# Get Order Fee
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# order_fee_query
order_fee_query(order_id_list=[], acc_id=0, acc_index=0, trd_env=TrdEnv.REAL)
介绍
Get specified orders' fee details.
参数
Parameter Type Description order_id_list list Order id list. - At most 400 orders for each request.
- The data type of elements in the list is str.
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.返回
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, order fee list is returned. str If ret != RET_OK, error description is returned. - Order list format as follows：
字段 类型 说明 order_id str Order ID fee_amount float Total fee of the order. fee_details list Fee details of the order. Format：[('item1', fee amount of item1), ('item2', fee amount of item2), ('item3', fee amount of item3)]
- Order list format as follows：
Example
from futu import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret1, data1 = trd_ctx.history_order_list_query(status_filter_list=[OrderStatus.FILLED_ALL])
if ret1 == RET_OK:
if data1.shape[0] > 0: # If the order list is not empty
ret2, data2 = trd_ctx.order_fee_query(data1['order_id'].values.tolist()) # Convert order ids to list data type, and request for order fees.
if ret2 == RET_OK:
print(data2)
print(data2['fee_details'][0]) # Get fee details of the first order
else:
print('order_fee_query error: ', data2)
else:
print('order_list_query error: ', data1)
trd_ctx.close()
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- Output
order_id fee_amount fee_details
0 v3_20240314_12345678_MTc4NzA5NzY5OTA3ODAzMzMwN 10.46 [(Commission, 5.85), (Platform Fee, 2.7), (ORF...
1 v3_20240318_12345678_MTM5Nzc5MDYxNDY1NDM1MDI1M 2.25 [(Commission, 0.99), (Platform Fee, 1.0), (Set...
[('Commission', 5.85), ('Platform Fee', 2.7), ('ORF', 0.11), ('OCC Fee', 0.18), ('Option Settlement Fees', 1.62)]
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# Trd_GetOrderFee.proto
Description
Get specified orders' fee details.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated string orderIdExList = 2; // Server order id
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.OrderFee orderFeeList = 2; //Order fee 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
2225
# GetOrderFee
uint GetOrderFee(TrdGetOrderFee.Request req);
virtual void OnReply_GetOrderFee(FTAPI_Conn client, uint nSerialNo, TrdGetOrderFee.Response rsp);
Description
Get specified orders' fee details.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated string orderIdExList = 2; // Server order id
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.OrderFee orderFeeList = 2; //Order fee 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();
private TrdCommon.TrdEnv trdEnv = TrdCommon.TrdEnv.TrdEnv_Real;
private TrdCommon.TrdMarket trdMkt = TrdCommon.TrdMarket.TrdMarket_US;
public Program()
{
trd.SetClientInfo("csharp", 1);
trd.SetConnCallback(this);
trd.SetTrdCallback(this);
}
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;
TrdGetAccList.C2S c2s = TrdGetAccList.C2S.CreateBuilder().SetUserID(0)
.Build();
TrdGetAccList.Request req = TrdGetAccList.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetAccList(req);
Console.Write("Send TrdGetAccList: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode)
{
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_GetAccList(FTAPI_Conn client, uint nSerialNo, TrdGetAccList.Response rsp)
{
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.WriteLine("ERROR: GetAccList, retMsg = {0}", rsp.RetMsg);
return;
}
Console.Write("Recv GetAccList succeed. accCount: {0}\n", rsp.S2C.AccListCount);
ulong accID = 0;
foreach (TrdCommon.TrdAcc acc in rsp.S2C.AccListList)
{
if (acc.TrdEnv == (int)trdEnv && acc.TrdMarketAuthListList[0] == (int)trdMkt)
{
accID = acc.AccID;
Console.Write("accInfo: accId: {0}, trdEnv: {1}, trdMarketAuthList: {2}, simAccType: {3}\n",
acc.AccID, (TrdCommon.TrdEnv)acc.TrdEnv, (TrdCommon.TrdMarket)acc.TrdMarketAuthListList[0],
(TrdCommon.TrdAccType)acc.SimAccType);
break;
}
}
if (accID == 0)
{
return;
}
string svrOrderId = "20240403_900053_Fy0gPKjKE1ZW1hUuf0z0DABgxvzfmQYq";
