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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>
2.1 KiB
2.1 KiB
id, title, slug, sidebar_position
| id | title | slug | sidebar_position |
|---|---|---|---|
| push_quote | 实时价格推送 | quote | 1 |
已订阅标的的实时价格推送，推送的数据结构中，只有有变化的字段才会填充数据。
:::info
业务指令：101
:::
数据格式
Properties
| Name | Type | Description |
|---|---|---|
| symbol | string | 标的代码，例如：AAPL.US |
| sequence | int64 | 序列号 |
| last_done | string | 最新价 |
| open | string | 开盘价 |
| high | string | 最高价 |
| low | string | 最低价 |
| timestamp | int64 | 最新成交的时间戳 |
| volume | int64 | 成交量 |
| turnover | string | 成交额 |
| trade_status | int32 | 交易状态，详见 TradeStatus |
| trade_session | int32 | 交易时段，详见 TradeSession |
Protobuf
message PushQuote {
string symbol = 1;
int64 sequence = 2;
string last_done = 3;
string open = 4;
string high = 5;
string low = 6;
int64 timestamp = 7;
int64 volume = 8;
string turnover = 9;
TradeStatus trade_status = 10;
TradeSession trade_session = 11;
}
JSON Example
{
"symbol": "AAPL.US",
"sequence": 160808750000000,
"last_done": "156.570",
"open": "155.910",
"high": "159.790",
"low": "155.380",
"timestamp": 1651089600,
"volume": 88063191,
"turnover": "13865092584.000",
"trade_status": 0,
"trade_session": 0
}