbol):
        FUTURE_ESTIMATED_PRICE = "/api/v1/future_estimated_price.do"
        params = ''
        if symbol:
            params = 'symbol=' + symbol
        return httpGet(self.__url, FUTURE_ESTIMATED_PRICE, params)

    # 期货全仓账户信息
    def future_userinfo(self):
        FUTURE_USERINFO = "/api/v1/future_userinfo.do?"
        params = {}
        params['api_key'] = self.__apikey
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_USERINFO, params)

    # 期货全仓持仓信息
    def future_position(self, symbol, contractType):
        try:
            FUTURE_POSITION = "/api/v1/future_position.do?"
            params = {
                'api_key': self.__apikey,
                'symbol': symbol,
                'contract_type': contractType
            }
            params['sign'] = buildMySign(params, self.__secretkey)
            result = httpPost(self.__url, FUTURE_POSITION, params)
            result = result.encode().replace('true', '1')
            result = result.replace('false', '0')


            return eval(result)
        except Exception,e:
            print e
    # 期货下单
    def future_trade(self, symbol, contractType, price='', amount='', tradeType='', matchPrice='', leverRate=''):
        FUTURE_TRADE = "/api/v1/future_trade.do?"
        params = {
            'api_key': self.__apikey,
            'symbol': symbol,
            'contract_type': contractType,
            'amount': amount,
            'type': tradeType,
            'match_price': matchPrice,
            'lever_rate': leverRate
        }
        if price:
            params['price'] = price
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_TRADE, params)

    # 期货批量下单
    def future_batchTrade(self, symbol, contractType, orders_data, leverRate):
        FUTURE_BATCH_TRADE = "/api/v1/future_batch_trade.do?"
        params = {
            'api_key': self.__apikey,
            'symbol': symbol,
            'contract_type': contractType,
            'orders_data': orders_data,
            'lever_rate': leverRate
        }
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_BATCH_TRADE, params)

    # 期货取消订单
    def future_cancel(self, symbol, contractType, orderId):
        FUTURE_CANCEL = "/api/v1/future_cancel.do?"
        params = {
            'api_key': self.__apikey,
            'symbol': symbol,
            'contract_type': contractType,
            'order_id': orderId
        }
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_CANCEL, params)

    # 期货获取订单信息
    def future_orderinfo(self, symbol, contractType, orderId, status, currentPage, pageLength):
        FUTURE_ORDERINFO = "/api/v1/future_order_info.do?"
        params = {
            'api_key': self.__apikey,
            'symbol': symbol,
            'contract_type': contractType,
            'order_id': orderId,
            'status': status,
            'current_page': currentPage,
            'page_length': pageLength
        }
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_ORDERINFO, params)

    # 期货逐仓账户信息
    def future_userinfo_4fix(self):
        FUTURE_INFO_4FIX = "/api/v1/future_userinfo_4fix.do?"
        params = {'api_key': self.__apikey}
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_INFO_4FIX, params)

    # 期货逐仓持仓信息
    def future_position_4fix(self, symbol, contractType, type1):
        FUTURE_POSITION_4FIX = "/api/v1/future_position_4fix.do?"
        params = {
            'api_key': self.__apikey,
            'symbol': symbol,
            'contract_type': contractType,
            'type': type1
        }
        params['sign'] = buildMySign(params, self.__secretkey)
        return httpPost(self.__url, FUTURE_POSITION_4FIX, params)

