1. 访问地址
Pro 站行情请求地址为:wss:///ws
HADAX 站行情请求地址为:wss:///ws
2. 数据压缩
WebSocket API 返回的所有数据都进行了 GZIP 压缩,需要 client 在收到数据之后解压,推荐使用pako。(【pako】是一个支持压缩和解压 GZIP 的库)
3. WebSocket库
【ws】是 Node.js 下的 WebSocket 库。
4. 心跳
WebSocket API 支持双向心跳,无论是 Server 还是 Client 都可以发起pingmessage,对方返回pongmessage。
WebSocket Server 发送心跳:
{"ping": 18212558000}
WebSocket Client 应该返回:
{"pong": 18212558000}
注:返回的数据里面的'pong'的值为收到的'ping'的值
注:WebSocket Client 和 WebSocket Server 建立连接之后,WebSocket Server 每隔5s(这个频率可能会变化) 会向 WebSocket Client 发起一次心跳,WebSocket Client 忽略心跳2次后,WebSocket Server 将会主动断开连接。
例如
WebSocket Client 发送心跳:
{"ping": 18212553000}
注:发送的 message 里面,"ping" 的值必须为 Long 类型,否则返回错误信息:
{"ts": 1492420473027,"status": "error","err-code": "bad-request","err-msg": "invalid ping"}
WebSocket Server 会返回:
{"pong": 18212553000}
注:返回的数据里面的 'pong'的值为收到的'ping'的值
5. topic格式
订阅数据和请求数据都要使用topic,topic的语法如下:
topic 类型topic 语法描述
KLine
market.$symbol.kline.$period
$period 可选值:{ 1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year }
Market Depth
market.$symbol.depth.$type
$type 可选值:{ step0, step1, step2, step3, step4, step5 } (合并深度0-5);step0时,不合并深度
Trade Detail
market.$symbol.trade.detail
Market Detail
market.$symbol.detail
$symble是币种,可选值: { ethbtc, ltcbtc, etcbtc, bchbtc...... }
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。
6. 请求数据(req/rep)
请求数据,仅返回一次数据
请求数据的格式
{"req": "topic to req","id": "id generate by client"}
'req'的值为topic 格式
正确请求数据的例子
{"req": "market.btcusdt.kline.1min","id": "id10"}
返回数据的例子:
{"status": "ok","rep": "market.btcusdt.kline.1min","tick": [
{"amount": 1.6206,"count": 3,"id": 1494465840,"open": 9887.00,"close": 9885.00,"low": 9885.00,"high": 9887.00,"vol": 16021.632026},
{"amount": 2.2124,"count": 6,"id": 1494465900,"open": 9885.00,"close": 9880.00,"low": 9880.00,"high": 9885.00,"vol": 21859.023500}
]
}
错误请求数据的例子
{"req": "market.invalidsymbo.kline.1min","id": "id10"}
返回的错误信息的例子:
{"status": "error","id": "id10","err-code": "bad-request","err-msg": "invalid topic market.invalidsymbol.trade.detail","ts": 1494483996521}
7. 订阅数据(sub/pub)
订阅数据的格式
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": "topic to sub","id": "id generate by client"}
正确订阅的例子
正确订阅:
{"sub": "market.btcusdt.kline.1min","id": "id1"}
"sub"值为topic格式
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}
8. 取消订阅(unsub)
取消订阅的格式
WebSocket Client 订阅数据之后,可以取消订阅,取消订阅之后 WebSocket Server 将不会再发送该 topic 的数据,取消订阅的格式如下:
{"unsub": "topic to unsub","id": "id generate by client"}
正确取消订阅的例子:
{"unsub": "market.btcusdt.trade.detail","id": "id4"}
取消订阅成功返回信息的例子:
{"id": "id4","status": "ok","unsubbed": "market.btcusdt.trade.detail","ts" 1494326028889}
错误取消订阅的例子
错误取消订阅的例子(取消订阅一个尚未订阅的 topic):
{"unsub": "market.btcusdt.trade.detail","id": "id5"}
返回的错误信息的例子
{"id": "id5","status": "error","err-code": "bad-request","err-msg": "unsub with not subbed topic market.btcusdt.trade.detail","ts": 1494326217428}
错误取消订阅的例子(取消订阅一个不存在的 topic):
{"unsub": "not-exists-topic","id": "id5"}
返回的错误信息的例子:
{"id": "id5","status": "error","err-code": "bad-request","err-msg": "unsub with not subbed topic not-exists-topic","ts": 1494326318809}