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: [ 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
            },
            {
                "code": "ETHUSDT",
                "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/

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