# Place Orders
- Python
- Proto
- C#
- Java
- C++
- JavaScript
place_order(price, qty, code, trd_side, order_type=OrderType.NORMAL, adjust_limit=0, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, remark=None, time_in_force=TimeInForce.DAY, fill_outside_rth=False, aux_price=None, trail_type=None, trail_value=None, trail_spread=None)
Description
Place order
Tips
The Python API is synchronous, but the network transport is asynchronous. When the receiving time interval is very short between the response packet of place_order and Order Fill Push Callback or Order Push Callback, it may happen that the response packet of place_order returns first, but the callback function is called first. For example: Order Push Callback may be called first, and then the place_order interface returns.
Parameters
Parameter Type Description price float Order price. - When the order is a market order or auction order type, you still need to pass parameters, and price can be passed any value.
- 4 decimal place accuracy (9 decimal place accuracy for futures), excess part will be rounded.
qty float Order quantity. The unit of options and futures is "contract".code str Code. If it is the future main code, it will be automatically converted to the actual corresponding contract code.trd_side TrdSide Transaction direction. order_type OrderType Order type. adjust_limit float Price adjustment range. OpenD will automatically adjust the incoming price to the legal price.- Positive numbers represent upward adjustments, and negative numbers represent downward adjustments.
- 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.remark str Remark. The maximum length after converting to utf8 is 64 bytes.
This remark field will be attached to the order to facilitate you to identify the order.time_in_force TimeInForce Valid period. Market orders of HK market, A-share market or global futures, only support Dayfill_outside_rth bool Whether allow to execute the order during pre-market or after-hours market trades. Only for US stocks. And market orders are only supported in regular trading hours.aux_price float Trigger price. - If order type is Stop, Stop Limit, Market if Touched, or Limit if Touched, aux_price must be set.
- The price will be rounded to 3 decimals for securities account, and 9 decimals for futures account.
trail_type TrailType Trailing type. If order type is Trailing Stop, or Trailing Stop Limit, trail_type must be set.trail_value float Trailing amount/ratio. - If order type is Trailing Stop, or Trailing Stop Limit, trail_value must be set.
- If the trail type is PERCENTAGE, this field is in percentage form, so 20 is equivalent to 20%.
- If the trail type is PRICE, this value will be rounded to 3 decimals for securities account, and 9 decimals for futures account.
- If the trail type is PRICE, this value will be rounded to 2 decimals.
trail_spread float Specify spread. - If order type is Trailing Stop Limit, trail_spread must be set.
- The price will be rounded to 3 decimals for securities account, and 9 decimals for futures account.
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.create_time str Create time. Format: yyyy-MM-dd HH:mm:ss
For time zone of futures, please refer to OpenD Configuration.updated_time str Last update time. Format: yyyy-MM-dd HH:mm:ss
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 limit.last_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. Only for US stocks.
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 *
pwd_unlock = '123456'
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.unlock_trade(pwd_unlock) # If you use a live trading account to place an order, you need to unlock the account first. The example here is to place an order on a paper trading account, and unlocking is not necessary.
if ret == RET_OK:
ret, data = trd_ctx.place_order(price=510.0, qty=100, code="HK.00700", trd_side=TrdSide.BUY, trd_env=TrdEnv.SIMULATE)
if ret == RET_OK:
print(data)
print(data['order_id'][0]) # Get the order ID of the placed order
print(data['order_id'].values.tolist()) # Convert to list
else:
print('place_order error: ', data)
else:
print('unlock_trade failed: ', 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 Tencent BUY NORMAL SUBMITTING 38196006548709500 100.0 420.0 2021-11-04 11:38:19 2021-11-04 11:38:19 0.0 0.0 DAY N/A N/A N/A N/A N/A HKD
38196006548709500
['38196006548709500']
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# Trd_PlaceOrder.proto
Description
Place an order
Parameters
message C2S
{
required Common.PacketID packetID = 1; //packet ID, used to prevent replay attack
required Trd_Common.TrdHeader header = 2; //Transaction common header
required int32 trdSide = 3; //Trading direction, see the enumeration definition of Trd_Common.TrdSide
required int32 orderType = 4; //Order type, see Trd_Common.OrderType enumeration definition
required string code = 5; //Code, 5 decimal places for HK stocks, 6 decimal places for A-shares, and no restrictions for US stocks
required double qty = 6; //Quantity, option unit is "contract" (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded)
optional double price = 7; //Price, (0 decimal place accuracy, the excess part is discarded. The unit of options and futures is "contract")
//The following are used to adjust the price. You have to pass both fields to make it meaningful. 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 = 10; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price. true: make adjustment. false: do not make adjustment.. If the price is illegal and adjustment is not allowed, an error may occur.
optional double adjustSideAndLimit = 11; //Direction and limit in percentage for adjustment. 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 = 10; //Market to whitch securities belong, see the enumeration definition of TrdSecMarket
optional string remark = 11; //User remark string, up to 64 bytes can be transferred. It can be used to identify the unique information of the order, etc., fill in the order, and the order structure will be brought.
optional int32 timeInForce = 12; //How long the order remains in effect, see TrdCommon.TimeInForce enumeration definition(Market orders of HK market, A-share market or global futures, only support Day).