# encoding: UTF-8 # OKEX网站 # OKEX 现货地址 #OKEX_USD_SPOT = 'wss://172.16.58.3:10441/websocket'               # OKEX 现货地址 #OKEX_USD_SPOT = 'wss://ws.blockchain.info/inv'               # OKEX 现货地址 # OKEX 期货地址 ######################################################################## 交易接口 #---------------------------------------------------------------------- Constructor # 服务器 # 用户名 # 密码 # websocket应用对象  现货对象 # 初始化线程 #---------------------------------------------------------------------- 重新连接 # 首先关闭之前的连接 # 再执行重连任务 #---------------------------------------------------------------------- #---------------------------------------------------------------------- 解码推送收到的数据 #---------------------------------------------------------------------- 关闭接口 #---------------------------------------------------------------------- 信息推送 #---------------------------------------------------------------------- 错误推送 #---------------------------------------------------------------------- 接口断开 #---------------------------------------------------------------------- 接口打开 #---------------------------------------------------------------------- 生成签名 #---------------------------------------------------------------------- 发送交易请求 # 在参数字典中加上api_key和签名字段 # 生成请求 # 使用json打包并发送 # raise # 若触发异常则重连 #---------------------------------------------------------------------- 发送数据请求 # 若触发异常则重连 #---------------------------------------------------------------------- # 生成请求 # 使用json打包并发送 # 若触发异常则重连 ######################################################################## 现货交易接口 #---------------------------------------------------------------------- Constructor #---------------------------------------------------------------------- 订阅现货的Tick #---------------------------------------------------------------------- 订阅现货的深度 #---------------------------------------------------------------------- #---------------------------------------------------------------------- #---------------------------------------------------------------------- 现货委托 #---------------------------------------------------------------------- 现货撤单 #---------------------------------------------------------------------- 查询现货账户 #---------------------------------------------------------------------- 查询现货委托信息 ######################################################################## 期货交易接口          交割推送信息：     [{         "channel": "btc_forecast_price",         "timestamp":"1490341322021",         "data": "998.8"     }]     data(string): 预估交割价格     timestamp(string): 时间戳          无需订阅，交割前一小时自动返回 #---------------------------------------------------------------------- Constructor #---------------------------------------------------------------------- 订阅期货行情 #---------------------------------------------------------------------- 订阅期货K线 #---------------------------------------------------------------------- 订阅期货深度 ##---------------------------------------------------------------------- #def subscribeFuturesTrades(self, symbol, contractType): #    """订阅期货成交""" #    channel = 'ok_sub_futureusd_%s_trade_%s' %(symbol, contractType) #    self.sendDataRequest(channel) #---------------------------------------------------------------------- 订阅期货指数 #----------------------------------------------------------------------     def futuresTrade(self, symbol, contractType, type_, price, amount, matchPrice='0', leverRate='10'):         """期货委托"""         params = {}         params['symbol'] = str(symbol)         params['contract_type'] = str(contractType)         params['price'] = str(price)         params['amount'] = str(amount)         params['type'] = type_                # 1:开多 2:开空 3:平多 4:平空         params['match_price'] = matchPrice    # 是否为对手价： 0:不是 1:是 当取值为1时,price无效         params['lever_rate'] = leverRate                  channel = 'ok_futureusd_trade'                  self.sendTradingRequest(channel, params)      #----------------------------------------------------------------------     def futuresCancelOrder(self, symbol, orderid, contractType):         """期货撤单"""         params = {}         params['symbol'] = str(symbol)         params['order_id'] = str(orderid)         params['contract_type'] = str(contractType)                  channel = 'ok_futureusd_cancel_order'          self.sendTradingRequest(channel, params)      #----------------------------------------------------------------------     def futuresUserInfo(self):         """查询期货账户"""         channel = 'ok_futureusd_userinfo'         self.sendTradingRequest(channel, {})      #----------------------------------------------------------------------     def futuresOrderInfo(self, symbol, orderid, contractType, status, current_page, page_length=10):         """查询期货委托"""         params = {}         params['symbol'] = str(symbol)         params['order_id'] = str(orderid)         params['contract_type'] = str(contractType)         params['status'] = str(status)         params['current_page'] = str(current_page)         params['page_length'] = str(page_length)                  channel = 'ok_futureusd_orderinfo'                  self.sendTradingRequest(channel, params) #----------------------------------------------------------------------     def subscribeFuturesTrades( self):         channel = 'ok_sub_futureusd_trades'         self.sendTradingRequest(channel, {})      #----------------------------------------------------------------------     def subscribeFuturesUserInfo(self):         """订阅期货账户信息"""         channel = 'ok_sub_futureusd_userinfo'          self.sendTradingRequest(channel, {})              #----------------------------------------------------------------------     def subscribeFuturesPositions(self):         """订阅期货持仓信息"""         channel = 'ok_sub_futureusd_positions'          self.sendTradingRequest(channel, {}) # 用于访问OKCOIN 期货REST API # OKCOIN期货行情信息     def future_ticker(self, symbol, contractType):         FUTURE_TICKER_RESOURCE = "/api/v1/future_ticker.do"         params = ''         if symbol:             params += '&symbol=' + symbol if params else 'symbol=' + symbol         if contractType:             params += '&contract_type=' + contractType if params else 'contract_type=' + symbol         return httpGet(self.__url, FUTURE_TICKER_RESOURCE, params)      # OKCoin期货市场深度信息     def future_depth(self, symbol, contractType, size):         FUTURE_DEPTH_RESOURCE = "/api/v1/future_depth.do"         params = ''         if symbol:             params += '&symbol=' + symbol if params else 'symbol=' + symbol         if contractType:             params += '&contract_type=' + contractType if params else 'contract_type=' + symbol         if size:             params += '&size=' + size if params else 'size=' + size         return httpGet(self.__url, FUTURE_DEPTH_RESOURCE, params)      # OKCoin期货交易记录信息     def future_trades(self, symbol, contractType):         FUTURE_TRADES_RESOURCE = "/api/v1/future_trades.do"         params = ''         if symbol:             params += '&symbol=' + symbol if params else 'symbol=' + symbol         if contractType:             params += '&contract_type=' + contractType if params else 'contract_type=' + symbol         return httpGet(self.__url, FUTURE_TRADES_RESOURCE, params)      # OKCoin期货指数     def future_index(self, symbol):         FUTURE_INDEX = "/api/v1/future_index.do"         params = ''         if symbol:             params = 'symbol=' + symbol         return httpGet(self.__url, FUTURE_INDEX, params) # 获取美元人民币汇率 # 获取预估交割价 # 期货全仓账户信息 # 期货全仓持仓信息 # 期货下单 # 期货批量下单 # 期货取消订单 # 期货获取订单信息 # 期货逐仓账户信息 # 期货逐仓持仓信息