Cet articleLe clientLa coopérationLe centre des affairesutiliser
Pour accéder à la situation, il y a REST et Websocket, et Websocket est forcé de se déconnecter en raison de facteurs irrésistibles, ce qui nécessite une stratégie de mécanisme de tolérance aux erreurs. REST est souvent le moyen le plus sûr. Lorsque vous avez plusieurs stratégies sur la même plate-forme, comme OKEx, qui sont sur le même serveur, l’accès à l’API REST est limité en fréquence (voir la documentation de l’API de la plate-forme pour plus de détails). Il existe plusieurs façons de limiter l’accès, telles que la limitation d’IP, la limitation de compte ou une combinaison des deux. L’utilisation du centre de commande réduit la fréquence des requêtes REST


// 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'))
}