# Subscribe and Unsubscribe
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# Subscribe to Real-Time Market Data
subscribe(code_list, subtype_list, is_first_push=True, subscribe_push=True, is_detailed_orderbook=False, extended_time=False)
Description
To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions.
Parameters
Parameter Type Description code_list list A list of stock codes that need to be subscribed. Data type of elements in the list is str.subtype_list list List of data types that need to be subscribed. Data type of elements in the list is SubType.is_first_push bool Whether to push the cached data immediately after a successful subscription. - True: Push the cached data. When there is a disconnection and reconnection between scripts and OpenD, the last data before the disconnection will be pushed again if it is set to True when resubscribing.
- False: Do not push the cached data. Wait for the latest data to be pushed from Futu server.
subscribe_push bool Whether to push data after subscription. After subscription, OpenD provides two methods to obtain data. If you only use the method of Get Real-time Data , setting to False can save part of the performance cost.- True: Push data. It must be set to True if the Real-time data Callback method is used.
- False: Do not push data. It is recommended to set to False if only using the Get Real-time Data.
is_detailed_orderbook bool Whether to subscribe to the detailed order book. Only for:
1. Subscribe to Hong Kong stocks ORDER_BOOK type under the authority of Hong Kong stocks SF market.
2. Subscribe to US stocks ORDER_BOOK type under the authority of US stocks LV2.
3. Subscribe to US futures ORDER_BOOK type under the authority of CME LV2.
4. Subscribe to US futures ORDER_BOOK type under the authority of CBOT LV2.
5. Subscribe to US futures ORDER_BOOK type under the authority of NYMEX LV2.
6. Subscribe to US futures ORDER_BOOK type under the authority of COMEX LV2.extended_time bool Whether to allow pre-market and after-hours data of US stocks. Only used for subscribing to real-time candlestick and real-time Time Frame and real-time tick-by-tick of US stocks.
Return
Field Type Description ret RET_CODE Interface result. err_message NoneType If ret == RET_OK, None is returned. str If ret != RET_OK, error description is returned. Example
import time
from futu import *
class OrderBookTest(OrderBookHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, data = super(OrderBookTest,self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("OrderBookTest: error, msg: %s"% data)
return RET_ERROR, data
print("OrderBookTest ", data) # OrderBookTest's own processing logic
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = OrderBookTest()
quote_ctx.set_handler(handler) # Set real-time swing callback
quote_ctx.subscribe(['HK.00700'], [SubType.ORDER_BOOK]) # Subscribe to the order type, OpenD starts to receive continuous push from the server
time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds
quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute
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- Output
OrderBookTest {'code': 'HK.00700', 'svr_recv_time_bid': '2020-04-29 10:40:03.147', 'svr_recv_time_ask': '2020-04-29 10:40:03.147', 'Bid': [(416.8, 2600, 11, {}), (416.6, 13100, 17, {}), (416.4, 24600, 17, {}), (416.2, 28000, 13, {}), (416.0, 46900, 30, {}), (415.8, 10900, 7, {}), (415.6, 7100, 9, {}), (415.4, 13300, 3, {}), (415.2, 300, 3, {}), (415.0, 11200, 36, {})], 'Ask': [(417.0, 17600, 31, {}), (417.2, 17800, 24, {}), (417.4, 15300, 10, {}), (417.6, 28800, 17, {}), (417.8, 20700, 11, {}), (418.0, 114200, 155, {}), (418.2, 20600, 19, {}), (418.4, 24100, 28, {}), (418.6, 42700, 45, {}), (418.8, 181900, 76, {})]}
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# Cancel Market Data Subscription
unsubscribe(code_list, subtype_list, unsubscribe_all=False)
Description
unsubscribe
Parameters
Parameter Type Description code_list list A list of stock codes to unsubscribe. Data type of elements in the list is str.subtype_list list List of data types that need to be subscribed. Data type of elements in the list is SubType.unsubscribe_all bool Cancel all subscriptions. Ignore other parameters when it is True.
