level2行情websocket订阅

行情接入示例

PYTHON

#!python3
# -*- coding:utf-8 -*-
import time
import websocket
import zlib
 
 
# 发送订阅
def on_open(ws):
    ws.send("all=lv2_600519,lv1_000001")
 
 
# 接收推送
def on_message(ws, message, type, flag):
    # 命令返回文本消息
    if type == websocket.ABNF.OPCODE_TEXT:
        print(time.strftime('%H:%M:%S', time.localtime(time.time())), "Text响应:", message)
    # 行情推送压缩二进制消息，在此解压缩
    if type == websocket.ABNF.OPCODE_BINARY:
        rb = zlib.decompress(message, -zlib.MAX_WBITS)
        print(time.strftime('%H:%M:%S', time.localtime(time.time())), "Binary响应:", rb.decode("utf-8"))
 
 
def on_error(ws, error):
    print(error)
 
 
def on_close(ws, code, msg):
    print(time.strftime('%H:%M:%S', time.localtime(time.time())), "连接已断开")
 
 
wsUrl = "ws://<服务器地址>?token="
ws = websocket.WebSocketApp(wsUrl,
                            on_open=on_open,
                            on_data=on_message,
                            on_error=on_error,
                            on_close=on_close)
ws.run_forever()

Copy

GOLANG

package main
 
import (
	"bytes"
	"compress/flate"
	"github.com/gorilla/websocket"
	"log"
	"time"
)
 
func main() {
	//连接地址
	wsUrl := "ws://<服务器地址>?token="
	conn, _, err := websocket.DefaultDialer.Dial(wsUrl, nil)
	if err != nil {
		log.Fatalln("连接错误：", err)
	}
	//接收协程
	go func() {
		receive(conn)
	}()
 
	//发送订阅
	cmd := "all=lv2_600519,lv1_000001"
	err = conn.WriteMessage(websocket.TextMessage, []byte(cmd))
	if err != nil {
		log.Fatalln("发送指令错误：", err)
	}
	log.Println("发送指令成功，等待接收")
	for {
		time.Sleep(time.Second)
	}
}
 
func receive(conn *websocket.Conn) {
	for {
		//阻塞接收
		messageType, rb, err := conn.ReadMessage()
		if err != nil {
			log.Fatalln("接收错误：", err)
			return
		}
		//文本消息
		if messageType == websocket.TextMessage {
			log.Println("Text响应:", string(rb))
		}
		//二进制消息
		if messageType == websocket.BinaryMessage {
			unZipByte := DeCompress(rb)
			log.Println("Binary推送:", string(unZipByte))
		}
	}
}
 
//解压方法
func DeCompress(b []byte) []byte {
	var buffer bytes.Buffer
	buffer.Write([]byte(b))
	reader := flate.NewReader(&buffer)
	var result bytes.Buffer
	result.ReadFrom(reader)
	reader.Close()
	return result.Bytes()
}

Copy

PHP

 
//需安装swoole扩展
use Swoole\Coroutine\Http\Client;
use function Swoole\Coroutine\run;
 
run(function () {
    //服务器地址
    $host = '<服务器地址>';
    //服务器端口
    $port = <服务器端口>;
 
    //连接
    $conn = new Client($host, $port);
    $conn->upgrade("/?token=");
 
    //发送订阅
    $conn->push("add=lv2_600519,lv1_000001");
 
    //开启接收协程
    go("receive", $conn);
});
 
function receive($client)
{
    while (true) {
        $data = $client->recv();
        $time = date("H:i:s");
        //解压
        @$zipStr = gzinflate($data->data);
        if ($zipStr) {
            echo "{$time} Binary推送:{$zipStr}\n";
        } else {
            echo "{$time} Text响应:{$data->data}\n";
        }
    }
}

官方wiki：jvQuant行情交易接口文档