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* 增加proto说明；接入方式增加sdk；'协议指令'=>'业务指令' * sdk=>SDK Co-authored-by: 梁轩伟 <xuanwei.liang@longbridge.sg>
149 lines
3.2 KiB
Markdown
149 lines
3.2 KiB
Markdown
---
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id: quote_depth
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title: 获取标的盘口
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slug: depth
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sidebar_position: 5
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---
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该接口用于获取标的的盘口数据。
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:::info
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[业务指令](../../socket/protocol/request)：`14`
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:::
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## Request
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### Parameters
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| Name | Type | Required | Description |
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| ------ | ------ | -------- | --------------------------------------------------- |
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| symbol | string | 是 | 标的代码，使用 `ticker.region` 格式，例如：`700.HK` |
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### Protobuf
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```protobuf
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message SecurityRequest {
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string symbol = 1;
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}
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```
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## Response
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### Response Properties
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| Name | Type | Description |
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| ----------- | -------- | ----------- |
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| symbol | string | 标的代码 |
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| ask | object[] | 卖盘 |
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| ∟ position | int32 | 档位 |
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| ∟ price | string | 价格 |
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| ∟ volume | int64 | 挂单辆 |
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| ∟ order_num | int64 | 订单数量 |
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| bid | object[] | 买盘 |
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| ∟ position | int32 | 档位 |
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| ∟ price | string | 价格 |
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| ∟ volume | int64 | 挂单辆 |
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| ∟ order_num | int64 | 订单数量 |
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### Protobuf
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```protobuf
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message SecurityDepthResponse {
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string symbol = 1;
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repeated Depth ask = 2;
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repeated Depth bid = 3;
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}
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message Depth {
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int32 position = 1;
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string price = 2;
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int64 volume = 3;
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int64 order_num = 4;
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}
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```
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### Response JSON Example
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```json
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{
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"symbol": "700.HK",
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"ask": [
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{
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"position": 1,
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"price": "335.000",
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"volume": 500,
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"order_num": 1
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},
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{
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"position": 2,
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"price": "335.200",
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"volume": 400,
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"order_num": 1
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},
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{
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"position": 3,
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"price": "335.400",
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"volume": 500,
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"order_num": 2
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},
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{
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"position": 4,
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"price": "335.600",
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"volume": 1200,
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"order_num": 3
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},
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{
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"position": 5,
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"price": "335.800",
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"volume": 14000,
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"order_num": 8
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}
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],
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"bid": [
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{
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"position": 1,
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"price": "334.800",
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"volume": 69400,
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"order_num": 13
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},
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{
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"position": 2,
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"price": "334.600",
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"volume": 266600,
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"order_num": 27
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},
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{
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"position": 3,
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"price": "334.400",
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"volume": 61300,
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"order_num": 29
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},
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{
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"position": 4,
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"price": "334.200",
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"volume": 125900,
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"order_num": 31
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},
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{
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"position": 5,
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"price": "334.000",
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"volume": 194600,
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"order_num": 94
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}
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]
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}
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```
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## 错误码
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| 协议错误码 | 业务错误码 | 描述 | 排查建议 |
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| ---------- | ---------- | -------------- | ---------------------------- |
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| 3 | 301600 | 无效的请求 | 请求参数有误或解包失败 |
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| 3 | 301606 | 限流 | 降低请求频次 |
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| 7 | 301602 | 服务端内部错误 | 请重试或联系技术人员处理 |
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| 7 | 301600 | 请求标的不存在 | 检查请求的 `symbol` 是否正确 |
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| 7 | 301603 | 标的无行情 | 标的没有请求的行情数据 |
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| 7 | 301604 | 无权限 | 没有获取标的行情的权限 |
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