# Get open Orders
- Python
- Proto
- C#
- Java
- C++
- JavaScript
order_list_query(order_id="", status_filter_list=[], code='', start='', end='', trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, refresh_cache=False)
Description
Query the open order list of the specified trading account
Parameters
Parameter Type Description order_id str Order id. If specified, only return data for the specified order.
No filtering by default, return all.status_filter_list list Order status filter conditions. Only return data for the specified order.
No filtering by default, return all.
Data type of elements in the list is OrderStatus.code str Security symbol. Only return orders whose related security symbols correspond to these codes.
If this parameter is not passed, return all.start str Start time. In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format.
For time zone of futures, please refer to OpenD Configuration.end str End time. In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format.
For time zone of futures, please refer to OpenD Configuration.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.refresh_cache bool Whether to refresh the cache. - True: Re-request data from the Futu server immediately, without using the OpenD cache. At this time, it will be restricted by the interface frequency limit.
- False: Use OpenD's cache (The cache needs to be refreshed if it is not updated in rare circumstances.)
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, order list is returned. str If ret != RET_OK, error description is returned. - Order list format as follows:
Field Type Description trd_side TrdSide Trading direction. order_type OrderType Order type. order_status OrderStatus Order status. order_id str Order ID. code str Security code. stock_name str Security name. qty float Order quantity. Option futures unit is "Contract"price float Order price. 3 decimal place accuracy, excess part will be rounded.currency Currency Transaction currency. create_time str Create time. For time zone of futures, please refer to OpenD Configuration.updated_time str Last update time. For time zone of futures, please refer to OpenD Configuration.
The unit of option futures is "Contract"dealt_qty float Deal quantity Option futures unit is "Contract"dealt_avg_price float Average deal price. No precision limitlast_err_msg str The last error description. If there is an error, the cause of the last error will be returned.
If there is no error, an empty string will be returned.remark str Identification of remarks when placing an order. Refer to remark in the place_order interface parameters for details.time_in_force TimeInForce Valid period. fill_outside_rth bool Whether pre-market and after-hours are needed. For HK pre-opening market and US pre/post-market.
True: need.
False: not need.aux_price float Traget price. trail_type TrailType Trailing type. trail_value float Trailing amount/ratio. trail_spread float Specify spread.
- Order 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.order_list_query()
if ret == RET_OK:
print(data)
if data.shape[0] > 0: # If the order list is not empty
print(data['order_id'][0]) # Get the first order ID of the order list today
print(data['order_id'].values.tolist()) # Convert to list
else:
print('order_list_query error: ', data)
trd_ctx.close()
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- Output
code stock_name trd_side order_type order_status order_id qty price create_time updated_time dealt_qty dealt_avg_price last_err_msg remark time_in_force fill_outside_rth aux_price trail_type trail_value trail_spread currency
0 HK.00700 BUY NORMAL CANCELLED_ALL 6644468615272262086 100.0 520.0 2021-09-06 10:17:52.465 2021-09-07 16:10:22.806 0.0 0.0 asdfg+=@@@ GTC N/A 560 N/A N/A N/A HKD
6644468615272262086
['6644468615272262086']
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# Trd_GetOrderList.proto
Description
Query the open order list of the specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
optional bool refreshCache = 4; //Refresh the data cached by OpenD immediately, it is not filled by default. True gets the latest data from the server to update the cache and returns. If this field is flase or blank, it returns the data cached by OpenD, and will not request the server.
//Under normal circumstances, the cached data of OpenD is in sync with server, so there is no need to force an update. It's faster to use the local cached data, and will not cause any pressure on server.
//If you encounter packet loss, etc., the cached data may be inconsistent with the server. If the user finds that the data is not the latest, they can set this flag to true to update the cache and get latest data.
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order status enumeration, refer to OrderStatus
- For filter condition structure, refer to TrdFilterConditions
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //Order list
}
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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Protocol ID
2201
uint GetOrderList(TrdGetOrderList.Request req);
virtual void OnReply_GetOrderList(FTAPI_Conn client, uint nSerialNo, TrdGetOrderList.Response rsp);
Description
Query the open order list of the specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
optional bool refreshCache = 4; //Refresh the data cached by OpenD immediately, it is not filled by default. True gets the latest data from the server to update the cache and returns. If this field is flase or blank, it returns the data cached by OpenD, and will not request the server.
