# Deals Push Callback
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# TradeDealHandlerBase
on_recv_rsp(self, rsp_pb)
Description
In response to the transaction push, asynchronously process the transaction status information pushed by OpenD. After receiving the order fill information pushed by OpenD, this function is called. You need to override on_recv_rsp in the derived class.
This feature is only available for live trading and not for paper trading.Parameters
Parameter Type Description rsp_pb Trd_UpdateOrderFill_pb2.Response This parameter does not need to be processed in the derived class. Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, transaction list is returned. str If ret != RET_OK, error description is returned. - Transaction list format as follows:
Field Type Description trd_side TrdSide Trading direction. deal_id str Deal number. order_id str Order ID. code str Security code. stock_name str Security name. qty float Quantity of shares bought/sold on this fill. Option futures unit is "Contract".price float Fill price. create_time str Create time. For time zone of futures, please refer to OpenD Configuration.counter_broker_id int Counter broker ID. Only valid for HK stocks.counter_broker_name str Counter broker name. Only valid for HK stocks.status DealStatus Deal status.
- Transaction list format as follows:
Example
from futu import *
from time import sleep
class TradeDealTest(TradeDealHandlerBase):
""" order update push"""
def on_recv_rsp(self, rsp_pb):
ret, content = super(TradeDealTest, self).on_recv_rsp(rsp_pb)
if ret == RET_OK:
print("TradeDealTest content={}".format(content))
return ret, content
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
trd_ctx.set_handler(TradeDealTest())
print(trd_ctx.place_order(price=595.0, qty=100, code="HK.00700", trd_side=TrdSide.BUY))
sleep(15)
trd_ctx.close()
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- Output
TradeDealTest content= trd_env code stock_name deal_id order_id qty price trd_side create_time counter_broker_id counter_broker_name trd_market status
0 REAL HK.00700 Tencent 2511067564122483295 8561504228375901919 100.0 518.0 BUY 2021-11-04 11:29:41.595 5 5 HK OK
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# Trd_UpdateOrderFill.proto
Description
Respond to the transaction push, asynchronously process the transaction status information pushed by OpenD.
This feature is only available for live trading and not for paper trading.Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.OrderFill orderFill = 2; //Deal structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
2218
# UpdateOrderFill
virtual void OnReply_UpdateOrderFill(FTAPI_Conn client, uint nSerialNo, TrdUpdateOrderFill.Response rsp);
Description
In response to the transaction push, asynchronously process the transaction status information pushed by OpenD.
This feature is only available for live trading and not for paper trading.Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.OrderFill orderFill = 2; //Deal structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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;
//Subscribe first to get push
TrdSubAccPush.C2S c2s = TrdSubAccPush.C2S.CreateBuilder()
.AddAccIDList(281753457989306260L)
.Build();
TrdSubAccPush.Request req = TrdSubAccPush.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.SubAccPush(req);
Console.Write("Send TrdSubAccPush: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_SubAccPush(FTAPI_Conn client, uint nSerialNo, TrdSubAccPush.Response rsp)
{
Console.Write("OnReply_SubAccPush: {0}\n", nSerialNo, rsp.ToString());
}
public void OnReply_UpdateOrderFill(FTAPI_Conn client, uint nSerialNo, TrdUpdateOrderFill.Response rsp)
{
Console.Write("Push: TrdUpdateOrderFill: {0}\n", nSerialNo);
Console.Write("retMsg: {0}\n", rsp.RetMsg);
}
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=6827940248993029021
Send TrdSubAccPush: 3
OnReply_SubAccPush: 3
Push: TrdUpdateOrderFill: 1
retMsg:
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# UpdateOrderFill
void onPush_UpdateOrderFill(FTAPI_Conn client, int nSerialNo, TrdUpdateOrderFill.Response rsp);
Description
In response to the transaction push, asynchronously process the transaction status information pushed by OpenD.
