标签：topic return close 5.7 The RKE dir 交易 git
成功建立和 WebSocket API 的连接之后，向 Server 发送如下格式的数据来订阅数据：
{ "sub": "market.$symbol.kline.$period", "id": "id generate by client" }
| 参数名称 | 是否必须 | 类型 | 描述 | 默认值 | 取值范围 |
|---|---|---|---|---|---|
| symbol | true | string | 交易对 | ethbtc, ltcbtc, etcbtc, bchbtc...... | |
| period | true | string | K线周期 | 1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year |
正确订阅的例子
正确订阅
{ "sub": "market.btcusdt.kline.1min", "id": "id1" }
订阅成功返回数据的例子
{ "id": "id1", "status": "ok", "subbed": "market.btcusdt.kline.1min", "ts": 1489474081631 }
之后每当 KLine 有更新时，client 会收到数据，例子
{ "ch": "market.btcusdt.kline.1min", "ts": 1489474082831, "tick": { "id": 1489464480, "amount": 0.0, "count": 0, "open": 7962.62, "close": 7962.62, "low": 7962.62, "high": 7962.62, "vol": 0.0 } }
tick 说明
"tick": { "id": K线id, "amount": 成交量, "count": 成交笔数, "open": 开盘价, "close": 收盘价,当K线为最晚的一根时，是最新成交价 "low": 最低价, "high": 最高价, "vol": 成交额, 即 sum(每一笔成交价 * 该笔的成交量) }
错误订阅的例子
错误订阅(错误的 symbol)
{ "sub": "market.invalidsymbol.kline.1min", "id": "id2" }
订阅失败返回数据的例子
{ "id": "id2", "status": "error", "err-code": "bad-request", "err-msg": "invalid topic market.invalidsymbol.kline.1min", "ts": 1494301904959 }
错误订阅(错误的 topic)
{ "sub": "market.btcusdt.kline.3min", "id": "id3" }
订阅失败返回数据的例子
{ "id": "id3", "status": "error", "err-code": "bad-request", "err-msg": "invalid topic market.btcusdt.kline.3min", "ts": 1494310283622 }
{ "req": "market.$symbol.kline.$period", "id": "id generated by client", "from": "optional, type: long, 2017-07-28T00:00:00+08:00 至 2050-01-01T00:00:00+08:00 之间的时间点，单位：秒", "to": "optional, type: long, 2017-07-28T00:00:00+08:00 至 2050-01-01T00:00:00+08:00 之间的时间点，单位：秒，必须比 from 大" }
| 参数名称 | 是否必须 | 类型 | 描述 | 默认值 | 取值范围 |
|---|---|---|---|---|---|
| symbol | true | string | 交易对 | btcusdt, ethusdt, ltcusdt, etcusdt, bchusdt, ethbtc, ltcbtc, etcbtc, bchbtc... | |
| period | true | string | K线周期 | 1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year |
[t1,t5]设有 t1 ~ t5 的K线.
