Stream
统一推送接口，按频道（channel）订阅行情和市场深度。 支持频道:quotes（需 WebSocket 实时行情权限）、depth（需市场深度权限）。
AsyncAPI
zh-Hans/api-reference/websocket.yaml stream
id: stream
title: Stream
description: |
统一推送接口，按频道（channel）订阅行情和市场深度。
支持频道: `quotes`（需 WebSocket 实时行情权限）、`depth`（需市场深度权限）。
servers:
- id: production
protocol: wss
host: api.tickflow.org
bindings: []
variables: []
address: /v1/ws/stream
parameters: []
bindings: []
operations:
- &ref_1
id: streamSubscribe
title: Stream subscribe
description: 客户端按频道订阅
type: receive
messages:
- &ref_7
id: subscribeRequest
contentType: application/json
payload:
- name: 订阅频道
description: 按频道和标的列表订阅，订阅成功后推送缓存快照
type: object
properties:
- name: op
type: string
description: 操作类型
enumValues:
- subscribe
required: true
- name: channel
type: string
description: 频道名称
enumValues:
- quotes
- depth
required: true
- name: symbols
type: array
description: 要订阅的标的代码列表
required: true
properties:
- name: item
type: string
required: false
headers: []
jsonPayloadSchema:
type: object
additionalProperties: false
properties:
op:
type: string
enum:
- subscribe
description: 操作类型
x-parser-schema-id: <anonymous-schema-2>
channel:
type: string
enum:
- quotes
- depth
description: 频道名称
x-parser-schema-id: <anonymous-schema-3>
symbols:
type: array
items:
type: string
x-parser-schema-id: <anonymous-schema-5>
description: 要订阅的标的代码列表
x-parser-schema-id: <anonymous-schema-4>
required:
- op
- channel
- symbols
examples:
- op: subscribe
channel: quotes
symbols:
- 600000.SH
- 000001.SZ
- op: subscribe
channel: depth
symbols:
- 600000.SH
x-parser-schema-id: <anonymous-schema-1>
title: 订阅频道
description: 按频道和标的列表订阅，订阅成功后推送缓存快照
example: |-
{
"op": "subscribe",
"channel": "quotes",
"symbols": [
"600000.SH",
"000001.SZ"
]
}
bindings: []
extensions:
- id: x-parser-unique-object-id
value: subscribeRequest
bindings: []
extensions: &ref_0
- id: x-parser-unique-object-id
value: stream
- &ref_2
id: streamUnsubscribe
title: Stream unsubscribe
description: 客户端按频道退订
type: receive
messages:
- &ref_8
id: unsubscribeRequest
contentType: application/json
payload:
- name: 退订频道
description: 按频道退订指定标的
type: object
properties:
- name: op
type: string
description: 操作类型
enumValues:
- unsubscribe
required: true
- name: channel
type: string
description: 频道名称
enumValues:
- quotes
- depth
required: true
- name: symbols
type: array
description: 要退订的标的代码列表
required: true
properties:
- name: item
type: string
required: false
headers: []
jsonPayloadSchema:
type: object
additionalProperties: false
properties:
op:
type: string
enum:
- unsubscribe
description: 操作类型
x-parser-schema-id: <anonymous-schema-7>
channel:
type: string
enum:
- quotes
- depth
description: 频道名称
x-parser-schema-id: <anonymous-schema-8>
symbols:
type: array
items:
type: string
x-parser-schema-id: <anonymous-schema-10>
description: 要退订的标的代码列表
x-parser-schema-id: <anonymous-schema-9>
required:
- op
- channel
- symbols
examples:
- op: unsubscribe
channel: depth
symbols:
- 600000.SH
x-parser-schema-id: <anonymous-schema-6>
title: 退订频道
description: 按频道退订指定标的
example: |-
{
"op": "unsubscribe",
"channel": "depth",
"symbols": [
"600000.SH"
]
}
bindings: []
extensions:
- id: x-parser-unique-object-id
value: unsubscribeRequest
bindings: []
extensions: *ref_0
- &ref_3
id: streamReceiveSubscribed
title: Stream receive subscribed
description: 服务端返回频道订阅状态
type: send
messages:
- &ref_9
id: subscribedResponse