//Under normal circumstances, the cached data of OpenD is in sync with server, so there is no need to force an update. It's faster to use the local cached data, and will not cause any pressure on server.
//If you encounter packet loss, etc., the cached data may be inconsistent with the server. If the user finds that the data is not the latest, they can set this flag to true to update the cache and get latest data.
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order status enumeration, refer to OrderStatus
- For filter condition structure, refer to TrdFilterConditions
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //Order list
}
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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- 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();
TrdGetOrderList.C2S c2s = TrdGetOrderList.C2S.CreateBuilder()
.SetHeader(header)
.Build();
TrdGetOrderList.Request req = TrdGetOrderList.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetOrderList(req);
Console.Write("Send TrdGetOrderList: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_GetOrderList(FTAPI_Conn client, uint nSerialNo, TrdGetOrderList.Response rsp)
{
Console.Write("Reply: TrdGetOrderList: {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=6827793030286254504
Send TrdGetOrderList: 3
Reply: TrdGetOrderList: 3
accID: 281756457888247915
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int getOrderList(TrdGetOrderList.Request req);
void onReply_GetOrderList(FTAPI_Conn client, int nSerialNo, TrdGetOrderList.Response rsp);
Description
Query the open order list of the specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
optional bool refreshCache = 4; //Refresh the data cached by OpenD immediately, it is not filled by default. True gets the latest data from the server to update the cache and returns. If this field is flase or blank, it returns the data cached by OpenD, and will not request the server.
//Under normal circumstances, the cached data of OpenD is in sync with server, so there is no need to force an update. It's faster to use the local cached data, and will not cause any pressure on server.
//If you encounter packet loss, etc., the cached data may be inconsistent with the server. If the user finds that the data is not the latest, they can set this flag to true to update the cache and get latest data.
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order status enumeration, refer to OrderStatus
- For filter condition structure, refer to TrdFilterConditions
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //Order list
}
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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- 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();
TrdGetOrderList.C2S c2s = TrdGetOrderList.C2S.newBuilder()
.setHeader(header)
.build();
TrdGetOrderList.Request req = TrdGetOrderList.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.getOrderList(req);
System.out.printf("Send TrdGetOrderList: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOrderList(FTAPI_Conn client, int nSerialNo, TrdGetOrderList.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdGetOrderList failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdGetOrderList: %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 TrdGetOrderList: 2
Receive TrdGetOrderList: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3450309",
"trdMarket": 1
},
"orderList": [{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "5185261023022402893",
"orderIDEx": "2691191",
"code": "00700",
"name": "Tencent",
"qty": 100.0,
"price": 594.0,
"createTime": "2021-06-25 11:38:30",
"updateTime": "2021-06-25 11:38:30",
"fillQty": 100.0,
"fillAvgPrice": 594.0,
"secMarket": 1,
"createTimestamp": 1.62459231E9,
"updateTimestamp": 1.62459231E9,
"remark": "",
"timeInForce": 0
}]
}
}
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Futu::u32_t GetOrderList(const Trd_GetOrderList::Request &stReq);
virtual void OnReply_GetOrderList(Futu::u32_t nSerialNo, const Trd_GetOrderList::Response &stRsp) = 0;
Description
Query the open order list of the specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
optional bool refreshCache = 4; //Refresh the data cached by OpenD immediately, it is not filled by default. True gets the latest data from the server to update the cache and returns. If this field is flase or blank, it returns the data cached by OpenD, and will not request the server.
//Under normal circumstances, the cached data of OpenD is in sync with server, so there is no need to force an update. It's faster to use the local cached data, and will not cause any pressure on server.
//If you encounter packet loss, etc., the cached data may be inconsistent with the server. If the user finds that the data is not the latest, they can set this flag to true to update the cache and get latest data.
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order status enumeration, refer to OrderStatus
- For filter condition structure, refer to TrdFilterConditions
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //Order list
}
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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- 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_GetOrderList::Request req;
Trd_GetOrderList::C2S *c2s = req.mutable_c2s();
Trd_Common::TrdHeader *header = c2s->mutable_header();
header->set_accid(3637840);
header->set_trdenv(0);
header->set_trdmarket(1);
auto filterStatusList = c2s->mutable_filterstatuslist();
filterStatusList->Add(Trd_Common::OrderStatus::OrderStatus_Filled_All);
m_GetOrderListSerialNo = m_pTrdApi->GetOrderList(req);
cout << "Request GetOrderList SerialNo: " << m_GetOrderListSerialNo << endl;
}
virtual void OnReply_GetOrderList(Futu::u32_t nSerialNo, const Trd_GetOrderList::Response &stRsp){
if(nSerialNo == m_GetOrderListSerialNo)
{
cout << "OnReply_GetOrderList 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_GetOrderListSerialNo;
};
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 GetOrderList SerialNo: 4
OnReply_GetOrderList SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
}
}
}
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GetOrderList(req);
Description
Query the open order list of the specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
optional bool refreshCache = 4; //Refresh the data cached by OpenD immediately, it is not filled by default. True gets the latest data from the server to update the cache and returns. If this field is flase or blank, it returns the data cached by OpenD, and will not request the server.
