如何通过推送 api(WAMP 协议)更新 poloniex 订单簿 [英] How to up to date poloniex orderbook via push api (WAMP protocol)

问题描述

我在 poloniex.com 上制作剥头皮软件为此，我需要有关订单簿的最新信息.API DOCUMENTATION 谈到了推送 api.据我所知，它是这样工作的:

I making software for scalping on poloniex.com To do this, I need to have fresh information about order book. API DOCUMENTATION said about push api. As i understand right it work like that:

1. 使用 returnOrderBook(公共方法 API)获取快照
2. 从响应中获取序列号(seq key)
3. 订阅使用快照序列号推送 api

4. 接收新数据并对快照数据进行更正.

1. Use returnOrderBook (public method API) for getting snapshot
2. Take sequence number (seq key) from responce
3. Subscribe to push api with sequence number from snapshot

4. Recive fresh data and make correction on snapshot data.

<?php
namespace Crypto\Scalper\Cli;
use AppConfig;
use Monolog\Logger;
use Monolog\Handler\StreamHandler;
use AndreasGlaser\PPC\PPC;

use Thruway\ClientSession;
use Thruway\Peer\Client;
use Thruway\Transport\PawlTransportProvider;

use Psr\Log\NullLogger;



/**
 * Class PoloniexSyncCli
 * @package Crypto\Scalper\Cli
 */
class PoloniexSyncCli
{
    private $log;
    private $orderbooks;

    /**
     * Constructor.
     */
    public function __construct()
    {
        // Logging
        $this->log = new Logger('PoloniexSyncCli');
        $this->log->pushHandler(new StreamHandler('php://stdout', Logger::DEBUG));
    }

    public function loop()
    {
        $this->log->info('Sync poloniex data');
        while (true) {
            $this->getOrderbooks();
            $this->subscribe();
            sleep(10);
        }
    }


    /**
     * Get orderbook snapshot
     */
    private function getOrderbooks()
    {
        $this->log->info('Getting order book snapshot (REST API)');
        $poloniex = AppConfig::get('poloniex');
        $ppc = new PPC($poloniex['apiKey'], $poloniex['secret']);
        $result = $ppc->getOrderBook('USDT_BTC', 50);
        if (array_key_exists('error', $result->decoded)) {
            $this->log->error("Error on REST API request: {$result->decoded['error']}");
            exit;
        }

        $this->orderbooks = $result->decoded;
        $this->log->info("Seq: {$this->orderbooks['seq']}"); // THIS IS sequence number
    }


    /**
     * Subscribe to feed for getting fresh orderbook data
     */
    private function subscribe() {
        $this->log->info('Subscribe to feed (WAMP)');
        $client = new Client("realm1");
        $client->addTransportProvider(new PawlTransportProvider("wss://api.poloniex.com"));

        $client->on('open', function (ClientSession $session) {
            $marketEvent = function ($args, $argsKw, $details, $publicationId) {
                echo "Orderbook update: seq: $argsKw->seq, args count: ".count($args)."\n";
            };


            /**
             * All problem here
             * As i understand right i need send seq number on subscribe
             * and start recive data from that number
             * But i recive data with another numbers -(
             */
            $session->subscribe('USDT_BTC', $marketEvent, ['seq' => $this->orderbooks['seq']]);

        });

        $client->on('close', function ($reason){
            $this->log->info("Соединение с Web socket было закрыто со стороны сервера, причина: $reason");
        });

        $client->on('error', function ($errorUri){
            $this->log->error("Произошла ошибка во время синхронизации по Web socket, причина: $errorUri");
            exit;
        });


        $client->start();
    }
}

这是脚本日志:

    ./poloniex-sync.php
    PoloniexSyncCli.INFO: Sync poloniex data
    PoloniexSyncCli.INFO: Getting order book snapshot (REST API)
    PoloniexSyncCli.INFO: Seq: 106470819
    PoloniexSyncCli.INFO: Subscribe to feed (WAMP)
    Orderbook update: seq: 106307669, args count: 2
    Orderbook update: seq: 106307670, args count: 2
    Orderbook update: seq: 106307671, args count: 1
    Orderbook update: seq: 106307672, args count: 5
    Orderbook update: seq: 106307673, args count: 2
    Orderbook update: seq: 106307674, args count: 2
    Orderbook update: seq: 106307675, args count: 1
    Orderbook update: seq: 106307676, args count: 2
    Orderbook update: seq: 106307677, args count: 1
    Orderbook update: seq: 106307678, args count: 1
    Orderbook update: seq: 106307679, args count: 2
    Orderbook update: seq: 106307680, args count: 1
    Orderbook update: seq: 106307681, args count: 2
    Orderbook update: seq: 106307682, args count: 1
    Orderbook update: seq: 106307683, args count: 1
    Orderbook update: seq: 106307684, args count: 1

正如你在快照中看到的序列号是:106470819但是推送API收到的序列号与快照序列号没有关联:106307669, 106307670, ...

As you can see sequence number in snapshot is: 106470819 But sequence number recived from push API is not correlation with snapshot sequence number: 106307669, 106307670, ...

为了使用 WAMP，我使用 Thruway.我阅读了文档和谷歌搜索，但找不到解决方案.

For working with WAMP i use Thruway. I read docs and googling, but can't found solution.

附言现在我认为我不明白 poloniex api 是如何工作的 -(P.P.S 对不起我丑陋的英语.这不是我的母语

P.S. Now i think that i not understand right how poloniex api work -( P.P.S sorry for my ugly English. It is not my native

推荐答案

WAMP 的东西现在似乎完全没用，但无论如何你都做错了:首先你需要订阅频道(你没有使用任何序列号进行订阅，只是频道名称，例如 BTC_ETH)，开始接收更新(使用序列号)，然后仅通过 REST API 获取订单簿，因此您可以立即开始使用您的条目更新它通过 WAMP 连接重新接收(您可以丢弃之前从完整订单簿下载中收到的带有 seq 编号的任何内容.)

The WAMP thing seems to be completely useless right now, but you're doing it wrong anyway: first you need to subscribe to the channel (you don't use any seq numbers for subscribing, just the channel name, e.g. BTC_ETH), start receiving the updates (with the seq numbers), and only get the orderbook through the REST API then, so you can immediately start updating it with the entries you're receiving through the WAMP connection (you can discard whatever you received with seq numbers before that from the full order book download.)

这篇关于如何通过推送 api(WAMP 协议)更新 poloniex 订单簿的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！