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23 lines
1008 B
23 lines
1008 B
package market
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import (
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"github.com/shopspring/decimal"
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"wss-pool/pkg/model/base"
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)
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type SubscribeCtBboResponse struct {
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base base.WebSocketResponseBase
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Channel string `json:"ch"` // 数据所属的 channel,格式: market.$contract_code.bbo
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Timestamp int64 `json:"ts"` // 响应生成时间点,单位:毫秒(指接口响应时间)
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Tick *CtBboTick
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}
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type CtBboTick struct {
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Mrid int64 `json:"mrid"` // 订单ID
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Id int64 `json:"id"` // tick ID
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Bids []decimal.Decimal `json:"bids"` // 买一盘,[price(挂单价), vol(此价格挂单张数)]
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Asks []decimal.Decimal `json:"asks"` // 卖一盘,[price(挂单价), vol(此价格挂单张数)]
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Ts int64 `json:"ts"` // 响应生成时间点,单位:毫秒(指数据生成时间)
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Version int64 `json:"version"` // 版本号
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Ch string `json:"ch"` // 数据所属的 channel,格式: market.$contract_code.bbo
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}
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