realtime_transaction_quote_subscription.md

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Subscription Real-time Transaction Quote Data Interface Instructions

This interface feature is that for each WebSocket connection, every time this request is sent, the backend will default to overwrite the previous subscription request. After successful subscription, data will be pushed.

Request - Protocol Number: 22004

Data Format: JSON

Data Structure

Definition of data

Field	Name	Type	Required	Description
symbol_list	Product List	array	Yes	Specific format see below symbol definition

Symbol Definition

Field	Name	Type	Required	Description
code	Code	string	Yes	Specific content, refer to the code list

Request Example

{
    "cmd_id":22004,
    "seq_id":106254124,
    "trace":"3baaa938-f92c-4a74-a228-fd49d5e2",
    "data":{
        "symbol_list": [
            {
				"code": "1288.HK"
            },{
				"code": "AAPL.US"
            },
	],
    }
}

Response - Protocol Number: 22005

Data Format: JSON

Data Structure

Definition of data

Field	Name	Type	Description

Response Example

{
    "ret":200,
    "msg":"ok",
    "cmd_id":22005,
    "seq_id":106254124,
    "trace":"3baaa938-f92c-4a74-a228-fd49d5e2",
    "data":{
    }    
}

Push - Protocol Number: 22998

Data Format: JSON

Data Structure

Definition of data

Field	Name	Type	Description
code	Code	string	Specific content, refer to the code list
seq	Quote Number	string
tick_time	Quote Timestamp	string	In milliseconds
price	Transaction Price	string
volume	Transaction Volume	string
turnover	Transaction Turnover	string
trade_direction	Transaction Direction	uint32	0 as default, 1 for BUY, 2 for SELL

Response Example

{
    "cmd_id":22998,
    "data":{
	"code": "1288.HK",
        "seq": "1605509068000001",
        "tick_time": "1605509068",
        "price": "651.12",
        "volume": "300",
        "turnover": "12345.6",
        "trade_direction": 1,
    }
}