WebSocket
一般的
Websocket 是一种新的 HTML5 协议。 它实现了客户端和服务器之间的全双工数据传输，允许数据在两个方向上有效地传输。 只需一次握手，客户端和服务器之间的连接就建立起来。 然后服务器将能够根据预设的规则将数据推送到客户端。 其优点包括：
客户端和服务器之间传输数据的WebSocket请求头大约只有2个字节
客户端或服务器都可以发起数据传输
由于不需要重复创建和删除TCP连接，因此节省了带宽和服务器资源
我们强烈建议开发者使用WebSocket API来检索市场数据和订单深度。
WS信息
网址：wss://wspool.hiotc.pro/kline-api/ws
返回的数据除心跳数据外都会进行二进制压缩（用户需要通过Gzip算法解压）
命令格式
事件
渠道
描述
sub
market_$symbol_depth_step0
Subscribe depth
unsub
market_$symbol_depth_step0
Unsubscribe depth
sub
market_$symbol_trade_ticker
Subscribe to real-time trade
unsub
market_$symbol_trade_ticker
Unsubscribe real-time trade
sub
market_$symbol_ticker
Subscribe to 24h market data
unsub
market_$symbol_ticker
Unsubscribe 24h market data
sub
market_$symbol_kline_1min
Subscribe to 1min k-line information
req
market_$symbol_kline_1month
Request 1 month historical bar record
Heartbeat
Every once in a while, the server will send a PING message. The client needs to reply to the PONG message, otherwise the server will close the connection.
ping
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{
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"ping": 1535975085052
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}
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pong
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{
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"pong": 1535975085052
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}
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Subscription Full Depth
Subscription message structure
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{
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"event":"sub",
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"params":{
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"channel":"market_$symbol_depth_step0", // $symbol E.g. btcusdt
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"cb_id":"1" // Business ID is not required
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}
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}
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Payload
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{
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"channel":"market_btcusdt_depth_step0",
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"ts":1506584998239,
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"tick":{ //A maximum of 30 orders are returned
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"asks":[ //asks
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[10000.19,0.93],
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[10001.21,0.2],
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[10002.22,0.34]
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],
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"buys":[ //buy
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[9999.53,0.93],
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[9998.2,0.2],
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[9997.19,0.21]
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]
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}
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}
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Subscription Real Time Trade
Subscription message structure
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{
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"event":"sub",
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"params":{
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"channel":"market_$symbol_trade_ticker", // $symbol E.g. btcusdt
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"cb_id":"1" // Business ID is not required
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}
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}
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Payload
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{
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"channel":"market_$symbol_trade_ticker",
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"ts":1506584998239,//request time
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"tick":{
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"data":[
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{
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"side":"buy",//buy,sell
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"price":32.233,
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"vol":232,
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"amount":323,
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"ds":'2017-09-10 23:12:21'
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}
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]
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}
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}
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Subscription Kline Market
Subscription message structure
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{
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"event":"sub",
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"params":{
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"channel":"market_$symbol_kline_[1min/5min/15min/30min/60min/1day/1week/1month]", // $symbol E.g. btcusdt
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"cb_id":"1" // Business ID is not required
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}
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}
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Payload
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{
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"channel":"market_$symbol_kline_1min", //1min is for 1 minute
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"ts":1506584998239,//request time
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"tick":{
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"id":1506602880,//kline start time
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"vol":1212.12211,
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"open":2233.22,//open price
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"close":1221.11,//close price
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"high":22322.22,//high price
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"low":2321.22//low price
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}
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}
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Subscription Market Tickers
Subscription message structure
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{
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"event":"sub",
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"params":{
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"channel":"market_$symbol_ticker", // $symbol E.g. btcusdt
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"cb_id":"1" // Business ID is not required
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}
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}
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Payload
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{
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"channel":"market_$symbol_ticker",
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"ts":1506584998239,//request time
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"tick":{
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"amount":123.1221,
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"vol":1212.12211,
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"open":2233.22,//open price
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"close":1221.11,//close price
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"high":22322.22,//high price
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"low":2321.22,//low price
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"rose":-0.2922,//increase
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}
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}
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Request Kline History Data
Subscription message structure
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{
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"event":"req",
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"params":{
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"channel":"market_$symbol_kline_[1min/5min/15min/30min/60min/1day/1week/1month]",
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"cb_id":"1",
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"endIdx":"1506602880", //Return pageSize data before endIdx Not required
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"pageSize":100 // Not required
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}
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}
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Payload
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{
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"event_rep":"rep","channel":"market_$symbol_kline_5min",
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"ts":1506584998239,//request time
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"data":[ //up to 300
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{
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"id":1506602880,//kline start time
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"amount":123.1221,
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"vol":1212.12211,
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"open":2233.22,//open price
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"close":1221.11,//close price
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"high":22322.22,//high price
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"low":2321.22//low price
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},
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{
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"id":1506602880,//kline start time
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"amount":123.1221,
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"vol":1212.12211,
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"open":2233.22,//open price
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"close":1221.11,//close price
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"high":22322.22,//high price
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"low":2321.22//low price
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}
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]
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}
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Request History Trade
Subscription message structure
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{
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"event":"req",
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"params":{
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"channel":"market_$symbol_trade_ticker", // $symbol E.g. btcusdt
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"cb_id":"1" // Business ID is not required
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}
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}
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Payload
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{
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"event_rep":"rep","channel":"market_$symbol_trade_ticker",
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"ts":1506584998239,"status":"ok",
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"data":[
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{
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"side":"buy",//buy,sell
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"price":32.233,//trade price
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"vol":232,//trade vol
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"amount":323//trade amount
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},
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{
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"side":"buy",//buy,sell
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"price":32.233,//trade price
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"vol":232,//trade vol
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"amount":323//trade amount
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}
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]
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}