# Real-time Time Frame Callback
- Python
- Proto
- C#
- Java
- C++
- JavaScript
on_recv_rsp(self, rsp_pb)
Description
Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks. After receiving the real-time Time Frame 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_UpdateRT_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, Time Frame data is returned. str If ret != RET_OK, error description is returned. - Time Frame data format as follows:
Field Type Description code str Stock code. name str Stock name. time str Time. 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.is_blank bool Data status. False: normal data.
True: forged data.opened_mins int How many minutes have passed from 0 o'clock. cur_price float Current price. last_close float Yesterday's close. avg_price float Average price. For options, this field is None.volume float Volume. turnover float Transaction amount.
- Time Frame data format as follows:
Example
import time
from futu import *
class RTDataTest(RTDataHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, data = super(RTDataTest, self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("RTDataTest: error, msg: %s"% data)
return RET_ERROR, data
print("RTDataTest ", data) # RTDataTest's own processing logic
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = RTDataTest()
quote_ctx.set_handler(handler) # Set real-time Time Frame push callback
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.RT_DATA]) # Subscribe to the Time Frame type, OpenD starts to continuously receive pushes 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
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
- Output
RTDataTest code name time is_blank opened_mins cur_price last_close avg_price turnover volume
0 HK.00700 TENCENT 2023-07-19 16:00:00 False 960 333.0 336.4 330.400642 588143620.0 1766300
1
2
2
# Qot_UpdateRT.proto
Description
Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Pushed Time Frame 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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
Protocol ID
3009
virtual void OnReply_UpdateRT(FTAPI_Conn client, QotUpdateRT.Response rsp);
Description
Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Pushed Time Frame 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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
- 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_RT)
.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_UpdateRT(FTAPI_Conn client, uint nSerialNo, QotUpdateRT.Response rsp)
{
Console.Write("Push: UpdateRT: {0}\n", nSerialNo);
Console.Write("price: {0}\n", rsp.S2C.RtListList[0].Price);
}
public static void Main(String[] args) {
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
- Output
Qot onInitConnect: ret=0 desc= connID=6825406853696994420
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Push: UpdateRT: 6
price: 490
...
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
void onPush_UpdateRT(FTAPI_Conn client, QotUpdateRT.Response rsp);
Description
Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Pushed Time Frame 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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
- 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_RT_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_UpdateRT(FTAPI_Conn client, QotUpdateRT.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotUpdateRT failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotUpdateRT: %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) {
}
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
- Output
Receive QotUpdateRT: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [{
"time": "2021-06-25 10:22:00",
"minute": 622,
"isBlank": false,
"price": 587.5,
"lastClosePrice": 583.0,
"avgPrice": 587.0746400046605,
"volume": "21100",
"turnover": 1.2402E7,
"timestamp": 1.62458772E9
}]
}
}
Receive QotUpdateRT: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [{
"time": "2021-06-25 10:22:00",
"minute": 622,
"isBlank": false,
"price": 587.5,
"lastClosePrice": 583.5,
"avgPrice": 587.0746400046610,
"volume": "16300",
"turnover": 1.2402E7,
"timestamp": 1.62458772E9
}]
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
virtual void OnPush_UpdateRT(const Qot_UpdateRT::Response &stRsp) = 0;
Description
Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Pushed Time Frame 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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
- 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_RT);
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_UpdateRT(const Qot_UpdateRT::Response &stRsp) {
cout << "OnPush_UpdateRT: " << 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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
OnPush_UpdateRT:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [
{
"time": "2021-06-09 15:41:00",
"minute": 941,
"isBlank": false,
"price": 602.5,
"lastClosePrice": 601,
"avgPrice": 602.074756891773,
"volume": "12700",
"turnover": 7652950,
"timestamp": 1623224460
}
]
}
}
OnPush_UpdateRT:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [
{
"time": "2021-06-09 15:41:00",
"minute": 941,
"isBlank": false,
"price": 603,
"lastClosePrice": 601,
"avgPrice": 602.07498717395617,
"volume": "14200",
"turnover": 8557450,
"timestamp": 1623224460
}
]
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
OnPush(cmd,res)
Description
Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Pushed Time Frame 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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
function QotUpdateRT(){
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_RT ], // Subscribe to the Time Frame type
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
};
websocket.Sub(req) // Subscribe to the Time Frame type, OpenD starts to continuously receive pushes 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.QotUpdateRT.cmd == cmd){ // RTDataTest's own processing logic
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("RTDataTest", JSON.stringify(s2c));
} else {
console.log("RTDataTest: 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
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
- Output
RTDataTest {"security":{"market":1,"code":"00700"},"rtList":[{"time":"2021-09-09 16:00:00","minute":960,"isBlank":false,"price":480,"lastClosePrice":524.5,"avgPrice":493.8398248240191,"volume":"5134400","turnover":2464740790,"timestamp":1631174400}]}
RTDataTest { ... }
...
