實時經紀隊列推送

已訂閱標的的實時經紀隊列數據推送。

SDK Links

Python	longbridge.openapi.QuoteContext.set_on_brokers
Rust	longbridge::quote::QuoteContext#set_on_brokers
Go	QuoteContext.OnBrokers
Node.js	QuoteContext#setOnBrokers
Java	QuoteContext.setOnBrokers
C++	longbridge::quote::QuoteContext::set_on_brokers

Info

業務指令：103

數據格式

Properties

Name	Type	Description
symbol	string	標的代碼，例如：AAPL.US
sequence	int64	序列號
ask_brokers	object[]	賣槃經紀隊列
∟ position	int32	檔位
∟ broker_ids	int32[]	券商席位 Id
bid_brokers	object[]	買槃經紀隊列
∟ position	int32	檔位
∟ broker_ids	int32[]	券商席位 Id

Protobuf

message PushBrokers {
  string symbol = 1;
  int64 sequence = 2;
  repeated Brokers ask_brokers = 3;
  repeated Brokers bid_brokers = 4;
}

message Brokers {
  int32 position = 1;
  repeated int32 broker_ids = 2;
}

Example

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

def on_brokers(symbol: str, event: PushBrokers):
    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_brokers(on_brokers)

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

JSON Example

{
  "symbol": "700.HK",
  "sequence": 160808750000000,
  "ask_brokers": [
    {
      "position": 1,
      "broker_ids": [7358, 9057, 9028, 7364]
    },
    {
      "position": 2,
      "broker_ids": [6968, 3448, 3348, 1049, 4973, 6997, 3448, 5465, 6997]
    }
  ],
  "bid_brokers": [
    {
      "position": 1,
      "broker_ids": [6996, 5465, 8026, 8304, 4978]
    },
    {
      "position": 2,
      "broker_ids": [7358, 9057, 9028, 7364]
    }
  ]
}