Return
Field Type Description ret RET_CODE Interface result. err_message NoneType If ret == RET_OK, None is returned. str If ret != RET_OK, error description is returned. Example
from futu import *
import time
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
print('current subscription status :', quote_ctx.query_subscription()) # Query the initial subscription status
ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.QUOTE, SubType.TICKER], subscribe_push=False)
# First subscribed to the two types of QUOTE and TICKER. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily
if ret_sub == RET_OK: # Subscription successful
print('subscribe successfully! current subscription status :', quote_ctx.query_subscription()) # Query subscription status after successful subscription
time.sleep(60) # You can unsubscribe at least 1 minute after subscribing
ret_unsub, err_message_unsub = quote_ctx.unsubscribe(['HK.00700'], [SubType.QUOTE])
if ret_unsub == RET_OK:
print('unsubscribe successfully! current subscription status:', quote_ctx.query_subscription()) # Query the subscription status after canceling the subscription
else:
print('unsubscription failed!', err_message_unsub)
else:
print('subscription failed', err_message)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
current subscription status : (0, {'total_used': 0, 'remain': 1000, 'own_used': 0, 'sub_list': {}})
subscribe successfully！current subscription status : (0, {'total_used': 2, 'remain': 998, 'own_used': 2, 'sub_list': {'QUOTE': ['HK.00700'], 'TICKER': ['HK.00700']}})
unsubscribe successfully！current subscription status: (0, {'total_used': 1, 'remain': 999, 'own_used': 1, 'sub_list': {'TICKER': ['HK.00700']}})
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# Cancel All Market Data Subscriptions
unsubscribe_all()
Description
Unsubscribe all subscriptions
Return
Field Type Description ret RET_CODE Interface result. err_message NoneType If ret == RET_OK, None is returned. str If ret != RET_OK, error description is returned. Example
from futu import *
import time
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
print('current subscription status :', quote_ctx.query_subscription()) # Query the initial subscription status
ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.QUOTE, SubType.TICKER], subscribe_push=False)
# First subscribed to the two types of QUOTE and TICKER. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily
if ret_sub == RET_OK: # Subscription successful
print('subscribe successfully! current subscription status :', quote_ctx.query_subscription()) # Query subscription status after successful subscription
time.sleep(60) # You can unsubscribe at least 1 minute after subscribing
ret_unsub, err_message_unsub = quote_ctx.unsubscribe_all() # Cancel all subscriptions
if ret_unsub == RET_OK:
print('unsubscribe all successfully! current subscription status:', quote_ctx.query_subscription()) # Query the subscription status after canceling the subscription
else:
print('Failed to cancel all subscriptions！', err_message_unsub)
else:
print('subscription failed', err_message)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
current subscription status : (0, {'total_used': 0, 'remain': 1000, 'own_used': 0, 'sub_list': {}})
subscribe successfully！current subscription status : (0, {'total_used': 2, 'remain': 998, 'own_used': 2, 'sub_list': {'QUOTE': ['HK.00700'], 'TICKER': ['HK.00700']}})
unsubscribe all successfully！current subscription status: (0, {'total_used': 0, 'remain': 1000, 'own_used': 0, 'sub_list': {}})
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# Qot_Sub.proto
Description
To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions.
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; // List of security
repeated int32 subTypeList = 2; //Qot_Common.SubType, list of subscription data type
required bool isSubOrUnSub = 3; //true means subscribe, false means unsubscribe
optional bool isRegOrUnRegPush = 4; //Whether to register or unregister the push of the market quotation above the link, this parameter does not specify that no registration or unregistration operation will be performed
repeated int32 regPushRehabTypeList = 5; //Qot_Common.RehabType, the type of adjustment, it takes effect when registered push and candlestick type, other subscription types ignore this parameter. This parameter does not specify the default adjust forward when registering candlestick push
optional bool isFirstPush = 6; //After registration, if the local data is the first push of the existing data, the default is true if this parameter is not specified
optional bool isUnsubAll = 7; //One-click cancel all subscriptions currently connected, and ignore other parameters when it is set to True.
optional bool isSubOrderBookDetail = 8; //Subscription display is available, whether to subscribe to display details, only supports SF market, the default is false if this parameter is not specified
optional bool extendedTime = 9; // Whether to allow pre-market and after-hours data of US stocks (only used to subscribe to real-time candlestick and real-time Time Frame of US stocks)
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
Protocol ID
3001
# Sub
uint Sub(QotSub.Request req);
virtual void OnReply_Sub(FTAPI_Conn client, uint nSerialNo, QotSub.Response rsp);
Description
To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions.
