Marktzentrumskunde

Schriftsteller:fmzero, Datum: 2020-01-19 23:29:25
Tags:

Geschäftszentrum-Client

HierDer ClientZusammenarbeitGeschäftszentrumNutzung

Warum ein Handelszentrum?

Für den Marktzugriff gibt es REST und Websocket, und wenn die Websocket aufgrund einer Vielzahl von unwiderstehlichen Faktoren gezwungen werden, ihre Verbindung zu unterbrechen, müssen die Strategien Fehlerverhütungsmechanismen einführen. REST ist oft der stabilste Weg. Wenn Sie mehrere Strategien auf der gleichen Plattform, wie OKEx, haben und diese auf demselben Server ausgeführt werden, ist der Zugriff auf die REST API häufig begrenzt. Es gibt verschiedene Möglichkeiten, wie IP-Beschränkungen, Kontobeschränkungen oder eine Kombination aus beiden. Verwenden Sie ein Marktzentrum, um die REST-Anfragen zu reduzieren

传统方式

行情中心

Das Zentrum wird eingesetzt

QuelleKompilieren und Bereitstellen
Einführung von Binärsystemen
Bitte kontaktieren Sie wx:btstarinfo, Q:6510575

Bitte beachten Sie

Das Zentrum bietet nur eine Marktdatenoberfläche, keine Auftragsoberfläche
Das Business Center kann nur auf Linux, Unix laufen.

API

GetSupportList wird angezeigt
AbonnierenSpotTicker
AbonnierenSpotDepth
~~AbonnierenSpottrade~~
GetSpotTicker
GetSpotDepth
~~GetSpotTrade~~
AbonnierenFutureTicker
AbonnierenFutureDepth
~~AbonnierenFutureTrade~~
GetFutureTicker
GetFutureTiefe
~~GetFutureTrade~~

// a client for market center, https://github.com/goex-top/market_center
// api list 
// * GetSupportList
// * SubscribeSpotTicker
// * SubscribeSpotDepth
// * ~~SubscribeSpotTrade~~
// * GetSpotTicker
// * GetSpotDepth
// * ~~GetSpotTrade~~
// * SubscribeFutureTicker
// * SubscribeFutureDepth
// * ~~SubscribeFutureTrade~~
// * GetFutureTicker
// * GetFutureDepth
// * ~~GetFutureTrade~~

// params wit web
// var udspath = /tmp/goex.market.center //ref to https://github.com/goex-top/market_center/blob/1e1bb15c69a1da6fddbba3d506920e91f9ec7842/const.go#L35

// local variable
// var client = null

var ReqType = {
    ReqType_GetSupportList: 1,
    ReqType_SubscribeSpotDepth: 2,
    ReqType_SubscribeSpotTicker: 3,
    ReqType_SubscribeFutureDepth: 4,
    ReqType_SubscribeFutureTicker: 5,
    ReqType_GetSpotDepth: 6,
    ReqType_GetSpotTicker: 7,
    ReqType_GetFutureDepth: 8,
    ReqType_GetFutureTicker: 9,
}

//---------------------------------------
function newUDSClient() {
    var client = Dial('unix://'+udspath)
    if (null === client) {
        throw 'new usd client fail'
    }
    return client
}

function udsRequest(client, req) {
    try {
        client.write(JSON.stringify(req))
        var rsp = client.read(20)
        if (rsp === null) {
            return null
        }
    
        var obj = JSON.parse(rsp)
        if(obj.status !== 0) {
            return null
        }
        return obj.data
    }
    catch(e) {
        return null
    }
    
}

function GetSupportList(client) {
    var req = {type:ReqType.ReqType_GetSupportList}
    var rsp = udsRequest(client, req)
    if (rsp === null) {
        return null
    }
    return rsp
}

function GetSpotDepth(client, exchangeName, pair) {
    var req = {type:ReqType.ReqType_GetSpotDepth, exchange_name: exchangeName, currency_pair: pair}
    var rsp = udsRequest(client, req)
    if(rsp === null) {
        return null
    }
    return {Asks:rsp.AskList, Bids:rsp.BidList, Time:rsp.UTime, Info:rsp.rsp}
}

