篩選器
該接口用於獲取輪證行情列表數據,支持按不同字段排序和篩選輪證。
行情權限要求免費
開通 OpenAPI 後自動獲得,無需額外購買。
# 騰訊相關窩輪列表
longbridge warrant list 700.HK
# 阿里巴巴相關窩輪列表
longbridge warrant list 9988.HK
# 京東相關窩輪列表
longbridge warrant list 9618.HK
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Info
業務指令:23
Request
Parameters
| Name | Type | Required | Description |
|---|---|---|---|
| symbol | string | 是 | 標的代碼,使用 ticker.region 格式,例如:700.HK |
| filter_config | object | 是 | 篩選條件 |
| ∟ sort_by | int32 | 是 | 根據哪一項數據進行排序,例如:0,序號見響應數據 OrderSequence 字段。 |
| ∟ sort_order | int32 | 是 | 升降順序,例如:1 可选值: 0 - 升序1 - 降序 |
| ∟ sort_offset | int32 | 是 | 分頁的第一條數據偏移量,例如 0 |
| ∟ sort_count | int32 | 是 | 分頁的每一頁數量,例如 20, 填 0 時不分頁 |
| ∟ type | int32[] | 否 | 篩選輪證類型 例如:[0,1] 可选值: 0 - 認購1 - 認沽2 - 牛證3 - 熊證4 - 界內證 |
| ∟ issuer | int32[] | 否 | 篩選發行商,例如:[12,14],發行商 ID 通過接口獲取 |
| ∟ expiry_date | int32[] | 否 | 篩選輪證過期時間,例如:[1] 可選值: 1 - 低於 3 個月2 - 3 - 6 個月3 - 6 - 12 個月4 - 大於 12 個月 |
| ∟ price_type | int32[] | 否 | 篩選價內價外,例如:[2] 可选值: 1 - 價內2 - 價外 |
| ∟ status | int32[] | 否 | 篩選狀態,例如:[2] 可选值: 2 - 終止交易3 - 等待上市4 - 正常 |
| language | int32 | 是 | 響應的語言,例如:[1] 可选值: 0 - 簡體1 - English2 - 繁体 |
Protobuf
message WarrantFilterListRequest {
string symbol = 1;
FilterConfig filter_config = 2;
int32 language = 3;
}
message FilterConfig {
int32 sort_by = 1;
int32 sort_order = 2;
int32 sort_offset = 3;
int32 sort_count = 4;
repeated int32 type = 5;
repeated int32 issuer = 6;
repeated int32 expiry_date = 7;
repeated int32 price_type = 8;
repeated int32 status = 9;
}
Request Example
from longbridge.openapi import QuoteContext, Config, WarrantSortBy, SortOrderType, OAuthBuilder
oauth = OAuthBuilder("your-client-id").build(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
ctx = QuoteContext(config)
resp = ctx.warrant_list("700.HK", WarrantSortBy.LastDone, SortOrderType.Ascending)
print(resp)import asyncio
from longbridge.openapi import AsyncQuoteContext, Config, WarrantSortBy, SortOrderType, 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.warrant_list("700.HK", WarrantSortBy.LastDone, SortOrderType.Ascending)
print(resp)
if __name__ == "__main__":
asyncio.run(main())const { Config, QuoteContext, OAuth, WarrantSortBy, SortOrderType } = 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.warrantList("700.HK", WarrantSortBy.LastDone, SortOrderType.Ascending)
console.log(resp)
}
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)) {
WarrantInfo[] resp = ctx.queryWarrantList(new QueryWarrantOptions("700.HK", WarrantSortBy.LastDone, SortOrderType.Ascending)).get();
for (WarrantInfo w : resp) System.out.println(w);
}
}
}use std::sync::Arc;
use longbridge::{oauth::OAuthBuilder, quote::{QuoteContext, WarrantSortBy, SortOrderType}, 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.warrant_list("700.HK", WarrantSortBy::LastDone, SortOrderType::Ascending, None, None, None, None, None).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.warrant_list("700.HK", WarrantSortBy::Turnover, SortOrderType::Descending, {}, {}, {}, {}, {}, [](auto res) {
if (!res) { std::cout << "failed: " << *res.status().message() << std::endl; return; }
std::cout << "warrants: " << res->size() << 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()
list, err := qctx.WarrantList(context.Background(), "700.HK", quote.WarrantFilter{
SortBy: quote.WarrantVolume, SortOrder: quote.WarrantDesc, SortOffset: 0, SortCount: 10,
}, quote.WarrantEN)
if err != nil {
log.Fatal(err)
}
fmt.Println("warrants:", len(list))
}Response
Response Properties
| Name | Type | Description | OrderSequence | Support_Call/Put | Support_Bull/Bear | Support_Inline |
|---|---|---|---|---|---|---|
| warrant_list | object[] | 渦輪篩選數據列表 | ||||
| ∟ symbol | string | 標的代碼 | true | true | true | |
| ∟ name | string | 標的名稱 | true | true | true | |
