# Real-time Broker Queue Callback
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# BrokerHandlerBase
on_recv_rsp(self, rsp_pb)
Description
Real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks. After receiving the real-time broker queue data push, it will call back to this function. You need to override on_recv_rsp in the derived class.
Parameters
Parameter Type Description rsp_pb Qot_UpdateBroker_pb2.Response This parameter does not need to be processed directly in the derived class.
Return
Field Type Description ret RET_CODE Interface result. data tuple If ret == RET_OK, broker queue data is returned. str If ret != RET_OK, error description is returned. Broker queue data format as follows:
Field Type Description stock_code str Stock code. bid_frame_table pd.DataFrame Data from bid. ask_frame_table pd.DataFrame Data from ask. - Bid_frame_table format as follows:
Field Type Description code str Stock code. name str Stock name. bid_broker_id int Bid broker ID. bid_broker_name str Bid broker name. bid_broker_pos int Broker level. order_id int Exchange order ID. - Not the order ID returned by the order interface.
- Only HK SF market quotes support returning this field.
order_volume int Order volume. Only HK SF market quotes support returning this field. - Ask_frame_table format as follows:
Field Type Description code str Stock code. name str Stock name. ask_broker_id int Ask Broker ID. ask_broker_name str Ask Broker name. ask_broker_pos int Broker level. order_id int Exchange order ID. - Not the order ID returned by the order interface.
- Only HK SF market quotes support returning this field.
order_volume int Order volume. Only HK SF market quotes support returning this field.
- Bid_frame_table format as follows:
Example
import time
from futu import *
class BrokerTest(BrokerHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, err_or_stock_code, data = super(BrokerTest, self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("BrokerTest: error, msg: {}".format(err_or_stock_code))
return RET_ERROR, data
print("BrokerTest: stock: {} data: {} ".format(err_or_stock_code, data)) # BrokerTest's own processing logic
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = BrokerTest()
quote_ctx.set_handler(handler) # Set real-time broker push callback
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.BROKER]) # Subscribe to the broker type, OpenD starts to receive continuous push from the server
if ret == RET_OK:
print(data)
else:
print('error:', data)
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
BrokerTest: stock: HK.00700 data: [ code name bid_broker_id bid_broker_name bid_broker_pos order_id order_volume
0 HK.00700 TENCENT 5338 J.P. Morgan Broking (Hong Kong) Limited 1 N/A N/A
.. ... ... ... ... ... ... ...
36 HK.00700 TENCENT 8305 Futu Securities International (Hong Kong) Limited 4 N/A N/A
[37 rows x 7 columns], code name ask_broker_id ask_broker_name ask_broker_pos order_id order_volume
0 HK.00700 TENCENT 1179 Huatai Financial Holdings (Hong Kong) Limited 1 N/A N/A
.. ... ... ... ... ... ... ...
39 HK.00700 TENCENT 6996 China Investment Information Services Limited 1 N/A N/A
[40 rows x 7 columns]]
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# Qot_UpdateBroker.proto
Description
Real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
3015
# UpdateBroker
virtual void OnReply_UpdateBroker(FTAPI_Conn client, QotUpdateBroker.Response rsp);
Description
Real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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_Broker)
.SetIsSubOrUnSub(true)
.SetIsRegOrUnRegPush(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 void OnReply_UpdateBroker(FTAPI_Conn client, uint nSerialNo, QotUpdateBroker.Response rsp)
{
Console.Write("Push: UpdateBroker: {0}\n", nSerialNo);
Console.Write("id: {0} , name: {1}\n", rsp.S2C.BrokerAskListList[0].Id, rsp.S2C.BrokerAskListList[0].Name);
}
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=6825611828715002257
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Push: UpdateBroker: 1
id: 696 , name: Futu Securities International (Hong Kong) Limited
...
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# updateBroker
void onPush_UpdateBroker(FTAPI_Conn client, QotUpdateBroker.Response rsp);
- Description
real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks.
- Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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_Broker_VALUE)
.setIsSubOrUnSub(true)
.setIsRegOrUnRegPush(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();
}
}
}
@Override
public void onPush_UpdateBroker(FTAPI_Conn client, QotUpdateBroker.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotUpdateBroker failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotUpdateBroker: %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
Receive QotUpdateBroker: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"brokerAskList": [{
"id": "3440",
"name": "Goldman Sachs (Asia) Securities Limited",
"pos": 1
}, ... {
"id": "141",
"name": "Haitong International Securities Company Limited",
"pos": 1
}],
"brokerBidList": [{
"id": "1450",
"name": "IMC Asia Pacific Limited",
"pos": 1
}, ... {
"id": "3440",
"name": "Goldman Sachs (Asia) Securities Limited",
"pos": 1
}]
}
}
Receive QotGetBroker: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"brokerAskList": [{
"id": "3440",
"name": "Goldman Sachs (Asia) Securities Limited",
"pos": 1
}, ... {
"id": "141",
"name": "Haitong International Securities Company Limited",
"pos": 1
}],
"brokerBidList": [{
"id": "1450",
"name": "IMC Asia Pacific Limited",
"pos": 1
}, ... {
"id": "3440",
"name": "Goldman Sachs (Asia) Securities Limited",
"pos": 1
}]
}
}
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# UpdateBroker
virtual void OnPush_UpdateBroker(const Qot_UpdateBroker::Response &stRsp) = 0;
Description
real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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_Broker);
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;
}
}
}
virtual void OnPush_UpdateBroker(const Qot_UpdateBroker::Response &stRsp) {
cout << "OnPush_UpdateBroker: " << 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;
};
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
OnPush_UpdateBroker:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"brokerAskList": [
{
"id": "5336",
"name": "J.P. Morgan Broking (Hong Kong) Limited",
"pos": 1
},
...
{
"id": "6996",
"name": "China Investment Information Services Limited",
"pos": 2
}
],
"brokerBidList": [
{
"id": "6100",
"name": "Guotai Junan Securities (Hong Kong) Limited",
"pos": 1
},
...
{
"id": "747",
"name": "IMC Asia Pacific Limited",
"pos": 3
}
]
}
}
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# UpdateBroker
OnPush(cmd,res)
Description
real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
function QotUpdateBroker(){
const { RetType } = Common
const { SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_Broker ], // Subscribe to the broker type
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
};
websocket.Sub(req) // Subscribe to the broker type, OpenD starts to receive continuous push from the server
.then((res) => { })
.catch((error) => {
if ("retMsg" in error) {
console.log("error:", error.retMsg);
}
});
} else {
console.log("error", msg);
}
};
websocket.onPush = (cmd, res)=>{
if(ftCmdID.QotUpdateBroker.cmd == cmd){ // BrokerTest's own processing logic
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("BrokerTest", JSON.stringify(s2c));
} else {
console.log("BrokerTest: 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
BrokerTest {"security":{"market":1,"code":"00700"},"brokerAskList":[{"id":"6996","name":"China Investment Information Services Limited","pos":1},{"id":"8463","name":"Futu Securities International (Hong Kong) Limited","pos":1},{"id":"7389","name":"Citigroup Global Markets Asia Limited","pos":1},{"id":"6997","name":"China Investment Information Services Limited","pos":2},{"id":"1799","name":"Bright Smart Securities International (H.K.) Limited","pos":3},{"id":"1048","name":"IMC Asia Pacific Limited","pos":3},{"id":"8305","name":"Futu Securities International (Hong Kong) Limited","pos":3},{"id":"1978","name":"Hafoo Securities Limited","pos":4},{"id":"747","name":"IMC Asia Pacific Limited","pos":4},{"id":"8301","name":"Futu Securities International (Hong Kong) Limited","pos":4},{"id":"518","name":"Eclipse Options (HK) Limited","pos":4},{"id":"4978","name":"SG Securities (HK) Limited","pos":4},{"id":"6699","name":"Interactive Brokers Hong Kong Limited","pos":4},{"id":"746","name":"IMC Asia Pacific Limited","pos":5},{"id":"5467","name":"Morgan Stanley Hong Kong Securities