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; // List of security
repeated int32 subTypeList = 2; //Qot_Common.SubType, list of subscription data type
required bool isSubOrUnSub = 3; //true means subscribe, false means unsubscribe
optional bool isRegOrUnRegPush = 4; //Whether to register or unregister the push of the market quotation above the link, this parameter does not specify that no registration or unregistration operation will be performed
repeated int32 regPushRehabTypeList = 5; //Qot_Common.RehabType, the type of adjustment, it takes effect when registered push and candlestick type, other subscription types ignore this parameter. This parameter does not specify the default adjust forward when registering candlestick push
optional bool isFirstPush = 6; //After registration, if the local data is the first push of the existing data, the default is true if this parameter is not specified
optional bool isUnsubAll = 7; //One-click cancel all subscriptions currently connected, and ignore other parameters when it is set to True.
optional bool isSubOrderBookDetail = 8; //Subscription display is available, whether to subscribe to display details, only supports SF market, the default is false if this parameter is not specified
optional bool extendedTime = 9; // Whether to allow pre-market and after-hours data of US stocks (only used to subscribe to real-time candlestick and real-time Time Frame of US stocks)
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class Program: FTSPI_Qot, FTSPI_Conn {
FTAPI_Qot qot = new FTAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_Basic)
.SetIsSubOrUnSub(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(FTAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args) {
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6819171983431767818
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
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# sub
int sub(QotSub.Request req);
void onReply_Sub(FTAPI_Conn client, int nSerialNo, QotSub.Response rsp);
Description
To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions.
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; // List of security
repeated int32 subTypeList = 2; //Qot_Common.SubType, list of subscription data type
required bool isSubOrUnSub = 3; //true means subscribe, false means unsubscribe
optional bool isRegOrUnRegPush = 4; //Whether to register or unregister the push of the market quotation above the link, this parameter does not specify that no registration or unregistration operation will be performed
repeated int32 regPushRehabTypeList = 5; //Qot_Common.RehabType, the type of adjustment, it takes effect when registered push and candlestick type, other subscription types ignore this parameter. This parameter does not specify the default adjust forward when registering candlestick push
optional bool isFirstPush = 6; //After registration, if the local data is the first push of the existing data, the default is true if this parameter is not specified
optional bool isUnsubAll = 7; //One-click cancel all subscriptions currently connected, and ignore other parameters when it is set to True.
optional bool isSubOrderBookDetail = 8; //Subscription display is available, whether to subscribe to display details, only supports SF market, the default is false if this parameter is not specified
optional bool extendedTime = 9; // Whether to allow pre-market and after-hours data of US stocks (only used to subscribe to real-time candlestick and real-time Time Frame of US stocks)
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_Basic_VALUE)
.setIsSubOrUnSub(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(FTAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotSub failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotSub: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotSub: 2
Receive QotSub: {
"retType": 0,
"retMsg": "",
"errCode": 0
}
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# Sub
Futu::u32_t Sub(const Qot_Sub::Request &stReq);
virtual void OnReply_Sub(Futu::u32_t nSerialNo, const Qot_Sub::Response &stRsp) = 0;
Description
To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions.
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; // List of security
repeated int32 subTypeList = 2; //Qot_Common.SubType, list of subscription data type
required bool isSubOrUnSub = 3; //true means subscribe, false means unsubscribe
optional bool isRegOrUnRegPush = 4; //Whether to register or unregister the push of the market quotation above the link, this parameter does not specify that no registration or unregistration operation will be performed
repeated int32 regPushRehabTypeList = 5; //Qot_Common.RehabType, the type of adjustment, it takes effect when registered push and candlestick type, other subscription types ignore this parameter. This parameter does not specify the default adjust forward when registering candlestick push
optional bool isFirstPush = 6; //After registration, if the local data is the first push of the existing data, the default is true if this parameter is not specified
optional bool isUnsubAll = 7; //One-click cancel all subscriptions currently connected, and ignore other parameters when it is set to True.
optional bool isSubOrderBookDetail = 8; //Subscription display is available, whether to subscribe to display details, only supports SF market, the default is false if this parameter is not specified
optional bool extendedTime = 9; // Whether to allow pre-market and after-hours data of US stocks (only used to subscribe to real-time candlestick and real-time Time Frame of US stocks)
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:
Program() {
m_pQotApi = FTAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
FTAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// subscribe first
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_Basic);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(Futu::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if(stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
// construct request message
Qot_GetBasicQot::Request req;
Qot_GetBasicQot::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetBasicQotSerialNo = m_pQotApi->GetBasicQot(req);
cout << "Request GetBasicQot SerialNo: " << m_GetBasicQotSerialNo << endl;
}
}
virtual void OnReply_GetBasicQot(Futu::u32_t nSerialNo, const Qot_GetBasicQot::Response &stRsp){
if(nSerialNo == m_GetBasicQotSerialNo)
{
cout << "OnReply_GetBasicQot SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_SubSerialNo;
Futu::u32_t m_GetBasicQotSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
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- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
Request GetBasicQot SerialNo: 4
OnReply_GetBasicQot SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"basicQotList": [
{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-09 14:08:24",
"highPrice": 606,
"openPrice": 600,
"lowPrice": 597.5,
"curPrice": 601.5,
"lastClosePrice": 601,
"volume": "4283211",
"turnover": 2579419163,
"turnoverRate": 0.045,
"amplitude": 1.414,
"darkStatus": 0,
"listTimestamp": 1087315200,
"updateTimestamp": 1623218904,
"secStatus": 1
}
]
}
}
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# Sub
Sub(req);
Description
To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions.
