{"id":10904,"date":"2026-04-23T17:32:41","date_gmt":"2026-04-23T09:32:41","guid":{"rendered":"https:\/\/blog.alltick.co\/zh-CN\/?p=10904"},"modified":"2026-04-23T17:32:41","modified_gmt":"2026-04-23T09:32:41","slug":"alltick-websocket-%e5%b7%a5%e4%bd%9c%e6%b5%81%e8%af%a6%e8%a7%a3","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/zh-CN\/alltick-websocket-%e5%b7%a5%e4%bd%9c%e6%b5%81%e8%af%a6%e8%a7%a3\/","title":{"rendered":"AllTick WebSocket \u5de5\u4f5c\u6d41\u8be6\u89e3"},"content":{"rendered":"\n

\u5728\u6781\u901f\u4ea4\u6613\uff08HFT\uff09\u548c\u5b9e\u65f6\u5206\u6790\u9886\u57df\uff0c\u6bcf\u4e00\u6beb\u79d2\u90fd\u5173\u4e4e\u7ade\u4e89\u4f18\u52bf\u3002\u4f20\u7edf\u7684 REST API \u5f80\u5f80\u56e0\u4e3a\u9891\u7e41\u8bf7\u6c42\u5e26\u6765\u7684\u989d\u5916\u5f00\u9500\u800c\u529b\u4e0d\u4ece\u5fc3\u3002\u76f8\u6bd4\u4e4b\u4e0b\uff0c\u201c\u8fde\u63a5\uff08Connect\uff09\u3001\u8ba4\u8bc1\uff08Authenticate\uff09\u3001\u8ba2\u9605\uff08Subscribe\uff09\u201d\u5de5\u4f5c\u6d41\u5219\u662f\u901a\u8fc7 AllTick WebSocket API \u83b7\u53d6\u9010\u7b14\uff08Tick-by-Tick\uff09\u5b9e\u65f6\u91d1\u878d\u6570\u636e\u7684\u884c\u4e1a\u91d1\u6807\u51c6\u3002<\/p>\n\n\n\n

\u672c\u6587\u5c06\u6df1\u5165\u89e3\u6790\u8fd9\u4e00\u5de5\u4f5c\u6d41\u7684\u6280\u672f\u673a\u5236\uff0c\u4ee5\u53ca\u4e3a\u4ec0\u4e48\u5b83\u662f\u5f00\u53d1\u8005\u6784\u5efa\u4f4e\u5ef6\u8fdf\u4ea4\u6613\u5e94\u7528\u7684\u9996\u9009\u3002<\/p>\n\n\n\n

\u6838\u5fc3\u4e09\u6b65\u8d70\u5de5\u4f5c\u6d41<\/h3>\n\n\n\n

WebSocket \u534f\u8bae\u7ef4\u6301\u7740\u4e00\u4e2a\u6301\u4e45\u7684\u5168\u53cc\u5de5\u901a\u4fe1\u901a\u9053\u3002\u4e3a\u4e86\u63a5\u5165\u8fd9\u4e00\u6570\u636e\u6d41\uff0c\u5f00\u53d1\u8005\u9700\u8981\u9075\u5faa\u4ee5\u4e0b\u903b\u8f91\u987a\u5e8f\uff1a<\/p>\n\n\n\n

1. \u8fde\u63a5 (Connect)\uff1a\u5efa\u7acb\u6301\u4e45\u5316\u901a\u9053<\/h4>\n\n\n\n

\u8be5\u8fc7\u7a0b\u59cb\u4e8e\u4e0e AllTick \u670d\u52a1\u5668\u7684\u63e1\u624b\u3002\u4e0e\u201c\u5373\u5f00\u5373\u95ed\u201d\u7684\u6807\u51c6 REST \u8bf7\u6c42\u4e0d\u540c\uff0cWebSocket \u8fde\u63a5\u4f1a\u4fdd\u6301\u5f00\u542f\u72b6\u6001\u3002\u8fd9\u6d88\u9664\u4e86\u91cd\u590d\u8fdb\u884c TCP \u63e1\u624b\u7684\u9700\u6c42\uff0c\u663e\u8457\u964d\u4f4e\u4e86\u7cfb\u7edf\u5f00\u9500\u3002<\/p>\n\n\n\n

2. \u8ba4\u8bc1 (Authenticate)\uff1a\u4fdd\u969c\u4f1a\u8bdd\u5b89\u5168<\/h4>\n\n\n\n

