longbridge__developers/docs/quote/push/trade.md

id, title, slug, sidebar_position

id	title	slug	sidebar_position
push_trade	实时成交明细推送	trade	4

已订阅的标的的实时逐笔成交明细推送。

:::info

业务指令：104

:::

数据格式

Properties

Name	Type	Description
symbol	string	标的代码，例如：AAPL.US
sequence	int64	序列号
trades	object[]	逐笔明细数据
∟ price	string	价格
∟ volume	int64	成交量
∟ timestamp	int64	成交时间
∟ trade_type	string	交易类型说明
∟ direction	int32	交易方向 可选值： 0 - nature 1 - down 2-up
∟ trade_session	int32	交易时段，详见 TradeSession

交易类型

港股

• * - 场外交易
• D - 碎股交易
• M - 非自动对盘
• P - 开市前成交盘
• U - 竞价交易
• X - 同一券商非自动对盘
• Y - 同一券商自动对盘
• - 自动对盘

美股

• - 自动对盘
• A - 收购
• B - 批量交易
• D - 分配
• F - 跨市扫盘单
• G - 批量卖出
• H - 离价交易
• I - 碎股交易
• K - 第 155 条交易（纽交所规则）
• M - 交易所收盘价
• P - 前参考价
• Q - 交易所开盘价
• S - 拆单交易
• V - 附属交易
• W - 平均价成交
• X - 跨市场交易
• 1 - 停售股票（常规交易）

Protobuf

message PushTrade {
  string symbol = 1;
  int64 sequence = 2;
  repeated Trade trade = 3;
}

message Trade {
  string price = 1;
  int64 volume = 2;
  int64 timestamp = 3;
  string trade_type = 4;
  int32 direction = 5;
  TradeSession trade_session = 6;
}

Example

# 实时成交明细推送
# https://open.longbridgeapp.com/docs/quote/push/push-trade
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, PushTrade, SubscribeRequest, SubscriptionResponse, SubType)

class MyWsCallback(WsCallback):
    def on_push(self, command: int, body: bytes):
        if command == Command.PushTradeData:
            quote = PushTrade()
            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.TRADE], 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": "700.HK",
  "sequence": 160808750000000,
  "trades": [
    {
      "price": "158.760",
      "volume": 1,
      "timestamp": 1651103979,
      "trade_type": "I",
      "trade_session": 2
    },
    {
      "price": "158.745",
      "volume": 1,
      "timestamp": 1651103985,
      "trade_type": "I",
      "trade_session": 2
    },
    {
      "price": "158.800",
      "volume": 1,
      "timestamp": 1651103995,
      "trade_type": "I",
      "trade_session": 2
    }
  ]
}