contentType: application/json
payload:
- name: 频道订阅状态
description: subscribe / unsubscribe 操作后返回该频道的完整订阅列表
type: object
properties:
- name: op
type: string
description: 消息类型
enumValues:
- subscribed
required: true
- name: channel
type: string
description: 频道名称
enumValues:
- quotes
- depth
required: true
- name: symbols
type: array
description: 当前该频道已订阅的全部标的
required: true
properties:
- name: item
type: string
required: false
- name: total
type: integer
description: 当前该频道已订阅标的总数
required: true
headers: []
jsonPayloadSchema:
type: object
additionalProperties: false
properties:
op:
type: string
enum:
- subscribed
description: 消息类型
x-parser-schema-id: <anonymous-schema-12>
channel:
type: string
enum:
- quotes
- depth
description: 频道名称
x-parser-schema-id: <anonymous-schema-13>
symbols:
type: array
items:
type: string
x-parser-schema-id: <anonymous-schema-15>
description: 当前该频道已订阅的全部标的
x-parser-schema-id: <anonymous-schema-14>
total:
type: integer
description: 当前该频道已订阅标的总数
x-parser-schema-id: <anonymous-schema-16>
required:
- op
- channel
- symbols
- total
examples:
- op: subscribed
channel: quotes
symbols:
- 600000.SH
- 000001.SZ
total: 2
x-parser-schema-id: <anonymous-schema-11>
title: 频道订阅状态
description: subscribe / unsubscribe 操作后返回该频道的完整订阅列表
example: |-
{
"op": "subscribed",
"channel": "quotes",
"symbols": [
"600000.SH",
"000001.SZ"
],
"total": 2
}
bindings: []
extensions:
- id: x-parser-unique-object-id
value: subscribedResponse
bindings: []
extensions: *ref_0
- &ref_4
id: streamReceiveQuotes
title: Stream receive quotes
description: 服务端推送实时行情
type: send
messages:
- &ref_10
id: quotesData
contentType: application/json
payload:
- name: 行情推送
description: 实时行情数据，仅包含已订阅且有更新的标的
type: object
properties:
- name: op
type: string
description: 消息类型
enumValues:
- quotes
required: true
- name: data
type: array
description: 行情快照列表
required: true
properties:
- name: symbol
type: string
description: 标的代码
required: true
- name: region
type: string
description: 市场区域
enumValues:
- CN
- US
- HK
required: true
- name: last_price
type: number
description: 最新价
required: true
- name: prev_close
type: number
description: 昨收价
required: true
- name: open
type: number
description: 开盘价
required: true
- name: high
type: number
description: 最高价
required: true
- name: low
type: number
description: 最低价
required: true
- name: volume
type: integer
description: 成交量
required: true
- name: amount
type: number
description: 成交额
required: true
- name: timestamp
type: integer
description: 行情时间戳（毫秒）
required: true
- name: session
type: string
description: 交易时段（可选）
required: false
- name: ext
type: object
description: 扩展数据（名称、涨跌幅等，可选）
required: false
headers: []
jsonPayloadSchema:
type: object
additionalProperties: false
properties:
op:
type: string
enum:
- quotes
description: 消息类型
x-parser-schema-id: <anonymous-schema-18>
data:
type: array
items:
type: object
additionalProperties: true
description: 单条行情快照
properties:
symbol:
type: string
example: 600000.SH
description: 标的代码
x-parser-schema-id: <anonymous-schema-20>
region:
type: string
enum:
- CN
- US
- HK
example: CN
description: 市场区域
x-parser-schema-id: <anonymous-schema-21>
last_price:
type: number
example: 9.72
description: 最新价
x-parser-schema-id: <anonymous-schema-22>
prev_close:
type: number
example: 9.78
description: 昨收价
x-parser-schema-id: <anonymous-schema-23>
open:
type: number
example: 9.78
description: 开盘价
