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hacker61/okex_v5sdk_go

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README
MIT

简介

OKEX go版本的v5sdk,仅供学习交流使用。 (文档持续完善中)

项目说明

REST调用

    // 设置您的APIKey
	apikey := APIKeyInfo{
		ApiKey:     "xxxx",
		SecKey:     "xxxx",
		PassPhrase: "xxxx",
	}

	// 第三个参数代表是否为模拟环境,更多信息查看接口说明
	cli := NewRESTClient("https://www.okex.win", &apikey, true)
	rsp, err := cli.Get(context.Background(), "/api/v5/account/balance", nil)
	if err != nil {
		return
	}

	fmt.Println("Response:")
	fmt.Println("\thttp code: ", rsp.Code)
	fmt.Println("\t总耗时: ", rsp.TotalUsedTime)
	fmt.Println("\t请求耗时: ", rsp.ReqUsedTime)
	fmt.Println("\t返回消息: ", rsp.Body)
	fmt.Println("\terrCode: ", rsp.V5Response.Code)
	fmt.Println("\terrMsg: ", rsp.V5Response.Msg)
	fmt.Println("\tdata: ", rsp.V5Response.Data)

更多示例请查看rest/rest_test.go

websocket订阅

私有频道

    ep := "wss://ws.okex.com:8443/ws/v5/private?brokerId=9999"

	// 填写您自己的APIKey信息
	apikey := "xxxx"
	secretKey := "xxxxx"
	passphrase := "xxxxx"

	// 创建ws客户端
	r, err := NewWsClient(ep)
	if err != nil {
		log.Println(err)
		return
	}

	// 设置连接超时
	r.SetDailTimeout(time.Second * 2)
	err = r.Start()
	if err != nil {
		log.Println(err)
		return
	}
	defer r.Stop()

	var res bool
	// 私有频道需要登录
	res, _, err = r.Login(apikey, secretKey, passphrase)
	if res {
		fmt.Println("登录成功!")
	} else {
		fmt.Println("登录失败!", err)
		return
	}

	
	var args []map[string]string
	arg := make(map[string]string)
	arg["ccy"] = "BTC"
	args = append(args, arg)

	start := time.Now()
	// 订阅账户频道
	res, _, err = r.PrivAccout(OP_SUBSCRIBE, args)
	if res {
		usedTime := time.Since(start)
		fmt.Println("订阅成功!耗时:", usedTime.String())
	} else {
		fmt.Println("订阅失败!", err)
	}

	time.Sleep(100 * time.Second)
	start = time.Now()
	// 取消订阅账户频道
	res, _, err = r.PrivAccout(OP_UNSUBSCRIBE, args)
	if res {
		usedTime := time.Since(start)
		fmt.Println("取消订阅成功!", usedTime.String())
	} else {
		fmt.Println("取消订阅失败!", err)
	}

更多示例请查看ws/ws_priv_channel_test.go

公有频道

    ep := "wss://ws.okex.com:8443/ws/v5/public?brokerId=9999"

	// 创建ws客户端
	r, err := NewWsClient(ep)
	if err != nil {
		log.Println(err)
		return
	}

	
	// 设置连接超时
	r.SetDailTimeout(time.Second * 2)
	err = r.Start()
	if err != nil {
		log.Println(err)
		return
	}

	defer r.Stop()

	
	var args []map[string]string
	arg := make(map[string]string)
	arg["instType"] = FUTURES
	//arg["instType"] = OPTION
	args = append(args, arg)

	start := time.Now()

	// 订阅产品频道
	res, _, err := r.PubInstruemnts(OP_SUBSCRIBE, args)
	if res {
		usedTime := time.Since(start)
		fmt.Println("订阅成功!", usedTime.String())
	} else {
		fmt.Println("订阅失败!", err)
	}

	time.Sleep(30 * time.Second)

	start = time.Now()

	// 取消订阅产品频道
	res, _, err = r.PubInstruemnts(OP_UNSUBSCRIBE, args)
	if res {
		usedTime := time.Since(start)
		fmt.Println("取消订阅成功!", usedTime.String())
	} else {
		fmt.Println("取消订阅失败!", err)
	}

更多示例请查看ws/ws_pub_channel_test.go

websocket交易

    ep := "wss://ws.okex.com:8443/ws/v5/private?brokerId=9999"

	// 填写您自己的APIKey信息
	apikey := "xxxx"
	secretKey := "xxxxx"
	passphrase := "xxxxx"

	var res bool
	var req_id string

	// 创建ws客户端
	r, err := NewWsClient(ep)
	if err != nil {
		log.Println(err)
		return
	}

	// 设置连接超时
	r.SetDailTimeout(time.Second * 2)
	err = r.Start()
	if err != nil {
		log.Println(err)
		return
	}

	defer r.Stop()

	res, _, err = r.Login(apikey, secretKey, passphrase)
	if res {
		fmt.Println("登录成功!")
	} else {
		fmt.Println("登录失败!", err)
		return
	}

	start := time.Now()
	param := map[string]interface{}{}
	param["instId"] = "BTC-USDT"
	param["tdMode"] = "cash"
	param["side"] = "buy"
	param["ordType"] = "market"
	param["sz"] = "200"
	req_id = "00001"

	// 单个下单
	res, _, err = r.PlaceOrder(req_id, param)
	if res {
		usedTime := time.Since(start)
		fmt.Println("下单成功!", usedTime.String())
	} else {
		usedTime := time.Since(start)
		fmt.Println("下单失败!", usedTime.String(), err)
	}

更多示例请查看ws/ws_jrpc_test.go

wesocket推送

websocket推送数据分为两种类型数据:普通推送数据深度类型数据

ws/wImpl/BookData.go

// 普通推送
type MsgData struct {
	Arg  map[string]string `json:"arg"`
	Data []interface{}     `json:"data"`
}

// 深度数据
type DepthData struct {
	Arg    map[string]string `json:"arg"`
	Action string            `json:"action"`
	Data   []DepthDetail     `json:"data"`
}

如果需要对推送数据做处理用户可以自定义回调函数:

  1. 全局消息处理的回调函数
    该回调函数会处理所有从服务端接受到的数据。
/*
	添加全局消息处理的回调函数
*/
func (a *WsClient) AddMessageHook(fn ReceivedDataCallback) error {
	a.onMessageHook = fn
	return nil
}

使用方法参见 ws/ws_test.go中测试用例TestAddMessageHook。

  1. 订阅消息处理回调函数
    可以处理所有非深度类型的数据,包括 订阅/取消订阅,普通推送数据。
/*
	添加订阅消息处理的回调函数
*/
func (a *WsClient) AddBookMsgHook(fn ReceivedMsgDataCallback) error {
	a.onBookMsgHook = fn
	return nil
}

使用方法参见 ws/ws_test.go中测试用例TestAddBookedDataHook。

  1. 深度消息处理的回调函数
    这里需要说明的是,Wsclient提供了深度数据管理和自动checksum的功能,用户如果需要关闭此功能,只需要调用EnableAutoDepthMgr方法。
/*
	添加深度消息处理的回调函数
*/
func (a *WsClient) AddDepthHook(fn ReceivedDepthDataCallback) error {
	a.onDepthHook = fn
	return nil
}

使用方法参见 ws/ws_pub_channel_test.go中测试用例TestOrderBooks。

  1. 错误消息类型回调函数
func (a *WsClient) AddErrMsgHook(fn ReceivedDataCallback) error {
	a.OnErrorHook = fn
	return nil
}

联系方式

邮箱:caron_co@163.com
微信:caron_co

MIT License Copyright (c) 2021 wang Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

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