import websocket import json # 定义合约交易系统所需的参数 symbol = "SHFE.rb2205" # 合约代码 exchange = "SHFE" # 交易所代码 side = "buy" # 买卖方向 price = 4500 # 价格 volume = 100 # 数量 # 连接WebSocket服务器 def connect_websocket(): url = "wss://api.example.com/ws" headers = {"Authorization": "Bearer your_token"} ws = websocket.create_connection(url, headers=headers) return ws # 发送合约交易请求 【完整逻辑部署搭建可看我昵称】def send_order(ws, symbol, exchange, side, price, volume): order = { "symbol": symbol, "exchange": exchange, "side": side, "price": price, "volume": volume } order_json = json.dumps(order) print("Sending order:", order_json) ws.send(order_json) # 处理WebSocket接收到的消息 【完整逻辑部署搭建可看我昵称】def on_message(ws, message): print("Received message:", message) response = json.loads(message) if response["event"] == "order_status": order_id = response["order_id"] status = response["status"] print("Order ID:", order_id) print("Status:", status) elif response["event"] == "fill": order_id = response["order_id"] filled_volume = response["filled_volume"] print("Order ID:", order_id) print("Filled volume:", filled_volume) else: print("Unrecognized event:", response["event"]) # 处理WebSocket连接关闭事件 def on_close(ws): print("Connection closed") # 处理WebSocket错误事件 def on_error(ws, error): print("Error:", error) # 程序入口函数 def main(): ws = connect_websocket() send_order(ws, symbol, exchange, side, price, volume) websocket.enableTrace(True) ws.set_option("ws://api.example.com/ws") ws.set_option("connect_timeout", 6000) ws.set_option("ping_interval", 30) ws.set_option("max_message_size", 1024*1024*10) # 10MB ws.set_option("max_incomming_message_size", 1024*1024*10) # 10MB ws.set_option("max_outgoing_message_size", 1024*1024*10) # 10MB ws.on("message", on_message) ws.on("close", on_close) ws.on("error", on_error) while True: websocket.enableTrace(True) ws.run_forever() websocket.enableTrace(False)
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