//Under normal circumstances, the cached data of OpenD is in sync with server, so there is no need to force an update. It's faster to use the local cached data, and will not cause any pressure on server.
//If you encounter packet loss, etc., the cached data may be inconsistent with the server. If the user finds that the data is not the latest, they can set this flag to true to update the cache and get latest data.
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order status enumeration, refer to OrderStatus
- For filter condition structure, refer to TrdFilterConditions
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //Order list
}
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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- 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 TrdGetOrderList(){
const { RetType } = Common
const { TrdEnv, TrdMarket } = Trd_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, 'ec16fde057a2e7a0'];
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,
},
},
};
websocket.GetOrderList(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetOrderList: 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
GetOrderList: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 0,
"accID": "6684972",
"trdMarket": 1
},
"orderList": [{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "3425188649181383443",
"orderIDEx": "2509214",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-14 11:41:49",
"updateTime": "2021-09-14 11:41:52",
"fillQty": 100,
"fillAvgPrice": 478.2,
"secMarket": 1,
"createTimestamp": 1631590909,
"updateTimestamp": 1631590912,
"remark": "",
"timeInForce": 0
}]
}
stop
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Interface Limitations
- A maximum of 10 requests per 30 seconds
- It will be restricted by the frequency limit for this interface only when the cache is refreshed
Tips
- Open orders are arranged in chronological order: earlier orders return first, followed by later orders.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
order_list_query(order_id="", status_filter_list=[], code='', start='', end='', trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, refresh_cache=False)
Description
Query the open order list of the specified trading account
Parameters
Parameter Type Description order_id str Order id. If specified, only return data for the specified order.
No filtering by default, return all.status_filter_list list Order status filter conditions. Only return data for the specified order.
No filtering by default, return all.
Data type of elements in the list is OrderStatus.code str Security symbol. Only return orders whose related security symbols correspond to these codes.
If this parameter is not passed, return all.start str Start time. In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format.
For time zone of futures, please refer to OpenD Configuration.end str End time. In strict accordance with YYYY-MM-DD HH:MM:SS or YYYY-MM-DD HH:MM:SS.MS format.
For time zone of futures, please refer to OpenD Configuration.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.refresh_cache bool Whether to refresh the cache. - True: Re-request data from the Futu server immediately, without using the OpenD cache. At this time, it will be restricted by the interface frequency limit.
- False: Use OpenD's cache (The cache needs to be refreshed if it is not updated in rare circumstances.)
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, order list is returned. str If ret != RET_OK, error description is returned. - Order list format as follows:
Field Type Description trd_side TrdSide Trading direction. order_type OrderType Order type. order_status OrderStatus Order status. order_id str Order ID. code str Security code. stock_name str Security name. qty float Order quantity. Option futures unit is "Contract"price float Order price. 3 decimal place accuracy, excess part will be rounded.currency Currency Transaction currency. create_time str Create time. For time zone of futures, please refer to OpenD Configuration.updated_time str Last update time. For time zone of futures, please refer to OpenD Configuration.
The unit of option futures is "Contract"dealt_qty float Deal quantity Option futures unit is "Contract"dealt_avg_price float Average deal price. No precision limitlast_err_msg str The last error description. If there is an error, the cause of the last error will be returned.
If there is no error, an empty string will be returned.remark str Identification of remarks when placing an order. Refer to remark in the place_order interface parameters for details.time_in_force TimeInForce Valid period. fill_outside_rth bool Whether pre-market and after-hours are needed. For HK pre-opening market and US pre/post-market.
True: need.
False: not need.aux_price float Traget price. trail_type TrailType Trailing type. trail_value float Trailing amount/ratio. trail_spread float Specify spread.
