# Query the Maximum Quantity that Can be Bought or Sold
- Python
- Proto
- C#
- Java
- C++
- JavaScript
acctradinginfo_query(order_type, code, price, order_id=None, adjust_limit=0, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, session=Session.NONE)
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Cash account request options are not supported.
Parameters
Parameter Type Description order_type OrderType Order type. code str Security code. If it is a future main code, it will be automatically converted to the corresponding actual contract code.price float Quotation. - Accuracy to 3 decimal places for securities account, and the excess part will be discarded.
- Accuracy to 9 decimal places for futures account, and the excess part will be discarded.
order_id str Order ID. - The default is None, and the query is the maximum quantity that can be bought or sold of the new order.
- If you want to modify order, the order number must be sent. At this time, when calculating, the maximum quantity that can be changed for this order will be returned.
- If you use this parameter to query the maximum changeable quantity of an order, you need to call this interface more than 0.5 seconds after the order is placed.
adjust_limit float Price adjustment range. OpenD will automatically adjust the incoming price to the legal price.(Futures will ignore this parameter.)- A positive number represents an upward adjustment, and a negative number represents a downward adjustment.
- For example: 0.015 means upward adjustment and the amplitude does not exceed 1.5%; -0.01 means downward adjustment and the amplitude does not exceed 1%. The default 0 means no adjustment.
trd_env TrdEnv Trading environment. acc_id int Trading account ID. - When acc_id is 0, the account specified by acc_index is chosen.
- When acc_id is set the ID number (not 0), the account specified by acc_id is chosen.
- Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.
acc_index int The account number in the trading account list. The default is 0, which means the first trading account.session Session US stocks Trading Session Applied to US stocks, RTH, ETH, OVERNIGHT, ALL can be allowed.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, account list is returned. str If ret != RET_OK, error description is returned. - Account list format as follows:
Field Type Description max_cash_buy float Buy on cash. - Maximum quantity that can be bought in cash.
- The unit of options is "contract".
- Futures accounts are not applicable.
max_cash_and_margin_buy float Buy on margin. - Maximum quantity that can be bought on margin.
- The unit of options is "contract".
- Futures accounts are not applicable.
max_position_sell float Sell on position. - Maximum quantity can be sold.
- The unit of options is "contract".
max_sell_short float Short sell. - Maximum quantity can be shorted.
- The unit of options is "contract".
- Futures accounts are not applicable.
max_buy_back float Short positions. - Buyback required quantity to close a position. When holding short positions, you must first buy back the short positions before you can continue to buy long.
- The unit of options and futures is "contract".
long_required_im float Initial margin change when buying one contract of an asset. - Currently only futures and options apply.
- No position: Returns the initial margin needed to buy one contract (a positive value).
- Long position: Returns the initial margin required to buy one contract (a positive value).
- Short position: Returns the initial margin released for buying back one contract (a negative value).
short_required_im float Initial margin change when selling one contract of an asset. - Currently only futures and options apply.
- No position: Returns the initial margin needed to short one contract (a positive value).
- Long position: Returns the initial margin released for selling one contract (a negative value).
- Short position: Returns the initial margin needed to short one contract (a positive value).
