多日大单明细查询¶
来源同步:
/Users/mac/Projects/chatgpt-codex/doc/api_MonitorAgg.md所属接口集:
盘中监控
请求 URL¶
GET /v1/api/monitor/agg_multi
认证方式¶
Bearer Token(详见 认证与签名)
接口概述¶
查询大单明细(买/卖)与聚合指标,支持按代码或名称筛选。窗口固定为最近 5 日(按"最近有效记录条数"取数,非按日历日期倒推)。返回多日买卖明细列表及多周期(5/10/20/60 日)筹码指标快照。
请求参数¶
| 参数 | 类型 | 必填 | 说明 |
|---|---|---|---|
| day | string | 否 | 基准日 YYYYMMDD,默认今天 |
| codes | string | 否 | 逗号分隔的代码或名称关键词;不传时返回窗口内有明细的全部股票 |
| stock_code | string | 否 | codes 的别名参数 |
| details | int | 否 | 返回每侧明细条数,默认 0 |
接口说明¶
- 数据源(明细列表):
- 交易日当天实盘:Redis
stockapi:monitor:detail:buy:{YYYYMMDD}:{code6}与sell:{YYYYMMDD}:{code6} - 历史:MySQL
monitor_trade_detail - 数据源(当日无后缀指标):仅从 Redis
stockapi:monitor:bigdata:{Redis快照交易日}:{code6}读取,不使用 MySQL 兜底 - Redis 快照交易日:以请求
day对应日历为准,若为交易日则取当天;若为休市/节假日则在至多 40 个自然日内向前取最近交易日 - 多周期字段(5/10/20/60 日):统一从 MySQL
monitor_chip_metric_snapshot按freq_days=5/10/20/60直取
buy_details / sell_details 字段说明¶
每个明细条目包含以下字段:
| 字段 | 类型 | 说明 |
|---|---|---|
| ts | string | 交易时间 YYYY-MM-DD HH:MM:SS |
| price | float | 成交价格 |
| vol | int | 成交量(股) |
| turnover_ratio | float | 单笔换手率 |
响应格式示例¶
{
"code": 1,
"message": "success",
"data": {
"day": "20260509",
"items": [
{
"stock_code": "600637.SH",
"stock_name": "东方明珠",
"buy_details": [
{"ts": "2026-01-07 09:25:00", "price": 10.54, "vol": 6568900, "turnover_ratio": 0.0019539}
],
"sell_details": [
{"ts": "2026-01-07 09:31:06", "price": 10.98, "vol": 1744200, "turnover_ratio": 0.0005188}
]
}
],
"metrics": [
{
"stock_code": "002309.SZ",
"stock_name": "中利集团",
"latest_price": 4.61,
"free_float_shares": 2406132308,
"turnover_rate": 0.04382195,
"pre_turnover_rate": 0.05620987,
"buy_total_vol": 170754600.0,
"buy_total_amount": 785908982.0,
"sell_total_vol": 79150700.0,
"sell_total_amount": 355426734.0,
"net_buy_vol": 91603900.0,
"total_vol": 249905300.0,
"avg_cost": 4.69938778,
"main_position": 0.36655445,
"main_position_5d": 0.35802114,
"main_position_10d": 0.27737393,
"main_position_20d": 0.19612278,
"main_position_60d": 0.07710366,
"main_control": 0.36655445,
"main_position_float_ratio": 0.03807102,
"holding_ratio": 0.01234567,
"holding_ratio_bct": 0.01109876,
"holding_ratio_5d": 0.03807102,
"holding_ratio_10d": 0.02259988,
"holding_ratio_20d": 0.02257999,
"rolling_5d_buy_total_vol": 170754600.0,
"rolling_5d_buy_total_amount": 785908982.0,
"rolling_5d_sell_total_vol": 79150700.0,
"rolling_5d_sell_total_amount": 355426734.0,
"rolling_5d_net_buy_vol": 91603900.0,
"rolling_5d_total_vol": 249905300.0,
"rolling_5d_cost_line": 4.69938778,
"intraday_pnl_status": -0.01902115,
"intraday_control_index": 0.36655445,
"avg_cost_5d": 4.69211482,
"intraday_control_index_5d": 0.35802114,
"main_control_5d": 0.35802114,
"avg_cost_10d": 4.65327601,
"intraday_control_index_10d": 0.27737393,
"main_control_10d": 0.27737393,
"avg_cost_20d": 4.54712067,
"intraday_control_index_20d": 0.19612278,
"main_control_20d": 0.19612278,
"avg_cost_60d": 4.31198512,
"intraday_control_index_60d": 0.07710366,
"main_control_60d": 0.07710366,
"lock_ic": 0.02327438,
"lock_ic_delta": 0.02327438,
"profit": -0.01902115,
"profit_5d": -0.01750173,
"profit_10d": -0.00930054,
"profit_5v10": 1.88179362,
"main_control_5v10": 1.29075931,
"chip_peak_daily_20d": [
{
"day": "20260509",
"holding_ratio": 0.01234567,
"avg_cost": 4.69938778,
"main_control": 0.36655445,
"intraday_control_index": 0.36655445,
"buy_total_vol": 170754600.0,
"sell_total_vol": 79150700.0,
"buy_total_amount": 802145600.0,
"sell_total_amount": 372018900.0,
"net_buy_vol": 91603900.0,
"total_vol": 249905300.0,
"lock_ic_daily": 0.03414019,
"lock_ic_delta_daily": 0.01210401
}
]
}
]
}
}
返回状态¶
| 状态码 | 说明 |
|---|---|
| 200 | 成功 |
| 401 | 未认证 |
| 403 | 无权限 |