---
id: push_depth
title: Depth
slug: /quote/push/depth
sidebar_position: 6
---

Real-time depth data push of the subscribed security.

> **Quote Permission Required: Free**
> - US stocks: US LV1 1-level bid/ask included free by default (pre-market, regular, after-hours, and overnight sessions).
> - HK stocks: LV1 1-level bid/ask included by default; 10-level order book requires "LV2 Advanced Quotes - Plus (OpenAPI)".
> - US options: no permission by default — purchase "OPRA US Options Quotes (OpenAPI)".
> [My Quotes](https://open.longbridge.com/account)
> OpenAPI quote perms are separate from App/Web perms


## SDK

| Language | Link |
|---|---|
| Python | [longbridge.openapi.quote._quote_context](https://longbridge.github.io/openapi/python/reference_all/#longbridge.openapi.quote._quote_context) |
| Rust | [longbridge::<SDKLinks module="quote" klass="QuoteContext" method="set_on_depth" go="OnDepth" />::quote#_quote_context](https://longbridge.github.io/openapi/rust/longbridge/<SDKLinks module="quote" klass="QuoteContext" method="set_on_depth" go="OnDepth" />/struct.quote.html#method._quote_context) |
| Go | [quote.set_on_depth](https://pkg.go.dev/github.com/longbridge/openapi-go/<SDKLinks module="quote" klass="QuoteContext" method="set_on_depth" go="OnDepth" />#quote.set_on_depth) |
| Node.js | [quote#QuoteContext](https://longbridge.github.io/openapi/nodejs/classes/quote.html#quotecontext) |
| Java | [quote.OnDepth](https://longbridge.github.io/openapi/java/com/longbridge/<SDKLinks module="quote" klass="QuoteContext" method="set_on_depth" go="OnDepth" />/quote.html#OnDepth) |
| C++ | [longbridge::<SDKLinks module="quote" klass="QuoteContext" method="set_on_depth" go="OnDepth" />::quote::_quote_context](https://longbridge.github.io/openapi/cpp/classlongbridge_1_1<SDKLinks module="quote" klass="QuoteContext" method="set_on_depth" go="OnDepth" />_1_1_quote.html) |

:::info

[Business Command](../../socket/protocol/push): `102`

:::

## Data Format

### Properties

| Name        | Type     | Description                           |
|-------------|----------|---------------------------------------|
| symbol      | string   | Security code, for example: `AAPL.US` |
| sequence    | int64    | Sequence number                       |
| ask         | object[] | Ask depth                             |
| ∟ position  | int32    | Position                              |
| ∟ price     | string   | Price                                 |
| ∟ volume    | int64    | Volume                                |
| ∟ order_num | int64    | Number of orders                      |
| bid         | object[] | Bid depth                             |
| ∟ position  | int32    | Position                              |
| ∟ price     | string   | Price                                 |
| ∟ volume    | int64    | Volume                                |
| ∟ order_num | int64    | Number of orders                      |

### Protobuf

```protobuf
message PushDepth {
  string symbol = 1;
  int64 sequence = 2;
  repeated Depth ask = 3;
  repeated Depth bid = 4;
}

message Depth {
  int32 position = 1;
  string price = 2;
  int64 volume = 3;
  int64 order_num = 4;
}
```

### Example

```python
from time import sleep
from longbridge.openapi import QuoteContext, Config, SubType, PushDepth, OAuthBuilder

def on_depth(symbol: str, event: PushDepth):
    print(symbol, event)

oauth = OAuthBuilder("your-client-id").build(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
ctx = QuoteContext(config)
ctx.set_on_depth(on_depth)

ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Depth])
sleep(30)
```

### JSON Example

```json
{
  "symbol": "700.HK",
  "sequence": 160808750000000,
  "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
    }
  ]
}
```