Limited","pos":5},{"id":"518","name":"Eclipse Options (HK) Limited","pos":5},{"id":"5468","name":"Morgan Stanley Hong Kong Securities Limited","pos":5},{"id":"4978","name":"SG Securities (HK) Limited","pos":5},{"id":"1049","name":"IMC Asia Pacific Limited","pos":6},{"id":"4973","name":"SG Securities (HK) Limited","pos":6},{"id":"8020","name":"CLSA Limited","pos":6},{"id":"4978","name":"SG Securities (HK) Limited","pos":6},{"id":"518","name":"Eclipse Options (HK) Limited","pos":6},{"id":"6996","name":"China Investment Information Services Limited","pos":7},{"id":"746","name":"IMC Asia Pacific Limited","pos":7},{"id":"2425","name":"Barclays Capital Asia Limited","pos":7},{"id":"5465","name":"Morgan Stanley Hong Kong Securities Limited","pos":7},{"id":"747","name":"IMC Asia Pacific Limited","pos":8},{"id":"2245","name":"Futu Securities International (Hong Kong) Limited","pos":8},{"id":"8033","name":"CLSA Limited","pos":8},{"id":"6036","name":"Flow Traders Hong Kong Limited","pos":8},{"id":"1049","name":"IMC Asia Pacific Limited","pos":9}],"brokerBidList":[{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":1},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":1},{"id":"1194","name":"Credit Suisse Securities (Hong Kong) Limited","pos":1},{"id":"1194","name":"Credit Suisse Securities (Hong Kong) Limited","pos":1},{"id":"1194","name":"Credit Suisse Securities (Hong Kong) Limited","pos":1},{"id":"3289","name":"Merrill Lynch Far East Limited","pos":1},{"id":"6999","name":"China Investment Information Services Limited","pos":1},{"id":"8465","name":"Futu Securities International (Hong Kong) Limited","pos":1},{"id":"5528","name":"Sun Hung Kai Investment Services Limited","pos":1},{"id":"8564","name":"ABN AMRO Clearing Hong Kong Limited","pos":1},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":1},{"id":"8564","name":"ABN AMRO Clearing Hong Kong Limited","pos":1},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":1},{"id":"1194","name":"Credit Suisse Securities (Hong Kong) Limited","pos":1},{"id":"6997","name":"China Investment Information Services Limited","pos":1},{"id":"2846","name":"Macquarie Capital Limited","pos":1},{"id":"6998","name":"China Investment Information Services Limited","pos":1},{"id":"6997","name":"China Investment Information Services Limited","pos":1},{"id":"2645","name":"Maven Asia (Hong Kong) Limited","pos":2},{"id":"8564","name":"ABN AMRO Clearing Hong Kong Limited","pos":2},{"id":"3609","name":"Orient Securities Limited","pos":2},{"id":"6699","name":"Interactive Brokers Hong Kong Limited","pos":2},{"id":"5339","name":"J.P. Morgan Broking (Hong Kong) Limited","pos":2},{"id":"8301","name":"Futu Securities International (Hong Kong) Limited","pos":2},{"id":"8308","name":"Futu Securities International (Hong Kong) Limited","pos":2},{"id":"6997","name":"China Investment Information Services Limited","pos":2},{"id":"4098","name":"Credit Suisse Securities (Hong Kong) Limited","pos":2},{"id":"1049","name":"IMC Asia Pacific Limited","pos":2},{"id":"8574","name":"HSBC Securities Brokers (Asia) Limited","pos":2},{"id":"5999","name":"China Innovation Market Service Company Limited","pos":3},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":3},{"id":"5998","name":"China Innovation Market Service Company Limited","pos":3},{"id":"8564","name":"ABN AMRO Clearing Hong Kong Limited","pos":3},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":3},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":3},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":3},{"id":"8564","name":"ABN AMRO Clearing Hong Kong Limited","pos":3},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":3}]}
BrokerTest { ... }
...
...
stop
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Tips
- This interface provides the function of continuously obtaining pushed data. If you need to obtain real-time data at one time, please refer to the Get Real-time Orderbook API.
- For the difference between get real-time data and real-time data callback, please refer to How to Get Real-time Quotes Through Subscription Interface.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# BrokerHandlerBase
on_recv_rsp(self, rsp_pb)
Description
Real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks. After receiving the real-time broker queue data push, it will call back to this function. You need to override on_recv_rsp in the derived class.
