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Websocket 行情推送

本篇所列出的所有wss接口的baseurl为: wss://ws.bitrue.com/kline-api/ws

支持的数据

目前提供了k线，成交，深度，ticker 四种数据。

数据压缩

客户端发送消息订阅websocket不需要压缩。 客户端接收到的websocket消息是经过gzip 压缩的，客户端需要进行解压。

心跳

每3分钟，服务端会发送ping帧，客户端应当在10分钟内回复pong帧， 否则服务端会主动断开链接。允许客户端发送不成对的pong帧(即客户端可以以高于10分钟每次的频率发送pong帧保持链接)。

更新频率

更新速度都是实时更新

事件

一共有四种事件： 心跳，请求，订阅 ，取消订阅。

心跳事件

服务端发送给客户端的心跳

{
  "ping":1621418174969
}

客户端发送给服务端的心跳

{
  "pong":1621418174969
}

请求事件

请求数据的event 为req 。成功请求到数据后会收到数据结构集 例如请求交易对adausdt的成交信息

{"event":"req","params":{"cb_id":"adausdt","channel":"market_adausdt_trade_ticker","top":20}}

收到的响应数据为

{"event_rep":"rep","cb_id":"adausdt","status":"ok","top":20,"ds":"2021-05-19 17:53:00","ts":1621417980160,"channel":"market_adausdt_trade_ticker","data":[{"id":28187162,"price":1.743900,"amount":472.07373000000000000000000000000000,"side":"BUY","vol":270.70,"ts":1621412844000,"ds":"2021-05-19 16:27:24"},{"id":28187161,"price":1.742800,"amount":4.93212400000000000000000000000000,"side":"SELL","vol":2.83,"ts":1621412843000,"ds":"2021-05-19 16:27:23"},{"id":28187160,"price":1.742600,"amount":18.55869000000000000000000000000000,"side":"BUY","vol":10.65,"ts":1621412843000,"ds":"2021-05-19 16:27:23"},{"id":28187159,"price":1.743200,"amount":28.71050400000000000000000000000000,"side":"BUY","vol":16.47,"ts":1621412842000,"ds":"2021-05-19 16:27:22"},{"id":28187158,"price":1.744500,"amount":28.01667000000000000000000000000000,"side":"SELL","vol":16.06,"ts":1621412842000,"ds":"2021-05-19 16:27:22"},{"id":28187157,"price":1.744200,"amount":57.48883200000000000000000000000000,"side":"SELL","vol":32.96,"ts":1621412841000,"ds":"2021-05-19 16:27:21"},{"id":28187156,"price":1.742900,"amount":1.67318400000000000000000000000000,"side":"BUY","vol":0.96,"ts":1621412841000,"ds":"2021-05-19 16:27:21"},{"id":28187155,"price":1.743000,"amount":186.18726000000000000000000000000000,"side":"SELL","vol":106.82,"ts":1621412840000,"ds":"2021-05-19 16:27:20"},{"id":28187154,"price":1.743200,"amount":120.61200800000000000000000000000000,"side":"BUY","vol":69.19,"ts":1621412840000,"ds":"2021-05-19 16:27:20"},{"id":28187153,"price":1.743900,"amount":0.45341400000000000000000000000000,"side":"SELL","vol":0.26,"ts":1621412839000,"ds":"2021-05-19 16:27:19"},{"id":28187152,"price":1.743400,"amount":16.87611200000000000000000000000000,"side":"SELL","vol":9.68,"ts":1621412839000,"ds":"2021-05-19 16:27:19"},{"id":28187151,"price":1.743300,"amount":1.48180500000000000000000000000000,"side":"SELL","vol":0.85,"ts":1621412839000,"ds":"2021-05-19 16:27:19"},{"id":28187150,"price":1.743000,"amount":903.65835000000000000000000000000000,"side":"BUY","vol":518.45,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187149,"price":1.743600,"amount":15.81445200000000000000000000000000,"side":"BUY","vol":9.07,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187148,"price":1.743600,"amount":76.63122000000000000000000000000000,"side":"BUY","vol":43.95,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187147,"price":1.743600,"amount":58.98598800000000000000000000000000,"side":"BUY","vol":33.83,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187146,"price":1.743700,"amount":21.81368700000000000000000000000000,"side":"BUY","vol":12.51,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187145,"price":1.743600,"amount":524.94565200000000000000000000000000,"side":"BUY","vol":301.07,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187144,"price":1.743700,"amount":6.08551300000000000000000000000000,"side":"BUY","vol":3.49,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187143,"price":1.743700,"amount":9.31135800000000000000000000000000,"side":"BUY","vol":5.34,"ts":1621412838000,"ds":"2021-05-19 16:27:18"}]}

