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Joe
122 lines
4.0 KiB
Markdown
122 lines
4.0 KiB
Markdown
---
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id: quote_subscribe
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title: 订阅行情数据
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slug: subscribe
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sidebar_position: 2
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---
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该接口用于订阅标的行情数据。
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:::info
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[业务指令](../../socket/protocol/request)：`6`
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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 | 订阅的标的代码，例如：`[700.HK]` <br /><br />**校验规则：**<br />每次请求支持传入的标的数量上限是 `500` 个 <br /> 每个用户同时订阅标的数量最多为 `500` |
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| sub_type | int32[] | 是 | 订阅的数据类型，例如：`[1,2]`，详见 [SubType](../objects#subtype---订阅数据的类型) |
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| is_first_push | bool | 是 | 订阅后是否立刻进行一次数据推送。( trade 不支持) |
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### Protobuf
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```protobuf
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message SubscribeRequest {
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repeated string symbol = 1;
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repeated SubType sub_type = 2;
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bool is_first_push = 3;
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}
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```
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### Request Example
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```python
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# 订阅行情数据
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# https://open.longbridgeapp.com/docs/quote/subscribe/subscribe
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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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## Response
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### Response Properties
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返回本次请求订阅成功的标的和类型。
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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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## 接口限制
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:::caution
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- 港股 BMP 行情不支持行情数据推送。
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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 | 301605 | 订阅数量超出限制 | 取消部分订阅 |
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| 7 | 301600 | 请求参数有误 | 检查请求的 `sub_type` |
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