IniKlienKerjasamaPusat Pengurusanguna
Untuk mengakses keadaan, terdapat REST dan Websocket, dan Websocket disebabkan oleh pelbagai faktor yang tidak dapat ditolak yang menyebabkan sambungannya dipotong secara paksa, dan ketika ini strategi perlu membuat mekanisme toleransi kesalahan. REST seringkali merupakan cara yang paling stabil. Apabila anda mempunyai beberapa strategi yang berjalan pada platform yang sama, seperti OKEx, dan ia berada di pelayan yang sama, akses ke REST API adalah terhad untuk frekuensi (lihat dokumentasi API platform untuk maklumat lanjut), dan terdapat pelbagai cara untuk mengehadkannya, seperti sekatan IP, sekatan akaun, atau gabungan kedua-duanya). Menggunakan pusat perjalanan untuk mengurangkan kekerapan permintaan 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'))
}