29、永续: 行情API
<h1>永续行情 API doc</h1>
<h3>websocket地址</h3>
<ul>
<li>永续行情地址取/init接口中quoteDomainList[1], 如取得地址为https://行情域名/
则行情websocket为 wss://行情域名/</li>
</ul>
<h4>通过API可以快速实现以下功能：</h4>
<ul>
<li>通过http获取此市场深度快照</li>
<li>获取websocket市场深度增量更新</li>
</ul>
<h1>http api</h1>
<ul>
<li>
<p>获取深度快照: <a href="https://行情域名/mkpai/depth-v2?businessType=BTC-USDT&dType=0&size=500">https://行情域名/mkpai/depth-v2?businessType=BTC-USDT&dType=0&size=500</a></p>
<pre><code>businessType: BTC-USDT //币对
dType: 0 // 深度方向 0-全部方向 1-买 2-卖
size： 500 // 深度档位</code></pre>
</li>
<li>返回数据说明
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asks: 卖队列
bids: 买队列
v： 版本号</code></pre></li>
</ul>
<h1>websocket api</h1>
<ul>
<li>
<p>永续websocket api相对原api变更部分</p>
<ul>
<li>1、返回cmid增加6001、7001推送, 为实时成交、深度增量更新数据</li>
</ul>
</li>
<li>返回数据说明
<pre><code>{&quot;data&quot;:&quot;{\&quot;s\&quot;:\&quot;XRP-USDT\&quot;,\&quot;v\&quot;:9825065064,\&quot;a\&quot;:9825065064,\&quot;bids\&quot;:[[0.4719,93388],[0.4718,101638],[0.4717,290732],[0.4716,194311],[0.4715,95368],[0.4714,294974],[0.4713,144533],[0.4712,257403],[0.4711,73540],[0.471,278251],[0.4709,101454],[0.4708,32312],[0.4707,15642],[0.4706,26567],[0.4705,402611],[0.4704,30718],[0.4703,8003],[0.4702,21999],[0.4701,255612],[0.47,22589]],\&quot;asks\&quot;:[[0.472,175081],[0.4721,71049],[0.4722,69749],[0.4723,86449],[0.4724,153554],[0.4725,36871],[0.4726,171158],[0.4727,373679],[0.4728,81549],[0.4729,94560],[0.473,97601],[0.4731,233040],[0.4732,11789],[0.4733,64474],[0.4734,224894],[0.4735,5212],[0.4736,43335],[0.4737,10671],[0.4738,28736],[0.4739,366249]],\&quot;type\&quot;:2}&quot;,&quot;cmid&quot;:&quot;7001&quot;}
asks: 卖队列
bids: 买队列
s： XRP-USDT // 交易对
v： 版本号
type: 2 // 数据更新类型，2代表增量更新，1代表全量更新，因永续深度数据更新频繁只会推送2，不存在推送1的情况
p: // 成交价格，忽略此字段, 前端不使用</code></pre></li>
</ul>
<h3>如何正确在本地维护一个orderbook副本</h3>
<ul>
<li>1、订阅 wss://行情域名/wsquote 3001, 会自动推送3001(市场最新数据), 6001(实时成交), 7001(深度增量数据) </li>
<li>2、开始缓存收到的更新。同一个价位，后收到的更新覆盖前面的。</li>
<li>3、访问Rest接口 <a href="https://行情域名/mkpai/depth-v2">https://行情域名/mkpai/depth-v2</a> 获得一个500档的深度快照</li>
<li>4、将目前缓存到的信息中 ws_version <= 步骤3中获取到的快照中的 http_vsersion 的部分丢弃(丢弃更早的信息，已经过期)。
将深度快照中的内容更新到本地orderbook副本中，并从websocket接收到的第一个 ws_version <= http_vsersion+1 且 ws_version >= http_vsersion+1 的event开始继续更新本地副本。
每一个新event的 ws_version 应该恰好等于上一个event的 ws_version+1，否则可能出现了丢包，请从step3重新进行初始化。</li>
<li>5、每一个event中的挂单量代表这个价格目前的挂单量绝对值，而不是相对变化。</li>
<li>6、如果某个价格对应的挂单量为0，表示该价位的挂单已经撤单或者被吃，应该移除这个价位。</li>
</ul>