function GetSpotTicker(client, exchangeName, pair) {
    var req = {type:ReqType.ReqType_GetSpotTicker, exchange_name: exchangeName, currency_pair: pair}
    var rsp = udsRequest(client, req)
    if(rsp === null) {
        return null
    }
    return {
        Last:parseFloat(rsp.last), 
        Buy:parseFloat(rsp.buy), 
        Sell:parseFloat(rsp.sell), 
        Volume:parseFloat(rsp.vol), 
        Time:parseFloat(rsp.date), 
        High:parseFloat(rsp.high), 
        Low:parseFloat(rsp.low), 
        Info:rsp
    }
}

function SubscribeSpotDepth(client, exchangeName, pair, period) {
    var req = {type:ReqType.ReqType_SubscribeSpotDepth, exchange_name: exchangeName, currency_pair: pair, period: period}
    var rsp = udsRequest(client, req)
    return rsp
}

function SubscribeSpotTicker(client, exchangeName, pair, period) {
    var req = {type:ReqType.ReqType_SubscribeSpotTicker, exchange_name: exchangeName, currency_pair: pair, period: period}
    var rsp = udsRequest(client, req)
    return rsp
}

function GetFutureDepth(client, exchangeName, contractType, pair) {
    var req = {type:ReqType.ReqType_GetFutureDepth, exchange_name: exchangeName, contract_type: contractType, currency_pair: pair}
    var rsp = udsRequest(client, req)
    if(rsp === null) {
        return null
    }
    return {Asks:rsp.AskList, Bids:rsp.BidList, Time:rsp.UTime, Info:rsp.rsp}
}

function GetFutureTicker(client, exchangeName, contractType, pair) {
    var req = {type:ReqType.ReqType_GetFutureTicker, exchange_name: exchangeName, contract_type: contractType, currency_pair: pair}
    var rsp = udsRequest(client, req)
    if(rsp === null) {
        return null
    }
    return {
        Last:parseFloat(rsp.last), 
        Buy:parseFloat(rsp.buy), 
        Sell:parseFloat(rsp.sell), 
        Volume:parseFloat(rsp.vol), 
        Time:parseFloat(rsp.date), 
        High:parseFloat(rsp.high), 
        Low:parseFloat(rsp.low), 
        Info:rsp
    }
}

function SubscribeFutureDepth(client, exchangeName, contractType, pair, period) {
    var req = {type:ReqType.ReqType_SubscribeFutureDepth, exchange_name: exchangeName, contract_type: contractType, currency_pair: pair, period: period}
    var rsp = udsRequest(client, req)
    return rsp
}

function SubscribeFutureTicker(client, exchangeName, contractType, pair, period) {
    var req = {type:ReqType.ReqType_SubscribeFutureTicker, exchange_name: exchangeName, contract_type: contractType, currency_pair: pair, period: period}
    var rsp = udsRequest(client, req)
    return rsp
}

var MarketCenterClient = (function() {
    function MarketCenterClient() {
        if (typeof udspath === 'undefined' || udspath === '') {
            throw 'udspath not defined'
        }
        this.client = newUDSClient()
        this.list = GetSupportList(this.client)
        Log("this.list:" + this.list)
    }

    MarketCenterClient.prototype.GetSpotTicker = function(exchangeName, pair) {
        if (typeof exchangeName === 'undefined' || exchangeName === '') {
            throw 'GetSpotTicker exchangeName not defined'
        }
        if (typeof pair === 'undefined' || pair === '') {
            throw 'GetSpotTicker pair not defined'
        }
        return GetSpotTicker(this.client, exchangeName, pair)
    }

    MarketCenterClient.prototype.GetSpotDepth = function(exchangeName, pair) {
        if (typeof exchangeName === 'undefined' || exchangeName === '') {
            throw 'GetSpotDepth exchangeName not defined'
        }
        if (typeof pair === 'undefined' || pair === '') {
            throw 'GetSpotDepth pair not defined'
        }
    return GetSpotDepth(this.client, exchangeName, pair)
    }

    MarketCenterClient.prototype.SubscribeSpotDepth = function(exchangeName, pair, period) {
        if(typeof(period) === 'undefined') {
            period = 200
        }
        if (typeof exchangeName === 'undefined' || exchangeName === '') {
            throw 'SubscribeSpotDepth exchangeName not defined'
        }
        if (typeof pair === 'undefined' || pair === '') {
            throw 'SubscribeSpotDepth pair not defined'
        }
        var found = false
        _.each(this.list, function(item) {
            if (item === exchangeName) {
                found = true
                return false
            }
        })

        if(!found) {
            throw 'exchange ('+ exchangeName +') not support, please check it again, https://github.com/goex-top/market_center#support-exchanges'
        }
        return SubscribeSpotDepth(this.client, exchangeName, pair, period)
    }

