獲取標的盤口

該接口用於獲取標的的盤口數據。

SDK Links

Python	longport.openapi.QuoteContext.depth
Rust	longport::quote::QuoteContext#depth
Go	QuoteContext.Depth
Node.js	QuoteContext#depth

信息

業務指令：14

Request

Parameters

Name	Type	Required	Description
symbol	string	是	標的代碼，使用 ticker.region 格式，例如：700.HK

Protobuf

message SecurityRequest {
  string symbol = 1;
}

Request Example

# 獲取標的盤口
# https://open.longportapp.com/docs/quote/pull/depth
# 運行前請訪問“開發者中心“確保賬戶有正確的行情權限。
# 如沒有開通行情權限，可以通過“LongPort”手機客戶端，並進入“我的 - 我的行情 - 行情商城”購買開通行情權限。
from longport.openapi import QuoteContext, Config

config = Config.from_env()
ctx = QuoteContext(config)

resp = ctx.depth("700.HK")
print(resp)

Response

Response Properties

Name	Type	Description
symbol	string	標的代碼
ask	object[]	賣盤
∟ position	int32	檔位
∟ price	string	價格
∟ volume	int64	掛單量
∟ order_num	int64	訂單數量
bid	object[]	買盤
∟ position	int32	檔位
∟ price	string	價格
∟ volume	int64	掛單量
∟ order_num	int64	訂單數量

Protobuf

message SecurityDepthResponse {
  string symbol = 1;
  repeated Depth ask = 2;
  repeated Depth bid = 3;
}

message Depth {
  int32 position = 1;
  string price = 2;
  int64 volume = 3;
  int64 order_num = 4;
}

Response JSON Example

{
  "symbol": "700.HK",
  "ask": [
    {
      "position": 1,
      "price": "335.000",
      "volume": 500,
      "order_num": 1
    },
    {
      "position": 2,
      "price": "335.200",
      "volume": 400,
      "order_num": 1
    },
    {
      "position": 3,
      "price": "335.400",
      "volume": 500,
      "order_num": 2
    },
    {
      "position": 4,
      "price": "335.600",
      "volume": 1200,
      "order_num": 3
    },
    {
      "position": 5,
      "price": "335.800",
      "volume": 14000,
      "order_num": 8
    }
  ],
  "bid": [
    {
      "position": 1,
      "price": "334.800",
      "volume": 69400,
      "order_num": 13
    },
    {
      "position": 2,
      "price": "334.600",
      "volume": 266600,
      "order_num": 27
    },
    {
      "position": 3,
      "price": "334.400",
      "volume": 61300,
      "order_num": 29
    },
    {
      "position": 4,
      "price": "334.200",
      "volume": 125900,
      "order_num": 31
    },
    {
      "position": 5,
      "price": "334.000",
      "volume": 194600,
      "order_num": 94
    }
  ]
}

錯誤碼

協議錯誤碼	業務錯誤碼	描述	排查建議
3	301600	無效的請求	請求參數有誤或解包失敗
3	301606	限流	降低請求頻次
7	301602	服務端內部錯誤	請重試或聯繫技術人員處理
7	301600	請求標的不存在	檢查請求的 symbol 是否正確
7	301603	標的無行情	標的沒有請求的行情數據
7	301604	無權限	沒有獲取標的行情的權限