JS 处理交易所的买卖盘深度图数据

场景:深度图的数据整理;

因为是频繁更换的,所以执行效率一定要优化到最好,功能实现只是最基本的要求;

如下图片的应用场景,很多炒股炒币的人应该非常熟悉,交易所里都会用到的;

卖盘的DEMO源数据如下

// 卖盘,原始数据 按照价格从低到高排序(价格升序);
var sellAry = [
// { "price": 0.00010, "number": 3, "heji": 123.980 },
{ "price": 0.00021, "number": 10.1, "heji": 123.980 },
{ "price": 0.00022, "number": 20.2, "heji": 123.980 },
{ "price": 0.00023, "number": 30.3, "heji": 123.980 },
{ "price": 0.00024, "number": 30.4, "heji": 123.980 },
{ "price": 0.00025, "number": 30.5, "heji": 123.980 },
{ "price": 0.00026, "number": 30.6, "heji": 123.980 },
{ "price": 0.00027, "number": 30.7, "heji": 123.980 },
{ "price": 0.00028, "number": 30.8, "heji": 123.980 },
{ "price": 0.00029, "number": 30.9, "heji": 123.980 },
{ "price": 0.00030, "number": 30.1, "heji": 123.980 }
];

买盘的DEMO数据如下;

// 买盘,原始数据 按照价格从低到高排序(价格升序);
var buyAry = [
{ "price": 0.00002, "number": 20.37, "heji": 10 },
{ "price": 0.00003, "number": 16.16, "heji": 10 },
{ "price": 0.00004, "number": 15.72, "heji": 10 },
{ "price": 0.00005, "number": 14.16, "heji": 10 },
{ "price": 0.00006, "number": 13.46, "heji": 10 },

{ "price": 0.00007, "number": 12.1, "heji": 10 },
{ "price": 0.00008, "number": 11.2, "heji": 10 },
{ "price": 0.00009, "number": 10.3, "heji": 10 },
{ "price": 0.00010, "number": 5.4, "heji": 123.980 },
{ "price": 0.00011, "number": 2.5, "heji": 3.08 }

];

要求的数据:需要三个数组
价格数组:从底到高
买盘数组:取前N条数据进行累加排序(DEMO里假设5条)
卖盘数组:取前N条,累加排序;
注意累加的顺序;
因为是频繁更换的,所以执行效率一定要优化到最好;

代码如下;

// 卖盘,原始数据 按照价格从低到高排序(价格升序);
var sellAry = [
// { "price": 0.00010, "number": 3, "heji": 123.980 },
{ "price": 0.00021, "number": 10.1, "heji": 123.980 },
{ "price": 0.00022, "number": 20.2, "heji": 123.980 },
{ "price": 0.00023, "number": 30.3, "heji": 123.980 },
{ "price": 0.00024, "number": 30.4, "heji": 123.980 },
{ "price": 0.00025, "number": 30.5, "heji": 123.980 },
{ "price": 0.00026, "number": 30.6, "heji": 123.980 },
{ "price": 0.00027, "number": 30.7, "heji": 123.980 },
{ "price": 0.00028, "number": 30.8, "heji": 123.980 },
{ "price": 0.00029, "number": 30.9, "heji": 123.980 },
{ "price": 0.00030, "number": 30.1, "heji": 123.980 }
];

// 买盘,原始数据 按照价格从低到高排序(价格升序);
var buyAry = [
{ "price": 0.00002, "number": 20.37, "heji": 10 },
{ "price": 0.00003, "number": 16.16, "heji": 10 },
{ "price": 0.00004, "number": 15.72, "heji": 10 },
{ "price": 0.00005, "number": 14.16, "heji": 10 },
{ "price": 0.00006, "number": 13.46, "heji": 10 },

{ "price": 0.00007, "number": 12.1, "heji": 10 },
{ "price": 0.00008, "number": 11.2, "heji": 10 },
{ "price": 0.00009, "number": 10.3, "heji": 10 },
{ "price": 0.00010, "number": 5.4, "heji": 123.980 },
{ "price": 0.00011, "number": 2.5, "heji": 3.08 }

];

function deepSort(buyAry,sellAry) {
//作为数据使用
var xAxisData=[],
buyData=[],
sellData=[];

//处理浮点数相加的方法
var addPro=function (arg1, arg2) {
arg1 = arg1.toString();
arg2 = arg2.toString();
var arg1Arr = arg1.split("."),
arg2Arr = arg2.split("."),
d1 = arg1Arr.length == 2 ? arg1Arr[1] : "",
d2 = arg2Arr.length == 2 ? arg2Arr[1] : "";

var maxLen = Math.max(d1.length, d2.length);
var m = Math.pow(10, maxLen);
var result = Number(((arg1 * m + arg2 * m) / m).toFixed(maxLen));
var d = arguments[2];
return typeof d === "number" ? Number((result).toFixed(d)) : result;
};

//如果买盘数据>0,处理买盘数据
buyAry.reverse();
buyAry.length>0 && buyAry.slice(0, 5).forEach(function (item) {
var preVal=buyData[0] || 0;
xAxisData.unshift(item['price']);
buyData.unshift(addPro(preVal,item['number']))
});

//如果卖盘数据>0, 处理卖盘数据
sellAry.length>0 && sellAry.slice(0, 5).forEach(function (item,index) {
var preVal=sellData[index-1] || 0;
xAxisData.push(item['price']);
sellData.push(addPro(preVal,item['number']));
buyData.push(null)
});

console.log(xAxisData);
console.log(buyData);
console.log(sellData);
}
deepSort(buyAry,sellAry);

总结:
1.注意累加的顺序,卖盘是价格越高,累加的值越大,买盘是价格越低累加的值越大
2.注意买盘的价格补null;
3.注意累加的浮点数处理;
4.注意性能;

如果有更优秀的写法,欢迎告诉我;非常感谢;
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未经允许不得转载:朱邦邦的博客 » JS 处理交易所的买卖盘深度图数据

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  1. ppcanvas 自己画的吗?回复