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; // List of security
repeated int32 subTypeList = 2; //Qot_Common.SubType, list of subscription data type
required bool isSubOrUnSub = 3; //true means subscribe, false means unsubscribe
optional bool isRegOrUnRegPush = 4; //Whether to register or unregister the push of the market quotation above the link, this parameter does not specify that no registration or unregistration operation will be performed
repeated int32 regPushRehabTypeList = 5; //Qot_Common.RehabType, the type of adjustment, it takes effect when registered push and candlestick type, other subscription types ignore this parameter. This parameter does not specify the default adjust forward when registering candlestick push
optional bool isFirstPush = 6; //After registration, if the local data is the first push of the existing data, the default is true if this parameter is not specified
optional bool isUnsubAll = 7; //One-click cancel all subscriptions currently connected, and ignore other parameters when it is set to True.
optional bool isSubOrderBookDetail = 8; //Subscription display is available, whether to subscribe to display details, only supports SF market, the default is false if this parameter is not specified
optional bool extendedTime = 9; // Whether to allow pre-market and after-hours data of US stocks (only used to subscribe to real-time candlestick and real-time Time Frame of US stocks)
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
function Sub(){
const { RetType } = Common
const { SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, 'XXXXX'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_OrderBook ], // Subscription OrderBook data
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
};
websocket.Sub(req) //# Subscribe to the order type, OpenD starts to receive continuous push from the server
.then((res) => {
let { errCode, retMsg, retType } = res
console.log("subscribe: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
})
.catch((error) => {
if ("retMsg" in error) {
console.log("error:", error.retMsg);
}
});
} else {
console.log("error", msg);
}
};
websocket.onPush = (cmd, res)=>{
if(ftCmdID.QotUpdateOrderBook.cmd == cmd){
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("OrderBookTest", s2c);
} else {
console.log("OrderBookTest: error")
}
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
subscribe: errCode 0, retMsg , retType 0
OrderBookTest {"security":{"market":1,"code":"00700"},"orderBookAskList":[{"price":492.6,"volume":"32300","orederCount":55},{"price":492.8,"volume":"14100","orederCount":16},{"price":493,"volume":"25200","orederCount":30},{"price":493.2,"volume":"12300","orederCount":11},{"price":493.4,"volume":"9000","orederCount":7},{"price":493.6,"volume":"13500","orederCount":10},{"price":493.8,"volume":"9800","orederCount":12},{"price":494,"volume":"10500","orederCount":18},{"price":494.2,"volume":"6100","orederCount":6},{"price":494.4,"volume":"11400","orederCount":5}],"orderBookBidList":[{"price":492.4,"volume":"30600","orederCount":59},{"price":492.2,"volume":"29800","orederCount":49},{"price":492,"volume":"97900","orederCount":120},{"price":491.8,"volume":"24700","orederCount":55},{"price":491.6,"volume":"35300","orederCount":50},{"price":491.4,"volume":"11200","orederCount":18},{"price":491.2,"volume":"29300","orederCount":39},{"price":491,"volume":"77900","orederCount":229},{"price":490.8,"volume":"14100","orederCount":39},{"price":490.6,"volume":"22800","orederCount":34}]}
OrderBookTest { ... }
...
...
stop
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Interface Limitations
- Supports subscriptions of multiple real-time data types, refer to SubType, each stock subscription for one one quota.
- Please refer to Subscription Quota & Historical Candlestick Quota for Subscription Quota rules.
- You can unsubscribe after subscribing after at least one minute.
- Due to the large amount of SF market data in Hong Kong stocks, in order to ensure the speed of the SF market and the processing performance of OpenD, currently SF authorized users are limited to subscribing to 50 security products (including hkex stocks, warrants, bulls and bears) at the same time, the remaining subscription quota can still be used to subscribe to other types, such as: tickers and brokerage etc.
- HK options and futures do not support subscription to TICKER type under LV1 authority.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# subscribe
subscribe(code_list, subtype_list, is_first_push=True, subscribe_push=True, is_detailed_orderbook=False, extended_time=False)
Description
To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions.
