mirror of
https://github.com/longbridge/developers.git
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Jason Lee
144 lines
4.3 KiB
Markdown
144 lines
4.3 KiB
Markdown
---
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id: quote_subscription
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title: 获取已订阅标的行情
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slug: subscription
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sidebar_position: 1
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---
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该接口用于获取当前连接已订阅的标的行情。
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:::info
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[业务指令](../../socket/protocol/request)：`5`
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:::
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## Request
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### Protobuf
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```protobuf
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message SubscriptionRequest {
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}
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```
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### Request Example
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```python
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# 获取已订阅标的行情
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# https://open.longbridgeapp.com/docs/quote/subscribe/subscription
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import os
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import time
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from longbridge.http import Auth, Config, HttpClient
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from longbridge.ws import ReadyState, WsCallback, WsClient
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# Protobuf 变量定义参见：https://github.com/longbridgeapp/openapi-protobufs/blob/main/quote/api.proto
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from longbridge.proto.quote_pb2 import (Command, PushQuote, SubscribeRequest, SubscriptionResponse, SubType, SubscriptionRequest, UnsubscribeRequest, UnsubscribeResponse)
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class MyWsCallback(WsCallback):
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def on_push(self, command: int, body: bytes):
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if command == Command.PushQuoteData:
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quote = PushQuote()
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quote.ParseFromString(body)
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print(f"quote-> {quote}")
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else:
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print(f"-> unknow: {command}")
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def on_state(self, state: ReadyState):
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print(f"-> state: {state}")
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auth = Auth(os.getenv("LONGBRIDGE_APP_KEY"), os.getenv("LONGBRIDGE_APP_SECRET"), access_token=os.getenv("LONGBRIDGE_ACCESS_TOKEN"))
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http = HttpClient(auth, Config(base_url="https://openapi.longbridgeapp.com"))
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ws = WsClient("wss://openapi-quote.longbridgeapp.com", http, MyWsCallback())
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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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#订阅标的
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req = SubscribeRequest(symbol=["700.HK", "AAPL.US"], sub_type=[SubType.QUOTE], is_first_push=False)
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result = ws.send_request(Command.Subscribe, req.SerializeToString())
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resp = SubscriptionResponse()
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resp.ParseFromString(result)
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print(f"Subscribed symbol:\n\n {resp.sub_list}")
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#取消订阅
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req = UnsubscribeRequest(symbol=["700.HK"], unsub_all=True)
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result = ws.send_request(Command.Unsubscribe, req.SerializeToString())
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#查询已订阅标的
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req = SubscriptionRequest()
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result = ws.send_request(Command.Subscription, req.SerializeToString())
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resp = SubscriptionResponse()
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resp.ParseFromString(result)
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print("\n")
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print(f"Subscribed symbol:\n\n {resp.sub_list}")
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#取消订阅
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req = UnsubscribeRequest(unsub_all=True)
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result = ws.send_request(Command.Unsubscribe, req.SerializeToString())
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#查询已订阅标的
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req = SubscriptionRequest()
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result = ws.send_request(Command.Subscription, req.SerializeToString())
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resp = SubscriptionResponse()
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resp.ParseFromString(result)
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print("\n")
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print(f"Subscribed symbol:\n\n {resp.sub_list}")
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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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| sub_list | object[] | 订阅的数据 |
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| ∟ symbol | string | 标的代码 |
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| ∟ sub_type | []int32 | 订阅的数据类型，详见 [SubType](../objects#subtype---订阅数据的类型) |
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### Protobuf
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```protobuf
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message SubscriptionResponse {
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repeated SubTypeList sub_list = 1;
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}
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message SubTypeList {
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string symbol = 1;
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repeated SubType sub_type = 2;
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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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"sub_list": [
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{
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"symbol": "700.HK",
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"sub_type": [1, 2, 3]
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},
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{
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"symbol": "AAPL.US",
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"sub_type": [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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