OKEX V5 WS接口私有接口使用范例,策略参数accessKey
、secretKey
、passphrase
。其中passphrase
是在交易所网站创建APIKEY时填写的秘钥口令。策略例子首先登陆验证,然后订阅了所有持仓信息。定时发送ping,交易所服务器会响应pong。
function getLogin(pAccessKey, pSecretKey, pPassphrase) { // 签名函数,用于登录 var ts = (new Date().getTime() / 1000) + "" var login = { "op": "login", "args":[{ "apiKey" : pAccessKey, "passphrase" : pPassphrase, "timestamp" : ts, "sign" : exchange.HMAC("sha256", "base64", ts + "GET" + "/users/self/verify", pSecretKey) }] } return login } var client_private = null function main() { // 因为read函数使用了超时设置,过滤超时的报错,否则会有冗余错误输出 SetErrorFilter("timeout") // 持仓频道订阅信息 var posSubscribe = { "op": "subscribe", "args": [{ "channel": "positions", "instType": "ANY" }] } var payload = JSON.stringify(getLogin(accessKey, secretKey, passphrase)) client_private = Dial("wss://ws.okex.com:8443/ws/v5/private|reconnect=true&payload=" + payload) Sleep(3000) // 登录时,不能立即订阅私有频道,需要等待服务器反应 if (client_private) { client_private.write(JSON.stringify(posSubscribe)) var lastPingTS = new Date().getTime() while (true) { var buf = client_private.read(2000) if (buf) { Log(buf) } // 发送心跳包 var nowPingTS = new Date().getTime() if (nowPingTS - lastPingTS > 10 * 1000) { client_private.write("ping") lastPingTS = nowPingTS } } } } function onexit() { var ret = client_private.close() Log("关闭连接!", ret) }