# Real-time Candlestick Callback
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# CurKlineHandlerBase
on_recv_rsp(self, rsp_pb)
Description
Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks.
After receiving real-time candlestick 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_UpdateKL_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 pd.DataFrame If ret == RET_OK, IPO data is returned. str If ret != RET_OK, error description is returned. - IPO data format as follows:
Field Type Description code str Stock code. name str Stock name. time_key str Time. Format: yyyy-MM-dd HH:mm:ss
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.open float Open. close float Close. high float High. low float Low. volume int Volume. turnover float Turnover. pe_ratio float P/E ratio. turnover_rate float Turnover rate. This field is in decimal form, so 0.01 is equivalent to 1%.last_close float Yesterday's close. The close of the previous trading day. For efficiency reasons, the yesterday's close of the first data may be 0.k_type KLType Candlestick type.
- IPO data format as follows:
Example
import time
from futu import *
class CurKlineTest(CurKlineHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, data = super(CurKlineTest,self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("CurKlineTest: error, msg: %s"% data)
return RET_ERROR, data
print("CurKlineTest ", data) # CurKlineTest's own processing logic
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = CurKlineTest()
quote_ctx.set_handler(handler) # Set real-time candlestick callback
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.K_1M]) # Subscribe to the candlestick data 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
CurKlineTest code name time_key open close high low volume turnover k_type last_close
0 HK.00700 TENCENT 2023-07-19 16:00:00 332.6 333.0 333.0 332.4 1766300 588143620.0 K_1M 0.0
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# Qot_UpdateKL.proto
Description
Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks.
Parameters
message S2C
{
required int32 rehabType = 1; //Qot_Common.RehabType, adjustment type
required int32 klType = 2; //Qot_Common.KLType, candlestick type
required Qot_Common.Security security = 3; //Stock
optional string name = 5; // Stock name
repeated Qot_Common.KLine klList = 4; //Pushed candlestick data struct
}
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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Protocol ID
3007
# UpdateKL
virtual void OnReply_UpdateKL(FTAPI_Conn client, QotUpdateKL.Response rsp);
Description
Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks.
Parameters
message S2C
{
required int32 rehabType = 1; //Qot_Common.RehabType, adjustment type
required int32 klType = 2; //Qot_Common.KLType, candlestick type
required Qot_Common.Security security = 3; //Stock
optional string name = 5; // Stock name
repeated Qot_Common.KLine klList = 4; //Pushed candlestick data struct
}
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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- 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_KL_1Min)
.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_UpdateKL(FTAPI_Conn client, uint nSerialNo, QotUpdateKL.Response rsp)
{
Console.Write("Push: UpdateKL: {0}\n", nSerialNo);
Console.Write("closePrice: {0}\n", rsp.S2C.KlListList[0].ClosePrice);
}
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=6825346061843741897
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Push: UpdateKL: 1
closePrice: 490
...
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# updateKL
void onPush_UpdateKL(FTAPI_Conn client, QotUpdateKL.Response rsp);
Description
Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks.
Parameters
message S2C
{
required int32 rehabType = 1; //Qot_Common.RehabType, adjustment type
required int32 klType = 2; //Qot_Common.KLType, candlestick type
required Qot_Common.Security security = 3; //Stock
optional string name = 5; // Stock name
repeated Qot_Common.KLine klList = 4; //Pushed candlestick data struct
}
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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- 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_KL_1Min_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_UpdateKL(FTAPI_Conn client, QotUpdateKL.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotUpdateKL failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotUpdateKL: %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 QotUpdateKL: {
"retType": 0,
"s2c": {
"rehabType": 1,
"klType": 1,
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-06-25 10:02:00",
"isBlank": false,
"highPrice": 587.0,
"openPrice": 586.0,
"lowPrice": 586.0,
"closePrice": 586.5,
"lastClosePrice": 0.0,
"volume": "60600",
"turnover": 3.5556525E7,
"turnoverRate": 0.0,
"pe": 0.0,
"timestamp": 1.62458652E9
}]
}
}
Receive QotUpdateKL: {
"retType": 0,
"s2c": {
"rehabType": 1,
"klType": 1,
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-06-25 10:02:00",
"isBlank": false,
"highPrice": 587.0,
"openPrice": 586.0,
"lowPrice": 586.0,
"closePrice": 587.0,
"lastClosePrice": 0.0,
"volume": "60800",
"turnover": 3.5673925E7,
"turnoverRate": 0.0,
"pe": 0.0,
"timestamp": 1.62458652E9
}]
}
}
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# UpdateKL
virtual void OnPush_UpdateKL(const Qot_UpdateKL::Response &stRsp) = 0;
Description
Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks.
