---
id: quote_depth
title: Security Depth
slug: depth
sidebar_position: 5
---

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

<CliCommand>
# Level 2 order book for Tesla
longbridge depth TSLA.US
# Level 2 order book for Apple
longbridge depth AAPL.US
# Level 2 order book for Tencent (HK)
longbridge depth 700.HK
</CliCommand>


## SDK

| Language | Link |
|---|---|
| Python | [longbridge.openapi.quote._quote_context](https://longbridge.github.io/openapi/python/reference_all/#longbridge.openapi.quote._quote_context) |
| Rust | [longbridge::<SDKLinks module="quote" klass="QuoteContext" method="depth" />::quote#_quote_context](https://longbridge.github.io/openapi/rust/longbridge/<SDKLinks module="quote" klass="QuoteContext" method="depth" />/struct.quote.html#method._quote_context) |
| Go | [quote.depth](https://pkg.go.dev/github.com/longbridge/openapi-go/<SDKLinks module="quote" klass="QuoteContext" method="depth" />#quote.depth) |
| Node.js | [quote#QuoteContext](https://longbridge.github.io/openapi/nodejs/classes/quote.html#quotecontext) |
| Java | [quote.getQuoteContext](https://longbridge.github.io/openapi/java/com/longbridge/<SDKLinks module="quote" klass="QuoteContext" method="depth" />/quote.html#getQuoteContext) |
| C++ | [longbridge::<SDKLinks module="quote" klass="QuoteContext" method="depth" />::quote::_quote_context](https://longbridge.github.io/openapi/cpp/classlongbridge_1_1<SDKLinks module="quote" klass="QuoteContext" method="depth" />_1_1_quote.html) |

:::info

[Business Command](../../socket/biz-command): `14`

:::

## Request

### Parameters

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

### Protobuf

```protobuf
message SecurityRequest {
  string symbol = 1;
}
```

### Request Example

<Tabs groupId="request-example">
  <TabItem value="python" label="Python" default>

```python
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)
```

  </TabItem>
  <TabItem value="python-async" label="Python (async)">

```python
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())
```

  </TabItem>
  <TabItem value="nodejs" label="Node.js">

```javascript
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)
```

  </TabItem>
  <TabItem value="java" label="Java">

```java
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);
        }
    }
}
```

  </TabItem>
  <TabItem value="rust" label="Rust">

```rust
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(())
}
```

  </TabItem>
  <TabItem value="cpp" label="C++">

```cpp
#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;
}
```

  </TabItem>
  <TabItem value="go" label="Go">

```go
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)
}
```

  </TabItem>
</Tabs>

## 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

```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

```json
{
  "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                                   |
