WebSocket 实时推送

通过 WebSocket 订阅实时行情和市场深度推送

概述

TickFlow 提供两个 WebSocket 接口：

接口	地址	说明
统一推送（推荐）	`/v1/ws/stream`	按频道订阅，支持 `quotes`（行情）和 `depth`（五档盘口）
行情推送	`/v1/ws/quotes`	仅推送行情数据，兼容旧版

WebSocket 为付费功能，需要订阅包含 WebSocket 实时行情的套餐（如 Expert）或单独开启。市场深度频道额外需要「市场深度」权限。

统一推送 `/v1/ws/stream`

连接地址

wss://api.tickflow.org/v1/ws/stream?api_key=YOUR_API_KEY

通过 api_key 查询参数认证。认证失败返回 HTTP 401/403，客户端应停止重连。所有消息使用 JSON 文本帧。

客户端命令

按频道（channel）+ 标的列表（symbols）订阅。可多次调用追加。

{"op": "subscribe", "channel": "quotes", "symbols": ["600000.SH", "000001.SZ"]}
{"op": "subscribe", "channel": "depth",  "symbols": ["600000.SH"]}

服务端返回该频道的 subscribed 确认，并立即推送新增标的的缓存快照。支持的频道：

频道	说明	所需权限
`quotes`	实时行情	WebSocket 实时行情
`depth`	五档市场深度	市场深度

unsubscribe — 退订频道

{"op": "unsubscribe", "channel": "depth", "symbols": ["600000.SH"]}

服务端消息

subscribed — 频道订阅状态

{"op": "subscribed", "channel": "quotes", "symbols": ["600000.SH", "000001.SZ"], "total": 2}

quotes — 行情推送

{
  "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
      }
    }
  ]
}

depth — 市场深度推送

{
  "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]
    }
  ]
}

字段	说明
`bid_prices`	买入价（买1-买5，降序）
`bid_volumes`	买入量
`ask_prices`	卖出价（卖1-卖5，升序）
`ask_volumes`	卖出量

error — 错误消息

{"op": "error", "message": "no permission for channel: depth"}

常见错误：

no permission for channel: ... — 无该频道权限
unknown channel: ... — 未知频道名
exceeded max N symbols — 标的数超出套餐上限
invalid message: ... — JSON 格式不正确

命令总览

客户端命令	说明	服务端响应
`subscribe`	按频道订阅	`subscribed` + 对应频道的缓存快照
`unsubscribe`	按频道退订	`subscribed`

服务端推送	说明	触发条件
`subscribed`	频道订阅状态	每次 subscribe / unsubscribe 后
`quotes`	实时行情数据	已订阅标的有行情更新时
`depth`	五档市场深度	已订阅标的盘口变化时
`error`	错误信息	操作失败时

行情推送 `/v1/ws/quotes`（旧版）

旧版接口仅推送行情数据，不支持市场深度。新接入建议使用 /v1/ws/stream。

连接地址

wss://api.tickflow.org/v1/ws/quotes?api_key=YOUR_API_KEY

协议

与统一推送的 quotes 频道行为一致，但不使用 channel 字段：

{"op": "subscribe", "symbols": ["600000.SH", "000001.SZ"]}
{"op": "unsubscribe", "symbols": ["600000.SH"]}

服务端推送 quotes、subscribed、error 消息，格式与统一推送相同。

连接保活

服务端每 30 秒发送一次 Ping 帧，客户端需回复 Pong 帧。大多数 WebSocket 库会自动处理。

连接管理

断开清理：连接断开后该连接的所有订阅自动清除
重连恢复：客户端断线重连后需重新发送 subscribe 恢复订阅
认证错误：收到 HTTP 401/403 时不应自动重连，请检查 API Key 和套餐权限

代码示例

Python
JavaScript / Node.js
Python SDK

使用 websockets 库连接统一推送：

pip install websockets

import asyncio
import json

import websockets

API_KEY = "your-api-key"
URL = f"wss://api.tickflow.org/v1/ws/stream?api_key={API_KEY}"

async def main():
    async with websockets.connect(URL) as ws:
        # 订阅行情和盘口
        await ws.send(json.dumps({"op": "subscribe", "channel": "quotes", "symbols": ["600000.SH", "000001.SZ"]}))
        await ws.send(json.dumps({"op": "subscribe", "channel": "depth", "symbols": ["600000.SH"]}))

