Push Real-time Brokers

Real-time brokers data push of the subscribed security.

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]
    }
  ]
}