wImpl

Documentation

Overview

错误数据

JRPC请求/响应数据

Index

• Constants
• Variables
• func CalCrc32(askDepths [][]string, bidDepths [][]string) (bytes.Buffer, int32)
• type DepthData
  • func (this *DepthData) CheckSum(snap *DepthDetail) (pDepData *DepthDetail, err error)
• type DepthDetail
  • func MergDepthData(snap DepthDetail, update DepthDetail, expChecksum int32) (res *DepthDetail, err error)
• type ErrData
• type Event
  • func GetEventId(raw string) Event
  • func (e Event) GetChannel(pd Period) string
  • func (e Event) String() string
• type JRPCReq
  • func (r JRPCReq) GetType() int
  • func (r JRPCReq) Len() int
  • func (r JRPCReq) ToString() string
• type JRPCRsp
  • func (r JRPCRsp) MsgType() int
  • func (r JRPCRsp) String() string
• type MsgData
• type Period
• type ReqData
  • func (r ReqData) GetType() int
  • func (r ReqData) Len() int
  • func (r ReqData) ToString() string
• type RspData
  • func (r RspData) MsgType() int
  • func (r RspData) String() string

Constants

const (
	MSG_NORMAL = iota
	MSG_JRPC
)

const (
	DEPTH_SNAPSHOT = "snapshot"
	DEPTH_UPDATE   = "update"
)

深度枚举

Variables

var EVENT_TABLE = [][]interface{}{

	{EVENT_UNKNOWN, "未知", ""},

	{EVENT_ERROR, "错误", ""},

	{EVENT_PING, "ping", ""},

	{EVENT_LOGIN, "登录", ""},

	{EVENT_BOOK_INSTRUMENTS, "产品", "instruments"},
	{EVENT_STATUS, "status", "status"},
	{EVENT_BOOK_TICKERS, "行情", "tickers"},
	{EVENT_BOOK_OPEN_INTEREST, "持仓总量", "open-interest"},
	{EVENT_BOOK_KLINE, "K线", "candle"},
	{EVENT_BOOK_TRADE, "交易", "trades"},
	{EVENT_BOOK_ESTIMATE_PRICE, "预估交割/行权价格", "estimated-price"},
	{EVENT_BOOK_MARK_PRICE, "标记价格", "mark-price"},
	{EVENT_BOOK_MARK_PRICE_CANDLE_CHART, "标记价格K线", "mark-price-candle"},
	{EVENT_BOOK_LIMIT_PRICE, "限价", "price-limit"},
	{EVENT_BOOK_ORDER_BOOK, "400档深度", "books"},
	{EVENT_BOOK_ORDER_BOOK5, "5档深度", "books5"},
	{EVENT_BOOK_ORDER_BOOK_TBT, "tbt深度", "books-l2-tbt"},
	{EVENT_BOOK_ORDER_BOOK50_TBT, "tbt50深度", "books50-l2-tbt"},
	{EVENT_BOOK_OPTION_SUMMARY, "期权定价", "opt-summary"},
	{EVENT_BOOK_FUND_RATE, "资金费率", "funding-rate"},
	{EVENT_BOOK_KLINE_INDEX, "指数K线", "index-candle"},
	{EVENT_BOOK_INDEX_TICKERS, "指数行情", "index-tickers"},

	{EVENT_BOOK_ACCOUNT, "账户", "account"},
	{EVENT_BOOK_POSTION, "持仓", "positions"},
	{EVENT_BOOK_ORDER, "订单", "orders"},
	{EVENT_BOOK_ALG_ORDER, "策略委托订单", "orders-algo"},
	{EVENT_BOOK_B_AND_P, "账户余额和持仓", "balance_and_position"},

	{EVENT_PLACE_ORDER, "下单", "order"},
	{EVENT_PLACE_BATCH_ORDERS, "批量下单", "batch-orders"},
	{EVENT_CANCEL_ORDER, "撤单", "cancel-order"},
	{EVENT_CANCEL_BATCH_ORDERS, "批量撤单", "batch-cancel-orders"},
	{EVENT_AMEND_ORDER, "改单", "amend-order"},
	{EVENT_AMEND_BATCH_ORDERS, "批量改单", "batch-amend-orders"},

	{EVENT_BOOKED_DATA, "普通推送", ""},
	{EVENT_DEPTH_DATA, "深度推送", ""},
}

EventID，事件名称，channel 注： 带有周期参数的频道 如 行情频道 ，需要将channel写为 正则表达模式方便 类型匹配，如 "^candle*"

Functions

func CalCrc32

func CalCrc32(askDepths [][]string, bidDepths [][]string) (bytes.Buffer, int32)

Types

type DepthData

type DepthData struct {
	Arg    map[string]string `json:"arg"`
	Action string            `json:"action"`
	Data   []DepthDetail     `json:"data"`
}

深度数据

func (*DepthData) CheckSum

func (this *DepthData) CheckSum(snap *DepthDetail) (pDepData *DepthDetail, err error)

深度数据校验

type DepthDetail

type DepthDetail struct {
	Asks     [][]string `json:"asks"`
	Bids     [][]string `json:"bids"`
	Ts       string     `json:"ts"`
	Checksum int32      `json:"checksum"`
}

func MergDepthData

func MergDepthData(snap DepthDetail, update DepthDetail, expChecksum int32) (res *DepthDetail, err error)

