港股api接入实时行情时如何处理午间休市导致的数据空窗？

function getHKMinutes(now = new Date()) {
  const parts = new Intl.DateTimeFormat("en-GB", {
    timeZone: "Asia/Hong_Kong",
    hour: "2-digit",
    minute: "2-digit",
    hourCycle: "h23"
  }).formatToParts(now);

  const hour = Number(
    parts.find(p => p.type === "hour").value
  );
  const minute = Number(
    parts.find(p => p.type === "minute").value
  );

  return hour * 60 + minute;
}

function getHKSession({
  now = new Date(),
  isTradingDay,
  isHalfDay = false,
  isExtendedTradingSecurity = false
}) {
  if (!isTradingDay) return "MARKET_CLOSED";

  const time = getHKMinutes(now);

  if (time >= 570 && time < 720) {
    return "MORNING_SESSION";
  }

  if (isHalfDay && time >= 720) {
    return "HALF_DAY_AFTER_CONTINUOUS_SESSION";
  }

  if (
    time >= 720 &&
    time < 780 &&
    isExtendedTradingSecurity
  ) {
    return "EXTENDED_MORNING_SESSION";
  }

  if (time >= 720 && time < 780) {
    return "LUNCH_BREAK";
  }

  if (time >= 780 && time < 960) {
    return "AFTERNOON_SESSION";
  }

  return "OUTSIDE_CONTINUOUS_SESSION";
}

{
  "cmd_id": 22004,
  "seq_id": 1,
  "trace": "hk-trade-sub",
  "data": {
    "symbol_list": [
      { "code": "700.HK" },
      { "code": "1288.HK" }
    ]
  }
}

npm install ws

const WebSocket = require("ws");

const token = process.env.ALLTICK_API_TOKEN;

if (!token) {
  throw new Error("Missing AllTick API Token");
}

const symbols = ["700.HK", "1288.HK"];

let ws;
let heartbeatTimer;
let reconnectTimer;
let retryMs = 1000;
let sequence = 0;
let lastHeartbeatAck = 0;

const HEARTBEAT_INTERVAL_MS = 10000;

// 客户端自行设置的心跳响应监测阈值
const HEARTBEAT_ACK_TIMEOUT_MS = 30000;

function send(cmdId, data = {}) {
  if (!ws || ws.readyState !== WebSocket.OPEN) {
    return;
  }

  const seqId = ++sequence;

  ws.send(JSON.stringify({
    cmd_id: cmdId,
    seq_id: seqId,
    trace: `hk-${cmdId}-${seqId}`,
    data
  }));
}

function connect() {
  ws = new WebSocket(
    `wss://quote.alltick.co/quote-stock-b-ws-api?token=${encodeURIComponent(token)}`
  );

  ws.on("open", () => {
    console.log("WebSocket connected");

    retryMs = 1000;
    lastHeartbeatAck = Date.now();

    // 每次重新连接都发送完整订阅列表
    send(22004, {
      symbol_list: symbols.map(code => ({ code }))
    });

    clearInterval(heartbeatTimer);

    heartbeatTimer = setInterval(() => {
      if (
        Date.now() - lastHeartbeatAck >
        HEARTBEAT_ACK_TIMEOUT_MS
      ) {
        console.error("Heartbeat acknowledgement timeout");
        ws.terminate();
        return;
      }

      send(22000);
    }, HEARTBEAT_INTERVAL_MS);
  });

  ws.on("message", raw => {
    let message;

    try {
      message = JSON.parse(raw.toString());
    } catch (error) {
      console.error("Invalid server message:", error.message);
      return;
    }

    // 订阅结果
    if (message.cmd_id === 22005) {
      if (message.ret !== 200) {
        console.error(
          "Subscription failed:",
          message.ret,
          message.msg
        );
      } else {
        console.log("Subscription accepted");
      }
    }

    // 心跳响应
    else if (message.cmd_id === 22001) {
      lastHeartbeatAck = Date.now();
    }

    // 最新成交推送
    else if (message.cmd_id === 22998) {
      onTick(message.data);
    }
  });

  ws.on("close", () => {
    scheduleReconnect();
  });

  ws.on("error", error => {
    console.error("WebSocket error:", error.message);
    ws.terminate();
  });
}

function scheduleReconnect() {
  clearInterval(heartbeatTimer);

  if (reconnectTimer) return;

  const delay = retryMs + Math.floor(Math.random() * 500);

  reconnectTimer = setTimeout(() => {
    reconnectTimer = null;
    connect();
  }, delay);

  retryMs = Math.min(retryMs * 2, 30000);
}

function onTick(tick) {
  // 保留交易所事件时间，并单独记录本地接收时间
  console.log({
    ...tick,
    received_at: Date.now()
  });
}

connect();