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder().SetTrdEnv((int)trdEnv)
.SetTrdMarket((int)trdMkt)
.SetAccID(accID)
.Build();
TrdGetOrderFee.C2S c2s = TrdGetOrderFee.C2S.CreateBuilder().SetHeader(header)
.AddOrderIdExList(svrOrderId).Build();
TrdGetOrderFee.Request req = TrdGetOrderFee.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetOrderFee(req);
Console.Write("Send GetOrderFee: {0}\n", seqNo);
}
public void OnReply_GetOrderFee(FTAPI_Conn client, uint nSerialNo, TrdGetOrderFee.Response rsp)
{
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.WriteLine("ERROR: GetOrderFee, retMsg = {0}", rsp.RetMsg);
return;
}
foreach (TrdCommon.OrderFee ordFee in rsp.S2C.OrderFeeListList)
{
if (ordFee.HasFeeAmount)
{
Console.WriteLine("orderId: {0}, amount: {1}", ordFee.OrderIDEx, ordFee.FeeAmount);
}
else
{
Console.WriteLine("orderId: {0}", ordFee.OrderIDEx);
}
foreach (TrdCommon.OrderFeeItem feeItem in ordFee.FeeListList)
{
Console.WriteLine("title: {0}, fee: {1}", feeItem.Title, feeItem.Value);
}
}
}
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
orderId: 20240403_900053_Fy0gPKjKE1ZW1hUuf0z0DABgxvzfmQYq, amount: 2.01
title: ..., fee: 0.99
title: ..., fee: 1
title: ..., fee: 0
title: ..., fee: 0.01
title: ..., fee: 0.01
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# getOrderFee
int getOrderFee(TrdGetOrderFee.Request req);
void onReply_GetOrderFee(FTAPI_Conn client, int nSerialNo, TrdGetOrderFee.Response rsp);
Description
Get specified orders' fee details.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated string orderIdExList = 2; // Server order id
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.OrderFee orderFeeList = 2; //Order fee 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) //Use your own trade account
.setTrdEnv(TrdCommon.TrdEnv.TrdEnv_Real_VALUE)
.setTrdMarket(TrdCommon.TrdMarket.TrdMarket_HK_VALUE)
.build();
String orderId = "20210625_123456_OD|IqKozO18ODL1pwZNcLzgvEe9sW8gm"; //Use your own order id
TrdGetOrderFee.C2S c2s = TrdGetOrderFee.C2S.newBuilder()
.setHeader(header)
.addOrderIdExList(orderId)
.build();
TrdGetOrderFee.Request req =TrdGetOrderFee.Request.newBuilder().setC2S(c2s).build();
int sn = trd.getOrderFee(req);
System.out.printf("getOrderFee: sn=%d\n", sn);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOrderFee(FTAPI_Conn client, int nSerialNo, TrdGetOrderList.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdGetOrderFee failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("onReply_GetOrderFee: %s\n", json);
} catch (InvalidProtocolBufferException err) {
err.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
getOrderFee: sn=2
onReply_GetOrderFee: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756455988306264",
"trdMarket": 1
},
"orderFeeList": [{
"orderIDEx": "20210625_5972312_OD|IqKozO18ODL1pwZNcLzgvEe9sW8gm",
"feeAmount": 7.569999999999999,
"feeList": [{
"title": "Commission",
"value": 1.0
}, {
"title": "Platform Fee",
"value": 0.0
}, {
"title": "Trading Tariff",
"value": 0.0
}, {
"title": "Settlement Fee",
"value": 5.5
}, {
"title": "Stamp Duty",
"value": 1.0
}, {
"title": "Trading Fee",
"value": 0.05
}, {
"title": "Transaction Levy",
"value": 0.02
}]
}]
}
}
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# GetOrderFee
Futu::u32_t GetOrderFee(const Trd_GetOrderFee::Request &stReq);
virtual void OnReply_GetOrderFee(Futu::u32_t nSerialNo, const Trd_GetOrderFee::Response &stRsp) = 0;
Description
Get specified orders' fee details.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated string orderIdExList = 2; // Server order id
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.OrderFee orderFeeList = 2; //Order fee 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;
Trd_GetOrderFee::Request req;
Trd_GetOrderFee::C2S *c2s = req.mutable_c2s();
Trd_Common::TrdHeader *header = c2s->mutable_header();
header->set_accid(281756455983234005);
header->set_trdenv(1);
header->set_trdmarket(1);
req.add_orderidexlist("20240410_900053_OD|kSoBjXk8SRhW4aJfWHwAmrhzYFyJS");
m_GetOrderFeeSerialNo = m_pTrdApi->GetOrderFee(req);
