> ## 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. # 频道与消息 > WebSocket 频道、订阅命令和消息格式。 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、中国期货、加密货币 | | `depth` | 订单簿深度更新 | 美股、港股、A股、中国期货、加密货币 | | `trade` | 成交记录 | 美股、港股、A股、中国期货、加密货币 | *** ## ticker 频道 ### 订阅 ```jsonc theme={null} { "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 ```json theme={null} { "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 ```json theme={null} { "cmd": "ticker", "data": { "symbol": "SPX", "last_price": "7342.86", "timestamp": 1779204386000 } } ``` #### 贵金属 ```json theme={null} { "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 ```json theme={null} { "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： ```jsonc theme={null} { "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： ```json theme={null} { "cmd": "ticker", "data": { "symbol": "700", "last_price": "461.4", "volume_24h": "24687716", "high_24h": "468.8", "low_24h": "448.6", "timestamp": 1779171608000 } } ``` A股： ```json theme={null} { "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 } } ``` 中国期货： ```json theme={null} { "cmd": "ticker", "data": { "symbol": "BU2609", "type": "futures", "last_price": "4309", "bid_price": "4308", "ask_price": "4310", "volume_24h": "37263", "high_24h": "4336", "low_24h": "4278", "timestamp": 1784012398000 } } ``` #### 加密货币 ```json theme={null} { "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 | | --------------------------- | ------ | -------------- | ------------ | | symbol | string | 交易品种 | 全部 | | last\_price | string | 最新成交价 | 全部 | | timestamp | int | 服务器时间戳（毫秒） | 全部 | | ask\_price | string | 卖价 | 外汇、贵金属、中国期货 | | bid\_price | string | 买价 | 外汇、贵金属、中国期货 | | spread | string | 买卖价差 | 外汇、贵金属 | | exchange | int | 交易所代码 | 外汇、贵金属 | | volume\_24h | string | 24小时成交量 | 股票、中国期货、加密货币 | | high\_24h | string | 24小时最高价 | 股票、中国期货、加密货币 | | low\_24h | string | 24小时最低价 | 股票、中国期货、加密货币 | | price\_change\_24h | string | 24小时价格变化 | A股、加密货币 | | price\_change\_percent\_24h | string | 24小时价格变化百分比 | A股、加密货币 | | trade\_session | string | 非开盘交易期间返回，详见示例 | 美股 | *** ## depth 频道 ### 订阅 ```jsonc theme={null} { "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 ```json theme={null} { "cmd": "unsubscribe", "data": { "channel": "depth", "symbols": ["AAPL.US"] } } ``` ### 服务器响应 中国期货每条消息推送一笔成交，并附带可选的持仓信息： ```json theme={null} { "cmd": "trade", "data": { "symbol": "BU2609", "type": "futures", "price": "4309", "quantity": "1", "side": "sell", "timestamp": 1784012398000, "open_interest_change": 0, "position_effect": "short_transfer" } } ``` ```json theme={null} { "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 | | --------- | ------ | --------------- | | symbol | string | 交易品种 | | bids | array | 买盘档位：`[价格, 数量]` | | asks | array | 卖盘档位：`[价格, 数量]` | | timestamp | int | 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 ```jsonc theme={null} { "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 ```json theme={null} { "cmd": "unsubscribe", "data": { "channel": "trade", "symbols": ["700.HK"] } } ``` ### 服务器响应 ```json theme={null} { "cmd": "trade", "data": { "symbol": "700.HK", "trades": [ { "id": "20950", "price": "553.000", "quantity": "100", "side": "buy", "timestamp": 1773371154000 } ] } } ``` #### 字段说明 | 字段 | 类型 | 描述 | | ---------------------- | ------ | ---------------------------------------------------------------------------------------------------------------------------------------------------------- | | symbol | string | 交易品种 | | trades | array | 成交记录数组 | | └─ id | string | 成交ID | | └─ price | string | 成交价格 | | └─ quantity | string | 成交数量 | | └─ side | string | `buy`（买入）、`sell`（卖出）或 `neutral`（中性） | | └─ timestamp | int | 成交时间戳（毫秒） | | open\_interest\_change | int | 持仓变化，仅中国期货返回 | | position\_effect | string | 持仓影响，仅中国期货返回：`long_open`（多开）、`short_open`（空开）、`both_open`（双开）、`long_close`（多平）、`short_close`（空平）、`both_close`（双平）、`long_transfer`（多换）、`short_transfer`（空换） |