订阅事件

订阅数据的event 为sub 。 成功订阅后 例如订阅adausdt 币对的成交信息

{"event":"sub","params":{"cb_id":"adausdt","channel":"market_adausdt_trade_ticker","top":20}}

订阅成功后会收到订阅成功的响应信息

{
  "channel":"market_adausdt_trade_ticker",
  "cb_id":"adausdt",
  "event_rep":"subed",
  "status":"ok",
  "ts":1621418172662
}

之后会收到用户具体的订阅的响应数据

{
  "channel":"market_adausdt_trade_ticker",
  "cb_id":"adausdt",
  "event_rep":"subed",
  "status":"ok",
  "ts":1621418172662
}

取消订阅事件

取消订阅数据的event 为unsub 。例子：

{
   "event":"unsub",  #取消事件
   "params":{
       "cb_id":"adausdt",  #币对
       "channel":"market_adausdt_trade_ticker" #取消的channel 
   }
}

取消后没有响应报文。

K线

k线的channel 格式为：market_%s_kline_%S 其中占位符 %s 是币对名称，例如 adausdt ，%S 是k线支持的精度例如 1min。 目前支持的币对可以通过接口 https://www.bitrue.com/kline-api/coin/symbolForShow 获取。 目前支持的精度如下： 1min 5min 15min 30min 1h 2h 4h 6h 8h 12h 1d 1w

举例：adausdt 的1min 精度的k线的channel 就是 market_adausdt_kline_1min。

请求历史k线

历史k线默认返回的是1440根k线的信息，更早的历史k线目前不支持查询。

{
    "event":"req", #事件类型：请求 
    "params":{
        "channel":"market_adausdt_kline_1min", #channel 表示 adausdt 币对的1分钟 k线
        "cb_id":"adausdt"  #币对名称 adausdt
    }
}

响应数据 示例响应数据中省略了部分数据

{
  "data":[
    {
      "close":2.0968, #收盘价
      "amount":28899.212766, #成交金额
      "high":2.0996, #最高价
      "id":1621326480, k线的时间 秒
      "low":2.096, # 最低价
      "open":2.0989, #开始的价格
      "vol":13775.04 #成交数量
    },
    {
      "close":2.0991,
      "amount":15431.118281,
      "high":2.1006,
      "id":1621326540,
      "low":2.0957,
      "open":2.0967,
      "vol":7358.66
    }
 ],
  "ts":1621418992094,
  "event_rep":"rep",
  "cb_id":"adausdt",
  "status":"ok",   #状态标示 ok 为成功
  "channel":"market_adausdt_kline_1min"
}

订阅k线

{
    "event":"sub", #事件类型：订阅
    "params":{
        "channel":"market_adausdt_kline_1min", #channel 表示 adausdt 币对的1分钟 k线
        "cb_id":"adausdt"   #币对名称 adausdt
    }
}

响应数据 订阅成功

{
 "channel":"market_adausdt_kline_1min",
 "cb_id":"adausdt",
 "event_rep":"subed",
 "status":"ok",
 "ts":1621419881168
}

k线数据消息

{
"channel":"market_adausdt_kline_1min",
"ts":1621413503504,
"tick":{
  "amount":49855.950209,
  "close":1.7439,
  "vol":28616.74,
  "high":1.7445,
  "low":1.7406,
  "open":1.7423,
  "id":1621412820
}
}

取消订阅k线

{
"event":"unsub",
"params":{
  "channel":"market_adausdt_kline_1min",
  "cb_id":"adausdt"
}
}

成交

请求成交信息

{"event":"req","params":{"cb_id":"adausdt","channel":"market_adausdt_trade_ticker","top":20}}