    MarketCenterClient.prototype.SubscribeSpotTicker = function(exchangeName, pair, period) {
        if(typeof(period) === 'undefined') {
            period = 200
        }
        if (typeof exchangeName === 'undefined' || exchangeName === '') {
            throw 'SubscribeSpotTicker exchangeName not defined'
        }
        if (typeof pair === 'undefined' || pair === '') {
            throw 'SubscribeSpotTicker pair not defined'
        }
      var found = false
        _.each(this.list, function(item) {
            if (item === exchangeName) {
                found = true
                return false
            }
        })

        if(!found) {
            throw 'exchange ('+ exchangeName +') not support, please check it again, https://github.com/goex-top/market_center#support-exchanges'
        }
        return SubscribeSpotTicker(this.client, exchangeName, pair, period)
    }


    MarketCenterClient.prototype.GetFutureTicker = function(exchangeName, contractType, pair) {
        if (typeof exchangeName === 'undefined' || exchangeName === '') {
            throw 'GetFutureTicker exchangeName not defined'
        }
        if (typeof pair === 'undefined' || pair === '') {
            throw 'GetFutureTicker pair not defined'
        }
     return GetFutureTicker(this.client, exchangeName, contractType, pair)
    }

    MarketCenterClient.prototype.GetFutureDepth = function(exchangeName, contractType, pair) {
        if (typeof exchangeName === 'undefined' || exchangeName === '') {
            throw 'GetFutureDepth exchangeName not defined'
        }
        if (typeof pair === 'undefined' || pair === '') {
            throw 'GetFutureDepth pair not defined'
        }
     return GetFutureDepth(this.client, exchangeName, contractType, pair)
    }

    MarketCenterClient.prototype.SubscribeFutureDepth = function(exchangeName, contractType, pair, period) {
        if(typeof(period) === 'undefined') {
            period = 200
        }
        if (typeof exchangeName === 'undefined' || exchangeName === '') {
            throw 'SubscribeFutureDepth exchangeName not defined'
        }
        if (typeof pair === 'undefined' || pair === '') {
            throw 'SubscribeFutureDepth pair not defined'
        }
     var found = false
        _.each(this.list, function(item) {
            if (item === exchangeName) {
                found = true
                return false
            }
        })

        if(!found) {
            throw 'exchange ('+ exchangeName +') not support, please check it again, https://github.com/goex-top/market_center#support-exchanges'
        }
        return SubscribeFutureDepth(this.client, exchangeName, contractType, pair, period)
    }

    MarketCenterClient.prototype.SubscribeFutureTicker = function(exchangeName, contractType, pair, period) {
        if(typeof(period) === 'undefined') {
            period = 200
        }
        if (typeof exchangeName === 'undefined' || exchangeName === '') {
            throw 'SubscribeFutureTicker exchangeName not defined'
        }
        if (typeof pair === 'undefined' || pair === '') {
            throw 'SubscribeFutureTicker pair not defined'
        }
     var found = false
        _.each(this.list, function(item) {
            if (item === exchangeName) {
                found = true
                return false
            }
        })

        if(!found) {
            throw 'exchange ('+ exchangeName +') not support, please check it again, https://github.com/goex-top/market_center#support-exchanges'
        }
        return SubscribeFutureTicker(this.client, exchangeName, contractType, pair, period)
    }

    MarketCenterClient.prototype.GetSupportList = function() {
        return GetSupportList(this.client)
    }
    return MarketCenterClient
})()

$.NewMarketCenterClient = function() {
    return new MarketCenterClient()
}

function main() {
    mcc = $.NewMarketCenterClient()
    Log('support list'+mcc.GetSupportList())
    mcc.SubscribeSpotDepth('binance.com', 'BTC_USDT', 200)
    Sleep(1000)
    Log(mcc.GetSpotDepth('binance.com', 'BTC_USDT'))
    mcc.SubscribeSpotTicker('binance.com', 'BTC_USDT', 200)
    Sleep(1000)
    Log(mcc.GetSpotTicker('binance.com', 'BTC_USDT'))
}

Mehr

17880207677Was soll das?

Die SüßigkeitenWas ist mit der Verzögerung?

fmzeroBitte besuchen Sie das Testresultat auf https://www.fmz.com/strategy/183009 und testen Sie es selbst.

fmzero https://www.fmz.com/strategy/183009

fmzeroDie Verzögerung von Client-to-Center kann grundsätzlich ignoriert werden.