cout << "Request GetOrderFee SerialNo: " << m_GetOrderFeeSerialNo << endl;
}
virtual void OnReply_GetOrderFee(Futu::u32_t nSerialNo, const Trd_GetOrderFee::Response &stRsp){
if(nSerialNo == m_GetOrderFeeSerialNo)
{
cout << "OnReply_GetOrderFee SerialNo: " << nSerialNo << endl;
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Trd *m_pTrdApi;
Futu::u32_t m_GetOrderFeeSerialNo;
};
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_GetOrderFee SerialNo: 4
OnReply_GetOrderFee SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756455983234005",
"trdMarket": 1
},
"orderFeeList": [
{
"orderIDEx": "20240410_900053_OD|kSoBjXk8SRhW4aJfWHwAmrhzYFyJS",
"feeAmount": 24.27,
"feeList": [
{
"title": "...",
"value": 3
},
{
"title": "...",
"value": 15
},
{
"title": "...",
"value": 0
},
{
"title": "...",
"value": 2
},
{
"title": "...",
"value": 4
},
{
"title": "...",
"value": 0.18
},
{
"title": "...",
"value": 0.09
},
{
"title": "...",
"value": 0
}
]
}
]
}
}
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# GetOrderFee
GetOrderFee(req);
Description
Get specified orders' fee details.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated string orderIdExList = 2; // Server order id
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.OrderFee orderFeeList = 2; //Order fee 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.GetOrderFee(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetOrderFee: 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
GetOrderFee: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"orderFeeList": [{
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"feeAmount": 522700.6,
"feeList": [
{
"title":"...",
"value":"...",
}, ...,{
"title":"...",
"value":"...",
},
]
}, ..., {
"orderIDEx": "20210913_5915950_OD|rILqM3WaKl2rXYpRYuigcJmBKtRld",
"feeAmount": 67356.8,
"feeList": [
{
"title":"...",
"value":"...",
}, ...,{
"title":"...",
"value":"...",
},
]
}]
}
stop
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Interface Limitations
- A maximum of 10 requests per 30 seconds.
- Only orders after 2018-01-01 are supported.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# order_fee_query
order_fee_query(order_id_list=[], acc_id=0, acc_index=0, trd_env=TrdEnv.REAL)
介绍
Get specified orders' fee details.
参数
Parameter Type Description order_id_list list Order id list. - At most 400 orders for each request.
- The data type of elements in the list is str.
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.返回
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, order fee list is returned. str If ret != RET_OK, error description is returned. - Order list format as follows：
字段 类型 说明 order_id str Order ID fee_amount float Total fee of the order. fee_details list Fee details of the order. - Format：[('item1', fee amount of item1), ('item2', fee amount of item2), ('item3', fee amount of item3)]
- Common fee items: Commission, Platform Fee, ORF, OCC Fee,Option Settlement Fees, Settlement Fee, SEC Fee, TAF.
Format：[('item1', fee amount of item1), ('item2', fee amount of item2), ('item3', fee amount of item3)]
- Order list format as follows：
Example
from moomoo import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.US, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret1, data1 = trd_ctx.history_order_list_query(status_filter_list=[OrderStatus.FILLED_ALL])
if ret1 == RET_OK:
if data1.shape[0] > 0: # If the order list is not empty
ret2, data2 = trd_ctx.order_fee_query(data1['order_id'].values.tolist()) # Convert order ids to list data type, and request for order fees.
if ret2 == RET_OK:
print(data2)
print(data2['fee_details'][0]) # Get fee details of the first order
else:
print('order_fee_query error: ', data2)
else:
print('order_list_query error: ', data1)
trd_ctx.close()
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- Output
order_id fee_amount fee_details
0 v3_20240314_12345678_MTc4NzA5NzY5OTA3ODAzMzMwN 10.46 [(Commission, 5.85), (Platform Fee, 2.7), (ORF...
1 v3_20240318_12345678_MTM5Nzc5MDYxNDY1NDM1MDI1M 2.25 [(Commission, 0.99), (Platform Fee, 1.0), (Set...