x-parser-schema-id: <anonymous-schema-24>
high:
type: number
example: 9.78
description: 最高价
x-parser-schema-id: <anonymous-schema-25>
low:
type: number
example: 9.68
description: 最低价
x-parser-schema-id: <anonymous-schema-26>
volume:
type: integer
example: 426585
description: 成交量
x-parser-schema-id: <anonymous-schema-27>
amount:
type: number
example: 422430500
description: 成交额
x-parser-schema-id: <anonymous-schema-28>
timestamp:
type: integer
example: 1776754802000
description: 行情时间戳（毫秒）
x-parser-schema-id: <anonymous-schema-29>
session:
type: string
example: trading
description: 交易时段（可选）
x-parser-schema-id: <anonymous-schema-30>
ext:
type: object
description: 扩展数据（名称、涨跌幅等，可选）
x-parser-schema-id: <anonymous-schema-31>
required:
- symbol
- region
- last_price
- prev_close
- open
- high
- low
- volume
- amount
- timestamp
x-parser-schema-id: Quote
description: 行情快照列表
x-parser-schema-id: <anonymous-schema-19>
required:
- op
- data
examples:
- op: quotes
data:
- symbol: 600000.SH
region: CN
last_price: 9.72
prev_close: 9.78
open: 9.78
high: 9.78
low: 9.68
volume: 426585
amount: 422430500
timestamp: 1776754802000
ext:
type: cn_equity
name: 浦发银行
change_pct: -0.006135
change_amount: -0.06
amplitude: 0.010225
turnover_rate: 0.001281
x-parser-schema-id: <anonymous-schema-17>
title: 行情推送
description: 实时行情数据，仅包含已订阅且有更新的标的
example: |-
{
"op": "quotes",
"data": [
{
"symbol": "600000.SH",
"region": "CN",
"last_price": 9.72,
"prev_close": 9.78,
"open": 9.78,
"high": 9.78,
"low": 9.68,
"volume": 426585,
"amount": 422430500,
"timestamp": 1776754802000,
"ext": {
"type": "cn_equity",
"name": "浦发银行",
"change_pct": -0.006135,
"change_amount": -0.06,
"amplitude": 0.010225,
"turnover_rate": 0.001281
}
}
]
}
bindings: []
extensions:
- id: x-parser-unique-object-id
value: quotesData
bindings: []
extensions: *ref_0
- &ref_5
id: streamReceiveDepth
title: Stream receive depth
description: 服务端推送市场深度
type: send
messages:
- &ref_11
id: depthData
contentType: application/json
payload:
- name: 市场深度推送
description: 五档盘口数据，仅包含已订阅 depth 频道且有更新的标的
type: object
properties:
- name: op
type: string
description: 消息类型
enumValues:
- depth
required: true
- name: data
type: array
description: 市场深度列表
required: true
properties:
- name: symbol
type: string
description: 标的代码
required: true
- name: region
type: string
description: 市场区域
enumValues:
- CN
- US
- HK
required: true
- name: timestamp
type: integer
description: 时间戳（毫秒）
required: true
- name: bid_prices
type: array
description: 买入价（买1-买5，降序）
required: true
properties:
- name: item
type: number
required: false
- name: bid_volumes
type: array
description: 买入量
required: true
properties:
- name: item
type: integer
required: false
- name: ask_prices
type: array
description: 卖出价（卖1-卖5，升序）
required: true
properties:
- name: item
type: number
required: false
- name: ask_volumes
type: array
description: 卖出量
required: true
properties:
- name: item
type: integer
required: false
headers: []
jsonPayloadSchema:
type: object
additionalProperties: false
properties:
op:
type: string
enum:
- depth
description: 消息类型
x-parser-schema-id: <anonymous-schema-33>
data:
type: array
items:
type: object
description: 单条五档市场深度
properties:
symbol:
type: string
example: 600000.SH
description: 标的代码
x-parser-schema-id: <anonymous-schema-35>
region:
type: string
enum:
- CN
- US
- HK
example: CN
description: 市场区域
x-parser-schema-id: <anonymous-schema-36>
