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盤口

該接口用於獲取標的的盤口數據。

行情權限要求免費
  • 美股:預設免費贈送 US LV1 一檔買賣盤報價(含盤前、盤中、盤後、夜盤全時段)。
  • 港股:預設贈送 LV1 一檔買賣盤報價;十檔買賣盤需購買「LV2 高級行情 - Plus (OpenAPI)」行情卡。
  • 美股期權:預設無權限,需購買「OPRA 美股期權行情 (OpenAPI)」行情卡。
>_ CLI
# Tesla Level 2 盤口
longbridge depth TSLA.US
# Apple Level 2 盤口
longbridge depth AAPL.US
# 騰訊 Level 2 盤口(港股)
longbridge depth 700.HK

Info

業務指令14

Request

Parameters

NameTypeRequiredDescription
symbolstring標的代碼,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 &lt;iostream&gt;
#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

NameTypeDescription
symbolstring標的代碼
askobject[]賣盤
∟ positionint32檔位
∟ pricestring價格
∟ volumeint64掛單量
∟ order_numint64訂單數量
bidobject[]買盤
∟ positionint32檔位
∟ pricestring價格
∟ volumeint64掛單量
∟ order_numint64訂單數量

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
    }
  ]
}

錯誤碼

協議錯誤碼業務錯誤碼描述排查建議
3301600無效的請求請求參數有誤或解包失敗
3301606限流降低請求頻次
7301602服務端內部錯誤請重試或聯繫技術人員處理
7301600請求標的不存在檢查請求的 symbol 是否正確
7301603標的無行情標的沒有請求的行情數據
7301604無權限沒有獲取標的行情的權限