订阅行情数据

该接口用于订阅标的行情数据。

SDK Links

Python	longbridge.openapi.QuoteContext.subscribe
Rust	longbridge::quote::QuoteContext#subscribe
Go	QuoteContext.Subscribe
Node.js	QuoteContext#subscribe
Java	QuoteContext.subscribe
C++	longbridge::quote::QuoteContext::subscribe

ℹ️Info

业务指令：6

Request

Parameters

Name	Type	Required	Description
symbol	string[]	是	订阅的标的代码，例如：[700.HK] 校验规则： 每次请求支持传入的标的数量上限是 500 个 每个用户同时订阅标的数量最多为 500
sub_type	int32[]	是	订阅的数据类型，例如：[1,2]，详见 SubType
is_first_push	bool	是	订阅后是否立刻进行一次数据推送。( trade 不支持)

Protobuf

message SubscribeRequest {
  repeated string symbol = 1;
  repeated SubType sub_type = 2;
  bool is_first_push = 3;
}

Request Example

from time import sleep
from longbridge.openapi import QuoteContext, Config, SubType, PushQuote, OAuthBuilder

def on_quote(symbol: str, event: PushQuote):
    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_quote(on_quote)

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

const { Config, QuoteContext, OAuth, SubType } = 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)
  ctx.setOnQuote((event) => console.log(event))
  await ctx.subscribe(["700.HK", "AAPL.US"], [SubType.Quote], true)
  await new Promise(r => setTimeout(r, 30000))
}
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()) {
            ctx.setOnQuote(event -> System.out.println(event));
            ctx.subscribe(new String[] { "700.HK", "AAPL.US" }, new SubType[] { SubType.Quote }, true).get();
            Thread.sleep(30000);
        }
    }
}

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

#[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?;
    ctx.subscribe(vec!["700.HK".to_string(), "AAPL.US".to_string()], SubFlags::quote(), true).await?;
    tokio::time::sleep(std::time::Duration::from_secs(30)).await;
    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";
  std::vector<std::string> symbols = {"700.HK", "AAPL.US"};
  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().set_on_quote([](auto e) { std::cout << e->symbol << std::endl; });
        res.context().subscribe(symbols, SubFlags::QUOTE(), true, [](auto res) {
          if (!res) { std::cout << "failed: " << *res.status().message() << std::endl; return; }
        });
      });
    });
  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()
	qctx.OnQuote(func(e *quote.PushQuote) { fmt.Println(e.Symbol) })
	err = qctx.Subscribe(context.Background(), []string{"700.HK", "AAPL.US"}, []quote.SubType{quote.SubTypeQuote}, true)
	if err != nil {
		log.Fatal(err)
	}
	// keep running to receive push
	select {}
}

Response

Response Properties

返回本次请求订阅成功的标的和类型。

Name	Type	Description
sub_list	object[]	订阅的数据
∟ symbol	string	标的代码
∟ sub_type	int32[]	订阅的数据类型，详见：SubType

Protobuf

message SubscriptionResponse {
  repeated SubTypeList sub_list = 1;
}

message SubTypeList {
  string symbol = 1;
  repeated SubType sub_type = 2;
}

Response JSON Example

{
  "sub_list": [
    {
      "symbol": "700.HK",
      "sub_type": [1, 2, 3]
    },
    {
      "symbol": "AAPL.US",
      "sub_type": [2]
    }
  ]
}

接口限制

⚠️Caution

• 港股 BMP 行情不支持行情数据推送。

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	301605	订阅数量超出限制	取消部分订阅
7	301600	请求参数有误	检查请求的 sub_type