Parameters
Parameter Type Description code_list list A list of stock codes that need to be subscribed. Data type of elements in the list is str.subtype_list list List of data types that need to be subscribed. Data type of elements in the list is SubType.is_first_push bool Whether to push the cached data immediately after a successful subscription. - True: Push the cached data. When there is a disconnection and reconnection between scripts and OpenD, the last data before the disconnection will be pushed again if it is set to True when resubscribing.
- False: Do not push the cached data. Wait for the latest data to be pushed from moomoo server.
subscribe_push bool Whether to push data after subscription. After subscription, OpenD provides two methods to obtain data. If you only use the method of Get Real-time Data , setting to False can save part of the performance cost.- True: Push data. It must be set to True if the Real-time data Callback method is used.
- False: Do not push data. It is recommended to set to False if only using the Get Real-time Data.
is_detailed_orderbook bool Whether to subscribe to the detailed order book. Only for:
1. Subscribe to Hong Kong stocks ORDER_BOOK type under the authority of Hong Kong stocks SF market.
2. Subscribe to US stocks ORDER_BOOK type under the authority of US stocks LV2.
3. Subscribe to US futures ORDER_BOOK type under the authority of CME LV2.
4. Subscribe to US futures ORDER_BOOK type under the authority of CBOT LV2.
5. Subscribe to US futures ORDER_BOOK type under the authority of NYMEX LV2.
6. Subscribe to US futures ORDER_BOOK type under the authority of COMEX LV2.extended_time bool Whether to allow pre-market and after-hours data of US stocks. Only used for subscribing to real-time candlestick and real-time Time Frame and real-time tick-by-tick of US stocks.
Return
Field Type Description ret RET_CODE Interface result. err_message NoneType If ret == RET_OK, None is returned. str If ret != RET_OK, error description is returned. Example
import time
from moomoo import *
class OrderBookTest(OrderBookHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, data = super(OrderBookTest,self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("OrderBookTest: error, msg: %s"% data)
return RET_ERROR, data
print("OrderBookTest ", data) # OrderBookTest's own processing logic
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = OrderBookTest()
quote_ctx.set_handler(handler) # Set real-time swing callback
quote_ctx.subscribe(['HK.00700'], [SubType.ORDER_BOOK]) # Subscribe to the order type, OpenD starts to receive continuous push from the server
time.sleep(15) # Set the script to receive OpenD push duration to 15 seconds
quote_ctx.close() # Close the current link, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute
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- Output
OrderBookTest {'code': 'HK.00700', 'svr_recv_time_bid': '2020-04-29 10:40:03.147', 'svr_recv_time_ask': '2020-04-29 10:40:03.147', 'Bid': [(416.8, 2600, 11, {}), (416.6, 13100, 17, {}), (416.4, 24600, 17, {}), (416.2, 28000, 13, {}), (416.0, 46900, 30, {}), (415.8, 10900, 7, {}), (415.6, 7100, 9, {}), (415.4, 13300, 3, {}), (415.2, 300, 3, {}), (415.0, 11200, 36, {})], 'Ask': [(417.0, 17600, 31, {}), (417.2, 17800, 24, {}), (417.4, 15300, 10, {}), (417.6, 28800, 17, {}), (417.8, 20700, 11, {}), (418.0, 114200, 155, {}), (418.2, 20600, 19, {}), (418.4, 24100, 28, {}), (418.6, 42700, 45, {}), (418.8, 181900, 76, {})]}
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# unsubscribe
unsubscribe(code_list, subtype_list, unsubscribe_all=False)
Description
unsubscribe
Parameters
Parameter Type Description code_list list A list of stock codes to unsubscribe. Data type of elements in the list is str.subtype_list list List of data types that need to be subscribed. Data type of elements in the list is SubType.unsubscribe_all bool Cancel all subscriptions. Ignore other parameters when it is True.