Parameters
Parameter Type Description rsp_pb Qot_UpdateBroker_pb2.Response This parameter does not need to be processed directly in the derived class.
Return
Field Type Description ret RET_CODE Interface result. data tuple If ret == RET_OK, broker queue data is returned. str If ret != RET_OK, error description is returned. Broker queue data format as follows:
Field Type Description stock_code str Stock code. bid_frame_table pd.DataFrame Data from bid. ask_frame_table pd.DataFrame Data from ask. - Bid_frame_table format as follows:
Field Type Description code str Stock code. name str Stock name. bid_broker_id int Bid broker ID. bid_broker_name str Bid broker name. bid_broker_pos int Broker level. order_id int Exchange order ID. - Not the order ID returned by the order interface.
- Only HK SF market quotes support returning this field.
order_volume int Order volume. Only HK SF market quotes support returning this field. - Ask_frame_table format as follows:
Field Type Description code str Stock code. name str Stock name. ask_broker_id int Ask Broker ID. ask_broker_name str Ask Broker name. ask_broker_pos int Broker level. order_id int Exchange order ID. - Not the order ID returned by the order interface.
- Only HK SF market quotes support returning this field.
order_volume int Order volume. Only HK SF market quotes support returning this field.
- Bid_frame_table format as follows:
Example
import time
from moomoo import *
class BrokerTest(BrokerHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, err_or_stock_code, data = super(BrokerTest, self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("BrokerTest: error, msg: {}".format(err_or_stock_code))
return RET_ERROR, data
print("BrokerTest: stock: {} data: {} ".format(err_or_stock_code, data)) # BrokerTest's own processing logic
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = BrokerTest()
quote_ctx.set_handler(handler) # Set real-time broker push callback
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.BROKER]) # Subscribe to the broker type, OpenD starts to receive continuous push from the server
if ret == RET_OK:
print(data)
else:
print('error:', data)
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
BrokerTest: stock: HK.00700 data: [ code name bid_broker_id bid_broker_name bid_broker_pos order_id order_volume
0 HK.00700 TENCENT 5338 J.P. Morgan Broking (Hong Kong) Limited 1 N/A N/A
.. ... ... ... ... ... ... ...
36 HK.00700 TENCENT 8305 Futu Securities International (Hong Kong) Limited 4 N/A N/A
[37 rows x 7 columns], code name ask_broker_id ask_broker_name ask_broker_pos order_id order_volume
0 HK.00700 TENCENT 1179 Huatai Financial Holdings (Hong Kong) Limited 1 N/A N/A
.. ... ... ... ... ... ... ...
39 HK.00700 TENCENT 6996 China Investment Information Services Limited 1 N/A N/A
[40 rows x 7 columns]]
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# Qot_UpdateBroker.proto
Description
Real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
3015
# UpdateBroker
virtual void OnReply_UpdateBroker(MMAPI_Conn client, QotUpdateBroker.Response rsp);
Description
Real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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_Broker)
.SetIsSubOrUnSub(true)
.SetIsRegOrUnRegPush(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 void OnReply_UpdateBroker(MMAPI_Conn client, uint nSerialNo, QotUpdateBroker.Response rsp)
{
Console.Write("Push: UpdateBroker: {0}\n", nSerialNo);
Console.Write("id: {0} , name: {1}\n", rsp.S2C.BrokerAskListList[0].Id, rsp.S2C.BrokerAskListList[0].Name);
}
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=6825611828715002257
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Push: UpdateBroker: 1
id: 696 , name: Futu Securities International (Hong Kong) Limited
...
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# updateBroker
void onPush_UpdateBroker(MMAPI_Conn client, QotUpdateBroker.Response rsp);
- Description
real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks.
- Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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_Broker_VALUE)
.setIsSubOrUnSub(true)
.setIsRegOrUnRegPush(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();
}
}
}
@Override
public void onPush_UpdateBroker(MMAPI_Conn client, QotUpdateBroker.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotUpdateBroker failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotUpdateBroker: %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
Receive QotUpdateBroker: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"brokerAskList": [{
"id": "3440",
"name": "Goldman Sachs (Asia) Securities Limited",
"pos": 1
}, ... {
"id": "141",
"name": "Haitong International Securities Company Limited",
"pos": 1
}],
"brokerBidList": [{
"id": "1450",
"name": "IMC Asia Pacific Limited",
"pos": 1
}, ... {
"id": "3440",
"name": "Goldman Sachs (Asia) Securities Limited",
"pos": 1
}]
}
}
Receive QotGetBroker: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"brokerAskList": [{
"id": "3440",
"name": "Goldman Sachs (Asia) Securities Limited",
"pos": 1
}, ... {
"id": "141",
"name": "Haitong International Securities Company Limited",
"pos": 1
}],
"brokerBidList": [{
"id": "1450",
"name": "IMC Asia Pacific Limited",
"pos": 1
}, ... {
"id": "3440",
"name": "Goldman Sachs (Asia) Securities Limited",
"pos": 1
}]
}
}
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# UpdateBroker
virtual void OnPush_UpdateBroker(const Qot_UpdateBroker::Response &stRsp) = 0;
Description
real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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_Broker);
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;
}
}
}
virtual void OnPush_UpdateBroker(const Qot_UpdateBroker::Response &stRsp) {
cout << "OnPush_UpdateBroker: " << 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;
};
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
OnPush_UpdateBroker:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"brokerAskList": [
{
"id": "5336",
"name": "J.P. Morgan Broking (Hong Kong) Limited",
"pos": 1
},
...
{
"id": "6996",
"name": "China Investment Information Services Limited",
"pos": 2
}
],
"brokerBidList": [
{
"id": "6100",
"name": "Guotai Junan Securities (Hong Kong) Limited",
"pos": 1
},
...
{
"id": "747",
"name": "IMC Asia Pacific Limited",
"pos": 3
}
]
}
}
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# UpdateBroker
OnPush(cmd,res)
Description
real-time broker queue callback, asynchronous processing of real-time broker queue push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 4; // Stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, return result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
function QotUpdateBroker(){
const { RetType } = Common
const { SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
const req = {
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_Broker ], // Subscribe to the broker type
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
};
websocket.Sub(req) // Subscribe to the broker type, OpenD starts to receive continuous push from the server
.then((res) => { })
.catch((error) => {
if ("retMsg" in error) {
console.log("error:", error.retMsg);
}
});
} else {
console.log("error", msg);
}
};
websocket.onPush = (cmd, res)=>{
if(mmCmdID.QotUpdateBroker.cmd == cmd){ // BrokerTest's own processing logic
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("BrokerTest", JSON.stringify(s2c));
} else {
console.log("BrokerTest: 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
BrokerTest {"security":{"market":1,"code":"00700"},"brokerAskList":[{"id":"6996","name":"China Investment Information Services Limited","pos":1},{"id":"8463","name":"Futu Securities International (Hong Kong) Limited","pos":1},{"id":"7389","name":"Citigroup Global Markets Asia Limited","pos":1},{"id":"6997","name":"China Investment Information Services Limited","pos":2},{"id":"1799","name":"Bright Smart Securities International (H.K.) Limited","pos":3},{"id":"1048","name":"IMC Asia Pacific Limited","pos":3},{"id":"8305","name":"Futu Securities International (Hong Kong) Limited","pos":3},{"id":"1978","name":"Hafoo Securities Limited","pos":4},{"id":"747","name":"IMC Asia Pacific Limited","pos":4},{"id":"8301","name":"Futu Securities International (Hong Kong) Limited","pos":4},{"id":"518","name":"Eclipse