查询市场深度(五档行情)
OpenAPI
/zh-Hans/api-reference/openapi.json get /v1/depth
openapi: 3.1.0
info:
title: TickFlow 行情数据 API
description: |-
高性能行情数据服务,支持 A股、ETF、美股、港股。
## 认证方式
所有接口需要通过 `x-api-key` 请求头传递 API Key 进行认证。
## 速率限制
根据 API Key 配置的权限,可能会有请求频率和配额限制。
## 批量查询
部分接口同时支持 GET 和 POST 方法:
- **GET**: 通过 URL 参数传递,适合少量数据
- **POST**: 通过 JSON Body 传递,适合大批量查询,不受 URL 长度限制
## K线周期
支持的周期:1m, 5m, 10m, 15m, 30m, 60m, 1d, 1w, 1M, 1Q, 1Y
- 日内周期(5m/15m/30m/60m)从1m数据聚合
- 周线(1w)/月线(1M)/季线(1Q)/年线(1Y)从日线聚合
- intraday 接口当前为 Beta 版本
contact:
name: TickFlow Team
license:
name: ''
version: 1.0.0
servers:
- url: https://api.tickflow.org
security:
- api_key: []
paths:
/v1/depth:
get:
tags:
- 实时行情
summary: 查询市场深度(五档行情)
operationId: get_depth
parameters:
- name: symbol
in: query
description: 标的代码,仅支持单个标的, 例如 "600000.SH"
required: true
schema:
type: string
responses:
'200':
description: 查询成功
content:
application/json:
schema:
$ref: '#/components/schemas/DepthResponse'
'400':
description: 参数错误
content:
application/json:
schema:
$ref: '#/components/schemas/ApiError'
'401':
description: 认证失败
content:
application/json:
schema:
$ref: '#/components/schemas/ApiError'
'403':
description: 无权限
content:
application/json:
schema:
$ref: '#/components/schemas/ApiError'
'404':
description: 无数据
content:
application/json:
schema:
$ref: '#/components/schemas/ApiError'
security:
- api_key: []
components:
schemas:
DepthResponse:
type: object
description: 市场深度响应
required:
- data
properties:
data:
$ref: '#/components/schemas/MarketDepth'
ApiError:
type: object
description: API 错误响应体
required:
- code
- message
properties:
code:
type: string
description: 错误代码 (如 "INVALID_PERIOD", "SYMBOL_NOT_FOUND")
example: INVALID_PERIOD
details:
description: 详细信息 (可选,用于调试)
message:
type: string
description: 错误消息 (人类可读)
example: 'Invalid period: 2d'
MarketDepth:
type: object
description: 市场深度(五档行情)
required:
- symbol
- region
- timestamp
- bid_prices
- bid_volumes
- ask_prices
- ask_volumes
properties:
ask_prices:
type: array
items:
type: number
format: double
description: 卖出价 (卖1-卖5,升序)
ask_volumes:
type: array
items:
type: integer
format: int64
description: 卖出量
bid_prices:
type: array
items:
type: number
format: double
description: 买入价 (买1-买5,降序)
bid_volumes:
type: array
items:
type: integer
format: int64
description: 买入量
region:
$ref: '#/components/schemas/Region'
description: 地区
symbol:
type: string
description: 标的代码
timestamp:
type: integer
format: int64
description: 时间戳 (毫秒)
Region:
type: string
description: 支持的地区/市场
enum:
- CN
- US
- HK
securitySchemes:
api_key:
type: apiKey
in: header
name: x-api-key