session Session Order session (Only applied to US stocks)
- Account list format as follows:
Example
from futu import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.acctradinginfo_query(order_type=OrderType.NORMAL, code='HK.00700', price=400)
if ret == RET_OK:
print(data)
print(data['max_cash_and_margin_buy'][0]) # Get maximum quantity that can be bought on margin
else:
print('acctradinginfo_query error: ', data)
trd_ctx.close() # Close the current connection
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- Output
max_cash_buy max_cash_and_margin_buy max_position_sell max_sell_short max_buy_back long_required_im short_required_im session
0 0.0 1500.0 0.0 0.0 0.0 N/A N/A N/A
1500.0
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# Trd_GetMaxTrdQtys.proto
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
optional int32 session = 18; //US Stock session, see Common.Session enumeration definition
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
Protocol ID
2111
uint GetMaxTrdQtys(TrdGetMaxTrdQtys.Request req);
virtual void OnReply_GetMaxTrdQtys(FTAPI_Conn client, uint nSerialNo, TrdGetMaxTrdQtys.Response rsp);
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
optional int32 session = 18; //US Stock session, see Common.Session enumeration definition
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- Example
public class Program : FTSPI_Trd, FTSPI_Conn {
FTAPI_Trd trd = new FTAPI_Trd();
public Program() {
trd.SetClientInfo("csharp", 1); //Set client information
trd.SetConnCallback(this); //Set connection callback
trd.SetTrdCallback(this); //Set transaction callback
}
public void Start() {
trd.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Trd onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder()
.SetAccID(281756457888247915L)
.SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdGetMaxTrdQtys.C2S c2s = TrdGetMaxTrdQtys.C2S.CreateBuilder()
.SetHeader(header)
.SetOrderType((int)TrdCommon.OrderType.OrderType_Normal)
.SetCode("00700")
.SetPrice(520)
.SetSecMarket(TrdCommon.TrdSecMarket.TrdSecMarket_HK)
.Build();
TrdGetMaxTrdQtys.Request req = TrdGetMaxTrdQtys.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetMaxTrdQtys(req);
Console.Write("Send TrdGetMaxTrdQtys: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_GetMaxTrdQtys(FTAPI_Conn client, uint nSerialNo, TrdGetMaxTrdQtys.Response rsp)
{
Console.Write("Reply: TrdGetMaxTrdQtys: {0} \n", nSerialNo);
Console.Write("accID: {0}\n", rsp.S2C.Header.AccID);
}
public static void Main(String[] args) {
FTAPI.Init();
Program trd = new Program();
trd.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Trd onInitConnect: ret=0 desc= connID=6826812678028044696
Send TrdGetMaxTrdQtys: 3
Reply: TrdGetMaxTrdQtys: 3
accID: 281756457888247915
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int getMaxTrdQtys(TrdGetMaxTrdQtys.Request req);
void onReply_GetMaxTrdQtys(FTAPI_Conn client, int nSerialNo, TrdGetMaxTrdQtys.Response rsp);
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
optional int32 session = 18; //US Stock session, see Common.Session enumeration definition
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- Example
public class TrdDemo implements FTSPI_Trd, FTSPI_Conn {
FTAPI_Conn_Trd trd = new FTAPI_Conn_Trd();
public TrdDemo() {
trd.setClientInfo("javaclient", 1); //Set client information
trd.setConnSpi(this); //Set connection callback
trd.setTrdSpi(this); //Set transaction callback
}
public void start() {
trd.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Trd onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.newBuilder()
.setAccID(281756457888247915L)
.setTrdEnv(TrdCommon.TrdEnv.TrdEnv_Real_VALUE)
.setTrdMarket(TrdCommon.TrdMarket.TrdMarket_HK_VALUE)
.build();
TrdGetMaxTrdQtys.C2S c2s = TrdGetMaxTrdQtys.C2S.newBuilder()
.setHeader(header)
.setOrderType(TrdCommon.OrderType.OrderType_Normal_VALUE)
.setCode("00700")
.setPrice(520)
.setSecMarket(TrdCommon.TrdSecMarket.TrdSecMarket_HK_VALUE)
.build();
TrdGetMaxTrdQtys.Request req = TrdGetMaxTrdQtys.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.getMaxTrdQtys(req);
System.out.printf("Send TrdGetMaxTrdQtys: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetMaxTrdQtys(FTAPI_Conn client, int nSerialNo, TrdGetMaxTrdQtys.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdGetMaxTrdQtys failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdGetMaxTrdQtys: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
