实时买卖档推送

实时买卖档推送

接口说明

已订阅股票的实时买卖档推送。

订阅参数

topicId：17

• 推送消息实体

message OrderBookFullNotify {
    Security security = 1;
    string side = 2; //0：买；1：卖
    repeated OrderBook orderBookBidList = 3;
    int32 mktTmType = 4;
}

• OrderBook 实体

"orderBookList": [{
            "level": "int32 档位",
            "price": "double 委托价格",
            "volume": "int64 委托数量",
            "orederCount": "int32 委托订单个数" 
}]

深度摆盘-ARCABOOK推送

接口说明

已订阅股票的ARCABOOK深度摆盘推送。

订阅参数

topicId：25

• 推送消息实体

message OrderBookFullNotify {
    Security security = 1;
    string side = 2; //0：买；1：卖
    repeated OrderBook orderBookBidList = 3;
    int32 mktTmType = 4;
}

深度摆盘-TOTALVIEW推送

接口说明

已订阅股票的TOTALVIEW深度摆盘推送。

订阅参数

topicId：26

• 推送消息实体

message OrderBookFullNotify {
    Security security = 1;
    string side = 2; //0：买；1：卖
    repeated OrderBook orderBookBidList = 3;
    int32 mktTmType = 4;
}