25 档增量行情

25 档增量行情

200ms 推送一次

请求示例

{
  "SendTopicAction": {
    "Action": "1",
    "FilterValue": "DeepCoin_BTCUSDT",
    "LocalNo": 6,
    "ResumeNo": -1,
    "TopicID": "25"
  }
}

响应参数

字段名	类型	示例值	字段描述
InstrumentID	string	"BTCUSDT"	交易对
Direction	string	"1"	方向
Price	int	29417.3	价格
Volume	int	6432	数量
Orders	int	1	订单数量

响应示例

{
  "action": "PushMarketOrder",
  "localNo": 6,
  "index": "DeepCoin_BTCUSDT",
  "seq": 636714,
  "bNo": 0,
  "changeType": "3",
  "result": [
    {
      "table": "MarketOrder",
      "data": {
        "ExchangeID": "DeepCoin",
        "InstrumentID": "BTCUSDT",
        "Direction": "0",
        "Price": 29408.5,
        "Volume": 6161.0,
        "Orders": 1
      }
    },
    {
      "table": "MarketOrder",
      "data": {
        "ExchangeID": "DeepCoin",
        "InstrumentID": "BTCUSDT",
        "Direction": "0",
        "Price": 29408.4,
        "Volume": 3022.0,
        "Orders": 1
      }
    },
    {
      "table": "MarketOrder",
      "data": {
        "ExchangeID": "DeepCoin",
        "InstrumentID": "BTCUSDT",
        "Direction": "0",
        "Price": 29408.1,
        "Volume": 4530.0,
        "Orders": 1
      }
    },
    {
      "table": "MarketOrder",
      "data": {
        "ExchangeID": "DeepCoin",
        "InstrumentID": "BTCUSDT",
        "Direction": "0",
        "Price": 29407.7,
        "Volume": 1525.0,
        "Orders": 1
      }
    }
  ]
}