盘口
该接口用于获取标的的盘口数据。
行情权限要求免费
- 美股:默认免费赠送 US LV1 一档买卖盘报价(含盘前、盘中、盘后、夜盘全时段)。
- 港股:默认赠送 LV1 一档买卖盘报价;十档买卖盘需购买「LV2 高级行情 - Plus (OpenAPI)」行情卡。
- 美股期权:默认无权限,需购买「OPRA 美股期权行情 (OpenAPI)」行情卡。
# Tesla Level 2 盘口
longbridge depth TSLA.US
# Apple Level 2 盘口
longbridge depth AAPL.US
# 腾讯 Level 2 盘口(港股)
longbridge depth 700.HK
SDK Links
Python |
Rust |
Go |
Node.js |
Java |
C++ |
Info
业务指令: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
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)import asyncio
from longbridge.openapi import AsyncQuoteContext, Config, OAuthBuilder
async def main() -> None:
oauth = await OAuthBuilder("your-client-id").build_async(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
ctx = AsyncQuoteContext.create(config)
resp = await ctx.depth("700.HK")
print(resp)
if __name__ == "__main__":
asyncio.run(main())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 = 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)) {
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::new(config);
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;
static void
run(const OAuth& oauth)
{
Config config = Config::from_oauth(oauth);
QuoteContext ctx = QuoteContext::create(config);
ctx.depth("700.HK", [](auto res) {
if (!res) {
std::cout << "failed: " << *res.status().message() << std::endl;
return;
}
std::cout << "depth: " << res->symbol << std::endl;
});
}
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;
}
run(*res);
});
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 | 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
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
}
]
}
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 |