收到的响应数据为

{"event_rep":"rep","cb_id":"adausdt","status":"ok","top":20,"ds":"2021-05-19 17:53:00","ts":1621417980160,"channel":"market_adausdt_trade_ticker","data":[{"id":28187162,"price":1.743900,"amount":472.07373000000000000000000000000000,"side":"BUY","vol":270.70,"ts":1621412844000,"ds":"2021-05-19 16:27:24"},{"id":28187161,"price":1.742800,"amount":4.93212400000000000000000000000000,"side":"SELL","vol":2.83,"ts":1621412843000,"ds":"2021-05-19 16:27:23"},{"id":28187160,"price":1.742600,"amount":18.55869000000000000000000000000000,"side":"BUY","vol":10.65,"ts":1621412843000,"ds":"2021-05-19 16:27:23"},{"id":28187159,"price":1.743200,"amount":28.71050400000000000000000000000000,"side":"BUY","vol":16.47,"ts":1621412842000,"ds":"2021-05-19 16:27:22"},{"id":28187158,"price":1.744500,"amount":28.01667000000000000000000000000000,"side":"SELL","vol":16.06,"ts":1621412842000,"ds":"2021-05-19 16:27:22"},{"id":28187157,"price":1.744200,"amount":57.48883200000000000000000000000000,"side":"SELL","vol":32.96,"ts":1621412841000,"ds":"2021-05-19 16:27:21"},{"id":28187156,"price":1.742900,"amount":1.67318400000000000000000000000000,"side":"BUY","vol":0.96,"ts":1621412841000,"ds":"2021-05-19 16:27:21"},{"id":28187155,"price":1.743000,"amount":186.18726000000000000000000000000000,"side":"SELL","vol":106.82,"ts":1621412840000,"ds":"2021-05-19 16:27:20"},{"id":28187154,"price":1.743200,"amount":120.61200800000000000000000000000000,"side":"BUY","vol":69.19,"ts":1621412840000,"ds":"2021-05-19 16:27:20"},{"id":28187153,"price":1.743900,"amount":0.45341400000000000000000000000000,"side":"SELL","vol":0.26,"ts":1621412839000,"ds":"2021-05-19 16:27:19"},{"id":28187152,"price":1.743400,"amount":16.87611200000000000000000000000000,"side":"SELL","vol":9.68,"ts":1621412839000,"ds":"2021-05-19 16:27:19"},{"id":28187151,"price":1.743300,"amount":1.48180500000000000000000000000000,"side":"SELL","vol":0.85,"ts":1621412839000,"ds":"2021-05-19 16:27:19"},{"id":28187150,"price":1.743000,"amount":903.65835000000000000000000000000000,"side":"BUY","vol":518.45,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187149,"price":1.743600,"amount":15.81445200000000000000000000000000,"side":"BUY","vol":9.07,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187148,"price":1.743600,"amount":76.63122000000000000000000000000000,"side":"BUY","vol":43.95,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187147,"price":1.743600,"amount":58.98598800000000000000000000000000,"side":"BUY","vol":33.83,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187146,"price":1.743700,"amount":21.81368700000000000000000000000000,"side":"BUY","vol":12.51,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187145,"price":1.743600,"amount":524.94565200000000000000000000000000,"side":"BUY","vol":301.07,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187144,"price":1.743700,"amount":6.08551300000000000000000000000000,"side":"BUY","vol":3.49,"ts":1621412838000,"ds":"2021-05-19 16:27:18"},{"id":28187143,"price":1.743700,"amount":9.31135800000000000000000000000000,"side":"BUY","vol":5.34,"ts":1621412838000,"ds":"2021-05-19 16:27:18"}]}

收到的数据消息

{
  "event_rep":"rep",
  "cb_id":"adausdt",
  "status":"ok",
  "top":20,
  "ds":"2021-05-19 19:32:23",
  "ts":1621423943916,
  "channel":"market_adausdt_trade_ticker", 
  "data":[
    {
      "id":28187162,  #成交id 
      "price":1.7439, #价格
      "amount":472.07373, #成交金额
      "side":"BUY",  #方向
      "vol":270.7, #数量
      "ts":1621412844000, #成交的时间戳
      "ds":"2021-05-19 16:27:24" #成交的utc+8时间
    },
    {
      "id":28187161,
      "price":1.7428,
      "amount":4.932124,
      "side":"SELL",
      "vol":2.83,
      "ts":1621412843000,
      "ds":"2021-05-19 16:27:23"
    }
  ]
}

订阅成交信息

{
  "event":"sub",
  "params":{
    "cb_id":"adabtc",
    "channel":"market_adabtc_trade_ticker"
  }
}

订阅成功后会收到订阅成功的响应信息

{
  "channel":"market_adausdt_trade_ticker",
  "cb_id":"adausdt",
  "event_rep":"subed",
  "status":"ok",
  "ts":1621418172662
}

之后会收到用户具体的订阅的响应数据

{
  "channel":"market_ltcbtc_trade_ticker",
  "tick":{
    "data":[
      {
        "id":20482764,
        "price":0.006277,
        "amount":0.00520991,
        "side":"BUY",
        "vol":0.83,
        "ts":1621426164263,
        "ds":"2021-05-19 20:09:24"
      },
      {
        "id":20482763,
        "price":0.006278,
        "amount":0.00018834,
        "side":"SELL",
        "vol":0.03,
        "ts":1621426160884,
        "ds":"2021-05-19 20:09:20"
      }
    ]
  },
  "ts":1621426164471
}