This feature is only available for live trading and not for paper trading.Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.OrderFill orderFill = 2; //Deal structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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;
//Subscribe first to get push
TrdSubAccPush.C2S c2s = TrdSubAccPush.C2S.newBuilder()
.addAccIDList(281753457989306260L)
.build();
TrdSubAccPush.Request req = TrdSubAccPush.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.subAccPush(req);
System.out.printf("Send TrdSubAccPush: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onPush_UpdateOrderFill(FTAPI_Conn client, TrdUpdateOrderFill.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdUpdateOrderFill failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdUpdateOrderFill: %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 TrdUpdateOrderFill: 2
Receive TrdUpdateOrderFill: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756457888247915",
"trdMarket": 2
},
"orderFillList": [{
"trdSide": 1,
"fillID": "449150869556176742",
"fillIDEx": "20210330_15680495_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1.4",
"orderID": "6664320708369556828",
"orderIDEx": "20210330_15680495_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1",
"code": "FUTU",
"name": "Futu Holdings Limited",
"qty": 34.0,
"price": 127.64,
"createTime": "2021-03-30 09:34:24.019",
"secMarket": 2,
"createTimestamp": 1.617111264019109E9,
"updateTimestamp": 1.617111264019109E9,
"status": 0
}]
}
}
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# UpdateOrderFill
virtual void OnPush_UpdateOrderFill(const Trd_UpdateOrderFill::Response &stRsp) = 0;
Description
In response to the transaction push, asynchronously process the transaction status information pushed by OpenD.
This feature is only available for live trading and not for paper trading.Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.OrderFill orderFill = 2; //Deal structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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_SubAccPush::Request req;
Trd_SubAccPush::C2S *c2s = req.mutable_c2s();
c2s->add_accidlist(3637840);
m_SubAccPushSerialNo = m_pTrdApi->SubAccPush(req);
cout << "Request SubAccPush SerialNo: " << m_SubAccPushSerialNo << endl;
}
virtual void OnReply_SubAccPush(Futu::u32_t nSerialNo, const Trd_SubAccPush::Response &stRsp) {
if(nSerialNo == m_SubAccPushSerialNo)
{
cout << "OnReply_SubAccPush SerialNo: " << nSerialNo << endl;
if (stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "SubAccPush Failed" << endl;
return;
}
}
}
virtual void OnPush_UpdateOrderFill(const Trd_UpdateOrderFill::Response &stRsp)
{
cout << "OnPush_UpdateOrderFill:" << 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_SubAccPushSerialNo;
};
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 SubAccPush SerialNo: 4
OnReply_SubAccPush SerialNo: 4
OnPush_UpdateOrderFill:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"orderFill": {
"trdSide": 1,
"fillID": "932511865781776209",
"fillIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1.2",
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.606",
"counterBrokerID": 5,
"counterBrokerName": "",
"secMarket": 1,
"createTimestamp": 1631522700.605828,
"updateTimestamp": 1631522700.605828,
"status": 0
}
}
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# UpdateOrderFill
OnPush(cmd,res)
Description
In response to the transaction push, asynchronously process the transaction status information pushed by OpenD.
This feature is only available for live trading and not for paper trading.Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.OrderFill orderFill = 2; //Deal structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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 TrdUpdateOrderFill(){
const { RetType } = Common
const { TrdEnv, OrderType } = 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 accIDList = accList.map((acc)=>{ return acc.accID }); // Subscribe to the transaction push of all accounts
const req = {
c2s: {
accIDList: accIDList,
},
};
websocket.SubAccPush(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("SubAccPush: 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.onPush = (cmd, res)=>{
if(ftCmdID.TrdUpdateOrderFill.cmd == cmd){
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log("TrdUpdateOrderFill:");
console.log(data);
} else {
console.log("TrdUpdateOrderFillTest: error")
}
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 3600*1000); // Set the script to receive OpenD push duration to 3600 seconds
}
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- Output
SubAccPush: errCode 0, retMsg , retType 0
null
TrdUpdateOrderFill:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"orderFill": {
"trdSide": 1,
"fillID": "932511865781776209",
"fillIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1.2",
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.606",
"counterBrokerID": 5,
"counterBrokerName": "",
"secMarket": 1,
"createTimestamp": 1631522700.605828,
"updateTimestamp": 1631522700.605828,
"status": 0
}
}
stop
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- Python
- Proto
- C#
- Java
- C++
- JavaScript
# TradeDealHandlerBase
on_recv_rsp(self, rsp_pb)
Description
In response to the transaction push, asynchronously process the transaction status information pushed by OpenD. After receiving the order fill information pushed by OpenD, this function is called. You need to override on_recv_rsp in the derived class.