optional bool fillOutsideRTH = 13; //Whether to allow pre-market and after-hours market trade (Only for US stocks. And market orders are only supported in regular trading hours). Default false
optional double auxPrice = 14; //Trigger price
optional int32 trailType = 15; //Trailing type, see Trd_Common.TrailType enumeration definition
optional double trailValue = 16; //Trailing amount / ratio
optional double trailSpread = 17; //Specify spread
}
message Request
{
required C2S c2s = 1;
}
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- For request packet ID, refer to PacketID
- For protocol header, refer to TrdHeader
- For transaction direction, refer to TrdSide
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- For how long the order remains in effect, refer to TimeInForce
- For trail type, refer to TrailType
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional uint64 orderID = 2; //Order number
optional string orderIDEx = 3; //The server order id, which can be used instead of orderID, or choose one from orderID
}
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
2202
uint PlaceOrder(TrdPlaceOrder.Request req);
virtual void OnReply_PlaceOrder(FTAPI_Conn client, uint nSerialNo, TrdPlaceOrder.Response rsp);
Description
Place an order
Parameters
message C2S
{
required Common.PacketID packetID = 1; //packet ID, used to prevent replay attack
required Trd_Common.TrdHeader header = 2; //Transaction common header
required int32 trdSide = 3; //Trading direction, see the enumeration definition of Trd_Common.TrdSide
required int32 orderType = 4; //Order type, see Trd_Common.OrderType enumeration definition
required string code = 5; //Code, 5 decimal places for HK stocks, 6 decimal places for A-shares, and no restrictions for US stocks
required double qty = 6; //Quantity, option unit is "contract" (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded)
optional double price = 7; //Price, (0 decimal place accuracy, the excess part is discarded. The unit of options and futures is "contract")
//The following are used to adjust the price. You have to pass both fields to make it meaningful. 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 = 10; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price. true: make adjustment. false: do not make adjustment.. If the price is illegal and adjustment is not allowed, an error may occur.
optional double adjustSideAndLimit = 11; //Direction and limit in percentage for adjustment. 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 = 10; //Market to whitch securities belong, see the enumeration definition of TrdSecMarket
optional string remark = 11; //User remark string, up to 64 bytes can be transferred. It can be used to identify the unique information of the order, etc., fill in the order, and the order structure will be brought.
optional int32 timeInForce = 12; //How long the order remains in effect, see TrdCommon.TimeInForce enumeration definition
optional bool fillOutsideRTH = 13; //Whether to allow pre-market and after-hours market trade. Only applicable to US stock limit orders. Default false
optional double auxPrice = 14; //Trigger price
optional int32 trailType = 15; //Trailing type, see Trd_Common.TrailType enumeration definition
optional double trailValue = 16; //Trailing amount / ratio
optional double trailSpread = 17; //Specify spread
}
message Request
{
required C2S c2s = 1;
}
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- For request packet ID, refer to PacketID
- For protocol header, refer to TrdHeader
- For transaction direction, refer to TrdSide
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- For how long the order remains in effect, refer to TimeInForce
- For trail type, refer to TrailType
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional uint64 orderID = 2; //Order number
optional string orderIDEx = 3; //The server order id, which can be used instead of orderID, or choose one from orderID
}
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_Simulate)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder()
.SetPacketID(trd.NextPacketID())
.SetHeader(header)
.SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Buy)
.SetOrderType((int)TrdCommon.OrderType.OrderType_Normal)
.SetCode("00700")
.SetQty(100)
.SetPrice(520)
.SetSecMarket(TrdCommon.TrdSecMarket.TrdSecMarket_HK)
.Build();
TrdPlaceOrder.Request req = TrdPlaceOrder.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.PlaceOrder(req);
Console.Write("Send TrdPlaceOrder: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_PlaceOrder(FTAPI_Conn client, uint nSerialNo, TrdPlaceOrder.Response rsp)
{
Console.Write("Reply: TrdPlaceOrder: {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=6827788355222092042
Send TrdPlaceOrder: 3
Reply: TrdPlaceOrder: 3
accID: 281756457888247915
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int placeOrder(TrdPlaceOrder.Request req);
void onReply_PlaceOrder(FTAPI_Conn client, int nSerialNo, TrdPlaceOrder.Response rsp);
Description
Place an order
Parameters
message C2S
{
required Common.PacketID packetID = 1; //packet ID, used to prevent replay attack
required Trd_Common.TrdHeader header = 2; //Transaction common header
required int32 trdSide = 3; //Trading direction, see the enumeration definition of Trd_Common.TrdSide
required int32 orderType = 4; //Order type, see Trd_Common.OrderType enumeration definition
required string code = 5; //Code, 5 decimal places for HK stocks, 6 decimal places for A-shares, and no restrictions for US stocks
required double qty = 6; //Quantity, option unit is "contract" (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded)
optional double price = 7; //Price, (0 decimal place accuracy, the excess part is discarded. The unit of options and futures is "contract")
//The following are used to adjust the price. You have to pass both fields to make it meaningful. 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 = 10; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price. true: make adjustment. false: do not make adjustment.. If the price is illegal and adjustment is not allowed, an error may occur.
