depth

zb.js

@@ -161,21 +161,23 @@ 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])*/) {
+  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 (symbol === "BTCUSDT") {
       let consoleMethod = console.log;
       if (data.timestamp === lastEventTime) {
         consoleMethod = console.warn;
       }
       consoleMethod(symbol + '@' + data.timestamp * 1000 + ' from ' + source);
-      consoleMethod(JSON.stringify(data));
+      consoleMethod(currentJsonData);
     }
     lastEventTimeMap[symbol] = data.timestamp;
-    lastLastDataMap[symbol] = lastDataMap[symbol];
-    lastDataMap[symbol] = JSON.stringify(data);
+    // lastLastDataMap[symbol] = lastDataMap[symbol];
+    lastDataMap[symbol] = currentJsonData;
     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);
@@ -186,9 +188,19 @@ function _handleDepthData(symbol, data, source) {
   }
 }
 
+const lastDepthRestSendTimeMap = {};
+
 function depthByRest(symbol,callback) {
   const url = `http://api.zb.com/data/v1/depth?market=${symbol}&size=5`;
+  const sendTime = Date.now();
   _request("GET", url, (err, data) => {
+    const lastDepthRestSendTime = lastDepthRestSendTimeMap[symbol] || 0;
+    if (sendTime > lastDepthRestSendTime) {
+      lastDepthRestSendTimeMap[symbol] = sendTime
+    } else {
+      console.error("延迟太大，丢弃该数据");
+      return;
+    }
     if (err) {
       console.error(url + "出错");
     } else {
@@ -232,13 +244,13 @@ function getBalanceByRest() {
 
 function run() {
   subscribe();
-  // const depthInterval = Math.max(60 * 1000 / (900 * ips.length / observerSymbol.length), 80);
-  // console.log(depthInterval);
-  // setInterval(() => {
-  //   for (const symbol of observerSymbol) {
-  //     depthByRest(symbol);
-  //   }
-  // }, depthInterval);
+  const depthInterval = Math.max(60 * 1000 / (900 * ips.length / observerSymbol.length), 80);
+  console.log(depthInterval);
+  setInterval(() => {
+    for (const symbol of observerSymbol) {
+      depthByRest(symbol);
+    }
+  }, depthInterval);
   setInterval(() => {
     getBalanceByRest();
   }, 2000);