package market import ( "github.com/shopspring/decimal" "wss-pool/pkg/model/base" ) type SubscribeCtDepthResponse struct { base base.WebSocketResponseBase Channel string `json:"ch"` Timestamp int64 `json:"ts"` Tick *CtDepthTick } type SubscribeCtDepthTempResponse struct { base base.WebSocketResponseBase Channel string `json:"ch"` Timestamp int64 `json:"ts"` Tick *CtDepthTick `json:"tick"` } type SubscribeCtDepthResponseData struct { Info interface{} `json:"info"` Symbol string `json:"symbol"` } type CtDepthTick struct { Mrid int64 `json:"mrid"` // 订单ID Id int64 `json:"id"` // tick ID Bids [][]decimal.Decimal `json:"bids"` // 卖盘,[price(挂单价), vol(此价格挂单张数)], 按price升序 Asks [][]decimal.Decimal `json:"asks"` // 买盘,[price(挂单价), vol(此价格挂单张数)], 按price降序 Ts int64 `json:"ts"` // 深度生成时间戳,每100MS生成一次,单位:毫秒 Version int64 `json:"version"` // 版本号 Ch string `json:"ch"` // 数据所属的 channel,格式: market.period }