防御措施

zb.js

@@ -129,10 +129,16 @@ function subscribe() {
       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: depth.asks.reverse(), bids: depth.bids, symbol});
-        redisClient.set(key, depthJson, 'EX', 2);
-        redisClient.publish(publishKey, publishContent);
+        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")
+        }
       }
     }
   });
@@ -177,9 +183,15 @@ function depthByRest(symbol,callback) {
         lastEventTimeMap[symbol] = data.timestamp;
         console.log(symbol + '@' + data.timestamp * 1000 + ' from rest');
         const publishContent = JSON.stringify({symbol, time: data.timestamp * 1000});
-        const depthJson = JSON.stringify({asks: data.asks.reverse(), bids: data.bids, symbol});
-        redisClient.set(key, depthJson, 'EX', 2);
-        redisClient.publish(publishKey, publishContent);
+        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")
+        }
       }
     }
     if (callback) {
@@ -220,7 +232,7 @@ function getBalanceByRest() {
 
 function run() {
   subscribe();
-  const depthInterval = Math.max(60 * 1000 / (900 * ips.length / observerSymbol.length), 300);
+  const depthInterval = Math.max(60 * 1000 / (900 * ips.length / observerSymbol.length), 100);
   console.log(depthInterval);
   setInterval(() => {
     for (const symbol of observerSymbol) {