TrdDemo trd = new TrdDemo();
trd.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send TrdGetMaxTrdQtys: 2
Receive TrdGetMaxTrdQtys: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756457888247915",
"trdMarket": 1
},
"maxTrdQtys": {
"maxCashBuy": 0.0,
"maxCashAndMarginBuy": 1400.0,
"maxPositionSell": 0.0,
"maxSellShort": 0.0,
"maxBuyBack": 0.0
}
}
}
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Futu::u32_t GetMaxTrdQtys(const Trd_GetMaxTrdQtys::Request &stReq);
virtual void OnReply_GetMaxTrdQtys(Futu::u32_t nSerialNo, const Trd_GetMaxTrdQtys::Response &stRsp) = 0;
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
optional int32 session = 18; //US Stock session, see Common.Session enumeration definition
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:
Program() {
m_pTrdApi = FTAPI::CreateTrdApi();
m_pTrdApi->RegisterTrdSpi(this);
m_pTrdApi->RegisterConnSpi(this);
}
~Program() {
if (m_pTrdApi != nullptr)
{
m_pTrdApi->UnregisterTrdSpi();
m_pTrdApi->UnregisterConnSpi();
FTAPI::ReleaseTrdApi(m_pTrdApi);
m_pTrdApi = nullptr;
}
}
void Start() {
m_pTrdApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// construct request message
Trd_GetMaxTrdQtys::Request req;
Trd_GetMaxTrdQtys::C2S *c2s = req.mutable_c2s();
Trd_Common::TrdHeader *header = c2s->mutable_header();
header->set_accid(3637840);
header->set_trdenv(0);
header->set_trdmarket(1);
c2s->set_ordertype(1);
c2s->set_code("00700");
c2s->set_price(520);
c2s->set_secmarket(Trd_Common::TrdMarket::TrdMarket_HK);
m_GetMaxTrdQtysSerialNo = m_pTrdApi->GetMaxTrdQtys(req);
cout << "Request GetMaxTrdQtys SerialNo: " << m_GetMaxTrdQtysSerialNo << endl;
}
virtual void OnReply_GetMaxTrdQtys(Futu::u32_t nSerialNo, const Trd_GetMaxTrdQtys::Response &stRsp){
if(nSerialNo == m_GetMaxTrdQtysSerialNo)
{
cout << "OnReply_GetMaxTrdQtys SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Trd *m_pTrdApi;
Futu::u32_t m_GetMaxTrdQtysSerialNo;
};
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 GetMaxTrdQtys SerialNo: 4
OnReply_GetMaxTrdQtys SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"maxTrdQtys": {
"maxCashBuy": 1500,
"maxCashAndMarginBuy": 1500,
"maxPositionSell": 300
}
}
}
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GetMaxTrdQtys(req);
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
optional int32 session = 18; //US Stock session, see Common.Session enumeration definition
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common, Trd_Common } from "futu-api/proto";
import beautify from "js-beautify";
function TrdGetMaxTrdQtys(){
const { RetType } = Common
const { TrdEnv, OrderType, TrdMarket } = Trd_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
websocket.GetAccList({
c2s: {
userID: 0,
},
}).then((res) => {
let { retType, s2c: { accList } } = res
if(retType == RetType.RetType_Succeed){
let acc = accList.filter((item)=>{
return item.trdEnv == TrdEnv.TrdEnv_Simulate && item.trdMarketAuthList.some((auth)=>{ return auth == TrdMarket.TrdMarket_HK})
})[0]; // The sample takes the first HK paper trading environment account
const req = {
c2s: {
header: {
trdEnv: acc.trdEnv,
accID: acc.accID,
trdMarket: TrdMarket.TrdMarket_HK,
},
orderType: OrderType.OrderType_Normal,
code: "00700", // The code in the market corresponding to the specified account
price: 100,
secMarket: TrdSecMarket.TrdSecMarket_HK,
},
};
websocket.GetMaxTrdQtys(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetMaxTrdQtys: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
}
})
.catch((error) => {
console.log("GetAccList error:", error);
});
} else {
console.log("error", msg);
}
};
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
GetMaxTrdQtys: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 0,
"accID": "6684972",
"trdMarket": 1
},
"maxTrdQtys": {
"maxCashBuy": 1300,
"maxCashAndMarginBuy": 1300,
"maxPositionSell": 1900
}
}
stop
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Interface Limitations
- A maximum of 10 requests per 30 seconds under a single account ID (acc_id).
Tips
- The cash account does not support trading derivatives, so it is unsupported to query options through the cash account.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
acctradinginfo_query(order_type, code, price, order_id=None, adjust_limit=0, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, session=Session.NONE)
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Cash account request options are not supported.