[('Commission', 5.85), ('Platform Fee', 2.7), ('ORF', 0.11), ('OCC Fee', 0.18), ('Option Settlement Fees', 1.62)]
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# Trd_GetOrderFee.proto
Description
Get specified orders' fee details.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated string orderIdExList = 2; // Server order id
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.OrderFee orderFeeList = 2; //Order fee 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
2225
# GetOrderFee
uint GetOrderFee(TrdGetOrderFee.Request req);
virtual void OnReply_GetOrderFee(MMAPI_Conn client, uint nSerialNo, TrdGetOrderFee.Response rsp);
Description
Get specified orders' fee details.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated string orderIdExList = 2; // Server order id
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.OrderFee orderFeeList = 2; //Order fee 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();
private TrdCommon.TrdEnv trdEnv = TrdCommon.TrdEnv.TrdEnv_Real;
private TrdCommon.TrdMarket trdMkt = TrdCommon.TrdMarket.TrdMarket_HK;
public Program()
{
trd.SetClientInfo("csharp", 1);
trd.SetConnCallback(this);
trd.SetTrdCallback(this);
}
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;
TrdGetAccList.C2S c2s = TrdGetAccList.C2S.CreateBuilder().SetUserID(0)
.Build();
TrdGetAccList.Request req = TrdGetAccList.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetAccList(req);
Console.Write("Send TrdGetAccList: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode)
{
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_GetAccList(MMAPI_Conn client, uint nSerialNo, TrdGetAccList.Response rsp)
{
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.WriteLine("ERROR: GetAccList, retMsg = {0}", rsp.RetMsg);
return;
}
Console.Write("Recv GetAccList succeed. accCount: {0}\n", rsp.S2C.AccListCount);
ulong accID = 0;
foreach (TrdCommon.TrdAcc acc in rsp.S2C.AccListList)
{
if (acc.TrdEnv == (int)trdEnv && acc.TrdMarketAuthListList[0] == (int)trdMkt)
{
accID = acc.AccID;
Console.Write("accInfo: accId: {0}, trdEnv: {1}, trdMarketAuthList: {2}, simAccType: {3}\n",
acc.AccID, (TrdCommon.TrdEnv)acc.TrdEnv, (TrdCommon.TrdMarket)acc.TrdMarketAuthListList[0],
(TrdCommon.TrdAccType)acc.SimAccType);
break;
}
}
if (accID == 0)
{
return;
}
string svrOrderId = "20240409_900062_ODc3ODI3NDQwNTA3NjU1NTkzNTRmNDJk";
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder().SetTrdEnv((int)trdEnv)
.SetTrdMarket((int)trdMkt)
.SetAccID(accID)
.Build();
TrdGetOrderFee.C2S c2s = TrdGetOrderFee.C2S.CreateBuilder().SetHeader(header)
.AddOrderIdExList(svrOrderId).Build();
TrdGetOrderFee.Request req = TrdGetOrderFee.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetOrderFee(req);
Console.Write("Send GetOrderFee: {0}\n", seqNo);
}
public void OnReply_GetOrderFee(MMAPI_Conn client, uint nSerialNo, TrdGetOrderFee.Response rsp)
{
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.WriteLine("ERROR: GetOrderFee, retMsg = {0}", rsp.RetMsg);
return;
}
foreach (TrdCommon.OrderFee ordFee in rsp.S2C.OrderFeeListList)
{
if (ordFee.HasFeeAmount)
{
Console.WriteLine("orderId: {0}, amount: {1}", ordFee.OrderIDEx, ordFee.FeeAmount);
}
else
{
Console.WriteLine("orderId: {0}", ordFee.OrderIDEx);
}
foreach (TrdCommon.OrderFeeItem feeItem in ordFee.FeeListList)
{
Console.WriteLine("title: {0}, fee: {1}", feeItem.Title, feeItem.Value);
}
}
}
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
orderId: 20240409_900062_ODc3ODI3NDQwNTA3NjU1NTkzNTRmNDJk, amount: 28.6
title: ..., fee: 3
title: ..., fee: 15
title: ..., fee: 0
title: ..., fee: 2
title: ..., fee: 8
title: ..., fee: 0.4
title: ..., fee: 0.19
title: ..., fee: 0.01
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# getOrderFee
int getOrderFee(TrdGetOrderFee.Request req);
void onReply_GetOrderFee(MMAPI_Conn client, int nSerialNo, TrdGetOrderFee.Response rsp);
Description
Get specified orders' fee details.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated string orderIdExList = 2; // Server order id
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.OrderFee orderFeeList = 2; //Order fee 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(MMSPI_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) //Use your own trade account
.setTrdEnv(TrdCommon.TrdEnv.TrdEnv_Real_VALUE)
.setTrdMarket(TrdCommon.TrdMarket.TrdMarket_HK_VALUE)
.build();
