单股/多股同花顺大单日级聚合¶
来源同步:
/Users/mac/Projects/chatgpt-codex/doc/api_MonitorAggThs.md所属接口集:
同花顺日级大单聚合
请求 URL¶
GET /v1/api/monitor/agg_ths
认证方式¶
Bearer Token(详见 认证与签名)
接口概述¶
对齐 GET /v1/api/monitor/agg 的日级聚合形态,数据改为同花顺主力大单:
| 场景 | 明细 / 四态汇总 | 筹码峰字段 |
|---|---|---|
| 源接口日(交易日当天;非交易日=上个交易日) | THS 源接口 items 现算 |
按明细现算(对齐 build_monitor_ths_chip_peak_daily) |
| 更早历史日 | MySQL monitor_ths_bigorder_detail |
monitor_ths_chip_peak_daily_snapshot(无快照则按明细现算) |
与腾讯 agg 的差异:同花顺把「中间单」拆成 主力被买 / 主力被卖;本接口用四态计数体现,并保留 middle_* = 被买 + 被卖 便于对照。
请求参数¶
| 参数 | 类型 | 必填 | 说明 |
|---|---|---|---|
day |
string | 否 | YYYYMMDD / YYYY-MM-DD;默认源接口日(交易日=今天,非交易日=上个交易日)。别名:trade_day |
codes |
string | 条件 | 逗号分隔代码或中文名。源接口日必填;历史日不传则从当日明细/快照 distinct。别名:code / stock_code |
details |
int | 否 | 每侧明细最多条数,默认 0 |
details_side |
string | 否 | both(默认)/ buy / sell |
details_order |
string | 否 | asc(默认)/ desc |
page |
int | 否 | 默认 1 |
page_size |
int | 否 | 默认 100,最大 100000 |
暂不支持
from_ts/min_turnover_ratio/ 竞价过滤;auction_*字段固定null占位。
口径说明¶
- 四态:
active_buy主力主买、passive_buy主力被买、active_sell主力主卖、passive_sell主力被卖 - buy / sell:按
trade_type(1买 = 主买+被买,2卖 = 主卖+被卖) - middle_*:被买 + 被卖(对应普通中间单之和);无
middle_details字段 - 量单位:输出为手(
volume_lot);turnover_ratio/ 均价等换算时用手数 * 100成股 vol:全日成交量(手)。交易日当天读 Redisintraday:kline:1m:state:{day}:{code6}.vol后/100;非交易日与历史读tdx_kline_data.volume后/100main_position:源接口日按明细现算(买手−卖手)/(买手+卖手);历史取monitor_ths_chip_peak_daily_snapshot.main_position(与main_control同值)lock_ic_delta_daily/lock_ic_daily:相对上个交易日main_position- 增减仓:
(mp − mp_prev) / |mp_prev| - 锁仓:
|mp − mp_prev| / |mp_prev| - 排除:
time为09:25*的集合竞价笔 data.source:"ths"/"mysql"
buy_details / sell_details 字段¶
| 字段 | 类型 | 说明 |
|---|---|---|
ts |
string | YYYY-MM-DD HH:MM:SS |
price |
float | 成交价 |
vol |
number | 成交量(手) |
amount |
int | 成交金额(元) |
turnover_ratio |
float|null | (手数*100) / free_float_shares |
raw_nature |
string | 如 主力主买 / 主力被买 / 主力主卖 / 主力被卖 |
nature |
string | active_buy / passive_buy / active_sell / passive_sell |
响应格式示例¶
{
"code": 1,
"message": "success",
"data": {
"day": "20260814",
"source": "ths",
"items": [
{
"stock_code": "002741.SZ",
"stock_name": "光华科技",
"active_buy_count": 10,
"passive_buy_count": 4,
"active_sell_count": 8,
"passive_sell_count": 3,
"buy_count": 14,
"sell_count": 11,
"middle_count": 7,
"net_inflow": 1200,
"close": 25.49,
"pct_chg": 2.25,
"updated_at": "2026-08-14 14:58:00",
"auction_strength": null,
"auction_turnover": null,
"auction_amount": null,
"auction_direction": null,
"chip_active_buy_total_vol_today": 800,
"chip_passive_buy_total_vol_today": 200,
"chip_active_sell_total_vol_today": 500,
"chip_passive_sell_total_vol_today": 100,
"chip_active_buy_total_amount_today": 2000000,
"chip_passive_buy_total_amount_today": 500000,
"chip_active_sell_total_amount_today": 1200000,
"chip_passive_sell_total_amount_today": 250000,
"chip_buy_total_vol_today": 1000,
"chip_sell_total_vol_today": 600,
"chip_buy_total_amount_today": 2500000,
"chip_sell_total_amount_today": 1450000,
"chip_middle_total_vol_today": 300,
"chip_middle_total_amount_today": 750000,
"free_float_shares": 19405918000,
"vol": 125800.5,
"main_position": 0.25,
"lock_ic_daily": 0.12,
"lock_ic_delta_daily": 0.12,
"main_cost": 25.1,
"chip_peak": 25.0,
"chip_70": [24.8, 25.5],
"chip_90": [24.5, 26.0],
"concentration_70": 5.8,
"concentration_90": 12.4,
"cost_win_rate": 62.5,
"buy_details": [
{
"ts": "2026-08-14 10:15:02",
"price": 25.3,
"vol": 338,
"amount": 861562,
"turnover_ratio": 0.0000017,
"raw_nature": "主力主买",
"nature": "active_buy"
}
],
"sell_details": []
}
],
"pagination": {
"page": 1,
"page_size": 100,
"total_items": 1,
"total_pages": 1
}
}
}
返回状态¶
| 状态码 | 说明 |
|---|---|
| 200 | 成功 |
| 400 | 参数错误(非法 day;源接口日缺少 codes) |
| 401 | 未认证 |
| 403 | 无权限 |
示例¶
GET /v1/api/monitor/agg_ths?codes=002741&details=100000&day=20260814
GET /v1/api/monitor/agg_ths?codes=002741&details=100&details_side=buy
GET /v1/api/monitor/agg_ths?day=20260812&page=1&page_size=50