Parameters
message S2C
{
required int32 rehabType = 1; //Qot_Common.RehabType, adjustment type
required int32 klType = 2; //Qot_Common.KLType, candlestick type
required Qot_Common.Security security = 3; //Stock
optional string name = 5; // Stock name
repeated Qot_Common.KLine klList = 4; //Pushed candlestick data struct
}
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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- 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_KL_1Min);
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_UpdateKL(const Qot_UpdateKL::Response &stRsp) {
cout << "OnPush_UpdateKL: " << 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_UpdateKL:
{
"retType": 0,
"s2c": {
"rehabType": 1,
"klType": 1,
"security": {
"market": 1,
"code": "00700"
},
"klList": [
{
"time": "2021-06-09 15:40:00",
"isBlank": false,
"highPrice": 604,
"openPrice": 603.5,
"lowPrice": 603,
"closePrice": 603,
"lastClosePrice": 0,
"volume": "9700",
"turnover": 5853250,
"turnoverRate": 0,
"pe": 0,
"timestamp": 1623224400
}
]
}
}
OnPush_UpdateKL:
{
"retType": 0,
"s2c": {
"rehabType": 1,
"klType": 1,
"security": {
"market": 1,
"code": "00700"
},
"klList": [
{
"time": "2021-06-09 15:40:00",
"isBlank": false,
"highPrice": 604,
"openPrice": 603.5,
"lowPrice": 603,
"closePrice": 603,
"lastClosePrice": 0,
"volume": "9800",
"turnover": 5913575,
"turnoverRate": 0,
"pe": 0,
"timestamp": 1623224400
}
]
}
}
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# UpdateKL
OnPush(cmd,res)
Description
Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks.
Parameters
message S2C
{
required int32 rehabType = 1; //Qot_Common.RehabType, adjustment type
required int32 klType = 2; //Qot_Common.KLType, candlestick type
required Qot_Common.Security security = 3; //Stock
optional string name = 5; // Stock name
repeated Qot_Common.KLine klList = 4; //Pushed candlestick data struct
}
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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- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
function QotUpdateKL(){
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_KL_1Min ], // Subscribe to the candlestick data type
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
};
websocket.Sub(req) // Subscribe to the candlestick data 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.QotUpdateKL.cmd == cmd){ // CurKlineTest's own processing logic
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("CurKlineTest", JSON.stringify(s2c));
} else {
console.log("CurKlineTest: 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
CurKlineTest {"rehabType":1,"klType":1,"security":{"market":1,"code":"00700"},"klList":[{"time":"2021-09-09 16:00:00","isBlank":false,"highPrice":481.4,"openPrice":479.6,"lowPrice":479.6,"closePrice":480,"lastClosePrice":0,"volume":"5134400","turnover":2464740790,"turnoverRate":0,"pe":0,"timestamp":1631174400}]}
CurKlineTest { ... }
...
...
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 Candlestick 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.
- Options related candlestick data, only supports 1 day, 1 minute, 5 minutes, 15 minutes and 60 minutes.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# CurKlineHandlerBase
on_recv_rsp(self, rsp_pb)
Description
Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks.
