longbridge__developers/docs/quote/push/depth.md

id, title, slug, sidebar_position

id	title	slug	sidebar_position
push_depth	实时盘口推送	depth	2

已订阅标的的实时盘口数据推送。

:::info

业务指令：102

:::

数据格式

Properties

Name	Type	Description
symbol	string	标的代码，例如：AAPL.US
sequence	int64	序列号
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 PushDepth {
  string symbol = 1;
  int64 sequence = 2;
  repeated Depth ask = 3;
  repeated Depth bid = 4;
}

message Depth {
  int32 position = 1;
  string price = 2;
  int64 volume = 3;
  int64 order_num = 4;
}

JSON Example

{
  "symbol": "700.HK",
  "sequence": 160808750000000,
  "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
    }
  ]
}