depth

zb.js

@@ -14,6 +14,7 @@ const accountInfoChannel = "getaccountinfo";
 const APIKEY = "6b07db0c-dc4f-4a90-9955-665041bdbdbf";
 const APISECRET = "7ac9bcc3-5f0c-4eaf-99c9-80cb6a45165a";
 const lastEventTimeMap = {};
+const lastLastEventTimeMap = {};
 const lastDataMap = {};
 const lastLastDataMap = {};
 let balanceByRestOk = true;
@@ -161,10 +162,12 @@ function _handleDepthData(symbol, data, source) {
   const key = symbol.replace('_', '').toUpperCase() + 'DEPTH@zb';
   symbol = symbol.toUpperCase();
   const lastEventTime = lastEventTimeMap[symbol] || 0;
+  const lastLastEventTime = lastLastEventTimeMap[symbol] || 0;
   const asks = data.asks.reverse().slice(0, 5);
   const bids = data.bids.slice(0, 5);
   const currentJsonData = JSON.stringify({asks, bids});
-  if (data.timestamp > lastEventTime || (data.timestamp === lastEventTime && currentJsonData !== lastDataMap[symbol])) {
+  if (data.timestamp > lastEventTime
+    || (data.timestamp === lastEventTime && currentJsonData !== lastDataMap[symbol] && (currentJsonData !== lastLastDataMap[symbol] || lastLastEventTime != data.timestamp))) {
     if (symbol === "BTCUSDT") {
       let consoleMethod = console.log;
       if (data.timestamp === lastEventTime) {
@@ -173,8 +176,9 @@ function _handleDepthData(symbol, data, source) {
       consoleMethod(symbol + '@' + data.timestamp * 1000 + ' from ' + source);
       consoleMethod(currentJsonData);
     }
+    lastLastEventTimeMap[symbol] = lastEventTimeMap[symbol];
     lastEventTimeMap[symbol] = data.timestamp;
-    // lastLastDataMap[symbol] = lastDataMap[symbol];
+    lastLastDataMap[symbol] = lastDataMap[symbol];
     lastDataMap[symbol] = currentJsonData;
     const publishContent = JSON.stringify({symbol, time: data.timestamp * 1000});
 
@@ -244,7 +248,7 @@ function getBalanceByRest() {
 
 function run() {
   subscribe();
-  const depthInterval = Math.max(60 * 1000 / (900 * ips.length / observerSymbol.length), 80);
+  const depthInterval = Math.max(60 * 1000 / (900 * ips.length / observerSymbol.length), 55);
   console.log(depthInterval);
   setInterval(() => {
     for (const symbol of observerSymbol) {