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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>
109 lines
4.8 KiB
Markdown
109 lines
4.8 KiB
Markdown
---
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id: quote_trade
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title: 获取标的成交明细
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slug: trade
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sidebar_position: 8
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---
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该接口用于获取标的的成交明细数据。
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:::info
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[业务指令](../../socket/protocol/request):`17`
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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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| count | int32 | 是 | 请求的逐笔明细数量 <br /><br />**校验规则:**<br />请求数量最大为 `1000` |
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### Protobuf
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```protobuf
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message SecurityTradeRequest {
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string symbol = 1;
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int32 count = 2;
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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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| trades | object[] | 逐笔明细数据 |
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| ∟ price | string | 价格 |
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| ∟ volume | int64 | 成交量 |
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| ∟ timestamp | int64 | 成交时间 |
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| ∟ trade_type | string | 交易类型 <br /><br />**可选值:**<br />`*` - 场外交易<br />`D` - 碎股交易<br />`M` - 非自动对盘<br />`P` - 开市前成交盘<br />`U` - 竞价交易<br />`X` - 同一券商非自动对盘<br />`Y` - 同一券商自动对盘 |
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| ∟ direction | int32 | 交易方向 <br /><br />**可选值:**<br />`0` - nature<br />`1` - down<br />`2` - up |
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| ∟ trade_session | int32 | 交易时段,详见 [TradeSession](../objects#tradesession---交易时段) |
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### Protobuf
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```protobuf
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message SecurityTradeResponse {
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string symbol = 1;
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repeated Trade trades = 2;
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}
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message Trade {
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string price = 1;
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int64 volume = 2;
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int64 timestamp = 3;
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string trade_type = 4;
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int32 direction = 5;
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TradeSession trade_session = 6;
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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": "AAPL.US",
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"trades": [
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{
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"price": "158.760",
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"volume": 1,
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"timestamp": 1651103979,
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"trade_type": "I",
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"trade_session": 2
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},
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{
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"price": "158.745",
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"volume": 1,
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"timestamp": 1651103985,
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"trade_type": "I",
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"trade_session": 2
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},
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{
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"price": "158.800",
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"volume": 1,
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"timestamp": 1651103995,
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"trade_type": "I",
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"trade_session": 2
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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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| 7 | 301607 | 接口限制 | 请求的数据数量超限,减少数据数量 |
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