WebSocket API Reference

Posted 2020-11-02 ゛竹先森゜

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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
  }
}

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