After receiving real-time candlestick 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_UpdateKL_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 pd.DataFrame If ret == RET_OK, IPO data is returned. str If ret != RET_OK, error description is returned. - IPO data format as follows:
Field Type Description code str Stock code. name str Stock name. time_key str Time. Format: yyyy-MM-dd HH:mm:ss
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.open float Open. close float Close. high float High. low float Low. volume int Volume. turnover float Turnover. pe_ratio float P/E ratio. turnover_rate float Turnover rate. This field is in decimal form, so 0.01 is equivalent to 1%.last_close float Yesterday's close. The close of the previous trading day. For efficiency reasons, the yesterday's close of the first data may be 0.k_type KLType Candlestick type.
- IPO data format as follows:
Example
import time
from moomoo import *
class CurKlineTest(CurKlineHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, data = super(CurKlineTest,self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("CurKlineTest: error, msg: %s"% data)
return RET_ERROR, data
print("CurKlineTest ", data) # CurKlineTest's own processing logic
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = CurKlineTest()
quote_ctx.set_handler(handler) # Set real-time candlestick callback
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.K_1M]) # Subscribe to the candlestick data 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
CurKlineTest code name time_key open close high low volume turnover k_type last_close
0 HK.00700 TENCENT 2023-07-19 16:00:00 332.6 333.0 333.0 332.4 1766300 588143620.0 K_1M 0.0
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# Qot_UpdateKL.proto
Description
Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks.
Parameters
message S2C
{
required int32 rehabType = 1; //Qot_Common.RehabType, adjustment type
required int32 klType = 2; //Qot_Common.KLType, candlestick type
required Qot_Common.Security security = 3; //Stock
optional string name = 5; // Stock name
repeated Qot_Common.KLine klList = 4; //Pushed candlestick data struct
}
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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Protocol ID
3007
# UpdateKL
virtual void OnReply_UpdateKL(MMAPI_Conn client, QotUpdateKL.Response rsp);
Description
Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks.
Parameters
message S2C
{
required int32 rehabType = 1; //Qot_Common.RehabType, adjustment type
required int32 klType = 2; //Qot_Common.KLType, candlestick type
required Qot_Common.Security security = 3; //Stock
optional string name = 5; // Stock name
repeated Qot_Common.KLine klList = 4; //Pushed candlestick data struct
}
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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- 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_KL_1Min)
.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_UpdateKL(MMAPI_Conn client, uint nSerialNo, QotUpdateKL.Response rsp)
{
Console.Write("Push: UpdateKL: {0}\n", nSerialNo);
Console.Write("closePrice: {0}\n", rsp.S2C.KlListList[0].ClosePrice);
}
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=6825346061843741897
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Push: UpdateKL: 1
closePrice: 490
...
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# updateKL
void onPush_UpdateKL(MMAPI_Conn client, QotUpdateKL.Response rsp);
Description
Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks.
Parameters
message S2C
{
required int32 rehabType = 1; //Qot_Common.RehabType, adjustment type
required int32 klType = 2; //Qot_Common.KLType, candlestick type
required Qot_Common.Security security = 3; //Stock
optional string name = 5; // Stock name
repeated Qot_Common.KLine klList = 4; //Pushed candlestick data struct
}
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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- 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_KL_1Min_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_UpdateKL(MMAPI_Conn client, QotUpdateKL.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotUpdateKL failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotUpdateKL: %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 QotUpdateKL: {
"retType": 0,
"s2c": {
"rehabType": 1,
"klType": 1,
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-06-25 10:02:00",
"isBlank": false,
"highPrice": 587.0,
"openPrice": 586.0,
"lowPrice": 586.0,
"closePrice": 586.5,
"lastClosePrice": 0.0,
"volume": "60600",
"turnover": 3.5556525E7,
"turnoverRate": 0.0,
"pe": 0.0,
"timestamp": 1.62458652E9
}]
}
}
Receive QotUpdateKL: {
"retType": 0,
"s2c": {
"rehabType": 1,
"klType": 1,
"security": {
"market": 1,
"code": "00700"
},
"klList": [{
"time": "2021-06-25 10:02:00",
"isBlank": false,
"highPrice": 587.0,
"openPrice": 586.0,
"lowPrice": 586.0,
"closePrice": 587.0,
"lastClosePrice": 0.0,
"volume": "60800",
"turnover": 3.5673925E7,
"turnoverRate": 0.0,
"pe": 0.0,
"timestamp": 1.62458652E9
}]
}
}
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# UpdateKL
virtual void OnPush_UpdateKL(const Qot_UpdateKL::Response &stRsp) = 0;
Description
Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks.