\u901a\u9053\u5f00\u542f\u540e\uff0c\u60a8\u5fc5\u987b\u9a8c\u8bc1\u8eab\u4efd\u3002\u901a\u8fc7\u53d1\u9001\u8ba4\u8bc1\u6570\u636e\u5305\uff08\u901a\u5e38\u5305\u542b\u60a8\u7684 API Key<\/strong> \u6216 Token<\/strong>\uff09\uff0c\u7cfb\u7edf\u4f1a\u5bf9\u5f53\u524d\u4f1a\u8bdd\u8fdb\u884c\u6388\u6743\u3002\u8fd9\u786e\u4fdd\u4e86\u6570\u636e\u6d41\u7684\u5b89\u5168\u6027\uff0c\u5e76\u80fd\u6839\u636e\u60a8\u7684\u8d26\u6237\u6743\u9650\u51c6\u786e\u63a8\u9001\u6570\u636e\u3002<\/p>\n\n\n\n

3. \u8ba2\u9605 (Subscribe)\uff1a\u6fc0\u6d3b\u6570\u636e\u63a8\u9001<\/h4>\n\n\n\n

\u8fd9\u662f\u5b9e\u73b0\u5b9e\u65f6\u6027\u7684\u5173\u952e\u3002\u60a8\u65e0\u9700\u6bcf\u79d2\u8be2\u95ee\u670d\u52a1\u5668\u201c\u73b0\u5728\u7684\u4ef7\u683c\u662f\u591a\u5c11\uff1f\u201d\uff0c\u800c\u662f\u53d1\u9001\u4e00\u6b21\u6027\u7684\u8ba2\u9605\u8bf7\u6c42<\/strong>\uff0c\u6307\u5b9a\u5177\u4f53\u7684\u4ea4\u6613\u5bf9\uff08\u5982 BTCUSDT<\/code> \u6216 AAPL<\/code>\uff09\u3002\u4ece\u6b64\u5f00\u59cb\uff0c\u670d\u52a1\u5668\u5c06\u5728\u4ef7\u683c\u53d8\u52a8\uff08Tick\uff09\u53d1\u751f\u7684\u77ac\u95f4\uff0c\u4e3b\u52a8\u5c06\u6570\u636e\u63a8\u9001<\/strong>\u7ed9\u60a8\u3002<\/p>\n\n\n\n

\u5f00\u53d1\u8005\u7684\u6280\u672f\u4f18\u52bf<\/h3>\n\n\n\n

\u4e0e\u4f20\u7edf\u7684\u6570\u636e\u83b7\u53d6\u65b9\u5f0f\u76f8\u6bd4\uff0c\u91c7\u7528 \u201c\u8fde\u63a5-\u8ba4\u8bc1-\u8ba2\u9605\u201d<\/strong> \u6a21\u578b\u5177\u6709\u663e\u8457\u7684\u6027\u80fd\u4f18\u52bf\uff1a<\/p>\n\n\n\n

\u7279\u6027<\/strong><\/td>WebSocket \u5de5\u4f5c\u6d41<\/strong><\/td>\u4f20\u7edf REST\/\u8f6e\u8be2<\/strong><\/td><\/tr><\/thead>
\u5ef6\u8fdf<\/strong><\/td>\u7ea6 170ms<\/strong> (\u8d85\u4f4e\u5ef6\u8fdf)<\/td>\u8f83\u9ad8 (\u53d7\u9650\u4e8e\u8bf7\u6c42-\u54cd\u5e94\u5f80\u8fd4)<\/td><\/tr>
\u6570\u636e\u4f20\u8f93<\/strong><\/td>\u670d\u52a1\u5668\u63a8\u9001 (\u5b9e\u65f6)<\/td>\u5ba2\u6237\u7aef\u62c9\u53d6 (\u5b9a\u671f)<\/td><\/tr>
\u6548\u7387<\/strong><\/td>\u6781\u4f4e\u7684\u62a5\u5934\u5f00\u9500<\/td>\u6bcf\u6b21\u8bf7\u6c42\u90fd\u6709\u8f83\u9ad8\u7684\u62a5\u5934\u5f00\u9500<\/td><\/tr>
\u9002\u7528\u573a\u666f<\/strong><\/td>\u9ad8\u9891\u4ea4\u6613\u3001\u5b9e\u65f6\u56fe\u8868\u3001\u9884\u8b66<\/td>\u5386\u53f2\u6570\u636e\u67e5\u8be2\u3001\u5355\u6b21\u68c0\u67e5<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