timestamp:
type: integer
example: 1776754802000
description: 时间戳（毫秒）
x-parser-schema-id: <anonymous-schema-37>
bid_prices:
type: array
items:
type: number
x-parser-schema-id: <anonymous-schema-39>
example:
- 9.72
- 9.71
- 9.7
- 9.69
- 9.68
description: 买入价（买1-买5，降序）
x-parser-schema-id: <anonymous-schema-38>
bid_volumes:
type: array
items:
type: integer
x-parser-schema-id: <anonymous-schema-41>
example:
- 3192
- 3870
- 26168
- 5849
- 5480
description: 买入量
x-parser-schema-id: <anonymous-schema-40>
ask_prices:
type: array
items:
type: number
x-parser-schema-id: <anonymous-schema-43>
example:
- 9.73
- 9.74
- 9.75
- 9.76
- 9.77
description: 卖出价（卖1-卖5，升序）
x-parser-schema-id: <anonymous-schema-42>
ask_volumes:
type: array
items:
type: integer
x-parser-schema-id: <anonymous-schema-45>
example:
- 74
- 1602
- 1148
- 1209
- 1109
description: 卖出量
x-parser-schema-id: <anonymous-schema-44>
required:
- symbol
- region
- timestamp
- bid_prices
- bid_volumes
- ask_prices
- ask_volumes
x-parser-schema-id: MarketDepth
description: 市场深度列表
x-parser-schema-id: <anonymous-schema-34>
required:
- op
- data
examples:
- op: depth
data:
- symbol: 600000.SH
region: CN
timestamp: 1776754802000
bid_prices:
- 9.72
- 9.71
- 9.7
- 9.69
- 9.68
bid_volumes:
- 3192
- 3870
- 26168
- 5849
- 5480
ask_prices:
- 9.73
- 9.74
- 9.75
- 9.76
- 9.77
ask_volumes:
- 74
- 1602
- 1148
- 1209
- 1109
x-parser-schema-id: <anonymous-schema-32>
title: 市场深度推送
description: 五档盘口数据，仅包含已订阅 depth 频道且有更新的标的
example: |-
{
"op": "depth",
"data": [
{
"symbol": "600000.SH",
"region": "CN",
"timestamp": 1776754802000,
"bid_prices": [
9.72,
9.71,
9.7,
9.69,
9.68
],
"bid_volumes": [
3192,
3870,
26168,
5849,
5480
],
"ask_prices": [
9.73,
9.74,
9.75,
9.76,
9.77
],
"ask_volumes": [
74,
1602,
1148,
1209,
1109
]
}
]
}
bindings: []
extensions:
- id: x-parser-unique-object-id
value: depthData
bindings: []
extensions: *ref_0
- &ref_6
id: streamReceiveError
title: Stream receive error
description: 服务端返回错误
type: send
messages:
- &ref_12
id: errorResponse
contentType: application/json
payload:
- name: 错误消息
description: 操作失败时返回的错误信息
type: object
properties:
- name: op
type: string
description: 消息类型
enumValues:
- error
required: true
- name: message
type: string
description: 错误详情
required: true
headers: []
jsonPayloadSchema:
type: object
additionalProperties: false
properties:
op:
type: string
enum:
- error
description: 消息类型
x-parser-schema-id: <anonymous-schema-47>
message:
type: string
description: 错误详情
x-parser-schema-id: <anonymous-schema-48>
required:
- op
- message
examples:
- op: error
message: 'no permission for channel: depth'
- op: error
message: 'exceeded max 50 symbols (total unique: 53)'
- op: error
message: 'unknown channel: foo'
- op: error
message: 'invalid message: expected value at line 1 column 1'
x-parser-schema-id: <anonymous-schema-46>
title: 错误消息
description: 操作失败时返回的错误信息
example: |-
{
"op": "error",
"message": "no permission for channel: depth"
}
bindings: []
extensions:
- id: x-parser-unique-object-id
value: errorResponse
bindings: []
extensions: *ref_0
sendOperations:
- *ref_1
- *ref_2
receiveOperations:
- *ref_3
- *ref_4
- *ref_5
- *ref_6
sendMessages:
- *ref_7
- *ref_8
receiveMessages:
- *ref_9
- *ref_10
- *ref_11
- *ref_12
extensions:
- id: x-parser-unique-object-id
value: stream
securitySchemes:
- id: apiKey
name: api_key
type: httpApiKey
in: query
extensions: []