- Order 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.order_list_query()
if ret == RET_OK:
print(data)
if data.shape[0] > 0: # If the order list is not empty
print(data['order_id'][0]) # Get the first order ID of the order list today
print(data['order_id'].values.tolist()) # Convert to list
else:
print('order_list_query error: ', data)
trd_ctx.close()
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- Output
code stock_name trd_side order_type order_status order_id qty price create_time updated_time dealt_qty dealt_avg_price last_err_msg remark time_in_force fill_outside_rth aux_price trail_type trail_value trail_spread currency
0 HK.00700 BUY NORMAL CANCELLED_ALL 6644468615272262086 100.0 520.0 2021-09-06 10:17:52.465 2021-09-07 16:10:22.806 0.0 0.0 asdfg+=@@@ GTC N/A 560 N/A N/A N/A HKD
6644468615272262086
['6644468615272262086']
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# Trd_GetOrderList.proto
Description
Query the open order list of the specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
optional bool refreshCache = 4; //Refresh the data cached by OpenD immediately, it is not filled by default. True gets the latest data from the server to update the cache and returns. If this field is flase or blank, it returns the data cached by OpenD, and will not request the server.
//Under normal circumstances, the cached data of OpenD is in sync with server, so there is no need to force an update. It's faster to use the local cached data, and will not cause any pressure on server.
//If you encounter packet loss, etc., the cached data may be inconsistent with the server. If the user finds that the data is not the latest, they can set this flag to true to update the cache and get latest data.
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order status enumeration, refer to OrderStatus
- For filter condition structure, refer to TrdFilterConditions
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //Order list
}
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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Protocol ID
2201
uint GetOrderList(TrdGetOrderList.Request req);
virtual void OnReply_GetOrderList(MMAPI_Conn client, uint nSerialNo, TrdGetOrderList.Response rsp);
Description
Query the open order list of the specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
optional bool refreshCache = 4; //Refresh the data cached by OpenD immediately, it is not filled by default. True gets the latest data from the server to update the cache and returns. If this field is flase or blank, it returns the data cached by OpenD, and will not request the server.
//Under normal circumstances, the cached data of OpenD is in sync with server, so there is no need to force an update. It's faster to use the local cached data, and will not cause any pressure on server.
//If you encounter packet loss, etc., the cached data may be inconsistent with the server. If the user finds that the data is not the latest, they can set this flag to true to update the cache and get latest data.
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order status enumeration, refer to OrderStatus
- For filter condition structure, refer to TrdFilterConditions
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //Order list
}
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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- 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();
TrdGetOrderList.C2S c2s = TrdGetOrderList.C2S.CreateBuilder()
.SetHeader(header)
.Build();
TrdGetOrderList.Request req = TrdGetOrderList.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetOrderList(req);
Console.Write("Send TrdGetOrderList: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_GetOrderList(MMAPI_Conn client, uint nSerialNo, TrdGetOrderList.Response rsp)
{
Console.Write("Reply: TrdGetOrderList: {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=6827793030286254504
Send TrdGetOrderList: 3
Reply: TrdGetOrderList: 3
accID: 281756457888247915
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int getOrderList(TrdGetOrderList.Request req);
void onReply_GetOrderList(MMAPI_Conn client, int nSerialNo, TrdGetOrderList.Response rsp);
Description
Query the open order list of the specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
optional bool refreshCache = 4; //Refresh the data cached by OpenD immediately, it is not filled by default. True gets the latest data from the server to update the cache and returns. If this field is flase or blank, it returns the data cached by OpenD, and will not request the server.
//Under normal circumstances, the cached data of OpenD is in sync with server, so there is no need to force an update. It's faster to use the local cached data, and will not cause any pressure on server.
//If you encounter packet loss, etc., the cached data may be inconsistent with the server. If the user finds that the data is not the latest, they can set this flag to true to update the cache and get latest data.