\u6838\u5fc3\u4f18\u52bf\u603b\u7ed3\uff1a<\/h4>\n\n\n\n
    \n
  • \u884c\u60c5\u540c\u6b65\uff1a<\/strong> \u786e\u4fdd\u60a8\u7684\u5e94\u7528\u7a0b\u5e8f\u4e0e\u4ea4\u6613\u6240\u7684\u5b9e\u65f6\u4ea4\u6613\u76d8\u9762\u4fdd\u6301 100% \u540c\u6b65\u3002<\/li>\n\n\n\n
  • \u8d85\u4f4e\u5ef6\u8fdf\uff1a<\/strong> \u4e13\u4e3a\u5bf9\u6267\u884c\u901f\u5ea6\u8981\u6c42\u6781\u9ad8\u7684\u73af\u5883\u800c\u4f18\u5316\u3002<\/li>\n\n\n\n
  • \u591a\u8bed\u8a00\u652f\u6301\uff1a<\/strong> \u65e0\u8bba\u60a8\u4f7f\u7528 Python, Go, JavaScript \u8fd8\u662f Java<\/strong>\uff0c\u5176\u6838\u5fc3\u903b\u8f91\u5b8c\u5168\u4e00\u81f4\uff0c\u53ef\u8f7b\u677e\u8de8\u6280\u672f\u6808\u96c6\u6210\u3002<\/li>\n<\/ul>\n\n\n\n

    \u867d\u7136\u5de5\u4f5c\u6d41\u903b\u8f91\u975e\u5e38\u6e05\u6670\uff0c\u4f46 Authenticate<\/code> \u548c Subscribe<\/code> \u6b65\u9aa4\u4e2d\u5177\u4f53\u7684 JSON \u6d88\u606f\u7ed3\u6784<\/strong> \u662f\u6210\u529f\u6267\u884c\u7684\u5173\u952e\u3002<\/p>\n\n\n\n

    \n

    \u5f00\u53d1\u8005\u7b14\u8bb0\uff1a<\/strong> \u82e5\u8981\u4ece\u7406\u8bba\u8f6c\u5411\u4ee3\u7801\u5b9e\u73b0\uff0c\u8bf7\u52a1\u5fc5\u53c2\u8003\u5b98\u65b9\u7684 AllTick WebSocket \u6587\u6863<\/strong>\u3002\u60a8\u53ef\u4ee5\u5728\u6587\u6863\u4e2d\u627e\u5230\u6784\u5efa\u8ba4\u8bc1\u548c\u8ba2\u9605\u6570\u636e\u5305\u6240\u9700\u7684\u7cbe\u786e JSON \u6a21\u5f0f\uff08Schemas\uff09\u3002<\/p>\n<\/blockquote>\n\n\n\n

    \u901a\u8fc7\u638c\u63e1\u8fd9\u4e00\u6301\u4e45\u8fde\u63a5\u5de5\u4f5c\u6d41\uff0c\u60a8\u5c06\u4e0d\u518d\u662f\u7b80\u5355\u5730\u201c\u83b7\u53d6\u201d\u6570\u636e\uff0c\u800c\u662f\u5f00\u59cb\u4e0e\u5e02\u573a\u5b9e\u65f6\u201c\u5171\u632f\u201d\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"

    \u5728\u6781\u901f\u4ea4\u6613\uff08HFT\uff09\u548c\u5b9e\u65f6\u5206\u6790\u9886\u57df\uff0c\u6bcf\u4e00\u6beb\u79d2\u90fd\u5173\u4e4e\u7ade\u4e89\u4f18\u52bf\u3002\u4f20\u7edf\u7684 REST API \u5f80\u5f80\u56e0\u4e3a\u9891\u7e41\u8bf7\u6c42\u5e26\u6765\u7684\u989d…<\/p>\n","protected":false},"author":4,"featured_media":10905,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[8],"tags":[],"class_list":["post-10904","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-tick-data-wiki"],"acf":[],"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10904","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/comments?post=10904"}],"version-history":[{"count":1,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10904\/revisions"}],"predecessor-version":[{"id":10906,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10904\/revisions\/10906"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media\/10905"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media?parent=10904"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/categories?post=10904"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/tags?post=10904"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}