深度合并，并校验

type ErrData

type ErrData struct {
	Event string `json:"event"`
	Code  string `json:"code"`
	Msg   string `json:"msg"`
}

服务端请求错误返回消息格式

type Event

type Event int

事件

const (
	EVENT_UNKNOWN Event = iota
	EVENT_ERROR
	EVENT_PING
	EVENT_LOGIN

	//订阅公共频道
	EVENT_BOOK_INSTRUMENTS
	EVENT_STATUS
	EVENT_BOOK_TICKERS
	EVENT_BOOK_OPEN_INTEREST
	EVENT_BOOK_KLINE
	EVENT_BOOK_TRADE
	EVENT_BOOK_ESTIMATE_PRICE
	EVENT_BOOK_MARK_PRICE
	EVENT_BOOK_MARK_PRICE_CANDLE_CHART
	EVENT_BOOK_LIMIT_PRICE
	EVENT_BOOK_ORDER_BOOK
	EVENT_BOOK_ORDER_BOOK5
	EVENT_BOOK_ORDER_BOOK_TBT
	EVENT_BOOK_ORDER_BOOK50_TBT
	EVENT_BOOK_OPTION_SUMMARY
	EVENT_BOOK_FUND_RATE
	EVENT_BOOK_KLINE_INDEX
	EVENT_BOOK_INDEX_TICKERS

	//订阅私有频道
	EVENT_BOOK_ACCOUNT
	EVENT_BOOK_POSTION
	EVENT_BOOK_ORDER
	EVENT_BOOK_ALG_ORDER
	EVENT_BOOK_B_AND_P

	// JRPC
	EVENT_PLACE_ORDER
	EVENT_PLACE_BATCH_ORDERS
	EVENT_CANCEL_ORDER
	EVENT_CANCEL_BATCH_ORDERS
	EVENT_AMEND_ORDER
	EVENT_AMEND_BATCH_ORDERS

	//订阅返回数据
	EVENT_BOOKED_DATA
	EVENT_DEPTH_DATA
)

EventID

func GetEventId

func GetEventId(raw string) Event

通过channel信息匹配获取事件类型

func (Event) GetChannel

func (e Event) GetChannel(pd Period) string

通过事件获取对应的channel信息 对于频道名称有时间周期的 通过参数 pd 传入，拼接后返回完整channel信息

func (Event) String

func (e Event) String() string

获取事件名称

type JRPCReq

type JRPCReq struct {
	Id   string                   `json:"id"`
	Op   string                   `json:"op"`
	Args []map[string]interface{} `json:"args"`
}

jrpc请求结构体

func (JRPCReq) GetType

func (r JRPCReq) GetType() int

func (JRPCReq) Len

func (r JRPCReq) Len() int

func (JRPCReq) ToString

func (r JRPCReq) ToString() string

type JRPCRsp

type JRPCRsp struct {
	Id   string                   `json:"id"`
	Op   string                   `json:"op"`
	Data []map[string]interface{} `json:"data"`
	Code string                   `json:"code"`
	Msg  string                   `json:"msg"`
}

jrpc响应结构体

func (JRPCRsp) MsgType

func (r JRPCRsp) MsgType() int

func (JRPCRsp) String

func (r JRPCRsp) String() string

type MsgData

type MsgData struct {
	Arg  map[string]string `json:"arg"`
	Data []json.RawMessage `json:"data"`
}

普通推送

type Period

type Period string

时间维度

const (
	// 年
	PERIOD_1YEAR Period = "1Y"

	// 月
	PERIOD_6Mon Period = "6M"
	PERIOD_3Mon Period = "3M"
	PERIOD_1Mon Period = "1M"

	// 周
	PERIOD_1WEEK Period = "1W"

	// 天
	PERIOD_5DAY Period = "5D"
	PERIOD_3DAY Period = "3D"
	PERIOD_2DAY Period = "2D"
	PERIOD_1DAY Period = "1D"

	// 小时
	PERIOD_12HOUR Period = "12H"
	PERIOD_6HOUR  Period = "6H"
	PERIOD_4HOUR  Period = "4H"
	PERIOD_2HOUR  Period = "2H"
	PERIOD_1HOUR  Period = "1H"

	// 分钟
	PERIOD_30MIN Period = "30m"
	PERIOD_15MIN Period = "15m"
	PERIOD_5MIN  Period = "5m"
	PERIOD_3MIN  Period = "3m"
	PERIOD_1MIN  Period = "1m"

	// 缺省
	PERIOD_NONE Period = ""
)

type ReqData

type ReqData struct {
	Op   string              `json:"op"`
	Args []map[string]string `json:"args"`
}

客户端请求消息格式

func (ReqData) GetType

func (r ReqData) GetType() int

func (ReqData) Len

func (r ReqData) Len() int

func (ReqData) ToString

func (r ReqData) ToString() string

type RspData

type RspData struct {
	Event string            `json:"event"`
	Arg   map[string]string `json:"arg"`
}

服务端请求响应消息格式

func (RspData) MsgType

func (r RspData) MsgType() int

func (RspData) String

func (r RspData) String() string