Push Real-time Brokers
Real-time brokers data push of the subscribed security.
SDK Links
Python |
Rust |
Go |
Node.js |
info
Business Command: 103
Data Format
Properties
Name | Type | Description |
---|---|---|
symbol | string | Security code, for example: AAPL.US |
sequence | int64 | Sequence number |
ask_brokers | object[] | Ask brokers |
∟ position | int32 | Position |
∟ broker_ids | int32[] | Broker ID |
bid_brokers | object[] | Bid brokers |
∟ position | int32 | Position |
∟ broker_ids | int32[] | Broker ID |
Protobuf
message PushBrokers {
string symbol = 1;
int64 sequence = 2;
repeated Brokers ask_brokers = 3;
repeated Brokers bid_brokers = 4;
}
message Brokers {
int32 position = 1;
repeated int32 broker_ids = 2;
}
Example
# Push Real-time Brokers
# https://open.longportapp.com/docs/quote/push/push-brokers
# To subscribe quotes data, please check whether "Developers" - "Quote authority" is correct.
# https://open.longportapp.com/account
#
# - HK Market - BMP basic quotation is unable to subscribe with WebSocket as it has no real-time quote push.
# - US Market - LV1 Nasdaq Basic (Only Open API).
#
# Before running, please visit the "Developers" to ensure that the account has the correct quotes authority.
# If you do not have the quotes authority, you can enter "Me - My Quotes - Store" to purchase the authority through the "LongPort" mobile app.
from time import sleep
from longport.openapi import QuoteContext, Config, SubType, PushBrokers
def on_brokers(symbol: str, event: PushBrokers):
print(symbol, event)
config = Config.from_env()
ctx = QuoteContext(config)
ctx.set_on_brokers(on_brokers)
ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Brokers], is_first_push=True)
sleep(30)
JSON Example
{
"symbol": "700.HK",
"sequence": 160808750000000,
"ask_brokers": [
{
"position": 1,
"broker_ids": [7358, 9057, 9028, 7364]
},
{
"position": 2,
"broker_ids": [6968, 3448, 3348, 1049, 4973, 6997, 3448, 5465, 6997]
}
],
"bid_brokers": [
{
"position": 1,
"broker_ids": [6996, 5465, 8026, 8304, 4978]
},
{
"position": 2,
"broker_ids": [7358, 9057, 9028, 7364]
}
]
}