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145 lines
3.8 KiB
Markdown
145 lines
3.8 KiB
Markdown
---
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id: push_trade
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title: 实时成交明细推送
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slug: trade
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sidebar_position: 4
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---
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已订阅的标的的实时逐笔成交明细推送。
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:::info
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[业务指令](../../socket/protocol/push)：`104`
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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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| 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 | [交易类型说明](#交易类型) |
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| ∟ direction | int32 | 交易方向 <br/><br />**可选值：**<br/>`0` - neutral<br/>`1` - down 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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#### 交易类型
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港股
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- `*` - 场外交易
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- `D` - 碎股交易
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- `M` - 非自动对盘
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- `P` - 开市前成交盘
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- `U` - 竞价交易
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- `X` - 同一券商非自动对盘
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- `Y` - 同一券商自动对盘
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- ` ` - 自动对盘
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美股
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- ` ` - 自动对盘
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- `A` - 收购
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- `B` - 批量交易
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- `D` - 分配
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- `F` - 跨市扫盘单
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- `G` - 批量卖出
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- `H` - 离价交易
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- `I` - 碎股交易
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- `K` - 第 155 条交易（纽交所规则）
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- `M` - 交易所收盘价
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- `P` - 前参考价
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- `Q` - 交易所开盘价
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- `S` - 拆单交易
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- `V` - 附属交易
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- `W` - 平均价成交
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- `X` - 跨市场交易
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- `1` - 停售股票（常规交易）
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### Protobuf
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```protobuf
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message PushTrade {
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string symbol = 1;
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int64 sequence = 2;
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repeated Trade trade = 3;
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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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### Example
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```python
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# 实时成交明细推送
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# https://open.longbridgeapp.com/docs/quote/push/push-trade
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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.Trade], 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": "700.HK",
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"sequence": 160808750000000,
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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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"direction": 0,
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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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"direction": 0,
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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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"direction": 0,
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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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