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OKEX gateway for vn.py quant trading framework.

Project description

vn.py框架的OKEX底层接口

说明

基于OKEX交易所的V5接口开发,支持统一账户下的现货、期货、永续、期权交易。

使用时需要注意本接口:

  1. 只支持单币种保证金模式
  2. 只支持全仓保证金模式
  3. 只支持单向持仓模式

请在OKEX网站完成账户的相应设置后再使用。

安装

安装需要基于2.2.0版本以上的VN Studio

直接使用pip命令:

pip install vnpy_okex

下载解压后在cmd中运行

python setup.py install

使用

以脚本方式启动(script/run.py):

from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import MainWindow, create_qapp

from vnpy_okex import OkexGateway


def main():
    """主入口函数"""
    qapp = create_qapp()

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(OkexGateway)
    
    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()


if __name__ == "__main__":
    main()

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