This feature is only available for live trading and not for paper trading.Parameters
Parameter Type Description rsp_pb Trd_UpdateOrderFill_pb2.Response This parameter does not need to be processed in the derived class. Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, transaction list is returned. str If ret != RET_OK, error description is returned. - Transaction list format as follows:
Field Type Description trd_side TrdSide Trading direction. deal_id str Deal number. order_id str Order ID. code str Security code. stock_name str Security name. qty float Quantity of shares bought/sold on this fill. Option futures unit is "Contract".price float Fill price. create_time str Create time. For time zone of futures, please refer to OpenD Configuration.counter_broker_id int Counter broker ID. Only valid for HK stocks.counter_broker_name str Counter broker name. Only valid for HK stocks.status DealStatus Deal status.
- Transaction list format as follows:
Example
from moomoo import *
from time import sleep
class TradeDealTest(TradeDealHandlerBase):
""" order update push"""
def on_recv_rsp(self, rsp_pb):
ret, content = super(TradeDealTest, self).on_recv_rsp(rsp_pb)
if ret == RET_OK:
print("TradeDealTest content={}".format(content))
return ret, content
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
trd_ctx.set_handler(TradeDealTest())
print(trd_ctx.place_order(price=595.0, qty=100, code="HK.00700", trd_side=TrdSide.BUY))
sleep(15)
trd_ctx.close()
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- Output
TradeDealTest content= trd_env code stock_name deal_id order_id qty price trd_side create_time counter_broker_id counter_broker_name trd_market status
0 REAL HK.00700 Tencent 2511067564122483295 8561504228375901919 100.0 518.0 BUY 2021-11-04 11:29:41.595 5 5 HK OK
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# Trd_UpdateOrderFill.proto
Description
Respond to the transaction push, asynchronously process the transaction status information pushed by OpenD.
This feature is only available for live trading and not for paper trading.Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.OrderFill orderFill = 2; //Deal structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
2218
# UpdateOrderFill
virtual void OnReply_UpdateOrderFill(MMAPI_Conn client, uint nSerialNo, TrdUpdateOrderFill.Response rsp);
Description
In response to the transaction push, asynchronously process the transaction status information pushed by OpenD.
This feature is only available for live trading and not for paper trading.Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.OrderFill orderFill = 2; //Deal structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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;
//Subscribe first to get push
TrdSubAccPush.C2S c2s = TrdSubAccPush.C2S.CreateBuilder()
.AddAccIDList(281753457989306260L)
.Build();
TrdSubAccPush.Request req = TrdSubAccPush.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.SubAccPush(req);
Console.Write("Send TrdSubAccPush: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_SubAccPush(MMAPI_Conn client, uint nSerialNo, TrdSubAccPush.Response rsp)
{
Console.Write("OnReply_SubAccPush: {0}\n", nSerialNo, rsp.ToString());
}
public void OnReply_UpdateOrderFill(MMAPI_Conn client, uint nSerialNo, TrdUpdateOrderFill.Response rsp)
{
Console.Write("Push: TrdUpdateOrderFill: {0}\n", nSerialNo);
Console.Write("retMsg: {0}\n", rsp.RetMsg);
}
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=6827940248993029021
Send TrdSubAccPush: 3
OnReply_SubAccPush: 3
Push: TrdUpdateOrderFill: 1
retMsg:
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# UpdateOrderFill
void onPush_UpdateOrderFill(MMAPI_Conn client, int nSerialNo, TrdUpdateOrderFill.Response rsp);
Description
In response to the transaction push, asynchronously process the transaction status information pushed by OpenD.