optional double adjustSideAndLimit = 11; //Direction and limit in percentage for adjustment. 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 = 10; //Market to whitch securities belong, see the enumeration definition of TrdSecMarket
optional string remark = 11; //User remark string, up to 64 bytes can be transferred. It can be used to identify the unique information of the order, etc., fill in the order, and the order structure will be brought.
optional int32 timeInForce = 12; //How long the order remains in effect, see TrdCommon.TimeInForce enumeration definition
optional bool fillOutsideRTH = 13; //Whether to allow pre-market and after-hours market trade. Only applicable to US stock limit orders. Default false
optional double auxPrice = 14; //Trigger price
optional int32 trailType = 15; //Trailing type, see Trd_Common.TrailType enumeration definition
optional double trailValue = 16; //Trailing amount / ratio
optional double trailSpread = 17; //Specify spread
}
message Request
{
required C2S c2s = 1;
}
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- For request packet ID, refer to PacketID
- For protocol header, refer to TrdHeader
- For transaction direction, refer to TrdSide
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- For how long the order remains in effect, refer to TimeInForce
- For trail type, refer to TrailType
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional uint64 orderID = 2; //Order number
optional string orderIDEx = 3; //The server order id, which can be used instead of orderID, or choose one from orderID
}
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_Simulate_VALUE)
.setTrdMarket(TrdCommon.TrdMarket.TrdMarket_HK_VALUE)
.build();
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.newBuilder()
.setPacketID(trd.nextPacketID())
.setHeader(header)
.setTrdSide(TrdCommon.TrdSide.TrdSide_Buy_VALUE)
.setOrderType(TrdCommon.OrderType.OrderType_Normal_VALUE)
.setSecMarket(TrdCommon.TrdSecMarket.TrdSecMarket_HK_VALUE)
.setCode("00700")
.setQty(100)
.setPrice(580)
.build();
TrdPlaceOrder.Request req = TrdPlaceOrder.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.placeOrder(req);
System.out.printf("Send TrdPlaceOrder: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_PlaceOrder(FTAPI_Conn client, int nSerialNo, TrdPlaceOrder.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdPlaceOrder failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdPlaceOrder: %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 TrdPlaceOrder: 2
Receive TrdPlaceOrder: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "281756457888247915",
"trdMarket": 1
},
"orderID": "5185481028427965890"
}
}
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Futu::u32_t PlaceOrder(const Trd_PlaceOrder::Request &stReq);
virtual void OnReply_PlaceOrder(Futu::u32_t nSerialNo, const Trd_PlaceOrder::Response &stRsp) = 0;
Description
Place an order
Parameters
message C2S
{
required Common.PacketID packetID = 1; //packet ID, used to prevent replay attack
required Trd_Common.TrdHeader header = 2; //Transaction common header
required int32 trdSide = 3; //Trading direction, see the enumeration definition of Trd_Common.TrdSide
required int32 orderType = 4; //Order type, see Trd_Common.OrderType enumeration definition
required string code = 5; //Code, 5 decimal places for HK stocks, 6 decimal places for A-shares, and no restrictions for US stocks
required double qty = 6; //Quantity, option unit is "contract" (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded)
optional double price = 7; //Price, (0 decimal place accuracy, the excess part is discarded. The unit of options and futures is "contract")
//The following are used to adjust the price. You have to pass both fields to make it meaningful. 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 = 10; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price. true: make adjustment. false: do not make adjustment.. If the price is illegal and adjustment is not allowed, an error may occur.
optional double adjustSideAndLimit = 11; //Direction and limit in percentage for adjustment. 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 = 10; //Market to whitch securities belong, see the enumeration definition of TrdSecMarket
optional string remark = 11; //User remark string, up to 64 bytes can be transferred. It can be used to identify the unique information of the order, etc., fill in the order, and the order structure will be brought.
