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35 lines
1.2 KiB
35 lines
1.2 KiB
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 SubscribeCtDepthResponse struct {
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base base.WebSocketResponseBase
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Channel string `json:"ch"`
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Timestamp int64 `json:"ts"`
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Tick *CtDepthTick
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}
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type SubscribeCtDepthTempResponse struct {
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base base.WebSocketResponseBase
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Channel string `json:"ch"`
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Timestamp int64 `json:"ts"`
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Tick *CtDepthTick `json:"tick"`
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}
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type SubscribeCtDepthResponseData struct {
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Info interface{} `json:"info"`
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Symbol string `json:"symbol"`
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}
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type CtDepthTick 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"` // 卖盘,[price(挂单价), vol(此价格挂单张数)], 按price升序
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Asks [][]decimal.Decimal `json:"asks"` // 买盘,[price(挂单价), vol(此价格挂单张数)], 按price降序
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Ts int64 `json:"ts"` // 深度生成时间戳，每100MS生成一次，单位：毫秒
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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.period
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}
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