mirror of
https://github.com/longbridge/developers.git
synced 2026-09-19 03:34:09 +08:00
169 lines
5.8 KiB
Markdown
169 lines
5.8 KiB
Markdown
---
|
||
id: quote_candlestick
|
||
title: 获取标的 K 线
|
||
slug: candlestick
|
||
sidebar_position: 10
|
||
---
|
||
|
||
该接口用于获取标的的 K 线数据。
|
||
|
||
:::info
|
||
|
||
[业务指令](../../socket/protocol/request):`19`
|
||
|
||
:::
|
||
|
||
## Request
|
||
|
||
### Parameters
|
||
|
||
| Name | Type | Required | Description |
|
||
| ----------- | ------ | -------- | ---------------------------------------------------------------------------- |
|
||
| symbol | string | 是 | 标的代码,使用 `ticker.region` 格式,例如:`700.HK` |
|
||
| period | int32 | 是 | k 线周期,例如:`1000`,详见 [Period](../objects#period---k-线周期) |
|
||
| count | int32 | 是 | 数据数量,例如:`100`<br /><br />**校验规则:** <br />请求数量最大为 `1000` |
|
||
| adjust_type | int32 | 是 | 复权类型,例如:`0`,详见 [AdjustType](../objects#adjusttype---k-线复权类型) |
|
||
|
||
### Protobuf
|
||
|
||
```protobuf
|
||
message SecurityCandlestickRequest {
|
||
string symbol = 1;
|
||
Period period = 2;
|
||
int32 count = 3;
|
||
AdjustType adjust_type = 4;
|
||
}
|
||
```
|
||
|
||
### Request Example
|
||
|
||
```python
|
||
# 获取标的 k 线
|
||
# https://open.longbridgeapp.com/docs/quote/pull/candlestick
|
||
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, SecurityCandlestickRequest, SecurityCandlestickResponse)
|
||
|
||
class MyWsCallback(WsCallback):
|
||
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())
|
||
|
||
# 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 = SecurityCandlestickRequest(symbol="700.HK", period=1000, count=10, adjust_type=0)
|
||
result = ws.send_request(Command.QueryCandlestick, req.SerializeToString())
|
||
resp = SecurityCandlestickResponse()
|
||
resp.ParseFromString(result)
|
||
|
||
print(f"Candlesticks:\n\n {resp}")
|
||
```
|
||
|
||
## Response
|
||
|
||
### Response Properties
|
||
|
||
| Name | Type | Description |
|
||
| ------------ | -------- | ------------------------- |
|
||
| symbol | string | 标的代码,例如:`AAPL.US` |
|
||
| candlesticks | object[] | K 线数据 |
|
||
| ∟ close | string | 当前周期收盘价 |
|
||
| ∟ open | string | 当前周期开盘价 |
|
||
| ∟ low | string | 当前周期最低价 |
|
||
| ∟ high | string | 当前周期最高价 |
|
||
| ∟ volume | int64 | 当前周期成交量 |
|
||
| ∟ turnover | string | 当前周期成交额 |
|
||
| ∟ timestamp | int64 | 当前周期的时间戳 |
|
||
|
||
### Protobuf
|
||
|
||
```protobuf
|
||
message SecurityCandlestickResponse {
|
||
string symbol = 1;
|
||
repeated Candlestick candlesticks = 2;
|
||
}
|
||
|
||
message Candlestick {
|
||
string close = 1;
|
||
string open = 2;
|
||
string low = 3;
|
||
string high = 4;
|
||
int64 volume = 5;
|
||
string turnover = 6;
|
||
int64 timestamp = 7;
|
||
}
|
||
```
|
||
|
||
### Response JSON Example
|
||
|
||
```json
|
||
{
|
||
"symbol": "700.HK",
|
||
"candlesticks": [
|
||
{
|
||
"close": "362.000",
|
||
"open": "364.600",
|
||
"low": "361.600",
|
||
"high": "368.800",
|
||
"volume": 10853604,
|
||
"turnover": "3954556819.000",
|
||
"timestamp": 1650384000
|
||
},
|
||
{
|
||
"close": "348.000",
|
||
"open": "352.000",
|
||
"low": "343.000",
|
||
"high": "356.200",
|
||
"volume": 25738562,
|
||
"turnover": "8981529950.000",
|
||
"timestamp": 1650470400
|
||
},
|
||
{
|
||
"close": "340.600",
|
||
"open": "334.800",
|
||
"low": "334.200",
|
||
"high": "343.000",
|
||
"volume": 28031299,
|
||
"turnover": "9492674293.000",
|
||
"timestamp": 1650556800
|
||
},
|
||
{
|
||
"close": "327.400",
|
||
"open": "332.200",
|
||
"low": "325.200",
|
||
"high": "338.600",
|
||
"volume": 25788422,
|
||
"turnover": "8541441823.000",
|
||
"timestamp": 1650816000
|
||
},
|
||
{
|
||
"close": "335.800",
|
||
"open": "332.200",
|
||
"low": "330.600",
|
||
"high": "341.600",
|
||
"volume": 27288328,
|
||
"turnover": "9166022626.000",
|
||
"timestamp": 1650902400
|
||
}
|
||
]
|
||
}
|
||
```
|
||
|
||
## 错误码
|
||
|
||
| 协议错误码 | 业务错误码 | 描述 | 排查建议 |
|
||
| ---------- | ---------- | -------------- | ------------------------------------------------------------------------ |
|
||
| 3 | 301600 | 无效的请求 | 请求参数有误或解包失败 |
|
||
| 3 | 301606 | 限流 | 降低请求频次 |
|
||
| 7 | 301602 | 服务端内部错误 | 请重试或联系技术人员处理 |
|
||
| 7 | 301600 | 请求数据非法 | 检查请求的 `symbol`,`count`,`adjust_type`, `period` 数据是否在正确范围 |
|
||
| 7 | 301603 | 标的无行情 | 标的没有请求的行情数据 |
|
||
| 7 | 301604 | 无权限 | 没有获取标的行情的权限 |
|
||
| 7 | 301607 | 接口限制 | 请求的数据数量超限,减少数据数量 |
|