订阅 KLine 数据 market.$symbol.kline.$period
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
}
请求 KLine 数据 market.$symbol.kline.$period
{
"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.
- from: t1, to: t5, return [t1, t5].
- from: t5, to: t1, which t5 > t1, return [].
- from: t5, return [t5].
- from: t3, return [t3, t5].
- to: t5, return [t1, t5].
- from: t which t3 < t <t4, return [t4, t5].
- to: t which t3 < t <t4, return [t1, t3].
- from: t1 and to: t2, should satisfy 1501171200 < t1 < t2 < 2524579200.
一次最多300条
请求 KLine 数据的例子
{
"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
]
}
订阅 Market Depth 数据 market.$symbol.depth.$type
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 |
- 用户选择“合并深度”时，一定报价精度内的市场挂单将予以合并显示。合并深度仅改变显示方式，不改变实际成交价格。
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
]
}
请求 Market Depth 数据 market.$symbol.depth.$type
{
"req": "market.$symbol.depth.$type",
"id": "id generated by client"
}
请求 Market Depth 数据的例子
{
"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
]
}
}
订阅 Trade Detail 数据 market.$symbol.trade.detail
{
"sub": "market.$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
}
]
请求 Trade Detail 数据 market.$symbol.trade.detail
{
"req": "market.$symbol.trade.detail",
"id": "id generated by client"
}
- 仅能获取最近 300 个 Trade Detail 数据
请求 Trade Detail 数据的例子
{
"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
]
}
请求 Market Detail 数据 market.$symbol.detail
{
"req": "market.$symbol.detail",
"id": "id generated by client"
}
- 仅返回当前 Market Detail
请求 Market Detail 数据的例子
{
"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
}
}
原文地址：https://www.cnblogs.com/zhuminghui/p/8977417.html
时间： 2024-10-15 18:01:02