實時經紀隊列推送
已訂閱標的的實時經紀隊列數據推送。
SDK Links
Python |
Rust |
Go |
Node.js |
信息
業務指令:103
數據格式
Properties
Name | Type | Description |
---|---|---|
symbol | string | 標的代碼,例如:AAPL.US |
sequence | int64 | 序列號 |
ask_brokers | object[] | 賣槃經紀隊列 |
∟ position | int32 | 檔位 |
∟ broker_ids | int32[] | 券商席位 Id |
bid_brokers | object[] | 買槃經紀隊列 |
∟ position | int32 | 檔位 |
∟ broker_ids | int32[] | 券商席位 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
# 實時經紀隊列推送
# https://open.longportapp.com/docs/quote/push/push-brokers
# 訂閱行情數據請檢查“開發者中心“ - “行情權限”是否正確
# https://open.longportapp.com/account
#
# - 港股 - BMP 基礎報價,無實時行情推送,無法用 WebSocket 訂閱
# - 美股 - LV1 納斯達克最優報價 (只限 Open API)
#
# 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 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]
}
]
}