optional int32 timeInForce = 12; //How long the order remains in effect, see TrdCommon.TimeInForce enumeration definition
optional bool fillOutsideRTH = 13; //Whether to allow pre-market and after-hours market trade. Only applicable to US stock limit orders. Default false
optional double auxPrice = 14; //Trigger price
optional int32 trailType = 15; //Trailing type, see Trd_Common.TrailType enumeration definition
optional double trailValue = 16; //Trailing amount / ratio
optional double trailSpread = 17; //Specify spread
}
message Request
{
required C2S c2s = 1;
}
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- For request packet ID, refer to PacketID
- For protocol header, refer to TrdHeader
- For transaction direction, refer to TrdSide
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- For how long the order remains in effect, refer to TimeInForce
- For trail type, refer to TrailType
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional uint64 orderID = 2; //Order number
optional string orderIDEx = 3; //The server order id, which can be used instead of orderID, or choose one from orderID
}
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_PlaceOrder::Request req;
Trd_PlaceOrder::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_trdside(1);
c2s->set_ordertype(1);
c2s->set_code("00700");
c2s->set_qty(100);
c2s->set_price(1);
c2s->set_secmarket(Trd_Common::TrdMarket::TrdMarket_HK);
m_PlaceOrderSerialNo = m_pTrdApi->PlaceOrder(req);
cout << "Request PlaceOrder SerialNo: " << m_PlaceOrderSerialNo << endl;
}
virtual void OnReply_PlaceOrder(Futu::u32_t nSerialNo, const Trd_PlaceOrder::Response &stRsp){
if(nSerialNo == m_PlaceOrderSerialNo)
{
cout << "OnReply_PlaceOrder 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_PlaceOrderSerialNo;
};
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 PlaceOrder SerialNo: 4
OnReply_PlaceOrder SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"orderID": "3954832860392428914"
}
}
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PlaceOrder(req);
Description
Place an order
Parameters
message C2S
{
required Common.PacketID packetID = 1; //packet ID, used to prevent replay attack
required Trd_Common.TrdHeader header = 2; //Transaction common header
required int32 trdSide = 3; //Trading direction, see the enumeration definition of Trd_Common.TrdSide
required int32 orderType = 4; //Order type, see Trd_Common.OrderType enumeration definition
required string code = 5; //Code, 5 decimal places for HK stocks, 6 decimal places for A-shares, and no restrictions for US stocks
required double qty = 6; //Quantity, option unit is "contract" (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded)
optional double price = 7; //Price, (0 decimal place accuracy, the excess part is discarded. The unit of options and futures is "contract")
//The following are used to adjust the price. You have to pass both fields to make it meaningful. 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 = 10; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price. true: make adjustment. false: do not make adjustment.. If the price is illegal and adjustment is not allowed, an error may occur.
optional double adjustSideAndLimit = 11; //Direction and limit in percentage for adjustment. 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 = 10; //Market to whitch securities belong, see the enumeration definition of TrdSecMarket
optional string remark = 11; //User remark string, up to 64 bytes can be transferred. It can be used to identify the unique information of the order, etc., fill in the order, and the order structure will be brought.
optional int32 timeInForce = 12; //How long the order remains in effect, see TrdCommon.TimeInForce enumeration definition
optional bool fillOutsideRTH = 13; //Whether to allow pre-market and after-hours market trade. Only applicable to US stock limit orders. Default false
optional double auxPrice = 14; //Trigger price
optional int32 trailType = 15; //Trailing type, see Trd_Common.TrailType enumeration definition
optional double trailValue = 16; //Trailing amount / ratio
optional double trailSpread = 17; //Specify spread
}
message Request
{
required C2S c2s = 1;
}
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- For request packet ID, refer to PacketID
- For protocol header, refer to TrdHeader
- For transaction direction, refer to TrdSide
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- For how long the order remains in effect, refer to TimeInForce
- For trail type, refer to TrailType
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional uint64 orderID = 2; //Order number
optional string orderIDEx = 3; //The server order id, which can be used instead of orderID, or choose one from orderID
}
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 TrdPlaceOrder(){
const { RetType, PacketID } = Common
const { TrdEnv, TrdSide, OrderType, SecurityFirm, TrdMarket, TrdSecMarket } = Trd_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
let tradeSerialNo = 0;
websocket.onlogin = async ()=>{
try{
let { errCode, retMsg, retType } = await websocket.UnlockTrade({
c2s: {
unlock: true,
securityFirm: SecurityFirm.SecurityFirm_FutuSecurities,
pwdMD5: "d0970714757783e6cf17b26fb8e2298f", // Set as the transaction password MD5 of your account
},
});
if(retType == RetType.RetType_Succeed && errCode == 0) { // Successful unlock transaction
let { errCode, retMsg, retType, s2c: { accList } } = await websocket.GetAccList({
c2s: {
userID: 0,
},
});
if(retType == RetType.RetType_Succeed && errCode == 0) { // Successfully obtained account
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: {
packetID:{
connID: websocket.getConnID(),
serialNo: tradeSerialNo++,
},
header: {
trdEnv: acc.trdEnv,
accID: acc.accID,
trdMarket: TrdMarket.TrdMarket_HK,
},
trdSide: TrdSide.TrdSide_Buy,
orderType: OrderType.OrderType_Normal,
code: "00700",
qty: 100,
price: 150,
secMarket: TrdSecMarket.TrdSecMarket_HK,
},
};
let { errCode, retMsg, retType, s2c } = await websocket.PlaceOrder(req);
console.log("PlaceOrder: 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(err){
console.log(err)
}
};
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
PlaceOrder: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 0,
"accID": "6684972",
"trdMarket": 1
},
"orderID": "5870498377428972628"
}
stop
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Interface Limitations
- A maximum of 15 requests per 30 seconds, and the interval between two consecutive requests cannot be less than 0.02 seconds.
- When using live trading accounts, you need to unlock trade before calling Place Order interface, but when using paper trading accounts, you do not need to unlock trade.
Tips
- Required parameters for each order type: Click here to learn more.
- Locking position is not supported for shortable securities, that means you can not hold a long position and a short position at the same time.
- If you want to close out position of a shortable securities, you need to get the direction of the position and send an opposite order with the same quantity.