Return
Field Type Description ret RET_CODE Interface result. err_message NoneType If ret == RET_OK, None is returned. str If ret != RET_OK, error description is returned. Example
from moomoo import *
import time
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
print('current subscription status :', quote_ctx.query_subscription()) # Query the initial subscription status
ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.QUOTE, SubType.TICKER], subscribe_push=False)
# First subscribed to the two types of QUOTE and TICKER. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily
if ret_sub == RET_OK: # Subscription successful
print('subscribe successfully! current subscription status :', quote_ctx.query_subscription()) # Query subscription status after successful subscription
time.sleep(60) # You can unsubscribe at least 1 minute after subscribing
ret_unsub, err_message_unsub = quote_ctx.unsubscribe(['HK.00700'], [SubType.QUOTE])
if ret_unsub == RET_OK:
print('unsubscribe successfully! current subscription status:', quote_ctx.query_subscription()) # Query the subscription status after canceling the subscription
else:
print('unsubscription failed!', err_message_unsub)
else:
print('subscription failed', err_message)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
current subscription status : (0, {'total_used': 0, 'remain': 1000, 'own_used': 0, 'sub_list': {}})
subscribe successfully！current subscription status : (0, {'total_used': 2, 'remain': 998, 'own_used': 2, 'sub_list': {'QUOTE': ['HK.00700'], 'TICKER': ['HK.00700']}})
unsubscribe successfully！current subscription status: (0, {'total_used': 1, 'remain': 999, 'own_used': 1, 'sub_list': {'TICKER': ['HK.00700']}})
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# unsubscribe_all
unsubscribe_all()
Description
Unsubscribe all subscriptions
Return
Field Type Description ret RET_CODE Interface result. err_message NoneType If ret == RET_OK, None is returned. str If ret != RET_OK, error description is returned. Example
from moomoo import *
import time
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
print('current subscription status :', quote_ctx.query_subscription()) # Query the initial subscription status
ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.QUOTE, SubType.TICKER], subscribe_push=False)
# First subscribed to the two types of QUOTE and TICKER. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push to the script temporarily
if ret_sub == RET_OK: # Subscription successful
print('subscribe successfully! current subscription status :', quote_ctx.query_subscription()) # Query subscription status after successful subscription
time.sleep(60) # You can unsubscribe at least 1 minute after subscribing
ret_unsub, err_message_unsub = quote_ctx.unsubscribe_all() # Cancel all subscriptions
if ret_unsub == RET_OK:
print('unsubscribe all successfully! current subscription status:', quote_ctx.query_subscription()) # Query the subscription status after canceling the subscription
else:
print('Failed to cancel all subscriptions！', err_message_unsub)
else:
print('subscription failed', err_message)
quote_ctx.close() # After using the connection, remember to close it to prevent the number of connections from running out
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- Output
current subscription status : (0, {'total_used': 0, 'remain': 1000, 'own_used': 0, 'sub_list': {}})
subscribe successfully！current subscription status : (0, {'total_used': 2, 'remain': 998, 'own_used': 2, 'sub_list': {'QUOTE': ['HK.00700'], 'TICKER': ['HK.00700']}})
unsubscribe all successfully！current subscription status: (0, {'total_used': 0, 'remain': 1000, 'own_used': 0, 'sub_list': {}})
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# Qot_Sub.proto
Description
To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions.
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; // List of security
repeated int32 subTypeList = 2; //Qot_Common.SubType, list of subscription data type
required bool isSubOrUnSub = 3; //true means subscribe, false means unsubscribe
optional bool isRegOrUnRegPush = 4; //Whether to register or unregister the push of the market quotation above the link, this parameter does not specify that no registration or unregistration operation will be performed
repeated int32 regPushRehabTypeList = 5; //Qot_Common.RehabType, the type of adjustment, it takes effect when registered push and candlestick type, other subscription types ignore this parameter. This parameter does not specify the default adjust forward when registering candlestick push
optional bool isFirstPush = 6; //After registration, if the local data is the first push of the existing data, the default is true if this parameter is not specified
optional bool isUnsubAll = 7; //One-click cancel all subscriptions currently connected, and ignore other parameters when it is set to True.
optional bool isSubOrderBookDetail = 8; //Subscription display is available, whether to subscribe to display details, only supports SF market, the default is false if this parameter is not specified
optional bool extendedTime = 9; // Whether to allow pre-market and after-hours data of US stocks (only used to subscribe to real-time candlestick and real-time Time Frame of US stocks)
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
Protocol ID
3001
# Sub
uint Sub(QotSub.Request req);
virtual void OnReply_Sub(MMAPI_Conn client, uint nSerialNo, QotSub.Response rsp);
Description
To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions.
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; // List of security
repeated int32 subTypeList = 2; //Qot_Common.SubType, list of subscription data type
required bool isSubOrUnSub = 3; //true means subscribe, false means unsubscribe
optional bool isRegOrUnRegPush = 4; //Whether to register or unregister the push of the market quotation above the link, this parameter does not specify that no registration or unregistration operation will be performed
repeated int32 regPushRehabTypeList = 5; //Qot_Common.RehabType, the type of adjustment, it takes effect when registered push and candlestick type, other subscription types ignore this parameter. This parameter does not specify the default adjust forward when registering candlestick push
optional bool isFirstPush = 6; //After registration, if the local data is the first push of the existing data, the default is true if this parameter is not specified
optional bool isUnsubAll = 7; //One-click cancel all subscriptions currently connected, and ignore other parameters when it is set to True.
optional bool isSubOrderBookDetail = 8; //Subscription display is available, whether to subscribe to display details, only supports SF market, the default is false if this parameter is not specified
optional bool extendedTime = 9; // Whether to allow pre-market and after-hours data of US stocks (only used to subscribe to real-time candlestick and real-time Time Frame of US stocks)
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class Program: MMSPI_Qot, MMSPI_Conn {
MMAPI_Qot qot = new MMAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_Basic)
.SetIsSubOrUnSub(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(MMAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args) {
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6819171983431767818
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
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# sub
int sub(QotSub.Request req);
void onReply_Sub(MMAPI_Conn client, int nSerialNo, QotSub.Response rsp);
Description
To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions.