Options (HK) Limited","pos":4},{"id":"4978","name":"SG Securities (HK) Limited","pos":4},{"id":"6699","name":"Interactive Brokers Hong Kong Limited","pos":4},{"id":"746","name":"IMC Asia Pacific Limited","pos":5},{"id":"5467","name":"Morgan Stanley Hong Kong Securities Limited","pos":5},{"id":"518","name":"Eclipse Options (HK) Limited","pos":5},{"id":"5468","name":"Morgan Stanley Hong Kong Securities Limited","pos":5},{"id":"4978","name":"SG Securities (HK) Limited","pos":5},{"id":"1049","name":"IMC Asia Pacific Limited","pos":6},{"id":"4973","name":"SG Securities (HK) Limited","pos":6},{"id":"8020","name":"CLSA Limited","pos":6},{"id":"4978","name":"SG Securities (HK) Limited","pos":6},{"id":"518","name":"Eclipse Options (HK) Limited","pos":6},{"id":"6996","name":"China Investment Information Services Limited","pos":7},{"id":"746","name":"IMC Asia Pacific Limited","pos":7},{"id":"2425","name":"Barclays Capital Asia Limited","pos":7},{"id":"5465","name":"Morgan Stanley Hong Kong Securities Limited","pos":7},{"id":"747","name":"IMC Asia Pacific Limited","pos":8},{"id":"2245","name":"Futu Securities International (Hong Kong) Limited","pos":8},{"id":"8033","name":"CLSA Limited","pos":8},{"id":"6036","name":"Flow Traders Hong Kong Limited","pos":8},{"id":"1049","name":"IMC Asia Pacific Limited","pos":9}],"brokerBidList":[{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":1},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":1},{"id":"1194","name":"Credit Suisse Securities (Hong Kong) Limited","pos":1},{"id":"1194","name":"Credit Suisse Securities (Hong Kong) Limited","pos":1},{"id":"1194","name":"Credit Suisse Securities (Hong Kong) Limited","pos":1},{"id":"3289","name":"Merrill Lynch Far East Limited","pos":1},{"id":"6999","name":"China Investment Information Services Limited","pos":1},{"id":"8465","name":"Futu Securities International (Hong Kong) Limited","pos":1},{"id":"5528","name":"Sun Hung Kai Investment Services Limited","pos":1},{"id":"8564","name":"ABN AMRO Clearing Hong Kong Limited","pos":1},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":1},{"id":"8564","name":"ABN AMRO Clearing Hong Kong Limited","pos":1},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":1},{"id":"1194","name":"Credit Suisse Securities (Hong Kong) Limited","pos":1},{"id":"6997","name":"China Investment Information Services Limited","pos":1},{"id":"2846","name":"Macquarie Capital Limited","pos":1},{"id":"6998","name":"China Investment Information Services Limited","pos":1},{"id":"6997","name":"China Investment Information Services Limited","pos":1},{"id":"2645","name":"Maven Asia (Hong Kong) Limited","pos":2},{"id":"8564","name":"ABN AMRO Clearing Hong Kong Limited","pos":2},{"id":"3609","name":"Orient Securities Limited","pos":2},{"id":"6699","name":"Interactive Brokers Hong Kong Limited","pos":2},{"id":"5339","name":"J.P. Morgan Broking (Hong Kong) Limited","pos":2},{"id":"8301","name":"Futu Securities International (Hong Kong) Limited","pos":2},{"id":"8308","name":"Futu Securities International (Hong Kong) Limited","pos":2},{"id":"6997","name":"China Investment Information Services Limited","pos":2},{"id":"4098","name":"Credit Suisse Securities (Hong Kong) Limited","pos":2},{"id":"1049","name":"IMC Asia Pacific Limited","pos":2},{"id":"8574","name":"HSBC Securities Brokers (Asia) Limited","pos":2},{"id":"5999","name":"China Innovation Market Service Company Limited","pos":3},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":3},{"id":"5998","name":"China Innovation Market Service Company Limited","pos":3},{"id":"8564","name":"ABN AMRO Clearing Hong Kong Limited","pos":3},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":3},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":3},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":3},{"id":"8564","name":"ABN AMRO Clearing Hong Kong Limited","pos":3},{"id":"8565","name":"ABN AMRO Clearing Hong Kong Limited","pos":3}]}
BrokerTest { ... }
...
...
stop
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Tips
- This interface provides the function of continuously obtaining pushed data. If you need to obtain real-time data at one time, please refer to the Get Real-time Orderbook API.
- For the difference between get real-time data and real-time data callback, please refer to How to Get Real-time Quotes Through Subscription Interface.