| ∟ last_done | string | 最新價 | 0 | true | true | true |
| ∟ change_rate | string | 漲跌幅 | 1 | true | true | true |
| ∟ change_val | string | 漲跌額 | 2 | true | true | true |
| ∟ volume | int64 | 成交量 | 3 | true | true | true |
| ∟ turnover | string | 成交額 | 4 | true | true | true |
| ∟ expiry_date | string | 到期日,使用 YYMMDD 格式 | 5 | true | true | true |
| ∟ strike_price | string | 行權價 | 6 | true | true | false |
| ∟ upper_strike_price | string | 上限價 | 7 | false | false | true |
| ∟ lower_strike_price | string | 下限價 | 8 | false | false | true |
| ∟ outstanding_qty | string | 街貨量 | 9 | true | true | true |
| ∟ outstanding_ratio | string | 街貨比 | 10 | true | true | true |
| ∟ premium | string | 溢價率 | 11 | true | true | true |
| ∟ itm_otm | string | 價內/價外 | 12 | true | true | false |
| ∟ implied_volatility | string | 引伸波幅 | 13 | true | false | false |
| ∟ delta | string | 對沖值 | 14 | true | false | false |
| ∟ call_price | string | 收回價 | 15 | false | true | false |
| ∟ to_call_price | string | 距收回價 | 16 | false | true | false |
| ∟ effective_leverage | string | 有效槓桿 | 17 | true | false | false |
| ∟ leverage_ratio | string | 槓桿比率 | 18 | true | true | true |
| ∟ conversion_ratio | string | 換股比率 | 19 | true | true | false |
| ∟ balance_point | string | 打和點 | 20 | true | true | false |
| ∟ status | int32 | 狀態, 可選值: 2 - 終止交易3 - 等待上市4 - 正常 | 21 | true | true | true |
| total_count | int32 | 符合條件的輪證總數量 |
Protobuf
message WarrantFilterListResponse {
repeated FilterWarrant warrant_list = 1;
int32 total_count = 2;
}
message FilterWarrant {
string symbol = 1;
string name = 2;
string last_done = 3;
string change_rate = 4;
string change_val = 5;
int64 volume = 6;
string turnover = 7;
string expiry_date = 8;
string strike_price = 9;
string upper_strike_price = 10;
string lower_strike_price = 11;
string outstanding_qty = 12;
string outstanding_ratio = 13;
string premium = 14;
string itm_otm = 15;
string implied_volatility = 16;
string delta = 17;
string call_price = 18;
string to_call_price = 19;
string effective_leverage = 20;
string leverage_ratio = 21;
string conversion_ratio = 22;
string balance_point = 23;
int32 status = 24;
}
Response JSON Example
{
"warrant_list": [
{
"symbol": "13157.HK",
"name": "騰訊麥銀二七沽 A",
"last_done": "2.26",
"change_rate": "-0.0216450216450218",
"change_val": "-0.050000000000000266",
"turnover": "0",
"expiry_date": "20220705",
"strike_price": "442.233",
"upper_strike_price": "0",
"lower_strike_price": "0",
"outstanding_qty": "5000",
"outstanding_ratio": "0.0003",
"premium": "0.016784269662921222",
"itm_otm": "0.23524476916014864",
"implied_volatility": "0.5275",
"delta": "-0.8524",
"call_price": "0",
"effective_leverage": "-2.627683451852457",
"leverage_ratio": "3.0826882353970637",
"conversion_ratio": "48.544",
"balance_point": "332.52356000000003",
"status": 4
},
{
"symbol": "13649.HK",
"name": "騰訊摩通二五沽 A",
"last_done": "1.14",
"change_rate": "0",
"change_val": "0",
"turnover": "0",
"expiry_date": "20220518",
"strike_price": "445.223",
"upper_strike_price": "0",
"lower_strike_price": "0",
"outstanding_qty": "80000",
"outstanding_ratio": "0.0004",
"premium": "0.010810703725606",
"itm_otm": "0.24038066317328624",
"implied_volatility": "0.5997",
"delta": "-0.7964",
"call_price": "0",
"effective_leverage": "-2.4335424241487873",
"leverage_ratio": "3.055678583813144",
"conversion_ratio": "97.087",
"balance_point": "334.54382000000004",
"status": 4
}
],
"total_count": 1197
}
錯誤碼
| 協議錯誤碼 | 業務錯誤碼 | 描述 | 排查建議 |
|---|---|---|---|
| 3 | 301600 | 無效的請求 | 請求參數有誤或解包失敗 |
| 3 | 301606 | 限流 | 降低請求頻次 |
| 7 | 301602 | 服務端內部錯誤 | 請重試或聯繫技術人員處理 |
| 7 | 301600 | 請求標的不存在 | 檢查請求的 symbol 是否正確 |
| 7 | 301603 | 標的無行情 | 標的沒有請求的行情數據 |
| 7 | 301604 | 無權限 | 沒有獲取標的行情的權限 |
| 7 | 301607 | 接口限制 | 減少每頁數據數量 |