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; // List of security
repeated int32 subTypeList = 2; //Qot_Common.SubType, list of subscription data type
required bool isSubOrUnSub = 3; //true means subscribe, false means unsubscribe
optional bool isRegOrUnRegPush = 4; //Whether to register or unregister the push of the market quotation above the link, this parameter does not specify that no registration or unregistration operation will be performed
repeated int32 regPushRehabTypeList = 5; //Qot_Common.RehabType, the type of adjustment, it takes effect when registered push and candlestick type, other subscription types ignore this parameter. This parameter does not specify the default adjust forward when registering candlestick push
optional bool isFirstPush = 6; //After registration, if the local data is the first push of the existing data, the default is true if this parameter is not specified
optional bool isUnsubAll = 7; //One-click cancel all subscriptions currently connected, and ignore other parameters when it is set to True.
optional bool isSubOrderBookDetail = 8; //Subscription display is available, whether to subscribe to display details, only supports SF market, the default is false if this parameter is not specified
optional bool extendedTime = 9; // Whether to allow pre-market and after-hours data of US stocks (only used to subscribe to real-time candlestick and real-time Time Frame of US stocks)
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_Basic_VALUE)
.setIsSubOrUnSub(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(MMAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotSub failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotSub: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotSub: 2
Receive QotSub: {
"retType": 0,
"retMsg": "",
"errCode": 0
}
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# Sub
moomoo::u32_t Sub(const Qot_Sub::Request &stReq);
virtual void OnReply_Sub(moomoo::u32_t nSerialNo, const Qot_Sub::Response &stRsp) = 0;
Description
To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions.
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; // List of security
repeated int32 subTypeList = 2; //Qot_Common.SubType, list of subscription data type
required bool isSubOrUnSub = 3; //true means subscribe, false means unsubscribe
optional bool isRegOrUnRegPush = 4; //Whether to register or unregister the push of the market quotation above the link, this parameter does not specify that no registration or unregistration operation will be performed
repeated int32 regPushRehabTypeList = 5; //Qot_Common.RehabType, the type of adjustment, it takes effect when registered push and candlestick type, other subscription types ignore this parameter. This parameter does not specify the default adjust forward when registering candlestick push
optional bool isFirstPush = 6; //After registration, if the local data is the first push of the existing data, the default is true if this parameter is not specified
optional bool isUnsubAll = 7; //One-click cancel all subscriptions currently connected, and ignore other parameters when it is set to True.
optional bool isSubOrderBookDetail = 8; //Subscription display is available, whether to subscribe to display details, only supports SF market, the default is false if this parameter is not specified
optional bool extendedTime = 9; // Whether to allow pre-market and after-hours data of US stocks (only used to subscribe to real-time candlestick and real-time Time Frame of US stocks)
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn
{
public:
Program() {
m_pQotApi = MMAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
MMAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// subscribe first
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_Basic);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(moomoo::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if(stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
// construct request message
Qot_GetBasicQot::Request req;
Qot_GetBasicQot::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetBasicQotSerialNo = m_pQotApi->GetBasicQot(req);
cout << "Request GetBasicQot SerialNo: " << m_GetBasicQotSerialNo << endl;
}
}
virtual void OnReply_GetBasicQot(moomoo::u32_t nSerialNo, const Qot_GetBasicQot::Response &stRsp){
if(nSerialNo == m_GetBasicQotSerialNo)
{
cout << "OnReply_GetBasicQot SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_SubSerialNo;
moomoo::u32_t m_GetBasicQotSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
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- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
Request GetBasicQot SerialNo: 4
OnReply_GetBasicQot SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"basicQotList": [
{
"security": {
"market": 1,
"code": "00700"
},
"isSuspended": false,
"listTime": "2004-06-16",
"priceSpread": 0.5,
"updateTime": "2021-06-09 14:08:24",
"highPrice": 606,
"openPrice": 600,
"lowPrice": 597.5,
"curPrice": 601.5,
"lastClosePrice": 601,
"volume": "4283211",
"turnover": 2579419163,
"turnoverRate": 0.045,
"amplitude": 1.414,
"darkStatus": 0,
"listTimestamp": 1087315200,
"updateTimestamp": 1623218904,
"secStatus": 1
}
]
}
}
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# Sub
Sub(req);
Description
To subscribe to the real-time information required for registration, specify the stock and subscription data types. HK market (including underlying stocks, warrants, CBBCs, options, futures) subscriptions require LV1 and above permissions. Subscriptions are not supported under BMP permissions.
