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Sunli
102 lines
2.6 KiB
Markdown
102 lines
2.6 KiB
Markdown
---
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id: push_broker
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title: 实时经纪队列推送
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slug: broker
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sidebar_position: 3
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---
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已订阅标的的实时经纪队列数据推送。
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:::info
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[业务指令](../../socket/protocol/push)：`103`
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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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| ask_brokers | object[] | 卖盘经纪队列 |
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| ∟ position | int32 | 档位 |
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| ∟ broker_ids | int32[] | [券商席位 Id](../pull/broker-ids) |
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| bid_brokers | object[] | 买盘经纪队列 |
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| ∟ position | int32 | 档位 |
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| ∟ broker_ids | int32[] | [券商席位 Id](../pull/broker-ids) |
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### Protobuf
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```protobuf
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message PushBrokers {
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string symbol = 1;
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int64 sequence = 2;
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repeated Brokers ask_brokers = 3;
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repeated Brokers bid_brokers = 4;
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}
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message Brokers {
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int32 position = 1;
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repeated int32 broker_ids = 2;
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}
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```
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### Example
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```python
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# 实时经纪队列推送
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# https://open.longportapp.com/docs/quote/push/push-brokers
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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.longportapp.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“LongPort”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 longport.openapi import QuoteContext, Config, SubType, PushBrokers
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def on_brokers(symbol: str, event: PushBrokers):
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print(symbol, event)
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config = Config.from_env()
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ctx = QuoteContext(config)
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ctx.set_on_brokers(on_brokers)
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ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Brokers], 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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"ask_brokers": [
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{
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"position": 1,
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"broker_ids": [7358, 9057, 9028, 7364]
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},
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{
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"position": 2,
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"broker_ids": [6968, 3448, 3348, 1049, 4973, 6997, 3448, 5465, 6997]
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}
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],
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"bid_brokers": [
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{
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"position": 1,
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"broker_ids": [6996, 5465, 8026, 8304, 4978]
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},
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{
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"position": 2,
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"broker_ids": [7358, 9057, 9028, 7364]
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}
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]
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}
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```
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