Parameters
Parameter Type Description order_type OrderType Order type. code str Security code. If it is a future main code, it will be automatically converted to the corresponding actual contract code.price float Quotation. - Accuracy to 3 decimal places for securities account, and the excess part will be discarded.
- Accuracy to 9 decimal places for futures account, and the excess part will be discarded.
order_id str Order ID. - The default is None, and the query is the maximum quantity that can be bought or sold of the new order.
- If you want to modify order, the order number must be sent. At this time, when calculating, the maximum quantity that can be changed for this order will be returned.
- If you use this parameter to query the maximum changeable quantity of an order, you need to call this interface more than 0.5 seconds after the order is placed.
adjust_limit float Price adjustment range. OpenD will automatically adjust the incoming price to the legal price.(Futures will ignore this parameter.)- A positive number represents an upward adjustment, and a negative number represents a downward adjustment.
- For example: 0.015 means upward adjustment and the amplitude does not exceed 1.5%; -0.01 means downward adjustment and the amplitude does not exceed 1%. The default 0 means no adjustment.
trd_env TrdEnv Trading environment. acc_id int Trading account ID. - When acc_id is 0, the account specified by acc_index is chosen.
- When acc_id is set the ID number (not 0), the account specified by acc_id is chosen.
- Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.
acc_index int The account number in the trading account list. The default is 0, which means the first trading account.session Session US stocks Trading Session Applied to US stocks, RTH, ETH, OVERNIGHT, ALL can be allowed.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, account list is returned. str If ret != RET_OK, error description is returned. - Account list format as follows:
Field Type Description max_cash_buy float Buy on cash. - Maximum quantity that can be bought in cash.
- The unit of options is "contract".
- Futures accounts are not applicable.
max_cash_and_margin_buy float Buy on margin. - Maximum quantity that can be bought on margin.
- The unit of options is "contract".
- Futures accounts are not applicable.
max_position_sell float Sell on position. - Maximum quantity can be sold.
- The unit of options is "contract".
max_sell_short float Short sell. - Maximum quantity can be shorted.
- The unit of options is "contract".
- Futures accounts are not applicable.
max_buy_back float Short positions. - Buyback required quantity to close a position. When holding short positions, you must first buy back the short positions before you can continue to buy long.
- The unit of options and futures is "contract".
long_required_im float Initial margin change when buying one contract of an asset. - Currently only futures and options apply.
- No position: Returns the initial margin needed to buy one contract (a positive value).
- Long position: Returns the initial margin required to buy one contract (a positive value).
- Short position: Returns the initial margin released for buying back one contract (a negative value).
short_required_im float Initial margin change when selling one contract of an asset. - Currently only futures and options apply.
- No position: Returns the initial margin needed to short one contract (a positive value).
- Long position: Returns the initial margin released for selling one contract (a negative value).
- Short position: Returns the initial margin needed to short one contract (a positive value).
