订阅交易推送

客户端可以通过 WebSocket 或者 TCP 和交易推送网关建立长连接，当订单状态更新时，客户端可以实时的接收通知。

信息

WebSocket Endpoint: wss://openapi-trade.longportapp.com

TCP Endpoint: openapi-trade.longportapp.com

流程如下：

订阅

订阅的 Protobuf 定义可以查看

Example:

{
  "topics": ["private"]
}

这里方便展示使用 JSON，实际上需要通过 protobuf 序列化请求到服务端

推送例子

{
  "topic": "private",
  "content_type": 2,
  "dispatch_type": 1,
  "data": "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"
}

信息

data 是 JSON 字符串的二进制内容 (Base64)

data 的实际 JSON 内容如下

{
  "event": "order_changed_lb",
  "data": {
    "side": "Buy",
    "stock_name": "腾讯控股",
    "quantity": "1000",
    "symbol": "700.HK",
    "order_type": "LO",
    "price": "213.2",
    "executed_quantity": "1000",
    "executed_price": "213.2",
    "order_id": "27",
    "currency": "HKD",
    "status": "NewStatus",
    "submitted_at": "1562761893",
    "updated_at": "1562761893",
    "trigger_price": "213.0",
    "msg": "Insufficient Qty - 1000",
    "tag": "GTC",
    "trigger_status": "ACTIVE",
    "trigger_at": "1562761893",
    "trailing_amount": "5",
    "trailing_percent": "1",
    "limit_offset": "0.01",
    "account_no": "HK123445",
    "last_share": "100",
    "last_price": "234",
    "remark": "abc"
  }
}

字段解释可以查看交易命名词典-WebSocket 推送通知

协议

我们使用的长连接协议