- If you want to reversing trade of a shortable securities, there are 2 steps: 1. you need to get the direction of the position and send an opposite order with the same quantity. 2. Send an opposite order again to open the reverse trade. For example: If you want to reverse trade of 1 long position of HK.HSI2012, you need to close the long position first and then sell short the contract.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
place_order(price, qty, code, trd_side, order_type=OrderType.NORMAL, adjust_limit=0, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0, remark=None, time_in_force=TimeInForce.DAY, fill_outside_rth=False, aux_price=None, trail_type=None, trail_value=None, trail_spread=None)
Description
Place order
Tips
The Python API is synchronous, but the network transport is asynchronous. When the receiving time interval is very short between the response packet of place_order and Order Fill Push Callback or Order Push Callback, it may happen that the response packet of place_order returns first, but the callback function is called first. For example: Order Push Callback may be called first, and then the place_order interface returns.
Parameters
Parameter Type Description price float Order price. - When the order is a market order or auction order type, you still need to pass parameters, and price can be passed any value.
- 4 decimal place accuracy (9 decimal place accuracy for futures), excess part will be rounded.
qty float Order quantity. The unit of options and futures is "contract".code str Code. If it is the future main code, it will be automatically converted to the actual corresponding contract code.trd_side TrdSide Transaction direction. order_type OrderType Order type. adjust_limit float Price adjustment range. OpenD will automatically adjust the incoming price to the legal price.- Positive numbers represent upward adjustments, and negative numbers represent downward adjustments.
- 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.remark str Remark. The maximum length after converting to utf8 is 64 bytes.
This remark field will be attached to the order to facilitate you to identify the order.time_in_force TimeInForce Valid period. Market orders of HK market, A-share market or global futures, only support Dayfill_outside_rth bool Whether allow to execute the order during pre-market or after-hours market trades. Only for US stocks. And market orders are only supported in regular trading hours.aux_price float Trigger price. - If order type is Stop, Stop Limit, Market if Touched, or Limit if Touched, aux_price must be set.
- The price will be rounded to 3 decimals for securities account, and 9 decimals for futures account.
trail_type TrailType Trailing type. If order type is Trailing Stop, or Trailing Stop Limit, trail_type must be set.trail_value float Trailing amount/ratio. - If order type is Trailing Stop, or Trailing Stop Limit, trail_value must be set.
- If the trail type is PERCENTAGE, this field is in percentage form, so 20 is equivalent to 20%.
- If the trail type is PRICE, this value will be rounded to 3 decimals for securities account, and 9 decimals for futures account.
- If the trail type is PRICE, this value will be rounded to 2 decimals.
trail_spread float Specify spread. - If order type is Trailing Stop Limit, trail_spread must be set.
- The price will be rounded to 3 decimals for securities account, and 9 decimals for futures account.
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.create_time str Create time. Format: yyyy-MM-dd HH:mm:ss
For time zone of futures, please refer to OpenD Configuration.updated_time str Last update time. Format: yyyy-MM-dd HH:mm:ss
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 limit.last_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. Only for US stocks.
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 *
pwd_unlock = '123456'
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.unlock_trade(pwd_unlock) # If you use a live trading account to place an order, you need to unlock the account first. The example here is to place an order on a paper trading account, and unlocking is not necessary.
if ret == RET_OK:
ret, data = trd_ctx.place_order(price=510.0, qty=100, code="HK.00700", trd_side=TrdSide.BUY, trd_env=TrdEnv.SIMULATE)
if ret == RET_OK:
print(data)
print(data['order_id'][0]) # Get the order ID of the placed order
print(data['order_id'].values.tolist()) # Convert to list
else:
print('place_order error: ', data)
else:
print('unlock_trade failed: ', 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 Tencent BUY NORMAL SUBMITTING 38196006548709500 100.0 420.0 2021-11-04 11:38:19 2021-11-04 11:38:19 0.0 0.0 DAY N/A N/A N/A N/A N/A HKD
38196006548709500
['38196006548709500']
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# Trd_PlaceOrder.proto
Description
Place an order
Parameters
message C2S
{
required Common.PacketID packetID = 1; //packet ID, used to prevent replay attack
required Trd_Common.TrdHeader header = 2; //Transaction common header
required int32 trdSide = 3; //Trading direction, see the enumeration definition of Trd_Common.TrdSide
required int32 orderType = 4; //Order type, see Trd_Common.OrderType enumeration definition
required string code = 5; //Code, 5 decimal places for HK stocks, 6 decimal places for A-shares, and no restrictions for US stocks
required double qty = 6; //Quantity, option unit is "contract" (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded)
optional double price = 7; //Price, (0 decimal place accuracy, the excess part is discarded. The unit of options and futures is "contract")
//The following are used to adjust the price. You have to pass both fields to make it meaningful. 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 = 10; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price. true: make adjustment. false: do not make adjustment.. If the price is illegal and adjustment is not allowed, an error may occur.
optional double adjustSideAndLimit = 11; //Direction and limit in percentage for adjustment. 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 = 10; //Market to whitch securities belong, see the enumeration definition of TrdSecMarket
optional string remark = 11; //User remark string, up to 64 bytes can be transferred. It can be used to identify the unique information of the order, etc., fill in the order, and the order structure will be brought.
optional int32 timeInForce = 12; //How long the order remains in effect, see TrdCommon.TimeInForce enumeration definition(Market orders of HK market, A-share market or global futures, only support Day).
