> ## 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. # 頻道與消息 > WebSocket 頻道、訂閱命令和消息格式。 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、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 ```json theme={null} { "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 ```json theme={null} { "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 ```json theme={null} { "cmd": "ticker", "data": { "symbol": "SPX", "last_price": "7342.86", "timestamp": 1779204386000 } } ``` #### 貴金屬 ```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 } } ``` #### 外匯 ```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", // 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： ```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 } } ``` 中國期貨： ```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 } } ``` #### 加密貨幣 ```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 ```json theme={null} { "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 ```json theme={null} { "cmd": "unsubscribe", "data": { "channel": "depth", "symbols": ["AAPL.US"] } } ``` ### 服務器響應 ```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） | **排序** * `bids`：價格降序 * `asks`：價格升序 *** ## trade 頻道 ### 訂閱 ```json theme={null} { "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 ```json theme={null} { "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： ```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": "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） |