This feature is only available for live trading and not for paper trading.Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.OrderFill orderFill = 2; //Deal structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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;
//Subscribe first to get push
TrdSubAccPush.C2S c2s = TrdSubAccPush.C2S.newBuilder()
.addAccIDList(281753457989306260L)
.build();
TrdSubAccPush.Request req = TrdSubAccPush.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.subAccPush(req);
System.out.printf("Send TrdSubAccPush: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onPush_UpdateOrderFill(MMAPI_Conn client, TrdUpdateOrderFill.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdUpdateOrderFill failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdUpdateOrderFill: %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 TrdUpdateOrderFill: 2
Receive TrdUpdateOrderFill: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756457888247915",
"trdMarket": 2
},
"orderFillList": [{
"trdSide": 1,
"fillID": "449150869556176742",
"fillIDEx": "20210330_15680495_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1.4",
"orderID": "6664320708369556828",
"orderIDEx": "20210330_15680495_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1",
"code": "FUTU",
"name": "Futu Holdings Limited",
"qty": 34.0,
"price": 127.64,
"createTime": "2021-03-30 09:34:24.019",
"secMarket": 2,
"createTimestamp": 1.617111264019109E9,
"updateTimestamp": 1.617111264019109E9,
"status": 0
}]
}
}
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# UpdateOrderFill
virtual void OnPush_UpdateOrderFill(const Trd_UpdateOrderFill::Response &stRsp) = 0;
Description
In response to the transaction push, asynchronously process the transaction status information pushed by OpenD.
This feature is only available for live trading and not for paper trading.Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.OrderFill orderFill = 2; //Deal structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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;
Trd_SubAccPush::Request req;
Trd_SubAccPush::C2S *c2s = req.mutable_c2s();
c2s->add_accidlist(3637840);
m_SubAccPushSerialNo = m_pTrdApi->SubAccPush(req);
cout << "Request SubAccPush SerialNo: " << m_SubAccPushSerialNo << endl;
}
virtual void OnReply_SubAccPush(moomoo::u32_t nSerialNo, const Trd_SubAccPush::Response &stRsp) {
if(nSerialNo == m_SubAccPushSerialNo)
{
cout << "OnReply_SubAccPush SerialNo: " << nSerialNo << endl;
if (stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "SubAccPush Failed" << endl;
return;
}
}
}
virtual void OnPush_UpdateOrderFill(const Trd_UpdateOrderFill::Response &stRsp)
{
cout << "OnPush_UpdateOrderFill:" << 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_SubAccPushSerialNo;
};
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 SubAccPush SerialNo: 4
OnReply_SubAccPush SerialNo: 4
OnPush_UpdateOrderFill:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"orderFill": {
"trdSide": 1,
"fillID": "932511865781776209",
"fillIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1.2",
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.606",
"counterBrokerID": 5,
"counterBrokerName": "",
"secMarket": 1,
"createTimestamp": 1631522700.605828,
"updateTimestamp": 1631522700.605828,
"status": 0
}
}
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# UpdateOrderFill
OnPush(cmd,res)
Description
In response to the transaction push, asynchronously process the transaction status information pushed by OpenD.
This feature is only available for live trading and not for paper trading.Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.OrderFill orderFill = 2; //Deal structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 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 TrdUpdateOrderFill(){
const { RetType } = Common
const { TrdEnv, OrderType } = 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 accIDList = accList.map((acc)=>{ return acc.accID }); // Subscribe to the transaction push of all accounts
const req = {
c2s: {
accIDList: accIDList,
},
};
websocket.SubAccPush(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("SubAccPush: 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.onPush = (cmd, res)=>{
if(mmCmdID.TrdUpdateOrderFill.cmd == cmd){
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log("TrdUpdateOrderFill:");
console.log(data);
} else {
console.log("TrdUpdateOrderFillTest: error")
}
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 3600*1000); // Set the script to receive OpenD push duration to 3600 seconds
}
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- Output
SubAccPush: errCode 0, retMsg , retType 0
null
TrdUpdateOrderFill:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"orderFill": {
"trdSide": 1,
"fillID": "932511865781776209",
"fillIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1.2",
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.606",
"counterBrokerID": 5,
"counterBrokerName": "",
"secMarket": 1,
"createTimestamp": 1631522700.605828,
"updateTimestamp": 1631522700.605828,
"status": 0
}
}
stop
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