一次最多300条
{ "req": "market.btcusdt.kline.1min", "id": "id10" }
返回数据的例子
{ "rep": "market.btcusdt.kline.1min", "status": "ok", "id": "id10", "tick": [ { "amount": 17.4805, "count": 27, "id": 1494478080, "open": 10050.00, "close": 10058.00, "low": 10050.00, "high": 10058.00, "vol": 175798.757708 }, { "amount": 15.7389, "count": 28, "id": 1494478140, "open": 10058.00, "close": 10060.00, "low": 10056.00, "high": 10065.00, "vol": 158331.348600 }, // more KLine data here ] }
成功建立和 WebSocket API 的连接之后，向 Server 发送如下格式的数据来订阅数据：
{ "sub": "market.$symbol.depth.$type", "id": "id generated by client" }
| 参数名称 | 是否必须 | 类型 | 描述 | 默认值 | 取值范围 |
|---|---|---|---|---|---|
| symbol | true | string | 交易对 | btcusdt, ethusdt, ltcusdt, etcusdt, bchusdt, ethbtc, ltcbtc, etcbtc, bchbtc... | |
| type | true | string | Depth 类型 | step0, step1, step2, step3, step4, step5（合并深度0-5）；step0时，不合并深度 |
正确订阅例子
{ "sub": "market.btcusdt.depth.step0", "id": "id1" }
订阅成功返回数据的例子
{ "id": "id1", "status": "ok", "subbed": "market.btcusdt.depth.step0", "ts": 1489474081631 }
之后每当 depth 有更新时，client 会收到数据，例子
{ "ch": "market.btcusdt.depth.step0", "ts": 1489474082831, "tick": { "bids": [ [9999.3900,0.0098], // [price, amount] [9992.5947,0.0560], // more Market Depth data here ] "asks": [ [10010.9800,0.0099] [10011.3900,2.0000] //more data here ] } }
tick 说明
"tick": { "bids": [ [买1价,买1量] [买2价,买2量] //more data here ] "asks": [ [卖1价,卖1量] [卖2价,卖2量] //more data here ] }
{ "req": "market.$symbol.depth.$type", "id": "id generated by client" }
{ "req": "market.btcusdt.depth.step0", "id": "id10" }
返回数据的例子：
{ "rep": "market.btcusdt.depth.step0", "status": "ok", "id": "id10", "tick": { "bids": [ [9999.3900,0.0098], // [price, amount] [9992.5947,0.0560], // more Market Depth data here ] "asks": [ [10010.9800,0.0099] [10011.3900,2.0000] //more data here ] } }
{ "sub": "market.$symbol.trade.detail", "id": "id generated by client" }
| 参数名称 | 是否必须 | 类型 | 描述 | 默认值 | 取值范围 |
|---|---|---|---|---|---|
| symbol | true | string | 交易对 | btcusdt, ethusdt, ltcusdt, etcusdt, bchusdt, ethbtc, ltcbtc, etcbtc, bchbtc... |
正确订阅例子：
{ "sub": "market.btcusdt.trade.detail", "id": "id1" }
订阅成功返回数据的例子：
{ "id": "id1", "status": "ok", "subbed": "market.btcusdt.trade.detail", "ts": 1489474081631 }
之后每当 Trade Detail 有更新时，client 会收到数据，例子：
{ "ch": "market.btcusdt.trade.detail", "ts": 1489474082831, "data": [ { "id": 601595424, "price": 10195.64, "time": 1494495766, "amount": 0.2943, "direction": "buy", "tradeId": 601595424, "ts": 1494495766000 }, { "id": 601595423, "price": 10195.64, "time": 1494495711, "amount": 0.2430, "direction": "buy", "tradeId": 601595423, "ts": 1494495711000 }, // more Trade Detail data here ] } }
data 说明：
"data": [ { "id": 消息ID, "price": 成交价, "time": 成交时间, "amount": 成交量, "direction": 成交方向, "tradeId": 成交ID, "ts": 时间戳 } ]
{ "req": "market.$symbol.trade.detail", "id": "id generated by client" }
{ "req": "market.btcusdt.trade.detail", "id": "id11" }
返回数据的例子：
{ "rep": "market.btcusdt.trade.detail", "status": "ok", "id": "id11", "data": [ { "id": 601595424, "price": 10195.64, "time": 1494495766, "amount": 0.2943, "direction": "buy", "tradeId": 601595424, "ts": 1494495766000 }, { "id": 601595423, "price": 10195.64, "time": 1494495711, "amount": 0.2430, "direction": "buy", "tradeId": 601595423, "ts": 1494495711000 }, // more Trade Detail data here ] }
{ "req": "market.$symbol.detail", "id": "id generated by client" }
{ "req": "market.btcusdt.detail", "id": "id12" }
返回数据的例子：
{ "rep": "market.btcusdt.detail", "status": "ok", "id": "id12", "tick": { "amount": 12224.2922, "open": 9790.52, "close": 10195.00, "high": 10300.00, "ts": 1494496390000, "id": 1494496390, "count": 15195, "low": 9657.00, "vol": 121906001.754751 } }
标签：topic return close 5.7 The RKE dir 交易 git
原文地址：https://www.cnblogs.com/zhuminghui/p/8977417.html
