HierBenutzerKooperationZentraleverwenden
Es gibt REST und Websocket für den Zugriff auf die Situation, und Websockets werden aufgrund von unwiderstehlichen Faktoren gezwungen, ihre Verbindung abzubrechen. Die Strategie erfordert eine Fehlerfreundlichkeit. REST ist oft der stabilste Weg. Wenn Sie mehrere Strategien haben, die auf derselben Plattform laufen, wie OKEx, und diese mehrere Strategien sind auf demselben Server, ist der Zugriff auf die REST-API mit einer Frequenzbeschränkung verbunden (siehe die Plattform-API-Dokumentation für weitere Informationen). Die Beschränkung kann auf verschiedene Arten erfolgen, wie IP-Beschränkung, Kontobeschränkung oder eine Kombination aus beiden. REST-Anfragen können durch die Benutzung von Eventcenters reduziert werden


// 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'))
}