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
#!/usr/bin/env python3 # -*- coding: utf-8 -*- # encoding: utf-8 # # Market Real-time Subscription v3 # # Copyright 2019 FawkesPan # # Do What the Fuck You Want To Public License # 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)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6