optional bool fillOutsideRTH = 13; //Whether to allow pre-market and after-hours market trade (Only for US stocks. And market orders are only supported in regular trading hours). Default false
optional double auxPrice = 14; //Trigger price
optional int32 trailType = 15; //Trailing type, see Trd_Common.TrailType enumeration definition
optional double trailValue = 16; //Trailing amount / ratio
optional double trailSpread = 17; //Specify spread
}
message Request
{
required C2S c2s = 1;
}
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- For request packet ID, refer to PacketID
- For protocol header, refer to TrdHeader
- For transaction direction, refer to TrdSide
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- For how long the order remains in effect, refer to TimeInForce
- For trail type, refer to TrailType
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional uint64 orderID = 2; //Order number
optional string orderIDEx = 3; //The server order id, which can be used instead of orderID, or choose one from orderID
}
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
2202
uint PlaceOrder(TrdPlaceOrder.Request req);
virtual void OnReply_PlaceOrder(MMAPI_Conn client, uint nSerialNo, TrdPlaceOrder.Response rsp);
Description
Place an order
Parameters
message C2S
{
required Common.PacketID packetID = 1; //packet ID, used to prevent replay attack
required Trd_Common.TrdHeader header = 2; //Transaction common header
required int32 trdSide = 3; //Trading direction, see the enumeration definition of Trd_Common.TrdSide
required int32 orderType = 4; //Order type, see Trd_Common.OrderType enumeration definition
required string code = 5; //Code, 5 decimal places for HK stocks, 6 decimal places for A-shares, and no restrictions for US stocks
required double qty = 6; //Quantity, option unit is "contract" (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded)
optional double price = 7; //Price, (0 decimal place accuracy, the excess part is discarded. The unit of options and futures is "contract")
//The following are used to adjust the price. You have to pass both fields to make it meaningful. 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 = 10; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price. true: make adjustment. false: do not make adjustment.. If the price is illegal and adjustment is not allowed, an error may occur.
optional double adjustSideAndLimit = 11; //Direction and limit in percentage for adjustment. 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 = 10; //Market to whitch securities belong, see the enumeration definition of TrdSecMarket
optional string remark = 11; //User remark string, up to 64 bytes can be transferred. It can be used to identify the unique information of the order, etc., fill in the order, and the order structure will be brought.
optional int32 timeInForce = 12; //How long the order remains in effect, see TrdCommon.TimeInForce enumeration definition
optional bool fillOutsideRTH = 13; //Whether to allow pre-market and after-hours market trade. Only applicable to US stock limit orders. Default false
optional double auxPrice = 14; //Trigger price
optional int32 trailType = 15; //Trailing type, see Trd_Common.TrailType enumeration definition
optional double trailValue = 16; //Trailing amount / ratio
optional double trailSpread = 17; //Specify spread
}
message Request
{
required C2S c2s = 1;
}
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- For request packet ID, refer to PacketID
- For protocol header, refer to TrdHeader
- For transaction direction, refer to TrdSide
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- For how long the order remains in effect, refer to TimeInForce
- For trail type, refer to TrailType
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional uint64 orderID = 2; //Order number
optional string orderIDEx = 3; //The server order id, which can be used instead of orderID, or choose one from orderID
}
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_Simulate)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder()
.SetPacketID(trd.NextPacketID())
.SetHeader(header)
.SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Buy)
.SetOrderType((int)TrdCommon.OrderType.OrderType_Normal)
.SetCode("00700")
.SetQty(100)
.SetPrice(520)
.SetSecMarket(TrdCommon.TrdSecMarket.TrdSecMarket_HK)
.Build();
TrdPlaceOrder.Request req = TrdPlaceOrder.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.PlaceOrder(req);
Console.Write("Send TrdPlaceOrder: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_PlaceOrder(MMAPI_Conn client, uint nSerialNo, TrdPlaceOrder.Response rsp)
{
Console.Write("Reply: TrdPlaceOrder: {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=6827788355222092042
Send TrdPlaceOrder: 3
Reply: TrdPlaceOrder: 3
accID: 281756457888247915
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int placeOrder(TrdPlaceOrder.Request req);
void onReply_PlaceOrder(MMAPI_Conn client, int nSerialNo, TrdPlaceOrder.Response rsp);
Description
Place an order
Parameters
message C2S
{
required Common.PacketID packetID = 1; //packet ID, used to prevent replay attack
required Trd_Common.TrdHeader header = 2; //Transaction common header
required int32 trdSide = 3; //Trading direction, see the enumeration definition of Trd_Common.TrdSide
required int32 orderType = 4; //Order type, see Trd_Common.OrderType enumeration definition
required string code = 5; //Code, 5 decimal places for HK stocks, 6 decimal places for A-shares, and no restrictions for US stocks
required double qty = 6; //Quantity, option unit is "contract" (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded)
optional double price = 7; //Price, (0 decimal place accuracy, the excess part is discarded. The unit of options and futures is "contract")
//The following are used to adjust the price. You have to pass both fields to make it meaningful. 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 = 10; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price. true: make adjustment. false: do not make adjustment.. If the price is illegal and adjustment is not allowed, an error may occur.
