longbridge__developers/docs/quote/pull/depth.md

id, title, slug, sidebar_position

id	title	slug	sidebar_position
quote_depth	获取标的盘口	depth	5

该接口用于获取标的的盘口数据。

:::info

业务指令：14

:::

Request

Parameters

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

Protobuf

message SecurityRequest {
  string symbol = 1;
}

Request Example

# 获取标的盘口
# https://open.longbridgeapp.com/docs/quote/pull/depth
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, SecurityRequest, SecurityDepthResponse)

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 = SecurityRequest(symbol="700.HK")
result = ws.send_request(Command.QueryDepth, req.SerializeToString())
resp = SecurityDepthResponse()
resp.ParseFromString(result)

print(f"Depth:\n\n {resp}")

Response

Response Properties

Name	Type	Description
symbol	string	标的代码
ask	object[]	卖盘
∟ position	int32	档位
∟ price	string	价格
∟ volume	int64	挂单辆
∟ order_num	int64	订单数量
bid	object[]	买盘
∟ position	int32	档位
∟ price	string	价格
∟ volume	int64	挂单辆
∟ order_num	int64	订单数量

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
    }
  ]
}

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	请求标的不存在	检查请求的 symbol 是否正确
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