Parameters
message C2S
{
repeated Qot_Common.Security securityList = 1; // List of security
repeated int32 subTypeList = 2; //Qot_Common.SubType, list of subscription data type
required bool isSubOrUnSub = 3; //true means subscribe, false means unsubscribe
optional bool isRegOrUnRegPush = 4; //Whether to register or unregister the push of the market quotation above the link, this parameter does not specify that no registration or unregistration operation will be performed
repeated int32 regPushRehabTypeList = 5; //Qot_Common.RehabType, the type of adjustment, it takes effect when registered push and candlestick type, other subscription types ignore this parameter. This parameter does not specify the default adjust forward when registering candlestick push
optional bool isFirstPush = 6; //After registration, if the local data is the first push of the existing data, the default is true if this parameter is not specified
optional bool isUnsubAll = 7; //One-click cancel all subscriptions currently connected, and ignore other parameters when it is set to True.
optional bool isSubOrderBookDetail = 8; //Subscription display is available, whether to subscribe to display details, only supports SF market, the default is false if this parameter is not specified
optional bool extendedTime = 9; // Whether to allow pre-market and after-hours data of US stocks (only used to subscribe to real-time candlestick and real-time Time Frame of US stocks)
}
message Request
{
required C2S c2s = 1;
}
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- Return
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, returned value
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For interface result, refer to RetType
- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
function Sub(){
const { RetType } = Common
const { SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, 'XXXXX'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_OrderBook ], // Subscription OrderBook data
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
};
websocket.Sub(req) //# Subscribe to the order type, OpenD starts to receive continuous push from the server
.then((res) => {
let { errCode, retMsg, retType } = res
console.log("subscribe: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
})
.catch((error) => {
if ("retMsg" in error) {
console.log("error:", error.retMsg);
}
});
} else {
console.log("error", msg);
}
};
websocket.onPush = (cmd, res)=>{
if(mmCmdID.QotUpdateOrderBook.cmd == cmd){
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("OrderBookTest", s2c);
} else {
console.log("OrderBookTest: error")
}
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
subscribe: errCode 0, retMsg , retType 0
OrderBookTest {"security":{"market":1,"code":"00700"},"orderBookAskList":[{"price":492.6,"volume":"32300","orederCount":55},{"price":492.8,"volume":"14100","orederCount":16},{"price":493,"volume":"25200","orederCount":30},{"price":493.2,"volume":"12300","orederCount":11},{"price":493.4,"volume":"9000","orederCount":7},{"price":493.6,"volume":"13500","orederCount":10},{"price":493.8,"volume":"9800","orederCount":12},{"price":494,"volume":"10500","orederCount":18},{"price":494.2,"volume":"6100","orederCount":6},{"price":494.4,"volume":"11400","orederCount":5}],"orderBookBidList":[{"price":492.4,"volume":"30600","orederCount":59},{"price":492.2,"volume":"29800","orederCount":49},{"price":492,"volume":"97900","orederCount":120},{"price":491.8,"volume":"24700","orederCount":55},{"price":491.6,"volume":"35300","orederCount":50},{"price":491.4,"volume":"11200","orederCount":18},{"price":491.2,"volume":"29300","orederCount":39},{"price":491,"volume":"77900","orederCount":229},{"price":490.8,"volume":"14100","orederCount":39},{"price":490.6,"volume":"22800","orederCount":34}]}
OrderBookTest { ... }
...
...
stop
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Interface Limitations
- Supports subscriptions of multiple real-time data types, refer to SubType, each stock subscription for one one quota.
- Please refer to Subscription Quota & Historical Candlestick Quota for Subscription Quota rules.
- You can unsubscribe after subscribing after at least one minute.
- Due to the large amount of SF market data in Hong Kong stocks, in order to ensure the speed of the SF market and the processing performance of OpenD, currently SF authorized users are restricted to subscribing to the order book and broker queue of only 50 securities products (including hkex stocks, warrants, bulls and bears) at the same time, the remaining subscription quota can still be used to subscribe to other types, such as: tickers and brokerage etc.
- HK options and futures do not support subscription to TICKER type under LV1 authority.