optional double adjustSideAndLimit = 11; //Direction and limit in percentage for adjustment. 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 = 10; //Market to whitch securities belong, see the enumeration definition of TrdSecMarket
optional string remark = 11; //User remark string, up to 64 bytes can be transferred. It can be used to identify the unique information of the order, etc., fill in the order, and the order structure will be brought.
optional int32 timeInForce = 12; //How long the order remains in effect, see TrdCommon.TimeInForce enumeration definition
optional bool fillOutsideRTH = 13; //Whether to allow pre-market and after-hours market trade. Only applicable to US stock limit orders. Default false
optional double auxPrice = 14; //Trigger price
optional int32 trailType = 15; //Trailing type, see Trd_Common.TrailType enumeration definition
optional double trailValue = 16; //Trailing amount / ratio
optional double trailSpread = 17; //Specify spread
}
message Request
{
required C2S c2s = 1;
}
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- For request packet ID, refer to PacketID
- For protocol header, refer to TrdHeader
- For transaction direction, refer to TrdSide
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- For how long the order remains in effect, refer to TimeInForce
- For trail type, refer to TrailType
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional uint64 orderID = 2; //Order number
optional string orderIDEx = 3; //The server order id, which can be used instead of orderID, or choose one from orderID
}
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_Simulate_VALUE)
.setTrdMarket(TrdCommon.TrdMarket.TrdMarket_HK_VALUE)
.build();
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.newBuilder()
.setPacketID(trd.nextPacketID())
.setHeader(header)
.setTrdSide(TrdCommon.TrdSide.TrdSide_Buy_VALUE)
.setOrderType(TrdCommon.OrderType.OrderType_Normal_VALUE)
.setSecMarket(TrdCommon.TrdSecMarket.TrdSecMarket_HK_VALUE)
.setCode("00700")
.setQty(100)
.setPrice(580)
.build();
TrdPlaceOrder.Request req = TrdPlaceOrder.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.placeOrder(req);
System.out.printf("Send TrdPlaceOrder: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_PlaceOrder(MMAPI_Conn client, int nSerialNo, TrdPlaceOrder.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdPlaceOrder failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdPlaceOrder: %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 TrdPlaceOrder: 2
Receive TrdPlaceOrder: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "281756457888247915",
"trdMarket": 1
},
"orderID": "5185481028427965890"
}
}
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moomoo::u32_t PlaceOrder(const Trd_PlaceOrder::Request &stReq);
virtual void OnReply_PlaceOrder(moomoo::u32_t nSerialNo, const Trd_PlaceOrder::Response &stRsp) = 0;
Description
Place an order
Parameters
message C2S
{
required Common.PacketID packetID = 1; //packet ID, used to prevent replay attack
required Trd_Common.TrdHeader header = 2; //Transaction common header
required int32 trdSide = 3; //Trading direction, see the enumeration definition of Trd_Common.TrdSide
required int32 orderType = 4; //Order type, see Trd_Common.OrderType enumeration definition
required string code = 5; //Code, 5 decimal places for HK stocks, 6 decimal places for A-shares, and no restrictions for US stocks
required double qty = 6; //Quantity, option unit is "contract" (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded)
optional double price = 7; //Price, (0 decimal place accuracy, the excess part is discarded. The unit of options and futures is "contract")
//The following are used to adjust the price. You have to pass both fields to make it meaningful. 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 = 10; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price. true: make adjustment. false: do not make adjustment.. If the price is illegal and adjustment is not allowed, an error may occur.
optional double adjustSideAndLimit = 11; //Direction and limit in percentage for adjustment. 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 = 10; //Market to whitch securities belong, see the enumeration definition of TrdSecMarket
optional string remark = 11; //User remark string, up to 64 bytes can be transferred. It can be used to identify the unique information of the order, etc., fill in the order, and the order structure will be brought.
