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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>
1.6 KiB
1.6 KiB
id, title, slug, sidebar_position
| id | title | slug | sidebar_position |
|---|---|---|---|
| push_broker | 实时经纪队列推送 | broker | 3 |
已订阅标的的实时经纪队列数据推送。
:::info
业务指令：103
:::
数据格式
Properties
| Name | Type | Description |
|---|---|---|
| symbol | string | 标的代码，例如：AAPL.US |
| sequence | int64 | 序列号 |
| ask_brokers | object[] | 卖盘经纪队列 |
| ∟ position | int32 | 档位 |
| ∟ broker_ids | int32[] | 券商席位 Id |
| bid_brokers | object[] | 买盘经纪队列 |
| ∟ position | int32 | 档位 |
| ∟ broker_ids | int32[] | 券商席位 Id |
Protobuf
message PushBrokers {
string symbol = 1;
int64 sequence = 2;
repeated Brokers ask_brokers = 3;
repeated Brokers bid_brokers = 4;
}
message Brokers {
int32 position = 1;
repeated int32 broker_ids = 2;
}
JSON Example
{
"symbol": "700.HK",
"sequence": 160808750000000,
"ask_brokers": [
{
"position": 1,
"broker_ids": [7358, 9057, 9028, 7364]
},
{
"position": 2,
"broker_ids": [6968, 3448, 3348, 1049, 4973, 6997, 3448, 5465, 6997]
}
],
"bid_brokers": [
{
"position": 1,
"broker_ids": [6996, 5465, 8026, 8304, 4978]
},
{
"position": 2,
"broker_ids": [7358, 9057, 9028, 7364]
}
]
}