取消订阅成交信息

{"event":"unsub","params":{"cb_id":"adausdt","channel":"market_adausdt_trade_ticker","top":20}}

按Symbol的完整Ticker

订阅ticker

{"event":"sub","params":{"channel":"market_xlmeth_ticker","cb_id":"xlmeth"}}

订阅成功的响应

{
  "channel":"market_xlmeth_ticker",
  "cb_id":"xlmeth",
  "event_rep":"subed",
  "status":"ok",
  "ts":1621422413684
}

数据响应

{
  "tick":{
    "amount":0,  #成交金额
    "rose":0,  #24小时的涨跌幅
    "close":0.000309,  #收盘价格
    "vol":0,  #成交量
    "high":0.000309, #最高价
    "low":0.000309, #最低价 
    "open":0.000309 #开盘价
  },
  "channel":"market_xlmeth_ticker", #channelName 
  "ts":1621422413684  #时间戳
}

取消订阅ticker

{
  "event":"unsub",
  "params":{
    "channel":"market_xlmeth_ticker",
    "cb_id":"xlmeth"
  }
}

有限档深度信息

默认提供的深度信息是40档的深度信息。 提供了三种精度的深度信息。

channel 格式 market_%s_depth_step%d

其中 %s 代表币对信息， %d 代表精度种类，精度有三个取值 分别是 0，1，2 。 对应的精度分别是 获取支持的币对信息 接口中的 精度。 例如 币对adausdt 通过 支持的币对信息 接口获取的 响应为

{
    "name":"ADA/USDT", #币对
    "key":"adausdt",  #币对
    "scale":{
        "price":6, #价格展示的精度
        "volume":2 #成交量展示的精度 
    },
    "depth":[. #精度信息
        5,  #第一档精度，价格精确到小数点后5位
        4, #第二档精度，价格精确到小数点后4位
        3 #第三档精度，价格精确到小数点后3位
    ]
}

那么 用户请求第一档精度（精确到小数点）的 深度信息是 channel 为 market_adausdt_depth_step0. 用户请求第二档精度的 深度信息是 channel 为 market_adausdt_depth_step1. 用户请求第三档精度的 深度信息是 channel 为 market_adausdt_depth_step2.

订阅深度信息

{"event":"sub","params":{"cb_id":"adausdt","channel":"market_adausdt_depth_step0"}}

首先收到响应

{
  "channel":"market_adausdt_depth_step0", #订阅的channel
  "cb_id":"adausdt",  #订阅的币对名称
  "event_rep":"subed", #订阅成功
  "status":"ok",  #订阅成功标示
  "ts":1621419669423  #时间戳
}

之后收到数据消息

{
  "channel":"market_adausdt_depth_step0",
  "ts":1621426497365,
  "tick":{
    "buys":[
      [
        "0.15579",
        110
      ],
      [
        "0.12579",
        100
      ],
      [
        "0.05260",
        924402.01
      ]
    ],
    "asks":[
    ]
  }
}

取消订阅深度信息

{"event":"unsub","params":{"cb_id":"adausdt","channel":"market_adausdt_depth_step0"}}

请求深度信息

{"event":"req","params":{"cb_id":"adausdt","channel":"market_adausdt_depth_step0"}}

响应

{
  "ts":1621419599417,
  "tick":{
    "buys":[  #买单
    ],
    "asks":[  #卖单
      [
        "40199.75",  #价格
        0.1  #数量
      ]
    ]
  }
}

获取支持的币对信息

请求URL：

  • https://www.bitrue.com/kline-api/coin/symbolForShow

请求方式：

  • GET

参数： 无

返回示例

一共支持四种计价币

{
    "btc":[           #btc 市场的币对集合
        {
            "name":"BTR/BTC",
            "key":"btrbtc",
            "scale":{
                "price":9,
                "volume":1
            },
            "depth":[
                9,
                8,
                7
            ]
        },
        {
            "name":"BTR/BTC",
            "key":"btrbtc", #币对
            "scale":{
                "price":9, #价格展示的精度
                "volume":1 #成交量展示的精度 
            },
            "depth":[ #深度信息的 价格精度
                9, #第一档精度，价格精确到小数点后9位
                8, #第二档精度，价格精确到小数点后8位
                7  #第三档精度，价格精确到小数点后7位
            ]
        }
    ],
    "usdt":[ #usdt 市场的币对集合 （数据已经被省略了）

    ],
    "xrp":[ #xrp 市场的币对集合 （数据已经被省略了）

    ],
    "eth":[ #eth 市场的币对集合 （数据已经被省略了）

    ]
}