...
stop
1
2
3
4
5
2
3
4
5
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 Time Frame Data 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
on_recv_rsp(self, rsp_pb)
Description
Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks. After receiving the real-time Time Frame 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_UpdateRT_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, Time Frame data is returned. str If ret != RET_OK, error description is returned. - Time Frame data format as follows:
Field Type Description code str Stock code. name str Stock name. time str Time. 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.is_blank bool Data status. False: normal data.
True: forged data.opened_mins int How many minutes have passed from 0 o'clock. cur_price float Current price. last_close float Yesterday's close. avg_price float Average price. For options, this field is None.volume float Volume. turnover float Transaction amount.
- Time Frame data format as follows:
Example
import time
from moomoo import *
class RTDataTest(RTDataHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, data = super(RTDataTest, self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("RTDataTest: error, msg: %s"% data)
return RET_ERROR, data
print("RTDataTest ", data) # RTDataTest's own processing logic
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = RTDataTest()
quote_ctx.set_handler(handler) # Set real-time Time Frame push callback
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.RT_DATA]) # Subscribe to the Time Frame type, OpenD starts to continuously receive pushes 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
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
- Output
RTDataTest code name time is_blank opened_mins cur_price last_close avg_price turnover volume
0 HK.00700 TENCENT 2023-07-19 16:00:00 False 960 333.0 336.4 330.400642 588143620.0 1766300
1
2
2
# Qot_UpdateRT.proto
Description
Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Pushed Time Frame 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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
Protocol ID
3009
virtual void OnReply_UpdateRT(MMAPI_Conn client, QotUpdateRT.Response rsp);
Description
Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Pushed Time Frame 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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
- 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_RT)
.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_UpdateRT(MMAPI_Conn client, uint nSerialNo, QotUpdateRT.Response rsp)
{
Console.Write("Push: UpdateRT: {0}\n", nSerialNo);
Console.Write("price: {0}\n", rsp.S2C.RtListList[0].Price);
}
public static void Main(String[] args) {
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
- Output
Qot onInitConnect: ret=0 desc= connID=6825406853696994420
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Push: UpdateRT: 6
price: 490
...
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
void onPush_UpdateRT(MMAPI_Conn client, QotUpdateRT.Response rsp);
Description
Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Pushed Time Frame 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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
- 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_RT_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_UpdateRT(MMAPI_Conn client, QotUpdateRT.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotUpdateRT failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotUpdateRT: %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) {
}
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
- Output
Receive QotUpdateRT: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [{
"time": "2021-06-25 10:22:00",
"minute": 622,
"isBlank": false,
"price": 587.5,
"lastClosePrice": 583.0,
"avgPrice": 587.0746400046605,
"volume": "21100",
"turnover": 1.2402E7,
"timestamp": 1.62458772E9
}]
}
}
Receive QotUpdateRT: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [{
"time": "2021-06-25 10:22:00",
"minute": 622,
"isBlank": false,
"price": 587.5,
"lastClosePrice": 583.5,
"avgPrice": 587.0746400046610,
"volume": "16300",
"turnover": 1.2402E7,
"timestamp": 1.62458772E9
}]
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
virtual void OnPush_UpdateRT(const Qot_UpdateRT::Response &stRsp) = 0;
Description
Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Pushed Time Frame 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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
- 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_RT);
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_UpdateRT(const Qot_UpdateRT::Response &stRsp) {
cout << "OnPush_UpdateRT: " << 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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
OnPush_UpdateRT:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [
{
"time": "2021-06-09 15:41:00",
"minute": 941,
"isBlank": false,
"price": 602.5,
"lastClosePrice": 601,
"avgPrice": 602.074756891773,
"volume": "12700",
"turnover": 7652950,
"timestamp": 1623224460
}
]
}
}
OnPush_UpdateRT:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"rtList": [
{
"time": "2021-06-09 15:41:00",
"minute": 941,
"isBlank": false,
"price": 603,
"lastClosePrice": 601,
"avgPrice": 602.07498717395617,
"volume": "14200",
"turnover": 8557450,
"timestamp": 1623224460
}
]
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
OnPush(cmd,res)
Description
Real-time Time Frame callback, asynchronous processing of real-time Time Frame push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Stock name
repeated Qot_Common.TimeShare rtList = 2; //Pushed Time Frame 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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
function QotUpdateRT(){
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_RT ], // Subscribe to the Time Frame type
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
};
websocket.Sub(req) // Subscribe to the Time Frame type, OpenD starts to continuously receive pushes 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.QotUpdateRT.cmd == cmd){ // RTDataTest's own processing logic
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("RTDataTest", JSON.stringify(s2c));
} else {
console.log("RTDataTest: 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
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
- Output
RTDataTest {"security":{"market":1,"code":"00700"},"rtList":[{"time":"2021-09-09 16:00:00","minute":960,"isBlank":false,"price":480,"lastClosePrice":524.5,"avgPrice":493.8398248240191,"volume":"5134400","turnover":2464740790,"timestamp":1631174400}]}
RTDataTest { ... }
...
...
stop
1
2
3
4
5
2
3
4
5
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 Time Frame Data 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.