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qinix / redepth

A native DOM(Depth of Market) data type for Redis

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  • REDEPTH.ADD key price amount side: 添加新订单
  • REDEPTH.FILL key price filled_amount side is_fully_filled: 成交某订单（若 fully_filled 则会减少对应 order_count）`
  • REDEPTH.CLOSE key price amount side: 撤销某订单
  • REDEPTH.GET key [limit]: 获取当前 depth
  • REDEPTH.MERGE key protobuf_encoded_depth: 递归增量更新当前值
  • REDEPTH.NEWCHANGES key: 获取上次调用到当前调用之间的变化的 PriceLevel