longbridge__developers/docs/quote/subscribe/subsciption.md

id, title, slug, sidebar_position

id	title	slug	sidebar_position
quote_subscription	获取已订阅标的行情	subscription	1

该接口用于获取当前连接已订阅的标的行情。

:::info

业务指令：5

:::

Request

Protobuf

message SubscriptionRequest {
}

Request Example

# 获取已订阅标的行情
# https://open.longbridgeapp.com/docs/quote/subscribe/subscription
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, SubscriptionRequest, UnsubscribeRequest, UnsubscribeResponse)

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。

#订阅标的
req = SubscribeRequest(symbol=["700.HK", "AAPL.US"], sub_type=[SubType.QUOTE], is_first_push=False)
result = ws.send_request(Command.Subscribe, req.SerializeToString())
resp = SubscriptionResponse()
resp.ParseFromString(result)

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

#取消订阅
req = UnsubscribeRequest(symbol=["700.HK"], unsub_all=True)
result = ws.send_request(Command.Unsubscribe, req.SerializeToString())

#查询已订阅标的
req = SubscriptionRequest()
result = ws.send_request(Command.Subscription, req.SerializeToString())
resp = SubscriptionResponse()
resp.ParseFromString(result)

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

#取消订阅
req = UnsubscribeRequest(unsub_all=True)
result = ws.send_request(Command.Unsubscribe, req.SerializeToString())

#查询已订阅标的
req = SubscriptionRequest()
result = ws.send_request(Command.Subscription, req.SerializeToString())
resp = SubscriptionResponse()
resp.ParseFromString(result)

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

Response

Response Properties

Name	Type	Description
sub_list	object[]	订阅的数据
∟ symbol	string	标的代码
∟ sub_type	[]int32	订阅的数据类型，详见 SubType

Protobuf

message SubscriptionResponse {
  repeated SubTypeList sub_list = 1;
}

message SubTypeList {
  string symbol = 1;
  repeated SubType sub_type = 2;
}

Response JSON Example

{
  "sub_list": [
    {
      "symbol": "700.HK",
      "sub_type": [1, 2, 3]
    },
    {
      "symbol": "AAPL.US",
      "sub_type": [2]
    }
  ]
}

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