HTTP API
The market-data REST protocol connectors implement, generated from its OpenAPI specification.
docs/market-data/market-data-v1.openapi.yaml (OpenAPI 3.1.0). Summaries and descriptions are quoted from the specification, which is written in Chinese.Connectors implement this REST protocol; the chart's provider router calls it. Responses are wrapped in { data, requestId }, errors in { error }.
探测数据源可用性
GET/api/v1/market-data/sources/{sourceId}/probe
| Parameter | In | Type | Required |
|---|---|---|---|
sourceId | path | string | Yes |
| Status | Media type | Schema | Description |
|---|---|---|---|
200 | application/json | ProbeResponse | 数据源探测结果 |
400 | application/json | ErrorEnvelope | 标准错误响应 |
default | application/json | ErrorEnvelope | 标准错误响应 |
搜索数据源内的标准品种目录
POST/api/v1/market-data/instruments/search
Request body: InstrumentSearchRequest
| Status | Media type | Schema | Description |
|---|---|---|---|
200 | application/json | InstrumentSearchResponse | 搜索结果 |
400 | application/json | ErrorEnvelope | 标准错误响应 |
502 | application/json | ErrorEnvelope | 标准错误响应 |
拉取指定品种、周期和 UTC 区间的 K 线
POST/api/v1/market-data/bars
Request body: BarRequest
| Status | Media type | Schema | Description |
|---|---|---|---|
200 | application/json | BarResponse | K 线序列；无行情时 data.items 为空数组 |
400 | application/json | ErrorEnvelope | 标准错误响应 |
404 | application/json | ErrorEnvelope | 标准错误响应 |
422 | application/json | ErrorEnvelope | 标准错误响应 |
502 | application/json | ErrorEnvelope | 标准错误响应 |
获取末根 K 线之后的交易槽位时间戳
POST/api/v1/market-data/trading-calendar
仅当数据源及品种都声明 tradingCalendar 能力时可请求。
Request body: TradingCalendarRequest
| Status | Media type | Schema | Description |
|---|---|---|---|
200 | application/json | TradingCalendarResponse | 从 anchor 后第一槽开始的连续时间戳；可返回不足 count 的前缀 |
400 | application/json | ErrorEnvelope | 标准错误响应 |
拉取指定品种在单个交易日内的分时序列
POST/api/v1/market-data/timeshare
Request body: TimeShareRequest
| Status | Media type | Schema | Description |
|---|---|---|---|
200 | application/json | TimeShareResponse | 分时序列；无行情时 data.items 为空数组 |
400 | application/json | ErrorEnvelope | 标准错误响应 |
404 | application/json | ErrorEnvelope | 标准错误响应 |
422 | application/json | ErrorEnvelope | 标准错误响应 |
502 | application/json | ErrorEnvelope | 标准错误响应 |
订阅指定品种的实时逐笔 tick（SSE）
GET/api/v1/market-data/sources/{sourceId}/ticks/stream
以 Server-Sent Events 持续推送逐笔 tick，事件 data 为 MarketTicksEvent JSON。 事件 id 为流内单调递增序号，断线重连时可经 Last-Event-ID 请求补帧； 新订阅只推送建立之后的 tick，不回放历史。tick 与 period 无关。
| Parameter | In | Type | Required |
|---|---|---|---|
sourceId | path | string | Yes |
symbol | query | string | Yes |
| Status | Media type | Schema | Description |
|---|---|---|---|
200 | text/event-stream | MarketTicksEvent | tick 事件流 |
400 | application/json | ErrorEnvelope | 标准错误响应 |
default | application/json | ErrorEnvelope | 标准错误响应 |