optional int32 timeInForce = 12; //How long the order remains in effect, see TrdCommon.TimeInForce enumeration definition
optional bool fillOutsideRTH = 13; //Whether to allow pre-market and after-hours market trade. Only applicable to US stock limit orders. Default false
optional double auxPrice = 14; //Trigger price
optional int32 trailType = 15; //Trailing type, see Trd_Common.TrailType enumeration definition
optional double trailValue = 16; //Trailing amount / ratio
optional double trailSpread = 17; //Specify spread
}
message Request
{
required C2S c2s = 1;
}
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- For request packet ID, refer to PacketID
- For protocol header, refer to TrdHeader
- For transaction direction, refer to TrdSide
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- For how long the order remains in effect, refer to TimeInForce
- For trail type, refer to TrailType
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional uint64 orderID = 2; //Order number
optional string orderIDEx = 3; //The server order id, which can be used instead of orderID, or choose one from orderID
}
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_PlaceOrder::Request req;
Trd_PlaceOrder::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_trdside(1);
c2s->set_ordertype(1);
c2s->set_code("00700");
c2s->set_qty(100);
c2s->set_price(1);
c2s->set_secmarket(Trd_Common::TrdMarket::TrdMarket_HK);
m_PlaceOrderSerialNo = m_pTrdApi->PlaceOrder(req);
cout << "Request PlaceOrder SerialNo: " << m_PlaceOrderSerialNo << endl;
}
virtual void OnReply_PlaceOrder(moomoo::u32_t nSerialNo, const Trd_PlaceOrder::Response &stRsp){
if(nSerialNo == m_PlaceOrderSerialNo)
{
cout << "OnReply_PlaceOrder 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_PlaceOrderSerialNo;
};
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 PlaceOrder SerialNo: 4
OnReply_PlaceOrder SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"orderID": "3954832860392428914"
}
}
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PlaceOrder(req);
Description
Place an order
Parameters
message C2S
{
required Common.PacketID packetID = 1; //packet ID, used to prevent replay attack
required Trd_Common.TrdHeader header = 2; //Transaction common header
required int32 trdSide = 3; //Trading direction, see the enumeration definition of Trd_Common.TrdSide
required int32 orderType = 4; //Order type, see Trd_Common.OrderType enumeration definition
required string code = 5; //Code, 5 decimal places for HK stocks, 6 decimal places for A-shares, and no restrictions for US stocks
required double qty = 6; //Quantity, option unit is "contract" (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded)
optional double price = 7; //Price, (0 decimal place accuracy, the excess part is discarded. The unit of options and futures is "contract")
//The following are used to adjust the price. You have to pass both fields to make it meaningful. 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 = 10; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price. true: make adjustment. false: do not make adjustment.. If the price is illegal and adjustment is not allowed, an error may occur.
optional double adjustSideAndLimit = 11; //Direction and limit in percentage for adjustment. 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 = 10; //Market to whitch securities belong, see the enumeration definition of TrdSecMarket
optional string remark = 11; //User remark string, up to 64 bytes can be transferred. It can be used to identify the unique information of the order, etc., fill in the order, and the order structure will be brought.
optional int32 timeInForce = 12; //How long the order remains in effect, see TrdCommon.TimeInForce enumeration definition
optional bool fillOutsideRTH = 13; //Whether to allow pre-market and after-hours market trade. Only applicable to US stock limit orders. Default false
optional double auxPrice = 14; //Trigger price
optional int32 trailType = 15; //Trailing type, see Trd_Common.TrailType enumeration definition
optional double trailValue = 16; //Trailing amount / ratio
optional double trailSpread = 17; //Specify spread
}
message Request
{
required C2S c2s = 1;
}
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- For request packet ID, refer to PacketID
- For protocol header, refer to TrdHeader
- For transaction direction, refer to TrdSide
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- For how long the order remains in effect, refer to TimeInForce
- For trail type, refer to TrailType
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional uint64 orderID = 2; //Order number
optional string orderIDEx = 3; //The server order id, which can be used instead of orderID, or choose one from orderID
}
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 TrdPlaceOrder(){
const { RetType, PacketID } = Common
const { TrdEnv, TrdSide, OrderType, SecurityFirm, TrdMarket, TrdSecMarket } = Trd_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
let tradeSerialNo = 0;
websocket.onlogin = async ()=>{
try{
let { errCode, retMsg, retType } = await websocket.UnlockTrade({
c2s: {
unlock: true,
securityFirm: SecurityFirm.SecurityFirm_FutuSecurities,
pwdMD5: "d0970714757783e6cf17b26fb8e2298f", // Set as the transaction password MD5 of your account
},
});
if(retType == RetType.RetType_Succeed && errCode == 0) { // Successful unlock transaction
let { errCode, retMsg, retType, s2c: { accList } } = await websocket.GetAccList({
c2s: {
userID: 0,
},
});
if(retType == RetType.RetType_Succeed && errCode == 0) { // Successfully obtained account
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: {
packetID:{
connID: websocket.getConnID(),
serialNo: tradeSerialNo++,
},
header: {
trdEnv: acc.trdEnv,
accID: acc.accID,
trdMarket: TrdMarket.TrdMarket_HK,
},
trdSide: TrdSide.TrdSide_Buy,
orderType: OrderType.OrderType_Normal,
code: "00700",
qty: 100,
price: 150,
secMarket: TrdSecMarket.TrdSecMarket_HK,
},
};
let { errCode, retMsg, retType, s2c } = await websocket.PlaceOrder(req);
console.log("PlaceOrder: 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(err){
console.log(err)
}
};
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
PlaceOrder: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 0,
"accID": "6684972",
"trdMarket": 1
},
"orderID": "5870498377428972628"
}
stop
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Interface Limitations
- A maximum of 15 requests per 30 seconds, and the interval between two consecutive requests cannot be less than 0.02 seconds.
- When using live trading accounts, you need to unlock trade before calling Place Order interface, but when using paper trading accounts, you do not need to unlock trade.
Tips
- Required parameters for each order type: Click here to learn more.
- Locking position is not supported for shortable securities, that means you can not hold a long position and a short position at the same time.
- If you want to close out position of a shortable securities, you need to get the direction of the position and send an opposite order with the same quantity.
- If you want to reversing trade of a shortable securities, there are 2 steps: 1. you need to get the direction of the position and send an opposite order with the same quantity. 2. Send an opposite order again to open the reverse trade. For example: If you want to reverse trade of 1 long position of HK.HSI2012, you need to close the long position first and then sell short the contract.