veighna-global / vnpy_okx Goto Github PK
View Code? Open in Web Editor NEWOKX trading gateway for VeighNa Evo
License: MIT License
OKX trading gateway for VeighNa Evo
License: MIT License
正常填写settins中的字段,会报错
公共频道触发异常,类型:<class 'aiohttp.client_exceptions.ClientConnectorError'>,信息:Cannot connect to host wspap.okex.com:8443 ssl:False [信号灯超时时间已到]
和
私有频道触发异常,类型:<class 'aiohttp.client_exceptions.ClientConnectorError'>,信息:Cannot connect to host wspap.okex.com:8443 ssl:False [信号灯超时时间已到]
完整报错如下,麻烦大神们帮帮忙,感谢
File "/Users/xiaofeiwang/Documents/Quant/vnpy_okex-main/run.py", line 5, in
from vnpy_okex import OkexGateway
File "/Users/xiaofeiwang/Documents/Quant/vnpy_okex-main/vnpy_okex/init.py", line 25, in
from .okex_gateway import OkexGateway
File "/Users/xiaofeiwang/Documents/Quant/vnpy_okex-main/vnpy_okex/okex_gateway.py", line 119, in
class OkexGateway(BaseGateway):
File "/Users/xiaofeiwang/Documents/Quant/vnpy_okex-main/vnpy_okex/okex_gateway.py", line 133, in OkexGateway
exchanges: Exchange = [Exchange.OKEX]
File "/Users/xiaofeiwang/opt/anaconda3/envs/py37_vnpy/lib/python3.9/enum.py", line 429, in getattr
raise AttributeError(name) from None
AttributeError: OKEX
现在3.0版本怎么添加这个接口呀
缺少default_name导致会出现找不到gateway的错误
应该加上:
class OkexGateway(BaseGateway):
default_name: str = "OKEX"
default_setting = {
"API Key": "",
"Secret Key": "",
"Passphrase": "",
"会话数": 3,
"代理地址": "",
"代理端口": "",
"服务器": ["REAL", "TEST"]
}
在连接okex后,订阅ETH-USDT-SWAP行情,10分钟后不会接收到任何数据(账户、行情和订单)。对比币安,可以正常接收到数据。
okex里最小购买量与交易数量精度是分开的,有
lotSz | String | 下单数量精度,如 BTC-USDT-SWAP:1
minSz | String | 最小下单数量
但是cta_engine.send_order里是使用minSz来修正精度的,会导致卖出失败。比如eth的最小下单数为0.01,但是交易精度有1e-6
3.0的版本怎么添加?
Can you provide a manual for the use of the OKEX module, such as the configuration meaning and usage process?
buy或sell后vt_orderid返回为空,我看了下,okex_gateway.py 中904行
return order.vt_orderid
OrderData结构没有vt_orderid变量,改为
return order.orderid
后返回正常
okex 合约中新增的一个参数。
ctVal 合约面值应该理解为原有的合约乘数吧? 拥有反向合约 计价单位为 张 时使用
ctMult 合约乘数。应该作为统一账户中按照 计价单位为 币 时使用
在差价计算中
买入 [email protected] crv 使用 64.98 usdt
对应应该卖出 6.4 张合约 而非 64 张.
币本位计算中 64张合约价值是640 u
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