PublicDataConnection

class base.MarketConnection.PublicDataConnection(url, msg_consumer: Callable, always_reconnect: bool)

Bases: object

通过Websocket获取公共数据的接口

订阅/取消订阅数据的方式分2种
Parameters
  • url – ws地址

  • msg_consumer – 收到数据后的回调函数

  • always_reconnect – 断线后是否自动重连 若重连, 则会自动重新请求原来请求过的频道

Methods Summary

subscribe(args)

根据`args`内容发送订阅请求

subscribe_book(instId)

subscribe_candle(instId[, frequency])

subscribe_estimated_price(instType, uly, instId)

subscribe_funding_rate(instId)

subscribe_index_candle(instId[, frequency])

subscribe_index_tickers(instId)

subscribe_instrument(instType)

subscribe_mark_price(instId)

subscribe_mark_price_candle(instId[, frequency])

subscribe_open_interest(instId)

subscribe_option_summary(uly)

subscribe_price_limit(instId)

subscribe_system_status()

subscribe_tickers(instId)

subscribe_trade(instId)

unsubscribe(args)

根据`args`内容发送取消订阅请求

unsubscribe_book(instId)

unsubscribe_candle(instId[, frequency])

unsubscribe_estimated_price(instType, uly, …)

unsubscribe_funding_rate(instId)

unsubscribe_index_candle(instId[, frequency])

unsubscribe_index_tickers(instId)

unsubscribe_instrument(instType)

unsubscribe_mark_price(instId)

unsubscribe_mark_price_candle(instId[, …])

unsubscribe_open_interest(instId)

unsubscribe_option_summary(uly)

unsubscribe_price_limit(instId)

unsubscribe_system_status()

unsubscribe_tickers(instId)

unsubscribe_trade(instId)

Methods Documentation

subscribe(args: List[Dict])

根据`args`内容发送订阅请求

Parameters

args – 可接受的参数应参见v5 api: https://www.ouyi.cc/docs-v5/zh/#websocket-api-public-channel 中关于args的部分

subscribe_book(instId)
subscribe_candle(instId, frequency='1m')
subscribe_estimated_price(instType, uly, instId)
subscribe_funding_rate(instId)
subscribe_index_candle(instId, frequency='1m')
subscribe_index_tickers(instId)
subscribe_instrument(instType)
subscribe_mark_price(instId)
subscribe_mark_price_candle(instId, frequency='1m')
subscribe_open_interest(instId)
subscribe_option_summary(uly)
subscribe_price_limit(instId)
subscribe_system_status()
subscribe_tickers(instId)
subscribe_trade(instId)
unsubscribe(args: List[Dict])

根据`args`内容发送取消订阅请求

Parameters

args – 可接受的参数应参见v5 api: https://www.ouyi.cc/docs-v5/zh/#websocket-api-public-channel 中关于args的部分

unsubscribe_book(instId)
unsubscribe_candle(instId, frequency='1m')
unsubscribe_estimated_price(instType, uly, instId)
unsubscribe_funding_rate(instId)
unsubscribe_index_candle(instId, frequency='1m')
unsubscribe_index_tickers(instId)
unsubscribe_instrument(instType)
unsubscribe_mark_price(instId)
unsubscribe_mark_price_candle(instId, frequency='1m')
unsubscribe_open_interest(instId)
unsubscribe_option_summary(uly)
unsubscribe_price_limit(instId)
unsubscribe_system_status()
unsubscribe_tickers(instId)
unsubscribe_trade(instId)