https://github.com/goex-top/market_center
Center to collect market data from cryptocurrency exchanges and distribute it over UDS(Unix Domain Sockets) using GoEx
https://github.com/goex-top/market_center
cryptocurrency goex market-center uds unix-domain-sockets
Last synced: 6 months ago
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Center to collect market data from cryptocurrency exchanges and distribute it over UDS(Unix Domain Sockets) using GoEx
- Host: GitHub
- URL: https://github.com/goex-top/market_center
- Owner: goex-top
- Created: 2020-01-13T08:09:31.000Z (over 6 years ago)
- Default Branch: master
- Last Pushed: 2020-04-30T06:38:03.000Z (about 6 years ago)
- Last Synced: 2024-06-19T00:33:31.229Z (about 2 years ago)
- Topics: cryptocurrency, goex, market-center, uds, unix-domain-sockets
- Language: Go
- Homepage:
- Size: 93.8 KB
- Stars: 16
- Watchers: 2
- Forks: 6
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
# Market Center
A center to collect market data from cryptocurrency exchanges and distribute it over UDS(Unix Domain Sockets) using [GoEx](https://github.com/nntaoli-project/GoEx), it design for multi-strategy in one server, especial hft(high frequency trading)
## NOT Support Windows
## Why market center
Some exchanges has limitation for **REST** api, limit access frequency by IP or Account.
Usually we start some strategies in one server(description followed), Exchange 2 maybe ban your server IP because too many request.
So we could use a market center as a router to avoid limitation(description followed)
## APIs
Ref to [Client](https://github.com/goex-top/market_center_client)
params
- exchangeName: exchange name, ref to [Supports](#support-exchanges)
- currencyPair: currency pair, format with `_`, like `BTC_USDT`
- period: market data update period, unit ms
- contractType: future/swap contract type
* GetSupportList() []
* SubscribeSpotTicker(exchangeName, currencyPair, period) (error)
* SubscribeSpotDepth(exchangeName, currencyPair, period) (error)
* ~~SubscribeSpotTrade(exchangeName, currencyPair) (error)~~
* GetSpotTicker(exchangeName, currencyPair) (*Ticker, error)
* GetSpotDepth(exchangeName, currencyPair) (*Depth, error)
* ~~GetSpotTrade(exchangeName, currencyPair) (*Trade, error)~~
* SubscribeFutureTicker(exchangeName, contractType, currencyPair, period) (error)
* SubscribeFutureDepth(exchangeName, contractType, currencyPair, period) (error)
* ~~SubscribeFutureTrade(exchangeName, contractType, currencyPair) (error)~~
* GetFutureTicker(exchangeName, contractType, currencyPair) (*Ticker, error)
* GetFutureDepth(exchangeName, contractType, currencyPair) (*Depth, error)
* ~~GetFutureTrade(exchangeName, contractType, currencyPair) (*Trade, error)~~
## Support Exchanges
### SPOT
* Poloniex
* Bitstamp
* Huobi
* Bitfinex
* Okex
* Binance
* Bittrex
* Bithumb
* Gdax
* Gate
* Coinex
* Zb
* Bigone
* Hitbtc
### FUTURE
* Future_Bitmex
* Future_Okex
* Swap_Okex
* Future_Hbdm
* Swap_Binance
* Future_Coinbene
## Proxy
center will get proxy setting from system environment, key word is `HTTP_PROXY`. if you want to use proxy for center, `set HTTP_PROXY=socks5://127.0.0.1:1080` or `export HTTP_PROXY=socks5://127.0.0.1:1080`
## Client
golang client
[https://github.com/goex-top/market_center_client](https://github.com/goex-top/market_center_client)
fmz js client
[https://github.com/goex-top/market_center_client_fmz](https://github.com/goex-top/market_center_client_fmz)
## Why UDS
### benchmark compare between USD and TCP/IP loopback
* When the server and client benchmark programs run on the same box, both the TCP/IP loopback and unix domain sockets can be used. Depending on the platform, unix domain sockets can achieve around 50% more throughput than the TCP/IP loopback (on Linux for instance). The default behavior of redis-benchmark is to use the TCP/IP loopback.[redis report](https://redis.io/topics/benchmarks)
* [Performance Analysis of Various Mechanisms
for Inter-process Communication
](http://osnet.cs.binghamton.edu/publications/TR-20070820.pdf)
## How UDS
* [unix-domain-sockets-in-go](https://eli.thegreenplace.net/2019/unix-domain-sockets-in-go/)
### 观星者