        async for raw in ws:
            msg = json.loads(raw)

            if msg["op"] == "subscribed":
                print(f"[{msg['channel']}] 已订阅 {msg['total']} 个标的")

            elif msg["op"] == "quotes":
                for q in msg["data"]:
                    print(f"{q['symbol']}: {q['last_price']}")

            elif msg["op"] == "depth":
                for d in msg["data"]:
                    print(f"[盘口] {d['symbol']} 买1:{d['bid_prices'][0]} 卖1:{d['ask_prices'][0]}")

            elif msg["op"] == "error":
                print(f"错误: {msg['message']}")

asyncio.run(main())

const API_KEY = "your-api-key";
const URL = `wss://api.tickflow.org/v1/ws/stream?api_key=${API_KEY}`;

const ws = new WebSocket(URL);

ws.onopen = () => {
  ws.send(JSON.stringify({ op: "subscribe", channel: "quotes", symbols: ["600000.SH"] }));
  ws.send(JSON.stringify({ op: "subscribe", channel: "depth",  symbols: ["600000.SH"] }));
};

ws.onmessage = (event) => {
  const msg = JSON.parse(event.data);

  if (msg.op === "subscribed") {
    console.log(`[${msg.channel}] 已订阅 ${msg.total} 个标的`);
  } else if (msg.op === "quotes") {
    for (const q of msg.data) {
      console.log(`${q.symbol}: ${q.last_price}`);
    }
  } else if (msg.op === "depth") {
    for (const d of msg.data) {
      console.log(`[盘口] ${d.symbol} 买1:${d.bid_prices[0]} 卖1:${d.ask_prices[0]}`);
    }
  } else if (msg.op === "error") {
    console.error("错误:", msg.message);
  }
};

ws.onerror = (err) => console.error("WebSocket error:", err);
ws.onclose = (e) => console.log("连接关闭:", e.code, e.reason);

TickFlow Python SDK 封装了连接管理、自动重连和订阅恢复：

pip install "tickflow[all]" --upgrade

from tickflow import TickFlow

tf = TickFlow(api_key="your-api-key")
stream = tf.stream

@stream.on_quotes
def on_quotes(quotes):
    for q in quotes:
        print(f"{q['symbol']}: {q['last_price']}")

@stream.on_depth
def on_depth(depths):
    for d in depths:
        print(f"[盘口] {d['symbol']} 买1:{d['bid_prices'][0]}×{d['bid_volumes'][0]}")

@stream.on_error
def on_error(msg):
    print(f"错误: {msg}")

stream.subscribe("quotes", ["600000.SH", "000001.SZ"])
stream.subscribe("depth", ["600000.SH"])
stream.connect()  # 阻塞直到 close() 或 Ctrl+C

非阻塞模式：

stream.connect(block=False)  # 后台线程运行
stream.subscribe("quotes", ["AAPL.US"])  # 动态追加订阅

如果只需获取某一时刻的行情快照，使用 REST 接口更为简单。WebSocket 适合需要持续接收行情更新的场景。

AsyncAPI

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: []

开始

SDK

API 参考

更多

Websocket

WebSocket 实时推送

概述

统一推送 `/v1/ws/stream`

连接地址

客户端命令

unsubscribe — 退订频道

服务端消息

subscribed — 频道订阅状态

quotes — 行情推送

depth — 市场深度推送

error — 错误消息

命令总览

行情推送 `/v1/ws/quotes`（旧版）

连接地址

协议

连接保活

连接管理

代码示例

AsyncAPI

​WebSocket 实时推送

​概述

​统一推送 /v1/ws/stream

​连接地址

​客户端命令

​subscribe — 订阅频道

​unsubscribe — 退订频道

​服务端消息

​subscribed — 频道订阅状态

​quotes — 行情推送

​depth — 市场深度推送

​error — 错误消息

​命令总览

​行情推送 /v1/ws/quotes（旧版）

​连接地址

​协议

​连接保活

​连接管理

​代码示例

​AsyncAPI

WebSocket 实时推送

概述

统一推送 `/v1/ws/stream`

连接地址

客户端命令

subscribe — 订阅频道

unsubscribe — 退订频道

服务端消息

subscribed — 频道订阅状态

quotes — 行情推送

depth — 市场深度推送

error — 错误消息

命令总览

行情推送 `/v1/ws/quotes`（旧版）

连接地址

协议

连接保活

连接管理

代码示例

AsyncAPI