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order status enumeration, refer to OrderStatus
- For filter condition structure, refer to TrdFilterConditions
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //Order list
}
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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- 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();
TrdGetOrderList.C2S c2s = TrdGetOrderList.C2S.newBuilder()
.setHeader(header)
.build();
TrdGetOrderList.Request req = TrdGetOrderList.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.getOrderList(req);
System.out.printf("Send TrdGetOrderList: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOrderList(MMAPI_Conn client, int nSerialNo, TrdGetOrderList.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdGetOrderList failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdGetOrderList: %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 TrdGetOrderList: 2
Receive TrdGetOrderList: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3450309",
"trdMarket": 1
},
"orderList": [{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "5185261023022402893",
"orderIDEx": "2691191",
"code": "00700",
"name": "Tencent",
"qty": 100.0,
"price": 594.0,
"createTime": "2021-06-25 11:38:30",
"updateTime": "2021-06-25 11:38:30",
"fillQty": 100.0,
"fillAvgPrice": 594.0,
"secMarket": 1,
"createTimestamp": 1.62459231E9,
"updateTimestamp": 1.62459231E9,
"remark": "",
"timeInForce": 0
}]
}
}
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moomoo::u32_t GetOrderList(const Trd_GetOrderList::Request &stReq);
virtual void OnReply_GetOrderList(moomoo::u32_t nSerialNo, const Trd_GetOrderList::Response &stRsp) = 0;
Description
Query the open order list of the specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
optional bool refreshCache = 4; //Refresh the data cached by OpenD immediately, it is not filled by default. True gets the latest data from the server to update the cache and returns. If this field is flase or blank, it returns the data cached by OpenD, and will not request the server.
//Under normal circumstances, the cached data of OpenD is in sync with server, so there is no need to force an update. It's faster to use the local cached data, and will not cause any pressure on server.
//If you encounter packet loss, etc., the cached data may be inconsistent with the server. If the user finds that the data is not the latest, they can set this flag to true to update the cache and get latest data.
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order status enumeration, refer to OrderStatus
- For filter condition structure, refer to TrdFilterConditions
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //Order list
}
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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- 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_GetOrderList::Request req;
Trd_GetOrderList::C2S *c2s = req.mutable_c2s();
Trd_Common::TrdHeader *header = c2s->mutable_header();
header->set_accid(3637840);
header->set_trdenv(0);
header->set_trdmarket(1);
auto filterStatusList = c2s->mutable_filterstatuslist();
filterStatusList->Add(Trd_Common::OrderStatus::OrderStatus_Filled_All);
m_GetOrderListSerialNo = m_pTrdApi->GetOrderList(req);
cout << "Request GetOrderList SerialNo: " << m_GetOrderListSerialNo << endl;
}
virtual void OnReply_GetOrderList(moomoo::u32_t nSerialNo, const Trd_GetOrderList::Response &stRsp){
if(nSerialNo == m_GetOrderListSerialNo)
{
cout << "OnReply_GetOrderList 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_GetOrderListSerialNo;
};
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 GetOrderList SerialNo: 4
OnReply_GetOrderList SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
}
}
}
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GetOrderList(req);
Description
Query the open order list of the specified trading account
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.TrdFilterConditions filterConditions = 2; //Filter conditions
repeated int32 filterStatusList = 3; //Trd_Common::OrderStatus. Order status list to be filtered
optional bool refreshCache = 4; //Refresh the data cached by OpenD immediately, it is not filled by default. True gets the latest data from the server to update the cache and returns. If this field is flase or blank, it returns the data cached by OpenD, and will not request the server.
//Under normal circumstances, the cached data of OpenD is in sync with server, so there is no need to force an update. It's faster to use the local cached data, and will not cause any pressure on server.
//If you encounter packet loss, etc., the cached data may be inconsistent with the server. If the user finds that the data is not the latest, they can set this flag to true to update the cache and get latest data.
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- For order status enumeration, refer to OrderStatus
- For filter condition structure, refer to TrdFilterConditions
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.Order orderList = 2; //Order list
}
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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- 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 TrdGetOrderList(){
const { RetType } = Common
const { TrdEnv, TrdMarket } = Trd_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, 'ec16fde057a2e7a0'];
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,
},
},
};
websocket.GetOrderList(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetOrderList: 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
GetOrderList: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 0,
"accID": "6684972",
"trdMarket": 1
},
"orderList": [{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "3425188649181383443",
"orderIDEx": "2509214",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-14 11:41:49",
"updateTime": "2021-09-14 11:41:52",
"fillQty": 100,
"fillAvgPrice": 478.2,
"secMarket": 1,
"createTimestamp": 1631590909,
"updateTimestamp": 1631590912,
"remark": "",
"timeInForce": 0
}]
}
stop
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Interface Limitations
- A maximum of 10 requests per 30 seconds
- It will be restricted by the frequency limit for this interface only when the cache is refreshed
Tips
- Open orders are arranged in chronological order: earlier orders return first, followed by later orders.