longbridge__developers/docs/quote/push/quote.md

id, title, slug, sidebar_position

id	title	slug	sidebar_position
push_quote	实时价格推送	quote	1

已订阅标的的实时价格推送，推送的数据结构中，只有有变化的字段才会填充数据。

:::info

业务指令：101

:::

数据格式

Properties

Name	Type	Description
symbol	string	标的代码，例如：AAPL.US
sequence	int64	序列号
last_done	string	最新价
open	string	开盘价
high	string	最高价
low	string	最低价
timestamp	int64	最新成交的时间戳
volume	int64	成交量
turnover	string	成交额
trade_status	int32	交易状态，详见 TradeStatus
trade_session	int32	交易时段，详见 TradeSession

Protobuf

message PushQuote {
  string symbol = 1;
  int64 sequence = 2;
  string last_done = 3;
  string open = 4;
  string high = 5;
  string low = 6;
  int64 timestamp = 7;
  int64 volume = 8;
  string turnover = 9;
  TradeStatus trade_status = 10;
  TradeSession trade_session = 11;
}

Example

# 实时价格推送
# https://open.longbridgeapp.com/docs/quote/push/push-quote
import os
import time
from longbridge.http import Auth, Config, HttpClient
from longbridge.ws import ReadyState, WsCallback, WsClient
# Protobuf 变量定义参见：https://github.com/longbridgeapp/openapi-protobufs/blob/main/quote/api.proto
from longbridge.proto.quote_pb2 import (Command, PushQuote, SubscribeRequest, SubscriptionResponse, SubType)

class MyWsCallback(WsCallback):
    def on_push(self, command: int, body: bytes):
        if command == Command.PushQuoteData:
            quote = PushQuote()
            quote.ParseFromString(body)
            print(f"quote-> {quote}")
        else:
            print(f"-> unknow: {command}")

    def on_state(self, state: ReadyState):
        print(f"-> state: {state}")

auth = Auth(os.getenv("LONGBRIDGE_APP_KEY"), os.getenv("LONGBRIDGE_APP_SECRET"), access_token=os.getenv("LONGBRIDGE_ACCESS_TOKEN"))
http = HttpClient(auth, Config(base_url="https://openapi.longbridgeapp.com"))
ws = WsClient("wss://openapi-quote.longbridgeapp.com", http, MyWsCallback())

# 订阅行情数据请检查 “开发者中心“ - “行情权限” 是否正确
# https://open.longbridgeapp.com/account
#
# - 港股 - BMP 基础报价，无实时行情推送，无法用 WebSocket 订阅
# - 美股 - LV1 纳斯达克最优报价 (只限 Open API）
#
# 运行前请访问 “开发者中心“ 确保账户有正确的行情权限。
# 如没有开通行情权限，可以通过 "长桥" 手机客户端，并进入 “我的 - 我的行情 - 行情商城“ 购买开通行情权限。
req = SubscribeRequest(symbol=["700.HK", "AAPL.US"], sub_type=[SubType.QUOTE], is_first_push=True)
result = ws.send_request(Command.Subscribe, req.SerializeToString())
resp = SubscriptionResponse()
resp.ParseFromString(result)

print(f"Subscribed symbol:\n\n {resp.sub_list}")

print("\n\nWaiting for push...\nPress [Ctrl + c] to quit.")
while True:
    time.sleep(10)

JSON Example

{
  "symbol": "AAPL.US",
  "sequence": 160808750000000,
  "last_done": "156.570",
  "open": "155.910",
  "high": "159.790",
  "low": "155.380",
  "timestamp": 1651089600,
  "volume": 88063191,
  "turnover": "13865092584.000",
  "trade_status": 0,
  "trade_session": 0
}