Order Book (Real-time Tick-by-Tick, Market Depth) Subscription

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Interface Description

This interface supports subscribing to the latest market depth (real-time tick-by-tick, Order Book) data for products, but does not support historical market depth or historical tick data.

Interface Features: For each WebSocket connection, sending this request will overwrite the previous subscription by default. For example, if you initially subscribed to products A, B, and C and want to add E, F, and G, you must resend A, B, C, E, F, and G. After successful subscription, data will be pushed.

Note:

1、After a successful subscription, avoid frequent requests. Send a heartbeat every 10 seconds; if no heartbeat is received in 30 seconds, the WebSocket will disconnect.

2、Implement automatic reconnection logic to handle network disconnections.

3、Maximum market depth limits for each product:

3.1 Inactive products may have less depth than listed.

3.2 One side of the depth may be empty, such as during limit up or down for stocks.

	FX、Metals、Energy	Cryptocurrency	HK Stocks	Chinese Stocks
Order Book Description	Maximum 1 gears（Only Price, No Volume）	Maximum 5 gears	Maximum 10 gears	Maximum 5 gears

Interface Limitations

1. Please be sure to read: [ Websocket Interface Limitations ].

2. Please be sure to read: [ Error Code Descriptions ].

API Endpoints

1、Stock Market Data API for US, HK, A-shares, and Index:

Base Path: /quote-stock-b-ws-api

Full URL: wss://quote.alltick.io/quote-stock-b-ws-api

2、API for Forex, Precious Metals, Cryptocurrencies, and Commodities:

Base Path: /quote-b-ws-api

Full URL: wss://quote.alltick.io/quote-b-ws-api

Request Examples

1、Request Example for US, HK, A-shares, and Index Data:

Each time you establish a connection, you must append your authentication token to the URL as follows:

wss://quote.alltick.io/quote-stock-b-ws-api?token=your_token

After a successful connection, you can subscribe to specific stock market data as needed. Please refer to the documentation below for detailed calling methods.

2、Request Example for Forex, Precious Metals, Cryptocurrencies, and Commodities:

Each time you establish a connection, you must append your authentication token to the URL as follows:

wss://quote.alltick.io/quote-b-ws-api?token=your_token

After a successful connection, you can subscribe to specific forex, cryptocurrency, precious metals, and commodities data as needed. Please refer to the documentation below for detailed calling methods.

Request - Protocol Number：22002

Json definition

Field	Name	Type	Required	Description
cmd_id	protocol number	integer	Yes	The protocol number for the order book data request is fixed: 22002
seq_id	response id	integer	Yes	Subscription request identifier, which will be returned in the response. (Customizable and can be repeated for each request)
trace	traceable id	string	Yes	Traceable ID for request log information (Customizable, and it should not be repeated for each request)
symbol_list	Product List	array	Yes	See the symbol definition below for the specific format.

Symbol definition

Field	Name	Type	Required	Description
code	Code	string	Yes	For specific content, please refer to the code list ：[Click on the code list]
depth_level	Depth level	uint32	No	If there is no depth_level field, the background will only provide a quote for one layer, and the requested level is greater than the actual quote level, or if there is no depth_level field, the background will provide as many layers as there are actual quotes.

Data Structure (JSON)

{
    "cmd_id":22002,
    "seq_id":123,
    "trace":"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806",
    "data":{
        "symbol_list": [
            {
                "code": "BTCUSDT",
                "depth_level": 5
            }
        ]
    }
}

Response-protocol number：22003

Data Structure (JSON)

{
    "ret":200,
    "msg":"ok",
    "cmd_id":22003,
    "seq_id":123,
    "trace":"3baaa938-f92c-4a74-a228-fd49d5e2f8bc-1678419657806",
    "data":{
    }    
}

Push - Protocol Number: 22999

Definition of data

Field	Name	Type	Description
code	Code	string	Specific content, refer to the code list：[Click on the code list]
seq	Quote Number	string
tick_time	Quote Timestamp	string	In milliseconds
bids	Bid Depth	array	See below for bids definition
asks	Ask Depth	array	See below for asks definition

bids definition

Field	Name	Type	Description
price	Bid Price	string
volume	Bid Volume	string	1、Forex, precious metals, and CFD indices do not provide volume. 2、Stocks and cryptocurrency data provide volume.

asks definition

Field	Name	Type	Description
price	Ask Price	string
volume	Ask Volume	string	1、Forex, precious metals, and CFD indices do not provide volume. 2、Stocks and cryptocurrency data provide volume.

Data Structure (JSON)

{
    "cmd_id":22999,
    "data":{
	"code": "HK-1288",
        "seq": "1605509068000001",
        "tick_time": "1605509068",
        "bids": [
            {
                "price": "9.12",
                "volume": "9.12"
            }
        ],
        "asks": [
            {
                "price": "147.12",
                "volume": "147.12"
            }
        ]
    }
}

Official Website

Official website: https://alltick.co/