支持的頻道
| 頻道 | 描述 | 支持的市場 |
|---|---|---|
ticker | 實時行情更新 | 外匯、貴金屬、指數、美股、港股、A股、中國期貨、加密貨幣 |
depth | 訂單簿深度更新 | 美股、港股、A股、中國期貨、加密貨幣 |
trade | 成交記錄 | 美股、港股、A股、中國期貨、加密貨幣 |
ticker 頻道
訂閱
{
"cmd": "subscribe",
"data": {
"channel": "ticker",
"symbols": ["AAPL.US", "BTCUSDT"],
"type": "stock"
}
}
type可選，代碼無歧義時無需傳遞；若返回AMBIGUOUS_SYMBOL錯誤，按提示傳入對應值即可。可選值：stock、indices、crypto、forex、futures
取消訂閱
{
"cmd": "unsubscribe",
"data": {
"channel": "ticker",
"symbols": ["AAPL.US"]
}
}
服務器響應
ticker 消息根據不同市場類型返回不同的字段。指數
{
"cmd": "ticker",
"data": {
"symbol": "SPX",
"last_price": "7342.86",
"timestamp": 1779204386000
}
}
貴金屬
{
"cmd": "ticker",
"data": {
"symbol": "XAUUSD",
"last_price": "5130.72000",
"ask_price": "5131.07000",
"bid_price": "5130.37000",
"spread": "0.70000",
"exchange": 48,
"timestamp": 1773334355000
}
}
外匯
{
"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",
// 僅非正常交易時段返回，正常交易時段無此字段
// 可選值：pre_market（盤前）、post_market（盤後）、overnight（夜盤）
"trade_session": "overnight",
"timestamp": 1779171600000
}
}
{
"cmd": "ticker",
"data": {
"symbol": "700",
"last_price": "461.4",
"volume_24h": "24687716",
"high_24h": "468.8",
"low_24h": "448.6",
"timestamp": 1779171608000
}
}
{
"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
}
}
{
"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
}
}
加密貨幣
{
"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
}
}
字段說明
| 字段 | 類型 | 描述 | 市場 |
|---|---|---|---|
| symbol | string | 交易品種 | 全部 |
| last_price | string | 最新成交價 | 全部 |
| timestamp | int | 服務器時間戳（毫秒） | 全部 |
| ask_price | string | 賣價 | 外匯、貴金屬、中國期貨 |
| bid_price | string | 買價 | 外匯、貴金屬、中國期貨 |
| spread | string | 買賣價差 | 外匯、貴金屬 |
| exchange | int | 交易所代碼 | 外匯、貴金屬 |
| volume_24h | string | 24小時成交量 | 股票、中國期貨、加密貨幣 |
| high_24h | string | 24小時最高價 | 股票、中國期貨、加密貨幣 |
| low_24h | string | 24小時最低價 | 股票、中國期貨、加密貨幣 |
| price_change_24h | string | 24小時價格變化 | A股、加密貨幣 |
| price_change_percent_24h | string | 24小時價格變化百分比 | A股、加密貨幣 |
| trade_session | string | 非開盤交易期間返回，詳見示例 | 美股 |
depth 頻道
訂閱
{
"cmd": "subscribe",
"data": {
"channel": "depth",
"symbols": ["AAPL.US", "BTCUSDT"],
"type": "stock"
}
}
type可選，代碼無歧義時無需傳遞；若返回AMBIGUOUS_SYMBOL錯誤，按提示傳入對應值即可。可選值：stock、indices、crypto、forex、futures
取消訂閱
{
"cmd": "unsubscribe",
"data": {
"channel": "depth",
"symbols": ["AAPL.US"]
}
}
服務器響應
{
"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
}
}
字段說明
| 字段 | 類型 | 描述 |
|---|---|---|
| symbol | string | 交易品種 |
| bids | array | 買盤檔位：[價格, 數量] |
| asks | array | 賣盤檔位：[價格, 數量] |
| timestamp | int | 服務器時間戳（毫秒） |
bids：價格降序asks：價格升序
trade 頻道
訂閱
{
"cmd": "subscribe",
"data": {
"channel": "trade",
"symbols": ["700.HK", "BTCUSDT"],
"type": "stock"
}
}
type可選，代碼無歧義時無需傳遞；若返回AMBIGUOUS_SYMBOL錯誤，按提示傳入對應值即可。可選值：stock、indices、crypto、forex、futures
取消訂閱
{
"cmd": "unsubscribe",
"data": {
"channel": "trade",
"symbols": ["700.HK"]
}
}
服務器響應
中國期貨每條消息推送一筆成交，並附帶可選的持倉資訊：{
"cmd": "trade",
"data": {
"symbol": "BU2609",
"type": "futures",
"price": "4309",
"quantity": "1",
"side": "sell",
"timestamp": 1784012398000,
"open_interest_change": 0,
"position_effect": "short_transfer"
}
}
{
"cmd": "trade",
"data": {
"symbol": "700.HK",
"trades": [
{
"id": "20950",
"price": "553.000",
"quantity": "100",
"side": "buy",
"timestamp": 1773371154000
}
]
}
}
字段說明
| 字段 | 類型 | 描述 |
|---|---|---|
| symbol | string | 交易品種 |
| trades | array | 成交記錄數組 |
| └─ id | string | 成交ID |
| └─ price | string | 成交價格 |
| └─ quantity | string | 成交數量 |
| └─ side | string | buy（買入）、sell（賣出）或 neutral（中性） |
| └─ timestamp | int | 成交時間戳（毫秒） |
| open_interest_change | int | 持倉變化，僅中國期貨返回 |
| position_effect | string | 持倉影響，僅中國期貨返回：long_open（多開）、short_open（空開）、both_open（雙開）、long_close（多平）、short_close（空平）、both_close（雙平）、long_transfer（多換）、short_transfer（空換） |