跳转到主要内容

Documentation Index

Fetch the complete documentation index at: https://docs.tickdb.ai/llms.txt

Use this file to discover all available pages before exploring further.

本页面记录了 WebSocket 频道、如何订阅/取消订阅,以及每个频道的消息格式。

支持的频道

频道描述支持的市场
ticker实时行情更新外汇、贵金属、指数、美股、港股、A股、加密货币
depth订单簿深度更新美股、港股、A股、加密货币
trade成交记录港股、加密货币

ticker 频道

订阅

{
  "cmd": "subscribe",
  "data": {
    "channel": "ticker",
    "symbols": ["AAPL.US", "BTCUSDT"]
  }
}

取消订阅

{
  "cmd": "unsubscribe",
  "data": {
    "channel": "ticker",
    "symbols": ["AAPL.US"]
  }
}

服务器响应

ticker 消息根据不同市场类型返回不同的字段。

指数

{
  "cmd": "ticker",
  "data": {
    "symbol": "SPX",
    "last_price": "6703.59",
    "ask_price": "0.00",
    "bid_price": "0.00",
    "type": "index",
    "timestamp": 1773331355037
  }
}

贵金属

{
  "cmd": "ticker",
  "data": {
    "symbol": "XAUUSD",
    "last_price": "5130.72000",
    "ask_price": "5131.07000",
    "bid_price": "5130.37000",
    "spread": "0.70000",
    "exchange": 48,
    "timestamp": 1773334355000
  }
}

外汇

{
  "cmd": "ticker",
  "data": {
    "symbol": "EURUSD",
    "last_price": "1.15200",
    "ask_price": "1.15202",
    "bid_price": "1.15199",
    "spread": "0.00003",
    "exchange": 48,
    "timestamp": 1773334426000
  }
}

股票

{
  "cmd": "ticker",
  "data": {
    "symbol": "TSLA.US",
    "last_price": "400.67",
    "timestamp": 1773335203000
  }
}
{
  "cmd": "ticker",
  "data": {
    "symbol": "600519.SH",
    "last_price": "1401",
    "timestamp": 1769756400000
  }
}

加密货币

{
  "cmd": "ticker",
  "data": {
    "symbol": "BTCUSDT",
    "last_price": "70480.57000000",
    "volume_24h": "23737.52989000",
    "high_24h": "71321.00000000",
    "low_24h": "69205.91000000",
    "price_change_24h": "-362.06000000",
    "price_change_percent_24h": "-0.511",
    "timestamp": 1773335135026
  }
}

字段说明

字段类型描述市场
symbolstring交易品种全部
last_pricestring最新成交价全部
timestampint服务器时间戳(毫秒)全部
ask_pricestring卖价外汇、贵金属、指数
bid_pricestring买价外汇、贵金属、指数
spreadstring买卖价差外汇、贵金属
exchangeint交易所代码外汇、贵金属
typestring类型标识(如 “index”)指数
volume_24hstring24小时成交量加密货币
high_24hstring24小时最高价加密货币
low_24hstring24小时最低价加密货币
price_change_24hstring24小时价格变化加密货币
price_change_percent_24hstring24小时价格变化百分比加密货币

depth 频道

订阅

{
  "cmd": "subscribe",
  "data": {
    "channel": "depth",
    "symbols": ["AAPL.US", "BTCUSDT"]
  }
}

取消订阅

{
  "cmd": "unsubscribe",
  "data": {
    "channel": "depth",
    "symbols": ["AAPL.US"]
  }
}

服务器响应

{
  "cmd": "depth",
  "data": {
    "symbol": "BTCUSDT",
    "bids": [
      ["43250.50", "0.125"],
      ["43250.00", "0.250"]
    ],
    "asks": [
      ["43251.00", "0.180"],
      ["43251.50", "0.320"]
    ],
    "timestamp": 1703123456789
  }
}

字段说明

字段类型描述
symbolstring交易品种
bidsarray买盘档位:[价格, 数量]
asksarray卖盘档位:[价格, 数量]
timestampint服务器时间戳(毫秒)
排序
  • bids:价格降序
  • asks:价格升序

trade 频道

订阅

{
  "cmd": "subscribe",
  "data": {
    "channel": "trade",
    "symbols": ["700.HK", "BTCUSDT"]
  }
}

取消订阅

{
  "cmd": "unsubscribe",
  "data": {
    "channel": "trade",
    "symbols": ["700.HK"]
  }
}

服务器响应

{
  "cmd": "trade",
  "data": {
    "symbol": "700.HK",
    "trades": [
      {
        "id": "20950",
        "price": "553.000",
        "quantity": "100",
        "side": "buy",
        "timestamp": 1773371154
      }
    ]
  }
}

字段说明

字段类型描述
symbolstring交易品种
tradesarray成交记录数组
└─ idstring成交ID
└─ pricestring成交价格
└─ quantitystring成交数量
└─ sidestringbuy(买入)或 sell(卖出)
└─ timestampint成交时间戳(秒)