Parameters
message S2C
{
required int32 rehabType = 1; //Qot_Common.RehabType, adjustment type
required int32 klType = 2; //Qot_Common.KLType, candlestick type
required Qot_Common.Security security = 3; //Stock
optional string name = 5; // Stock name
repeated Qot_Common.KLine klList = 4; //Pushed candlestick data struct
}
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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- 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_KL_1Min);
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_UpdateKL(const Qot_UpdateKL::Response &stRsp) {
cout << "OnPush_UpdateKL: " << 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_UpdateKL:
{
"retType": 0,
"s2c": {
"rehabType": 1,
"klType": 1,
"security": {
"market": 1,
"code": "00700"
},
"klList": [
{
"time": "2021-06-09 15:40:00",
"isBlank": false,
"highPrice": 604,
"openPrice": 603.5,
"lowPrice": 603,
"closePrice": 603,
"lastClosePrice": 0,
"volume": "9700",
"turnover": 5853250,
"turnoverRate": 0,
"pe": 0,
"timestamp": 1623224400
}
]
}
}
OnPush_UpdateKL:
{
"retType": 0,
"s2c": {
"rehabType": 1,
"klType": 1,
"security": {
"market": 1,
"code": "00700"
},
"klList": [
{
"time": "2021-06-09 15:40:00",
"isBlank": false,
"highPrice": 604,
"openPrice": 603.5,
"lowPrice": 603,
"closePrice": 603,
"lastClosePrice": 0,
"volume": "9800",
"turnover": 5913575,
"turnoverRate": 0,
"pe": 0,
"timestamp": 1623224400
}
]
}
}
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# UpdateKL
OnPush(cmd,res)
Description
Real-time candlestick callback, asynchronous processing of real-time candlestick push for subscribed stocks.
Parameters
message S2C
{
required int32 rehabType = 1; //Qot_Common.RehabType, adjustment type
required int32 klType = 2; //Qot_Common.KLType, candlestick type
required Qot_Common.Security security = 3; //Stock
optional string name = 5; // Stock name
repeated Qot_Common.KLine klList = 4; //Pushed candlestick data struct
}
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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- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
function QotUpdateKL(){
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_KL_1Min ], // Subscribe to the candlestick data type
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
};
websocket.Sub(req) // Subscribe to the candlestick data 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.QotUpdateKL.cmd == cmd){ // CurKlineTest's own processing logic
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("CurKlineTest", JSON.stringify(s2c));
} else {
console.log("CurKlineTest: 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
CurKlineTest {"rehabType":1,"klType":1,"security":{"market":1,"code":"00700"},"klList":[{"time":"2021-09-09 16:00:00","isBlank":false,"highPrice":481.4,"openPrice":479.6,"lowPrice":479.6,"closePrice":480,"lastClosePrice":0,"volume":"5134400","turnover":2464740790,"turnoverRate":0,"pe":0,"timestamp":1631174400}]}
CurKlineTest { ... }
...
...
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 Candlestick 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.
- Options related candlestick data, only supports 1 day, 1 minute, 5 minutes, 15 minutes and 60 minutes.