火幣網API文檔——WebSocket API Reference

本文轉載自查看原文 2018-04-25 21:36 1798 區塊鏈數字貨幣金融知識點

訂閱 KLine 數據 market.$symbol.kline.$period

　　成功建立和 WebSocket API 的連接之后，向 Server 發送如下格式的數據來訂閱數據：

{
  "sub": "market.$symbol.kline.$period",
  "id": "id generate by client"
}

參數名稱	是否必須	類型	描述	默認值	取值范圍
symbol	true	string	交易對		ethbtc, ltcbtc, etcbtc, bchbtc......
period	true	string	K線周期		1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year

正確訂閱的例子

正確訂閱

{
  "sub": "market.btcusdt.kline.1min",
  "id": "id1"
}

訂閱成功返回數據的例子

{
  "id": "id1",
  "status": "ok",
  "subbed": "market.btcusdt.kline.1min",
  "ts": 1489474081631
}

之后每當 KLine 有更新時，client 會收到數據，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 說明

  "tick": {
    "id": K線id,
    "amount": 成交量,
    "count": 成交筆數,
    "open": 開盤價,
    "close": 收盤價,當K線為最晚的一根時，是最新成交價
    "low": 最低價,
    "high": 最高價,
    "vol": 成交額, 即 sum(每一筆成交價 * 該筆的成交量)
  }

錯誤訂閱的例子

錯誤訂閱(錯誤的 symbol)

{
  "sub": "market.invalidsymbol.kline.1min",
  "id": "id2"
}

訂閱失敗返回數據的例子

{
  "id": "id2",
  "status": "error",
  "err-code": "bad-request",
  "err-msg": "invalid topic market.invalidsymbol.kline.1min",
  "ts": 1494301904959
}

錯誤訂閱(錯誤的 topic)

{
  "sub": "market.btcusdt.kline.3min",
  "id": "id3"
}

訂閱失敗返回數據的例子

{
  "id": "id3",
  "status": "error",
  "err-code": "bad-request",
  "err-msg": "invalid topic market.btcusdt.kline.3min",
  "ts": 1494310283622
}

請求 KLine 數據 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 之間的時間點，單位：秒",
  "to": "optional, type: long, 2017-07-28T00:00:00+08:00 至 2050-01-01T00:00:00+08:00 之間的時間點，單位：秒，必須比 from 大"
}

參數名稱	是否必須	類型	描述	默認值	取值范圍
symbol	true	string	交易對		btcusdt, ethusdt, ltcusdt, etcusdt, bchusdt, ethbtc, ltcbtc, etcbtc, bchbtc...
period	true	string	K線周期		1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year

[t1,t5]設有 t1 ~ t5 的K線.

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條

請求 KLine 數據的例子

{
  "req": "market.btcusdt.kline.1min",
  "id": "id10"
}

返回數據的例子

{
  "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
  ]
}

訂閱 Market Depth 數據 market.$symbol.depth.$type

　　成功建立和 WebSocket API 的連接之后，向 Server 發送如下格式的數據來訂閱數據：

{
  "sub": "market.$symbol.depth.$type",
  "id": "id generated by client"
}

參數名稱	是否必須	類型	描述	默認值	取值范圍
symbol	true	string	交易對		btcusdt, ethusdt, ltcusdt, etcusdt, bchusdt, ethbtc, ltcbtc, etcbtc, bchbtc...
type	true	string	Depth 類型		step0, step1, step2, step3, step4, step5（合並深度0-5）；step0時，不合並深度

用戶選擇“合並深度”時，一定報價精度內的市場掛單將予以合並顯示。合並深度僅改變顯示方式，不改變實際成交價格。

正確訂閱例子

{
  "sub": "market.btcusdt.depth.step0",
  "id": "id1"
}

訂閱成功返回數據的例子

{
  "id": "id1",
  "status": "ok",
  "subbed": "market.btcusdt.depth.step0",
  "ts": 1489474081631
}

之后每當 depth 有更新時，client 會收到數據，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 說明

  "tick": {
    "bids": [
    [買1價,買1量]
    [買2價,買2量]
    //more data here
    ]
    "asks": [
    [賣1價,賣1量]
    [賣2價,賣2量]
    //more data here
    ]
  }

請求 Market Depth 數據 market.$symbol.depth.$type

{
  "req": "market.$symbol.depth.$type",
  "id": "id generated by client"
}

請求 Market Depth 數據的例子

{
  "req": "market.btcusdt.depth.step0",
  "id": "id10"
}

返回數據的例子：

{
  "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
    ]
  }
}

訂閱 Trade Detail 數據 market.$symbol.trade.detail

{
  "sub": "market.$symbol.trade.detail",
  "id": "id generated by client"
}

參數名稱	是否必須	類型	描述	默認值	取值范圍
symbol	true	string	交易對		btcusdt, ethusdt, ltcusdt, etcusdt, bchusdt, ethbtc, ltcbtc, etcbtc, bchbtc...

正確訂閱例子：

{
  "sub": "market.btcusdt.trade.detail",
  "id": "id1"
}

訂閱成功返回數據的例子：

{
  "id": "id1",
  "status": "ok",
  "subbed": "market.btcusdt.trade.detail",
  "ts": 1489474081631
}

之后每當 Trade Detail 有更新時，client 會收到數據，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 說明：

  "data": [
    {
      "id":        消息ID,
      "price":     成交價,
      "time":      成交時間,
      "amount":    成交量,
      "direction": 成交方向,
      "tradeId":   成交ID,
      "ts":        時間戳
    }
  ]

請求 Trade Detail 數據 market.$symbol.trade.detail

{
  "req": "market.$symbol.trade.detail",
  "id": "id generated by client"
}

僅能獲取最近 300 個 Trade Detail 數據

請求 Trade Detail 數據的例子

{
  "req": "market.btcusdt.trade.detail",
  "id": "id11"
}

返回數據的例子：

{
  "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
  ]
}

請求 Market Detail 數據 market.$symbol.detail

{
  "req": "market.$symbol.detail",
  "id": "id generated by client"
}

僅返回當前 Market Detail

請求 Market Detail 數據的例子

{
  "req": "market.btcusdt.detail",
  "id": "id12"
}

返回數據的例子：

{
  "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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