交易所工具技术架构

 

订单消息队列分类 （2018-11-08）

Name	desc	
queue_order	网站SPOT下订单	策略/平台 -> 下单服务
queue_order_callback	网站SPOT订单完成状态	下单服务 -> 平台
queue_strategy_instance	策略实例创建（暂时不做）	平台 -> 策略服务
queue_strategy_order_callback	策略SPOT下订单完成状态（修改订单状态，推送给策略服务）	下单服务 -> 策略服务
queue_strategy_orderinfo_callback	策略SPOT订单完成状态更新，给策略服务	定时任务器 -> 策略服务

 

传输协议

Name	message
queue_order	下单 {"createDate":1542027435937,"data":{"accountType":"spot","amount":"1","exchange":"huobi","instanceId":1,"price":"0.1250","symbol":"htusdt","type":"buy-limit","userName":"ACCF8C7128BD245816773ED78DD27A49DB42DF83C96DFDE3511333FF7BE848C6FEC"},"type":"CreateOrderRequest"}     取消订单 {"createDate":1542029904474,"data":{"exchange":"huobi","instanceId":1,"orderIds":["16543271475"],"type":"canceled","userName":"ACCF8C7128BD245816773ED78DD27A49DB42DF83C96DFDE3511333FF7BE848C6FEC"},"type":"CancelOrderRequest"}
queue_order_callback
queue_strategy_instance
queue_strategy_order_callback	下单返回状态 {"createDate":1542029795905,"data":{"accountId":0,"accountType":"spot","amount":"1","canceledDate":0,"createDate":1542029795905,"exchange":"huobi","fieldAmount":"0","fieldFees":"0","finishedDate":0,"instanceId":1,"orderId":16543298105,"price":"0.1250","source":"api","status":"submitted","symbol":"htusdt","type":"buy-limit","userName":"ACCF8C7128BD245816773ED78DD27A49DB42DF83C96DFDE3511333FF7BE848C6FEC"},"type":"OrderResponse"}   取消订单返回状态 {"createDate":1542029904808,"data":{"exchange":"huobi","instanceId":1,"orderIds":["16543271475"],"type":"canceled","userName":"ACCF8C7128BD245816773ED78DD27A49DB42DF83C96DFDE3511333FF7BE848C6FEC"},"type":"CancelOrderResponse"}

 

 

 

2、模块分类 （2018-11-12）

• 交易策略

• 交易所通用

• 交易下单

• 用户管理

• 下单队列

• websocket行情