# Real-time Tick-by-Tick Callback
- Python
- Proto
- C#
- Java
- C++
- JavaScript
on_recv_rsp(self, rsp_pb)
Description
Real-time callback, asynchronously processing the real-time push of subscribed stocks. After receiving real-time 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_UpdateTicker_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, tick-by-tick data is returned. str If ret != RET_OK, error description is returned. - Tick-by-tick data format as follows:
Field Type Description code str Stock code. name str Stock name. sequence int Sequence number. time str Transaction time. Format: yyyy-MM-dd HH:mm:ss:xxx
The default of HK stock market and A-share market is Beijing time, while that of US stock market is US Eastern time.price float Transaction price. volume int Volume. sharesturnover float Transaction amount. ticker_direction TickerDirect Tick-By-Tick direction. type TickerType Tick-By-Tick type. push_data_type PushDataType Source of data.
- Tick-by-tick data format as follows:
Example
import time
from futu import *
class TickerTest(TickerHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, data = super(TickerTest,self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("TickerTest: error, msg: %s"% data)
return RET_ERROR, data
print("TickerTest ", data) # TickerTest's own processing logic
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = TickerTest()
quote_ctx.set_handler(handler) # Set real-time push callback
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.TICKER]) # Subscribe to the type by transaction, 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
TickerTest code name time price volume turnover ticker_direction sequence type push_data_type
0 HK.00700 TENCENT 2023-07-19 16:08:12 333.0 1667000 555111000.0 NEUTRAL 7257438563422200985 AUCTION CACHE
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# Qot_UpdateTicker.proto
Description
Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Security name
repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick 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
3011
virtual void OnReply_UpdateTicker(FTAPI_Conn client, QotUpdateTicker.Response rsp);
Description
Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Security name
repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick 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 StaTicker() {
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_Ticker)
.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_UpdateTicker(FTAPI_Conn client, uint nSerialNo, QotUpdateTicker.Response rsp)
{
Console.Write("Push: UpdateTicker: {0}\n", nSerialNo);
Console.Write("price: {0}\n", rsp.S2C.TickerListList[0].Price);
}
public static void Main(String[] args) {
FTAPI.Init();
Program qot = new Program();
qot.StaTicker();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6825408105210218283
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Push: UpdateTicker: 8
price: 490
...
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void onPush_UpdateTicker(FTAPI_Conn client, QotUpdateTicker.Response rsp);
Description
Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Security name
repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick 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 staTicker() {
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_Ticker_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_UpdateTicker(FTAPI_Conn client, QotUpdateTicker.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotUpdateTicker failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotUpdateTicker: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
QotDemo qot = new QotDemo();
qot.staTicker();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Receive QotUpdateTicker: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [{
"time": "2021-06-25 10:33:47",
"sequence": "6977554163425089259",
"dir": 1,
"price": 587.5,
"volume": "1000",
"turnover": 587500.0,
"recvTime": 0.0,
"type": 1,
"typeSign": 32,
"pushDataType": 3,
"timestamp": 1.624588427E9
}]
}
}
Receive QotUpdateTicker: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [{
"time": "2021-06-25 10:33:48",
"sequence": "6977554167720056556",
"dir": 2,
"price": 587.0,
"volume": "100",
"turnover": 58700.0,
"recvTime": 1.624588428173763E9,
"type": 1,
"typeSign": 32,
"pushDataType": 1,
"timestamp": 1.624588428E9
}]
}
}
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virtual void OnPush_UpdateTicker(const Qot_UpdateTicker::Response &stRsp) = 0;
Description
Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Security name
repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick 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_Ticker);
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_UpdateTicker(const Qot_UpdateTicker::Response &stRsp) {
cout << "OnPush_UpdateTicker: " << 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_UpdateTicker:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [
{
"time": "2021-06-09 15:41:09",
"sequence": "6971696008421975107",
"dir": 3,
"price": 602.75,
"volume": "100",
"turnover": 60275,
"recvTime": 0,
"type": 5,
"typeSign": 88,
"pushDataType": 3,
"timestamp": 1623224469
}
]
}
}
OnPush_UpdateTicker:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [
{
"time": "2021-06-09 15:41:18",
"sequence": "6971696047076680773",
"dir": 1,
"price": 603,
"volume": "5200",
"turnover": 3135600,
"recvTime": 1623224478.538995,
"type": 1,
"typeSign": 32,
"pushDataType": 1,
"timestamp": 1623224478
}
]
}
}
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OnPush(cmd,res)
Description
Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Security name
repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick 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 QotUpdateTicker(){
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_Ticker ], // Subscribe to the type by transaction
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
};
websocket.Sub(req) // Subscribe to the type by transaction, 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.QotUpdateTicker.cmd == cmd){ // TickerTest's own processing logic
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("TickerTest", JSON.stringify(s2c));
} else {
console.log("TickerTest: 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
TickerTest {"security":{"market":1,"code":"00700"},"tickerList":[{"time":"2021-09-09 16:08:12","sequence":"7005842815196387657","dir":3,"price":480,"volume":"4561200","turnover":2189376000,"recvTime":0,"type":7,"typeSign":85,"pushDataType":3,"timestamp":1631174892}]}
TickerTest { ... }
...
...
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 Tick-By-Tick 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.
