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https://github.com/longbridge/developers.git
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Jason Lee
96 lines
3.1 KiB
Markdown
96 lines
3.1 KiB
Markdown
---
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id: push_quote
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title: 实时价格推送
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slug: quote
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sidebar_position: 1
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---
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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。
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:::info
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[业务指令](../../socket/protocol/push)：`101`
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:::
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## 数据格式
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### Properties
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| Name | Type | Description |
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| ------------- | ------ | ----------------------------------------------------------------- |
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| symbol | string | 标的代码，例如：`AAPL.US` |
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| sequence | int64 | 序列号 |
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| last_done | string | 最新价 |
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| open | string | 开盘价 |
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| high | string | 最高价 |
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| low | string | 最低价 |
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| timestamp | int64 | 最新成交的时间戳 |
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| volume | int64 | 成交量 |
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| turnover | string | 成交额 |
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| trade_status | int32 | 交易状态，详见 [TradeStatus](../objects#tradestatus---交易状态) |
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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 PushQuote {
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string symbol = 1;
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int64 sequence = 2;
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string last_done = 3;
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string open = 4;
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string high = 5;
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string low = 6;
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int64 timestamp = 7;
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int64 volume = 8;
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string turnover = 9;
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TradeStatus trade_status = 10;
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TradeSession trade_session = 11;
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}
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```
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### Example
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```python
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# 实时价格推送
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# https://open.longbridgeapp.com/docs/quote/push/push-quote
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# 订阅行情数据请检查“开发者中心” - “行情权限”是否正确
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# https://open.longbridgeapp.com/account
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#
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# - 港股 - BMP 基础报价，无实时行情推送，无法用 WebSocket 订阅
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# - 美股 - LV1 纳斯达克最优报价 (只限 Open API）
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#
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# 运行前请访问“开发者中心”确保账户有正确的行情权限。
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# 如没有开通行情权限，可以通过“长桥”手机客户端，并进入“我的 - 我的行情 - 行情商城”购买开通行情权限。
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from time import sleep
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from longbridge.openapi import QuoteContext, Config, SubType
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class EventHandler:
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def on_event(self, symbol: str, msg):
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print(symbol, msg)
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config = Config.from_env()
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ctx = QuoteContext(config, EventHandler())
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ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote], is_first_push = True)
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sleep(30)
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```
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### JSON Example
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```json
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{
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"symbol": "AAPL.US",
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"sequence": 160808750000000,
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"last_done": "156.570",
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"open": "155.910",
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"high": "159.790",
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"low": "155.380",
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"timestamp": 1651089600,
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"volume": 88063191,
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"turnover": "13865092584.000",
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"trade_status": 0,
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"trade_session": 0
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}
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```
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