公告 Gate 现货深度频道升级公告

Gate 现货深度频道升级公告

2025-05-30 16:56:54 UTC+8 127451 阅读

[//]:content-type-MARKDOWN-DONOT-DELETE
为提升交易体验，Gate 将于近期在现货推出全新深度频道 **spot.obu** ，优化推送逻辑并扩展深度档位。具体规则如下：

**1.频道详情**
* 名称：spot.obu
* 参数格式：ob.{symbol}.{level}
* 示例：
ob.BTC_USDT.400（400档）、ob.BTC_USDT.50（50档）
* 档位与频率：
400档：每100ms更新
50档：每20ms更新

**2.订阅与推送规则**
**1.全量深度推送（full=true） ** 
当频道推送的深度为全量深度时，需要将该深度数据完整替换本地深度，并将深度ID更新为消息中的字段 **u** 。服务端可能会重复推送全量深度。
* 订阅该频道时，首次推送为全量深度。

**2.增量深度推送（full=false）**  
增量消息中不会显示 "full" 字段，此时消息包含字段 "U"（深度起始ID）和 "u"（深度结束ID）。
* 如果 U = 本地深度ID + 1，则表示深度连续更新：
	* 将本地深度ID替换为消息中的 "u"。
	* 若更新中的 "a" 和 "b" 不为空，分别按价格更新对应的买、卖深度数量（level[0] 为价格，level[1] 为数量）。当数量 level[1] = "0" 时，需移除对应档位。
* 若 U ≠ 本地深度ID + 1，则深度数据不连续，需要取消订阅该市场，并重新订阅以获取初始化深度。

**3.订阅限制 ** 
针对同一币对的同一深度流，一个链接只允许订阅一次，重复订阅会返回错误。示例：

```
{ "error": { "code": 2, "message": "Alert sub ob.BTC_USDT.50" } }
```

**3.操作与数据推送示例**

**1.订阅**

**1.1订阅请求示例**

```
from websocket import create_connection 
import json

ws = create_connection("wss://ws-testnet.gate-learn.com/v4/ws/spot")

subscribe_msg = {"time": 1748572393, "channel": "spot.obu", "event": "subscribe", "payload": ["ob.BTC_USDT.50"]}

ws.send(json.dumps(subscribe_msg))
print(ws.recv())
```

**1.2 订阅成功响应示例**

```
{"time":1748572394,"time_ms":1748572394271,"conn_id":"b61f70b2e6bcca91","trace_id":"d2e2d92c3a7eabc3d5be52514ef508d2","channel":"spot.obu","event":"subscribe","payload":["ob.BTC_USDT.50"],"result":{"status":"success"},"requestId":"d2e2d92c3a7eabc3d5be52514ef508d2"}
```

**1.3 全量推送示例**

```
{"channel":"spot.obu","result":{"t":1748572394325,"full":true,"s":"ob.BTC_USDT.50","u":28606981,"b":[["105958.9","0.00908"],["105953.2","0.02426"],["105942.6","0.02074"],["105937.7","0.0099"],["105932","0.01731"],["105927.1","0.01796"],["105921.4","0.02041"],["105893.2","0.01265"],["105872","0.01895"],["70000","0.00005"],["49000.1","0.0002"],["66","0.05"]],"a":[["106009.9","0.01555"],["106038.1","0.00648"],["106048.7","0.01751"],["106059.3","0.00198"],["106080.5","0.01861"],["106091.1","0.02018"],["106101.7","0.01548"],["106112.3","0.01776"],["106122.9","0.01546"],["106133.5","0.02117"]]},"time_ms":1748572394325,"event":"update"}
```

**1.4 增量推送示例**

```
{"channel":"spot.obu","result":{"t":1748572395237,"s":"ob.BTC_USDT.50","u":28606989,"U":28606988,"b":[["66","0"]],"a":[["106009.9","0"]]},"time_ms":1748572395237,"event":"update"}
```

**2. 取消订阅**

**2.1 取消订阅请求示例**

```
from websocket import create_connection 
import json

ws = create_connection("wss://ws-testnet.gate-learn.com/v4/ws/spot")

unsubscribe_msg = {"time": 1747054611, "channel": "spot.obu", "event": "unsubscribe", "payload": ["ob.BTC_USDT.50"]}

ws.send(json.dumps(unsubscribe_msg)) 
print(ws.recv())
```

**2.2 取消订阅响应示例**

```
{"time": 1743673617,"time_ms": 1743673617242,"id": 1,"conn_id": "7b06ff199a98ab0e","trace_id": "8f86e4021a84440e502f73fde5b94918","channel": "spot.obu","event": "unsubscribe","payload": ["ob.BTC_USDT.50"],"result": {"status": "success"}}
```

**4. 模拟盘测试通知**

此功能已在现货模拟环境上线，请通过以下URL接入测试： WebSocket 现货模拟交易地址：
wss://ws-testnet.gate-learn.com/v4/ws/spot

请开发者根据新规则调整对接逻辑。如有疑问，请联系客户支持团队。

<sp>
Gate团队
2025年5月30日
<sp>
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