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okex的rest api的限频太严格，尝试用dial websocket连接获取深度信息；
由于同时订阅的币种比较多（80个左右），程序逻辑、下单、查询等耗时，
导致ws.read函数执行间隔有点大，数据积累过多，这样每一轮read读取和深度维护耗时就比较长，效率反而没有rest api高；
想着能不能有一个单独的程序，只负责循环收取websocket信息、维护深度，并随时把更新后的深度信息通过本地端口传递给机器人
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想着能不能有一个单独的程序，只负责循环收取websocket信息、维护深度，并随时把更新后的深度信息通过本地端口传递给机器人
这个需求可以实现的。可以写个行情收集器，数据中心实盘。开启服务分发数据。
Dial函数用非阻塞的立即返回模式。
5 years ago
- 1