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

Interface Description

This interface supports subscription to the latest order book (real-time tick-by-tick depth, Order Book) data of products. It does not support historical order book data or historical tick-by-tick data. Interface behavior: for each WebSocket connection, every time this request is sent, the backend overwrites the previous subscription request by default. For example, if you initially subscribed to products A, B, and C, and want to add E, F, and G, you need to resend A, B, C, E, F, and G together. After the subscription succeeds, data will be pushed. Notes:

After a subscription succeeds once, you do not need to frequently initiate subscription requests again. You must send a heartbeat every 10 seconds, and the interface will push data in real time. If no heartbeat request is received within 30 seconds, it will be considered timed out and the requester’s WebSocket connection will be disconnected.
During integration, customers can add automatic reconnection logic to ensure the connection can automatically reconnect after disconnection caused by network or other reasons.
The following is the maximum order book depth for each product type:

3.1 For inactive products, the available depth may be smaller than the maximum levels listed below. This is normal. 3.2 One side of the order book may be empty. For example, when a stock reaches limit up or limit down, one side of the order book may be empty.

	Forex, Precious Metals, Crude Oil	Cryptocurrencies	Hong Kong Stocks	US Stocks	A Shares
Depth description	Up to 1 level	Up to 5 levels	Up to 10 levels	Up to 1 level	Up to 5 levels

Interface Limitations

Be sure to read: WebSocket Interface Limitations
Be sure to read: Error Code Description

API Endpoints

1. US Stocks, Hong Kong Stocks, A Shares, and Major Index Data API Endpoint:

Base Path: /quote-stock-b-ws-api
Full URL: wss://quote.alltick.co/quote-stock-b-ws-api

2. Forex, Precious Metals, Cryptocurrencies, Crude Oil, CFD Indices, and Commodities API Endpoint:

Base Path: /quote-b-ws-api
Full URL: wss://quote.alltick.co/quote-b-ws-api

Request Examples

1. Request example for US Stocks, Hong Kong Stocks, A Shares, and Major Index Data: Each time a connection is established, your authentication token must be appended to the URL as follows: wss://quote.alltick.co/quote-stock-b-ws-api?token=your_token After the connection succeeds, you can subscribe to specific stock market data as needed. For detailed calling methods, refer to the documentation below. 2. Request example for Forex, Precious Metals, Cryptocurrencies, Crude Oil, CFD Indices, and Commodities: Each time a connection is established, your authentication token must be appended to the URL as follows: wss://quote.alltick.co/quote-b-ws-api?token=your_token After the connection succeeds, you can subscribe to specific forex, cryptocurrency, precious metals, and commodity data as needed. For detailed calling methods, refer to the documentation below.

Request - Protocol Number: 22002

JSON Definition

Field	Name	Type	Required	Description
cmd_id	Protocol number	integer	Yes	The latest order book request protocol number is fixed: 22002
seq_id	Response ID	integer	Yes	Subscription request identifier, returned in the response. Custom value; can be repeated for each request.
trace	Traceable ID	string	Yes	Traceable ID for request log information. Custom value; must 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 details, view the code list: Click the code list Note: The code value must match the case of the code in the product list.
depth_level	Depth level	uint32	No	If the depth_level field is not provided, the backend provides only one level of quotes. If the requested level is greater than the actual quote depth, or if depth_level is not provided, the backend returns as many levels as are actually available.

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

Data Definition

Field	Name	Type	Description
code	Code	string	For details, view the code list: Click the code list
seq	Quote sequence number	integer
tick_time	Quote timestamp	integer	Unit: milliseconds
bids	Bid depth	string	See the bids definition below.
asks	Ask depth	string	See the asks definition below.

Bids Definition

Field	Name	Type	Description
price	Best bid price, bid-side price	string
volume	Best bid volume, bid-side volume	string	1. Some CFD indices do not provide volume. 2. Forex, precious metals, energy, stocks, and cryptocurrencies all provide volume.

Asks Definition

Field	Name	Type	Description
price	Best ask price, ask-side price	string
volume	Best ask volume, ask-side volume	string	1. Some CFD indices do not provide volume. 2. Forex, precious metals, energy, stocks, and cryptocurrencies all 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"
      }
    ]
  }
}

AllTick Website

Official website: https://alltick.co/

​Interface Description

​Interface Limitations

​API Endpoints

​Request Examples

​Request - Protocol Number: 22002

​JSON Definition

​Symbol Definition

​Data Structure (JSON)

​Response - Protocol Number: 22003

​Data Structure (JSON)

​Push - Protocol Number: 22999

​Data Definition

​Bids Definition

​Asks Definition

​Data Structure (JSON)

​AllTick Website

Interface Description

Interface Limitations

API Endpoints

Request Examples

Request - Protocol Number: 22002

JSON Definition

Symbol Definition

Data Structure (JSON)

Response - Protocol Number: 22003

Data Structure (JSON)

Push - Protocol Number: 22999

Data Definition

Bids Definition

Asks Definition

Data Structure (JSON)

AllTick Website