session Session Order session (Only applied to US stocks)
- Account list format as follows:
Example
from moomoo import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.acctradinginfo_query(order_type=OrderType.NORMAL, code='HK.00700', price=400)
if ret == RET_OK:
print(data)
print(data['max_cash_and_margin_buy'][0]) # Get maximum quantity that can be bought on margin
else:
print('acctradinginfo_query error: ', data)
trd_ctx.close() # Close the current connection
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- Output
max_cash_buy max_cash_and_margin_buy max_position_sell max_sell_short max_buy_back long_required_im short_required_im session
0 0.0 1500.0 0.0 0.0 0.0 N/A N/A N/A
1500.0
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# Trd_GetMaxTrdQtys.proto
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
optional int32 session = 18; //US Stock session, see Common.Session enumeration definition
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
Protocol ID
2111
uint GetMaxTrdQtys(TrdGetMaxTrdQtys.Request req);
virtual void OnReply_GetMaxTrdQtys(MMAPI_Conn client, uint nSerialNo, TrdGetMaxTrdQtys.Response rsp);
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
optional int32 session = 18; //US Stock session, see Common.Session enumeration definition
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- Example
public class Program : MMSPI_Trd, MMSPI_Conn {
MMAPI_Trd trd = new MMAPI_Trd();
public Program() {
trd.SetClientInfo("csharp", 1); //Set client information
trd.SetConnCallback(this); //Set connection callback
trd.SetTrdCallback(this); //Set transaction callback
}
public void Start() {
trd.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Trd onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder()
.SetAccID(281756457888247915L)
.SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdGetMaxTrdQtys.C2S c2s = TrdGetMaxTrdQtys.C2S.CreateBuilder()
.SetHeader(header)
.SetOrderType((int)TrdCommon.OrderType.OrderType_Normal)
.SetCode("00700")
.SetPrice(520)
.SetSecMarket(TrdCommon.TrdSecMarket.TrdSecMarket_HK)
.Build();
TrdGetMaxTrdQtys.Request req = TrdGetMaxTrdQtys.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetMaxTrdQtys(req);
Console.Write("Send TrdGetMaxTrdQtys: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_GetMaxTrdQtys(MMAPI_Conn client, uint nSerialNo, TrdGetMaxTrdQtys.Response rsp)
{
Console.Write("Reply: TrdGetMaxTrdQtys: {0} \n", nSerialNo);
Console.Write("accID: {0}\n", rsp.S2C.Header.AccID);
}
public static void Main(String[] args) {
MMAPI.Init();
Program trd = new Program();
trd.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Trd onInitConnect: ret=0 desc= connID=6826812678028044696
Send TrdGetMaxTrdQtys: 3
Reply: TrdGetMaxTrdQtys: 3
accID: 281756457888247915
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int getMaxTrdQtys(TrdGetMaxTrdQtys.Request req);
void onReply_GetMaxTrdQtys(MMAPI_Conn client, int nSerialNo, TrdGetMaxTrdQtys.Response rsp);
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
optional int32 session = 18; //US Stock session, see Common.Session enumeration definition
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- Example
public class TrdDemo implements MMSPI_Trd, MMSPI_Conn {
MMAPI_Conn_Trd trd = new MMAPI_Conn_Trd();
public TrdDemo() {
trd.setClientInfo("javaclient", 1); //Set client information
trd.setConnSpi(this); //Set connection callback
trd.setTrdSpi(this); //Set transaction callback
}
public void start() {
trd.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Trd onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.newBuilder()
.setAccID(281756457888247915L)
.setTrdEnv(TrdCommon.TrdEnv.TrdEnv_Real_VALUE)
.setTrdMarket(TrdCommon.TrdMarket.TrdMarket_HK_VALUE)
.build();
TrdGetMaxTrdQtys.C2S c2s = TrdGetMaxTrdQtys.C2S.newBuilder()
.setHeader(header)
.setOrderType(TrdCommon.OrderType.OrderType_Normal_VALUE)
.setCode("00700")
.setPrice(520)
.setSecMarket(TrdCommon.TrdSecMarket.TrdSecMarket_HK_VALUE)
.build();
TrdGetMaxTrdQtys.Request req = TrdGetMaxTrdQtys.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.getMaxTrdQtys(req);
System.out.printf("Send TrdGetMaxTrdQtys: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetMaxTrdQtys(MMAPI_Conn client, int nSerialNo, TrdGetMaxTrdQtys.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdGetMaxTrdQtys failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdGetMaxTrdQtys: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
