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pelanggan pusat pasaran

Penulis:Fmzero, Tarikh: 2020-01-19 23:29:25
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Pelanggan Pusat Perniagaan

Di siniPelangganBersekutuPusat PerniagaanPenggunaan

Mengapa Pusat Perdagangan?

Untuk akses pasaran terdapat REST dan Websocket, dan Websocket menyebabkan sambungan dipaksa terputus kerana pelbagai faktor yang tidak dapat dielakkan, di mana strategi memerlukan pelbagai mekanisme kesalahan. REST sering merupakan kaedah yang paling stabil. Apabila anda mempunyai beberapa dasar yang berjalan di platform yang sama, seperti OKEx, dan banyak lagi pada pelayan yang sama, akses ke REST API adalah terhad pada frekuensi (untuk butiran, lihat dokumentasi API platform), dan terdapat pelbagai cara untuk mengehadkan, seperti batasan IP, batasan akaun, atau gabungan keduanya. Menggunakan Pusat Perdagangan mengurangkan kekerapan permintaan REST

传统方式

行情中心

Pusat Tindakan

  1. Kod sumberPengumpulan dan Pengedaran
  2. Pengerahan binari
  3. Jika anda memerlukan bantuan, sila hubungi wx:btstarinfo, Q:6510575

Perhatikan

  • Pusat Perdagangan hanya menyediakan antara muka data pasaran dan tidak menyediakan antara muka pesanan.
  • Pusat Perdagangan hanya boleh berjalan di Linux, Unix

API

  • GetSupportList
  • SubscribeSpotTicker
  • SubscribeSpotDepth
  • LanggananSpotTrade
  • GetSpotTicker
  • GetSpotDepth
  • GetSpotTrade
  • SubscribeFutureTicker
  • SubscribeFutureDepth
  • LanggananFutureTrade
  • GetFutureTicker
  • GetFutureDepth
  • GetFutureTrade

// 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'))
}
  

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FmzeroSila lihat hasil ujian di https://www.fmz.com/strategy/183009 atau anda boleh mengukur sendiri.

Fmzero https://www.fmz.com/strategy/183009

FmzeroPada dasarnya, kelewatan dari klien ke pusat boleh diabaikan.