Security Depth

This API is used to obtain the depth data of security.

SDK Links

Python	longbridge.openapi.QuoteContext.depth
Rust	longbridge::quote::QuoteContext#depth
Go	QuoteContext.Depth
Node.js	QuoteContext#depth
Java	QuoteContext.getDepth
C++	longbridge::quote::QuoteContext::depth

ℹ️Info

Business Command: 14

Request

Parameters

Name	Type	Required	Description
symbol	string	Yes	Security code, in ticker.region format, for example:700.HK

Protobuf

message SecurityRequest {
  string symbol = 1;
}

Request Example

from longbridge.openapi import QuoteContext, Config, OAuthBuilder

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

resp = ctx.depth("700.HK")
print(resp)

const { Config, QuoteContext, OAuth } = require('longbridge')

async function main() {
  const oauth = await OAuth.build("your-client-id", (_, url) => {
    console.log("Open this URL to authorize: " + url)
  })
  const config = Config.fromOAuth(oauth)
  const ctx = await QuoteContext.new(config)
  const resp = await ctx.depth("700.HK")
  console.log(resp.toString())
}
main().catch(console.error)

import com.longbridge.*;
import com.longbridge.quote.*;

class Main {
    public static void main(String[] args) throws Exception {
        try (OAuth oauth = new OAuthBuilder("your-client-id")
                .build(url -> System.out.println("Open to authorize: " + url))
                .get();
             Config config = Config.fromOAuth(oauth);
             QuoteContext ctx = QuoteContext.create(config).get()) {
            SecurityDepth resp = ctx.getDepth("700.HK").get();
            System.out.println(resp);
        }
    }
}

use std::sync::Arc;
use longbridge::{oauth::OAuthBuilder, quote::QuoteContext, Config};

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let oauth = OAuthBuilder::new("your-client-id")
        .build(|url| println!("Open this URL to authorize: {url}"))
        .await?;
    let config = Arc::new(Config::from_oauth(oauth));
    let (ctx, _) = QuoteContext::try_new(config).await?;
    let resp = ctx.depth("700.HK").await?;
    println!("{:?}", resp);
    Ok(())
}

#include <iostream>
#include <longbridge.hpp>

#ifdef WIN32
#include <windows.h>
#endif

using namespace longbridge;
using namespace longbridge::quote;

int main(int argc, char const* argv[]) {
#ifdef WIN32
  SetConsoleOutputCP(CP_UTF8);
#endif

  const std::string client_id = "your-client-id";
  OAuthBuilder(client_id).build(
    [](const std::string& url) {
      std::cout << "Open this URL to authorize: " << url << std::endl;
    },
    [](auto res) {
      if (!res) {
        std::cout << "authorization failed: " << *res.status().message() << std::endl;
        return;
      }
      Config config = Config::from_oauth(*res);
      QuoteContext::create(config, [](auto res) {
        if (!res) {
          std::cout << "failed to create quote context: " << *res.status().message() << std::endl;
          return;
        }
        res.context().depth("700.HK", [](auto res) {
          if (!res) {
            std::cout << "failed: " << *res.status().message() << std::endl;
            return;
          }
          std::cout << "depth: " << res->symbol << std::endl;
        });
      });
    });

  std::cin.get();
  return 0;
}

package main

import (
	"context"
	"fmt"
	"log"

	"github.com/longbridge/openapi-go/config"
	"github.com/longbridge/openapi-go/oauth"
	"github.com/longbridge/openapi-go/quote"
)

func main() {
	o := oauth.New("your-client-id").
		OnOpenURL(func(url string) { fmt.Println("Open this URL to authorize:", url) })
	if err := o.Build(context.Background()); err != nil {
		log.Fatal(err)
	}
	conf, err := config.New(config.WithOAuthClient(o))
	if err != nil {
		log.Fatal(err)
	}
	qctx, err := quote.NewFromCfg(conf)
	if err != nil {
		log.Fatal(err)
	}
	defer qctx.Close()
	depth, err := qctx.Depth(context.Background(), "700.HK")
	if err != nil {
		log.Fatal(err)
	}
	fmt.Printf("%+v\n", depth)
}

Response

Response Properties

Name	Type	Description
symbol	string	Security code
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

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

{
  "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
    }
  ]
}

Error Code

Protocol Error Code	Business Error Code	Description	Troubleshooting Suggestions
3	301600	Invalid request	Invalid request parameters or unpacking request failed
3	301606	Request rate limit	Reduce the frequency of requests
7	301602	Server error	Please try again or contact a technician to resolve the issue
7	301600	Symbol not found	Check that the requested symbol is correct
7	301603	No quotes	Security no quote
7	301604	No access	No access to security quote