/algowin-api-ws

基于Algowin-api升级，对接了多家交易所的websocket api

Primary LanguageJava

mh-exchange-ws 交易所websocket对接

[toc]

market data

交易所 orderBook ticker trades
bibox √ × ×
coinex √ × ×
deribit √ × ×
huobi √ × ×
hbtc √ × ×
binance √ × ×


eg:

//订阅Coinex 永续 BTC_USD
StreamingExchange exchange =
        StreamingExchangeFactory.INSTANCE.createExchange(CoinexStreamingExchange.class.getName(), TradingArea.Futures);
StreamingParsingCurrencyPair parsing=exchangess.getStreamingParsingCurrencyPair();
exchange.connect().blockingAwait();
Observable<OrderBook> observable=exchanges.getStreamingMarketDataService().getOrderBook(parsing.parsing(CurrencyPair.BTC_USD));
Disposable disposable=observabless.subscribe(o -> {
    log.info("ask: "+o.getAsks());
    log.warn("bid: "+o.getBids());
});

//取消订阅
disposable.dispose();

coinex

  • orderBook 一次连接只能订阅一种币对
      {
        "method":"depth.subscribe",
        "params":[
          "BTCBCH",           #1.market: See<API invocation description·market>
          20,                 #2.limit: Count limit, Integer
          "0"                 #3.interval: Merge，String
        ],
        "id":15
      }
     
      @param args args[0] limit: Count limit, Integer
                  args[1] interval: Merge，String

deribit

  • orderBook

book.{instrument_name}.{group}.{depth}.{interval}

Parameter Required Type Enum Description
instrument_name true string Instrument name
group true string none 1/ 2/ 5/ 10/ 25/ 100/ 250 Allowed values for BTC - none, 1, 2, 5, 10 , Allowed values for ETH - none, 5, 10, 25, 100, 250
depth true integer 1,10,20 Number of price levels to be included.
interval true string 100ms Frequency of notifications. Events will be aggregated over this interval. 
  channel eg: "book.ETH-PERPETUAL.100.1.100ms";

     @param args args[0] depth Integer	1/10/20	Number of price levels to be included.

binance