mirror of
https://github.com/longbridge/developers.git
synced 2026-09-19 03:34:09 +08:00
165 lines
3.7 KiB
Markdown
165 lines
3.7 KiB
Markdown
---
|
||
id: quote_depth
|
||
title: 获取标的盘口
|
||
slug: depth
|
||
sidebar_position: 5
|
||
---
|
||
|
||
该接口用于获取标的的盘口数据。
|
||
|
||
:::info
|
||
|
||
[业务指令](../../socket/protocol/request):`14`
|
||
|
||
:::
|
||
|
||
## Request
|
||
|
||
### Parameters
|
||
|
||
| Name | Type | Required | Description |
|
||
| ------ | ------ | -------- | --------------------------------------------------- |
|
||
| symbol | string | 是 | 标的代码,使用 `ticker.region` 格式,例如:`700.HK` |
|
||
|
||
### Protobuf
|
||
|
||
```protobuf
|
||
message SecurityRequest {
|
||
string symbol = 1;
|
||
}
|
||
```
|
||
|
||
### Request Example
|
||
|
||
```python
|
||
# 获取标的盘口
|
||
# https://open.longportapp.com/docs/quote/pull/depth
|
||
# 运行前请访问“开发者中心”确保账户有正确的行情权限。
|
||
# 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。
|
||
from longbridge.openapi import QuoteContext, Config
|
||
|
||
config = Config.from_env()
|
||
ctx = QuoteContext(config)
|
||
|
||
resp = ctx.depth("700.HK")
|
||
print(resp)
|
||
```
|
||
|
||
## Response
|
||
|
||
### Response Properties
|
||
|
||
| Name | Type | Description |
|
||
| ----------- | -------- | ----------- |
|
||
| symbol | string | 标的代码 |
|
||
| ask | object[] | 卖盘 |
|
||
| ∟ position | int32 | 档位 |
|
||
| ∟ price | string | 价格 |
|
||
| ∟ volume | int64 | 挂单量 |
|
||
| ∟ order_num | int64 | 订单数量 |
|
||
| bid | object[] | 买盘 |
|
||
| ∟ position | int32 | 档位 |
|
||
| ∟ price | string | 价格 |
|
||
| ∟ volume | int64 | 挂单量 |
|
||
| ∟ order_num | int64 | 订单数量 |
|
||
|
||
### Protobuf
|
||
|
||
```protobuf
|
||
message SecurityDepthResponse {
|
||
string symbol = 1;
|
||
repeated Depth ask = 2;
|
||
repeated Depth bid = 3;
|
||
}
|
||
|
||
message Depth {
|
||
int32 position = 1;
|
||
string price = 2;
|
||
int64 volume = 3;
|
||
int64 order_num = 4;
|
||
}
|
||
```
|
||
|
||
### Response JSON Example
|
||
|
||
```json
|
||
{
|
||
"symbol": "700.HK",
|
||
"ask": [
|
||
{
|
||
"position": 1,
|
||
"price": "335.000",
|
||
"volume": 500,
|
||
"order_num": 1
|
||
},
|
||
{
|
||
"position": 2,
|
||
"price": "335.200",
|
||
"volume": 400,
|
||
"order_num": 1
|
||
},
|
||
{
|
||
"position": 3,
|
||
"price": "335.400",
|
||
"volume": 500,
|
||
"order_num": 2
|
||
},
|
||
{
|
||
"position": 4,
|
||
"price": "335.600",
|
||
"volume": 1200,
|
||
"order_num": 3
|
||
},
|
||
{
|
||
"position": 5,
|
||
"price": "335.800",
|
||
"volume": 14000,
|
||
"order_num": 8
|
||
}
|
||
],
|
||
"bid": [
|
||
{
|
||
"position": 1,
|
||
"price": "334.800",
|
||
"volume": 69400,
|
||
"order_num": 13
|
||
},
|
||
{
|
||
"position": 2,
|
||
"price": "334.600",
|
||
"volume": 266600,
|
||
"order_num": 27
|
||
},
|
||
{
|
||
"position": 3,
|
||
"price": "334.400",
|
||
"volume": 61300,
|
||
"order_num": 29
|
||
},
|
||
{
|
||
"position": 4,
|
||
"price": "334.200",
|
||
"volume": 125900,
|
||
"order_num": 31
|
||
},
|
||
{
|
||
"position": 5,
|
||
"price": "334.000",
|
||
"volume": 194600,
|
||
"order_num": 94
|
||
}
|
||
]
|
||
}
|
||
```
|
||
|
||
## 错误码
|
||
|
||
| 协议错误码 | 业务错误码 | 描述 | 排查建议 |
|
||
| ---------- | ---------- | -------------- | ---------------------------- |
|
||
| 3 | 301600 | 无效的请求 | 请求参数有误或解包失败 |
|
||
| 3 | 301606 | 限流 | 降低请求频次 |
|
||
| 7 | 301602 | 服务端内部错误 | 请重试或联系技术人员处理 |
|
||
| 7 | 301600 | 请求标的不存在 | 检查请求的 `symbol` 是否正确 |
|
||
| 7 | 301603 | 标的无行情 | 标的没有请求的行情数据 |
|
||
| 7 | 301604 | 无权限 | 没有获取标的行情的权限 |
|