depth

zb.js

@@ -14,7 +14,8 @@ const accountInfoChannel = "getaccountinfo";
 const APIKEY = "6b07db0c-dc4f-4a90-9955-665041bdbdbf";
 const APISECRET = "7ac9bcc3-5f0c-4eaf-99c9-80cb6a45165a";
 const lastEventTimeMap = {};
-const lastDataMap = {}
+const lastDataMap = {};
+const lastLastDataMap = {};
 let balanceByRestOk = true;
 let balanceByWebsocketOk = true;
 let currentIpIndex = 0;
@@ -124,23 +125,24 @@ function subscribe() {
       }
     } else {
       const depth = data;
-      const key = depth.channel.replace('_', '').toUpperCase() + '@zb';
+      // const key = depth.channel.replace('_', '').toUpperCase() + '@zb';
       const symbol = depth.channel.replace('_depth', '').toUpperCase();
-      const lastEventTime = lastEventTimeMap[symbol] || 0;
-      if (depth.timestamp > lastEventTime) {
-        lastEventTimeMap[symbol] = depth.timestamp;
-        // console.log(symbol + '@' + depth.timestamp * 1000 + ' from websocket');
-        const asks = depth.asks.reverse();
-        const bids = depth.bids;
-        const publishContent = JSON.stringify({symbol, time: depth.timestamp * 1000});
-        const depthJson = JSON.stringify({asks, bids, symbol});
-        if (asks[0][0] >= bids[0][0]) {
-          redisClient.set(key, depthJson, 'EX', 2);
-          redisClient.publish(publishKey, publishContent);
-        } else {
-          console.error("买一大于卖一，数据有误")
-        }
-      }
+      _handleDepthData(symbol, data, "websocket");
+      // const lastEventTime = lastEventTimeMap[symbol] || 0;
+      // if (depth.timestamp > lastEventTime) {
+      //   lastEventTimeMap[symbol] = depth.timestamp;
+      //   // console.log(symbol + '@' + depth.timestamp * 1000 + ' from websocket');
+      //   const asks = depth.asks.reverse();
+      //   const bids = depth.bids;
+      //   const publishContent = JSON.stringify({symbol, time: depth.timestamp * 1000});
+      //   const depthJson = JSON.stringify({asks, bids, symbol});
+      //   if (asks[0][0] >= bids[0][0]) {
+      //     redisClient.set(key, depthJson, 'EX', 2);
+      //     redisClient.publish(publishKey, publishContent);
+      //   } else {
+      //     console.error("买一大于卖一，数据有误")
+      //   }
+      // }
     }
   });
 }
@@ -171,37 +173,42 @@ function _request(method, url, callback) {
   });
 }
 
+function _handleDepthData(symbol, data, source) {
+  const key = symbol.replace('_', '').toUpperCase() + 'DEPTH@zb';
+  symbol = symbol.toUpperCase();
+  const lastEventTime = lastEventTimeMap[symbol] || 0;
+  if (data.timestamp > lastEventTime || (data.timestamp === lastEventTime && JSON.stringify(data) !== lastDataMap[symbol] && JSON.stringify(data) !== lastLastDataMap[symbol])) {
+    if (symbol === "BTCUSDT") {
+      let consoleMethod = console.log;
+      if (data.timestamp === lastEventTime) {
+        consoleMethod = console.warn;
+      }
+      consoleMethod(symbol + '@' + data.timestamp * 1000 + ' from ' + source);
+      consoleMethod(JSON.stringify(data));
+    }
+    lastEventTimeMap[symbol] = data.timestamp;
+    lastLastDataMap[symbol] = lastDataMap[symbol];
+    lastDataMap[symbol] = JSON.stringify(data);
+    const publishContent = JSON.stringify({symbol, time: data.timestamp * 1000});
+    const asks = data.asks.reverse();
+    const bids = data.bids;
+    const depthJson = JSON.stringify({asks, bids, symbol});
+    if (asks[0][0] >= bids[0][0]) {
+      redisClient.set(key, depthJson, 'EX', 2);
+      redisClient.publish(publishKey, publishContent);
+    } else {
+      console.error("买一大于卖一，数据有误")
+    }
+  }
+}
+
 function depthByRest(symbol,callback) {
   const url = `http://api.zb.com/data/v1/depth?market=${symbol}&size=5`;
   _request("GET", url, (err, data) => {
     if (err) {
       console.error(url + "出错");
     } else {
-      const key = symbol.replace('_', '').toUpperCase() + 'DEPTH@zb';
-      symbol = symbol.toUpperCase();
-      const lastEventTime = lastEventTimeMap[symbol] || 0;
-      if (data.timestamp > lastEventTime || (data.timestamp === lastEventTime && JSON.stringify(data) !== lastDataMap[symbol])) {
-        if (symbol === "BTCUSDT") {
-          let consoleMethod = console.log;
-          if (data.timestamp === lastEventTime) {
-            consoleMethod = console.error
-          }
-          consoleMethod(symbol + '@' + data.timestamp * 1000 + ' from rest');
-          consoleMethod(JSON.stringify(data));
-        }
-        lastEventTimeMap[symbol] = data.timestamp;
-        lastDataMap[symbol] = JSON.stringify(data);
-        const publishContent = JSON.stringify({symbol, time: data.timestamp * 1000});
-        const asks = data.asks.reverse();
-        const bids = data.bids;
-        const depthJson = JSON.stringify({asks, bids, symbol});
-        if (asks[0][0] >= bids[0][0]) {
-          redisClient.set(key, depthJson, 'EX', 2);
-          redisClient.publish(publishKey, publishContent);
-        } else {
-          console.error("买一大于卖一，数据有误")
-        }
-      }
+      _handleDepthData(symbol, data, "rest");
     }
     if (callback) {
       callback(err, data);