TrdDemo trd = new TrdDemo();
trd.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send TrdGetMaxTrdQtys: 2
Receive TrdGetMaxTrdQtys: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756457888247915",
"trdMarket": 1
},
"maxTrdQtys": {
"maxCashBuy": 0.0,
"maxCashAndMarginBuy": 1400.0,
"maxPositionSell": 0.0,
"maxSellShort": 0.0,
"maxBuyBack": 0.0
}
}
}
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moomoo::u32_t GetMaxTrdQtys(const Trd_GetMaxTrdQtys::Request &stReq);
virtual void OnReply_GetMaxTrdQtys(moomoo::u32_t nSerialNo, const Trd_GetMaxTrdQtys::Response &stRsp) = 0;
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
optional int32 session = 18; //US Stock session, see Common.Session enumeration definition
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn
{
public:
Program() {
m_pTrdApi = MMAPI::CreateTrdApi();
m_pTrdApi->RegisterTrdSpi(this);
m_pTrdApi->RegisterConnSpi(this);
}
~Program() {
if (m_pTrdApi != nullptr)
{
m_pTrdApi->UnregisterTrdSpi();
m_pTrdApi->UnregisterConnSpi();
MMAPI::ReleaseTrdApi(m_pTrdApi);
m_pTrdApi = nullptr;
}
}
void Start() {
m_pTrdApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// construct request message
Trd_GetMaxTrdQtys::Request req;
Trd_GetMaxTrdQtys::C2S *c2s = req.mutable_c2s();
Trd_Common::TrdHeader *header = c2s->mutable_header();
header->set_accid(3637840);
header->set_trdenv(0);
header->set_trdmarket(1);
c2s->set_ordertype(1);
c2s->set_code("00700");
c2s->set_price(520);
c2s->set_secmarket(Trd_Common::TrdMarket::TrdMarket_HK);
m_GetMaxTrdQtysSerialNo = m_pTrdApi->GetMaxTrdQtys(req);
cout << "Request GetMaxTrdQtys SerialNo: " << m_GetMaxTrdQtysSerialNo << endl;
}
virtual void OnReply_GetMaxTrdQtys(moomoo::u32_t nSerialNo, const Trd_GetMaxTrdQtys::Response &stRsp){
if(nSerialNo == m_GetMaxTrdQtysSerialNo)
{
cout << "OnReply_GetMaxTrdQtys SerialNo: " << nSerialNo << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
MMAPI_Trd *m_pTrdApi;
moomoo::u32_t m_GetMaxTrdQtysSerialNo;
};
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 GetMaxTrdQtys SerialNo: 4
OnReply_GetMaxTrdQtys SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"maxTrdQtys": {
"maxCashBuy": 1500,
"maxCashAndMarginBuy": 1500,
"maxPositionSell": 300
}
}
}
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GetMaxTrdQtys(req);
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
optional int32 session = 18; //US Stock session, see Common.Session enumeration definition
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common, Trd_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function TrdGetMaxTrdQtys(){
const { RetType } = Common
const { TrdEnv, OrderType, TrdMarket } = Trd_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
websocket.GetAccList({
c2s: {
userID: 0,
},
}).then((res) => {
let { retType, s2c: { accList } } = res
if(retType == RetType.RetType_Succeed){
let acc = accList.filter((item)=>{
return item.trdEnv == TrdEnv.TrdEnv_Simulate && item.trdMarketAuthList.some((auth)=>{ return auth == TrdMarket.TrdMarket_HK})
})[0]; // The sample takes the first HK paper trading environment account
const req = {
c2s: {
header: {
trdEnv: acc.trdEnv,
accID: acc.accID,
trdMarket: TrdMarket.TrdMarket_HK,
},
orderType: OrderType.OrderType_Normal,
code: "00700", // The code in the market corresponding to the specified account
price: 100,
secMarket: TrdSecMarket.TrdSecMarket_HK,
},
};
websocket.GetMaxTrdQtys(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetMaxTrdQtys: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
}
})
.catch((error) => {
console.log("GetAccList error:", error);
});
} else {
console.log("error", msg);
}
};
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
GetMaxTrdQtys: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 0,
"accID": "6684972",
"trdMarket": 1
},
"maxTrdQtys": {
"maxCashBuy": 1300,
"maxCashAndMarginBuy": 1300,
"maxPositionSell": 1900
}
}
stop
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Interface Limitations
- A maximum of 10 requests per 30 seconds under a single account ID (acc_id).
Tips
- The cash account does not support trading derivatives, so it is unsupported to query options through the cash account.
- Maximum quantity that can be bought for futures should be calculated by yourself. The formula is floor(Max buying power/Initial margin change when buying one contract of an asset). Max buying power is from Get Account Funds.