獲取輪證篩選列表
該接口用於獲取輪證行情列表數據,支持按不同字段排序和篩選輪證。
SDK Links
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Rust |
Go |
Node.js |
信息
業務指令:23
Request
Parameters
Name | Type | Required | Description |
---|---|---|---|
symbol | string | 是 | 標的代碼,使用 ticker.region 格式,例如:700.HK |
filter_config | object | 是 | 篩選條件 |
∟ sort_by | int32 | 是 | 根據哪一項數據進行排序,例如:0 ,序號見響應數據 OrderSequence 字段。 |
∟ sort_order | int32 | 是 | 升降順序,例如:1 可选值: 0 - 升序1 - 降序 |
∟ sort_offset | int32 | 是 | 分頁的第一條數據偏移量,例如 0 |
∟ sort_count | int32 | 是 | 分頁的每一頁數量,例如 20 , 填 0 時不分頁 |
∟ type | int32[] | 否 | 篩選輪證類型 例如:[0,1] 可选值: 0 - 認購1 - 認沽2 - 牛證3 - 熊證4 - 界內證 |
∟ issuer | int32[] | 否 | 篩選發行商,例如:[12,14] ,發行商 ID 通過接口獲取 |
∟ expiry_date | int32[] | 否 | 篩選輪證過期時間,例如:[1] 可選值: 1 - 低於 3 個月2 - 3 - 6 個月3 - 6 - 12 個月4 - 大於 12 個月 |
∟ price_type | int32[] | 否 | 篩選價內價外,例如:[2] 可选值: 1 - 價內2 - 價外 |
∟ status | int32[] | 否 | 篩選狀態,例如:[2] 可选值: 2 - 終止交易3 - 等待上市4 - 正常 |
language | int32 | 是 | 響應的語言,例如:[1] 可选值: 0 - 簡體1 - English2 - 繁体 |
Protobuf
message WarrantFilterListRequest {
string symbol = 1;
FilterConfig filter_config = 2;
int32 language = 3;
}
message FilterConfig {
int32 sort_by = 1;
int32 sort_order = 2;
int32 sort_offset = 3;
int32 sort_count = 4;
repeated int32 type = 5;
repeated int32 issuer = 6;
repeated int32 expiry_date = 7;
repeated int32 price_type = 8;
repeated int32 status = 9;
}
Request Example
from longport.openapi import QuoteContext, Config, WarrantSortBy, SortOrderType
config = Config.from_env()
ctx = QuoteContext(config)
resp = ctx.warrant_list("700.HK", WarrantSortBy.LastDone, SortOrderType.Ascending)
print(resp)
Response
Response Properties
Name | Type | Description | OrderSequence | Support_Call/Put | Support_Bull/Bear | Support_Inline |
---|---|---|---|---|---|---|
warrant_list | object[] | 渦輪篩選數據列表 | ||||
∟ symbol | string | 標的代碼 | true | true | true | |
∟ name | string | 標的名稱 | true | true | true | |
∟ last_done | string | 最新價 | 0 | true | true | true |
∟ change_rate | string | 漲跌幅 | 1 | true | true | true |
∟ change_val | string | 漲跌額 | 2 | true | true | true |
∟ volume | int64 | 成交量 | 3 | true | true | true |
∟ turnover | string | 成交額 | 4 | true | true | true |
∟ expiry_date | string | 到期日,使用 YYMMDD 格式 | 5 | true | true | true |
∟ strike_price | string | 行權價 | 6 | true | true | false |
∟ upper_strike_price | string | 上限價 | 7 | false | false | true |
∟ lower_strike_price | string | 下限價 | 8 | false | false | true |
∟ outstanding_qty | string | 街貨量 | 9 | true | true | true |
∟ outstanding_ratio | string | 街貨比 | 10 | true | true | true |
∟ premium | string | 溢價率 | 11 | true | true | true |
∟ itm_otm | string | 價內/價外 | 12 | true | true | false |
∟ implied_volatility | string | 引伸波幅 | 13 | true | false | false |
∟ delta | string | 對沖值 | 14 | true | false | false |
∟ call_price | string | 收回價 | 15 | false | true | false |
∟ to_call_price | string | 距收回價 | 16 | false | true | false |
∟ effective_leverage | string | 有效槓桿 | 17 | true | false | false |
∟ leverage_ratio | string | 槓桿比率 | 18 | true | true | true |
∟ conversion_ratio | string | 換股比率 | 19 | true | true | false |
∟ balance_point | string | 打和點 | 20 | true | true | false |
∟ status | int32 | 狀態, 可選值: 2 - 終止交易3 - 等待上市4 - 正常 | 21 | true | true | true |
total_count | int32 | 符合條件的輪證總數量 |
Protobuf
message WarrantFilterListResponse {
repeated FilterWarrant warrant_list = 1;
int32 total_count = 2;
}
message FilterWarrant {
string symbol = 1;
string name = 2;
string last_done = 3;
string change_rate = 4;
string change_val = 5;
int64 volume = 6;
string turnover = 7;
string expiry_date = 8;
string strike_price = 9;
string upper_strike_price = 10;
string lower_strike_price = 11;
string outstanding_qty = 12;
string outstanding_ratio = 13;
string premium = 14;
string itm_otm = 15;
string implied_volatility = 16;
string delta = 17;
string call_price = 18;
string to_call_price = 19;
string effective_leverage = 20;
string leverage_ratio = 21;
string conversion_ratio = 22;
string balance_point = 23;
int32 status = 24;
}
Response JSON Example
{
"warrant_list": [
{
"symbol": "13157.HK",
"name": "騰訊麥銀二七沽 A",
"last_done": "2.26",
"change_rate": "-0.0216450216450218",
"change_val": "-0.050000000000000266",
"turnover": "0",
"expiry_date": "20220705",
"strike_price": "442.233",
"upper_strike_price": "0",
"lower_strike_price": "0",
"outstanding_qty": "5000",
"outstanding_ratio": "0.0003",
"premium": "0.016784269662921222",
"itm_otm": "0.23524476916014864",
"implied_volatility": "0.5275",
"delta": "-0.8524",
"call_price": "0",
"effective_leverage": "-2.627683451852457",
"leverage_ratio": "3.0826882353970637",
"conversion_ratio": "48.544",
"balance_point": "332.52356000000003",
"status": 4
},
{
"symbol": "13649.HK",
"name": "騰訊摩通二五沽 A",
"last_done": "1.14",
"change_rate": "0",
"change_val": "0",
"turnover": "0",
"expiry_date": "20220518",
"strike_price": "445.223",
"upper_strike_price": "0",
"lower_strike_price": "0",
"outstanding_qty": "80000",
"outstanding_ratio": "0.0004",
"premium": "0.010810703725606",
"itm_otm": "0.24038066317328624",
"implied_volatility": "0.5997",
"delta": "-0.7964",
"call_price": "0",
"effective_leverage": "-2.4335424241487873",
"leverage_ratio": "3.055678583813144",
"conversion_ratio": "97.087",
"balance_point": "334.54382000000004",
"status": 4
}
],
"total_count": 1197
}
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 |
7 | 301607 | 接口限制 | 減少每頁數據數量 |