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本頁面記錄了 WebSocket 頻道、如何訂閱/取消訂閱,以及每個頻道的消息格式。

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、加密貨幣
depth訂單簿深度更新美股、港股、A股、加密貨幣
trade成交記錄美股、港股、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:stockindicescryptoforex

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
  }
}
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
symbolstring交易品種全部
last_pricestring最新成交價全部
timestampint服務器時間戳(毫秒)全部
ask_pricestring賣價外匯、貴金屬
bid_pricestring買價外匯、貴金屬
spreadstring買賣價差外匯、貴金屬
exchangeint交易所代碼外匯、貴金屬
volume_24hstring24小時成交量股票、加密貨幣
high_24hstring24小時最高價股票、加密貨幣
low_24hstring24小時最低價股票、加密貨幣
price_change_24hstring24小時價格變化A股、加密貨幣
price_change_percent_24hstring24小時價格變化百分比A股、加密貨幣
trade_sessionstring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:stockindicescryptoforex

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
symbolstring交易品種
bidsarray買盤檔位:[價格, 數量]
asksarray賣盤檔位:[價格, 數量]
timestampint服務器時間戳(毫秒)
排序
  • 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:stockindicescryptoforex

取消訂閱

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

服務器響應

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

字段說明

字段類型描述
symbolstring交易品種
tradesarray成交記錄數組
└─ idstring成交ID
└─ pricestring成交價格
└─ quantitystring成交數量
└─ sidestringbuy(買入)或 sell(賣出)
└─ timestampint成交時間戳(秒)