93 lines
2.5 KiB
Markdown
93 lines
2.5 KiB
Markdown
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> Name
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OKEX-V5-WS接口账户持仓推送例子
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> Author
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发明者量化-小小梦
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> Strategy Description
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## OKEX V5 WS接口账户持仓推送例子
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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。
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> Strategy Arguments
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|Argument|Default|Description|
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|----|----|----|
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|accessKey|$$$__enc__$$$|accessKey|
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|secretKey|$$$__enc__$$$|secretKey|
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|passphrase|$$$__enc__$$$|passphrase|
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> Source (javascript)
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``` javascript
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function getLogin(pAccessKey, pSecretKey, pPassphrase) {
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// 签名函数，用于登录
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var ts = (new Date().getTime() / 1000) + ""
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var login = {
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"op": "login",
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"args":[{
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"apiKey" : pAccessKey,
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"passphrase" : pPassphrase,
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"timestamp" : ts,
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"sign" : exchange.HMAC("sha256", "base64", ts + "GET" + "/users/self/verify", pSecretKey)
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}]
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}
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return login
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}
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var client_private = null
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function main() {
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// 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
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SetErrorFilter("timeout")
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// 持仓频道订阅信息
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var posSubscribe = {
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"op": "subscribe",
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"args": [{
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"channel": "positions",
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"instType": "ANY"
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}]
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}
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var payload = JSON.stringify(getLogin(accessKey, secretKey, passphrase))
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client_private = Dial("wss://ws.okex.com:8443/ws/v5/private|reconnect=true&payload=" + payload)
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Sleep(3000) // 登录时，不能立即订阅私有频道，需要等待服务器反应
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if (client_private) {
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client_private.write(JSON.stringify(posSubscribe))
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var lastPingTS = new Date().getTime()
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while (true) {
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var buf = client_private.read(2000)
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if (buf) {
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Log(buf)
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}
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// 发送心跳包
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var nowPingTS = new Date().getTime()
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if (nowPingTS - lastPingTS > 10 * 1000) {
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client_private.write("ping")
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lastPingTS = nowPingTS
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}
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}
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}
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}
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function onexit() {
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var ret = client_private.close()
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Log("关闭连接！", ret)
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}
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```
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> Detail
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https://www.fmz.com/strategy/313116
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> Last Modified
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2021-09-03 11:49:54
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