String orderId = "20210625_123456_OD|IqKozO18ODL1pwZNcLzgvEe9sW8gm"; //Use your own order id
TrdGetOrderFee.C2S c2s = TrdGetOrderFee.C2S.newBuilder()
.setHeader(header)
.addOrderIdExList(orderId)
.build();
TrdGetOrderFee.Request req =TrdGetOrderFee.Request.newBuilder().setC2S(c2s).build();
int sn = trd.getOrderFee(req);
System.out.printf("getOrderFee: sn=%d\n", sn);
}
@Override
public void onDisconnect(MMSPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOrderFee(MMSPI_Conn client, int nSerialNo, TrdGetOrderList.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdGetOrderFee failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("onReply_GetOrderFee: %s\n", json);
} catch (InvalidProtocolBufferException err) {
err.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
getOrderFee: sn=2
onReply_GetOrderFee: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756455988306264",
"trdMarket": 1
},
"orderFeeList": [{
"orderIDEx": "20210625_5972312_OD|IqKozO18ODL1pwZNcLzgvEe9sW8gm",
"feeAmount": 7.569999999999999,
"feeList": [{
"title": "Commission",
"value": 1.0
}, {
"title": "Platform Fee",
"value": 0.0
}, {
"title": "Trading Tariff",
"value": 0.0
}, {
"title": "Settlement Fee",
"value": 5.5
}, {
"title": "Stamp Duty",
"value": 1.0
}, {
"title": "Trading Fee",
"value": 0.05
}, {
"title": "Transaction Levy",
"value": 0.02
}]
}]
}
}
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# GetOrderFee
moomoo::u32_t GetOrderFee(const Trd_GetOrderFee::Request &stReq);
virtual void OnReply_GetOrderFee(moomoo::u32_t nSerialNo, const Trd_GetOrderFee::Response &stRsp) = 0;
Description
Get specified orders' fee details.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated string orderIdExList = 2; // Server order id
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.OrderFee orderFeeList = 2; //Order fee 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_GetOrderFee::Request req;
Trd_GetOrderFee::C2S *c2s = req.mutable_c2s();
Trd_Common::TrdHeader *header = c2s->mutable_header();
header->set_accid(281756455983234005);
header->set_trdenv(1);
header->set_trdmarket(1);
req.add_orderidexlist("20240410_900053_OD|kSoBjXk8SRhW4aJfWHwAmrhzYFyJS");
m_GetOrderFeeSerialNo = m_pTrdApi->GetOrderFee(req);
cout << "Request GetOrderFee SerialNo: " << m_GetOrderFeeSerialNo << endl;
}
virtual void OnReply_GetOrderFee(moomoo::u32_t nSerialNo, const Trd_GetOrderList::Response &stRsp){
if(nSerialNo == m_GetOrderListSerialNo)
{
cout << "OnReply_GetOrderFee 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_GetOrderFee SerialNo: 4
OnReply_GetOrderFee SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756455983234005",
"trdMarket": 1
},
"orderFeeList": [{
"orderIDEx": "20240410_900053_OD|kSoBjXk8SRhW4aJfWHwAmrhzYFyJS",
"feeAmount": 24.27,
"feeList": [{
"title": "Commission",
"value": 3
},
{
"title": "Platform Fee",
"value": 15
},
{
"title": "Trading Tariff",
"value": 0
},
{
"title": "Settlement Fee",
"value": 2
},
{
"title": "Stamp Duty",
"value": 4
},
{
"title": "Trading Fee",
"value": 0.18
},
{
"title": "SFC Levy",
"value": 0.09
},
{
"title": "FRC Levy",
"value": 0
}]
}]
}
}
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# GetOrderFee
GetOrderFee(req);
Description
Get specified orders' fee details.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated string orderIdExList = 2; // Server order id
}
message Request
{
required C2S c2s = 1;
}
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- For protocol header, refer to TrdHeader
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
repeated Trd_Common.OrderFee orderFeeList = 2; //Order fee 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.GetOrderFee(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetOrderFee: 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
GetOrderFee: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"orderFeeList": [{
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"feeAmount": 522700.6,
"feeList": [
{
"title":"...",
"value":"...",
}, ...,{
"title":"...",
"value":"...",
},
]
}, ..., {
"orderIDEx": "20210913_5915950_OD|rILqM3WaKl2rXYpRYuigcJmBKtRld",
"feeAmount": 67356.8,
"feeList": [
{
"title":"...",
"value":"...",
}, ...,{
"title":"...",
"value":"...",
},
]
}]
}
stop
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Interface Limitations
- A maximum of 10 requests per 30 seconds.
- Only orders after 2018-01-01 are supported.