跳转到主要内容
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。

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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成交记录美股、港股、加密货币

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ticker 频道

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订阅

{
  "cmd": "subscribe",
  "data": {
    "channel": "ticker",
    "symbols": ["AAPL.US", "BTCUSDT"],
    "type": "stock" // 可选，收到 AMBIGUOUS_SYMBOL 错误时按提示传入
  }
}

​
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。

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指数

{
  "cmd": "ticker",
  "data": {
    "symbol": "SPX",
    "last_price": "7342.86",
    "timestamp": 1779204386000
  }
}

​
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

美股： 
{
  "cmd": "ticker",
  "data": {
    "symbol": "NVDA",
    "last_price": "221.25",
    "volume_24h": "462724",
    "high_24h": "223.44",
    "low_24h": "220.04",
    // 仅非正常交易时段返回，正常交易时段无此字段
    // 可选值：pre_market（盘前）、post_market（盘后）、overnight（夜盘）
    "trade_session": "overnight",
    "timestamp": 1779171600000
  }
}
港股： 
{
  "cmd": "ticker",
  "data": {
    "symbol": "700",
    "last_price": "461.4",
    "volume_24h": "24687716",
    "high_24h": "468.8",
    "low_24h": "448.6",
    "timestamp": 1779171608000
  }
}
A股： 
{
  "cmd": "ticker",
  "data": {
    "symbol": "600519",
    "last_price": "1319.01",
    "volume_24h": "37263",
    "high_24h": "1329.99",
    "low_24h": "1318",
    "price_change_24h": "-3.99",
    "price_change_percent_24h": "-0.30",
    "timestamp": 1779171605000
  }
}

​
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
bid_pricestring买价外汇、贵金属
spreadstring买卖价差外汇、贵金属
exchangeint交易所代码外汇、贵金属
volume_24hstring24小时成交量股票、加密货币
high_24hstring24小时最高价股票、加密货币
low_24hstring24小时最低价股票、加密货币
price_change_24hstring24小时价格变化A股、加密货币
price_change_percent_24hstring24小时价格变化百分比A股、加密货币
trade_sessionstring非开盘交易期间返回，详见示例美股

​
depth 频道

​
订阅

{
  "cmd": "subscribe",
  "data": {
    "channel": "depth",
    "symbols": ["AAPL.US", "BTCUSDT"],
    "type": "stock" // 可选，收到 AMBIGUOUS_SYMBOL 错误时按提示传入
  }
}

​
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"],
    "type": "stock" // 可选，收到 AMBIGUOUS_SYMBOL 错误时按提示传入
  }
}

​
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）