- After the market connection is reconnected, during the disconnected period of OpenD pulls, the nearest (up to 50) Tick-By-Tick data is pushed, which can be distinguished by the Tick-By-Tick push type field
- Python
- Proto
- C#
- Java
- C++
- JavaScript
on_recv_rsp(self, rsp_pb)
Description
Real-time callback, asynchronously processing the real-time push of subscribed stocks. After receiving real-time 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_UpdateTicker_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, tick-by-tick data is returned. str If ret != RET_OK, error description is returned. - Tick-by-tick data format as follows:
Field Type Description code str Stock code. name str Stock name. sequence int Sequence number. time str Transaction 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.price float Transaction price. volume int Volume. sharesturnover float Transaction amount. ticker_direction TickerDirect Tick-By-Tick direction. type TickerType Tick-By-Tick type. push_data_type PushDataType Source of data.
- Tick-by-tick data format as follows:
Example
import time
from moomoo import *
class TickerTest(TickerHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, data = super(TickerTest,self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("TickerTest: error, msg: %s"% data)
return RET_ERROR, data
print("TickerTest ", data) # TickerTest's own processing logic
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = TickerTest()
quote_ctx.set_handler(handler) # Set real-time push callback
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.TICKER]) # Subscribe to the type by transaction, 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
TickerTest code name time price volume turnover ticker_direction sequence type push_data_type
0 HK.00700 TENCENT 2023-07-19 16:08:12 333.0 1667000 555111000.0 NEUTRAL 7257438563422200985 AUCTION CACHE
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# Qot_UpdateTicker.proto
Description
Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Security name
repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick 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
3011
virtual void OnReply_UpdateTicker(MMAPI_Conn client, QotUpdateTicker.Response rsp);
Description
Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Security name
repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick 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 StaTicker() {
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_Ticker)
.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_UpdateTicker(MMAPI_Conn client, uint nSerialNo, QotUpdateTicker.Response rsp)
{
Console.Write("Push: UpdateTicker: {0}\n", nSerialNo);
Console.Write("price: {0}\n", rsp.S2C.TickerListList[0].Price);
}
public static void Main(String[] args) {
MMAPI.Init();
Program qot = new Program();
qot.StaTicker();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6825408105210218283
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Push: UpdateTicker: 8
price: 490
...
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void onPush_UpdateTicker(MMAPI_Conn client, QotUpdateTicker.Response rsp);
Description
Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Security name
repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick 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 staTicker() {
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_Ticker_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_UpdateTicker(MMAPI_Conn client, QotUpdateTicker.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotUpdateTicker failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotUpdateTicker: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.staTicker();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Receive QotUpdateTicker: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [{
"time": "2021-06-25 10:33:47",
"sequence": "6977554163425089259",
"dir": 1,
"price": 587.5,
"volume": "1000",
"turnover": 587500.0,
"recvTime": 0.0,
"type": 1,
"typeSign": 32,
"pushDataType": 3,
"timestamp": 1.624588427E9
}]
}
}
Receive QotUpdateTicker: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [{
"time": "2021-06-25 10:33:48",
"sequence": "6977554167720056556",
"dir": 2,
"price": 587.0,
"volume": "100",
"turnover": 58700.0,
"recvTime": 1.624588428173763E9,
"type": 1,
"typeSign": 32,
"pushDataType": 1,
"timestamp": 1.624588428E9
}]
}
}
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virtual void OnPush_UpdateTicker(const Qot_UpdateTicker::Response &stRsp) = 0;
Description
Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Security name
repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick 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_Ticker);
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_UpdateTicker(const Qot_UpdateTicker::Response &stRsp) {
cout << "OnPush_UpdateTicker: " << 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_UpdateTicker:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [
{
"time": "2021-06-09 15:41:09",
"sequence": "6971696008421975107",
"dir": 3,
"price": 602.75,
"volume": "100",
"turnover": 60275,
"recvTime": 0,
"type": 5,
"typeSign": 88,
"pushDataType": 3,
"timestamp": 1623224469
}
]
}
}
OnPush_UpdateTicker:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [
{
"time": "2021-06-09 15:41:18",
"sequence": "6971696047076680773",
"dir": 1,
"price": 603,
"volume": "5200",
"turnover": 3135600,
"recvTime": 1623224478.538995,
"type": 1,
"typeSign": 32,
"pushDataType": 1,
"timestamp": 1623224478
}
]
}
}
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OnPush(cmd,res)
Description
Real-time callback, asynchronously processing the real-time push of subscribed stocks.
Parameters
message S2C
{
required Qot_Common.Security security = 1; //Security
optional string name = 3; //Security name
repeated Qot_Common.Ticker tickerList = 2; //Pushed tick-by-tick 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 QotUpdateTicker(){
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_Ticker ], // Subscribe to the type by transaction
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
};
websocket.Sub(req) // Subscribe to the type by transaction, 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.QotUpdateTicker.cmd == cmd){ // TickerTest's own processing logic
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("TickerTest", JSON.stringify(s2c));
} else {
console.log("TickerTest: 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
TickerTest {"security":{"market":1,"code":"00700"},"tickerList":[{"time":"2021-09-09 16:08:12","sequence":"7005842815196387657","dir":3,"price":480,"volume":"4561200","turnover":2189376000,"recvTime":0,"type":7,"typeSign":85,"pushDataType":3,"timestamp":1631174892}]}
TickerTest { ... }
...
...
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 Tick-By-Tick 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.
- After the market connection is reconnected, during the disconnected period of OpenD pulls, the nearest (up to 50) Tick-By-Tick data is pushed, which can be distinguished by the Tick-By-Tick push type field