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66 lines
2.1 KiB
66 lines
2.1 KiB
package okx |
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// 交易频道 channel: trades |
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// 获取最近的成交数据，有成交数据就推送，每次推送可能聚合多条成交数据。 |
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// 根据每个taker订单的不同成交价格推送消息，并使用count字段表示聚合的订单匹配数量。 |
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type TradesData struct { |
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InstId string `json:"instId"` // 产品ID，如 DOGE-USDT-SWAP |
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TradeId string `json:"tradeId"` // 聚合的多笔交易中最新一笔交易的成交ID |
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Px string `json:"px"` // 成交价格 |
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Sz string `json:"sz"` // 成交数量 |
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Side TradeSide `json:"side"` // 成交方向buy/sell |
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Ts string `json:"ts"` // 成交时间，Unix时间戳的毫秒数格式，如 1597026383085 |
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Count string `json:"count"` // 聚合的订单匹配数量 |
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} |
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// ChannelTrades 交易频道 |
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type ChannelTrades struct { |
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cfg wsChannelConfig[*[]TradesData, *ChannelData[*[]TradesData]] |
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wsChannel *wsChannel[*[]TradesData, *ChannelData[*[]TradesData]] |
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} |
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func NewChannelTrades( |
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traceId string, |
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httpProxy string, |
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) *ChannelTrades { |
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cfg := wsChannelConfig[*[]TradesData, *ChannelData[*[]TradesData]]{ |
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channelId: traceId, |
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httpProxy: httpProxy, |
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wsUrl: "/ws/v5/public", |
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subscribeChannels: []string{"trades"}, |
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dataInstanceFunc: func() *[]TradesData { |
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var d []TradesData |
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return &d |
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}, |
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dataMappingFunc: func(data *ChannelData[*[]TradesData]) (*ChannelData[*[]TradesData], error) { |
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return data, nil |
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}, |
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} |
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return &ChannelTrades{cfg: cfg} |
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} |
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func (c *ChannelTrades) Init() (err error) { |
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c.wsChannel = newWsChannel(c.cfg) |
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return c.wsChannel.Init() |
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} |
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func (c *ChannelTrades) Consumer() <-chan *ChannelData[*[]TradesData] { |
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return c.wsChannel.Consumer() |
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} |
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func (c *ChannelTrades) Subscribe(instIds ...string) (err error) { |
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return c.wsChannel.Subscribe(instIds...) |
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} |
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func (c *ChannelTrades) Unsubscribe(instIds ...string) (err error) { |
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return c.wsChannel.Unsubscribe(instIds...) |
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} |
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func (c *ChannelTrades) IsSubscribe(instId string) bool { |
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return c.wsChannel.IsSubscribed(instId) |
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} |
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func (c *ChannelTrades) GetSubscribes() (instIds []string) { |
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return c.wsChannel.GetSubscribes() |
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}
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