# Orders Push Callback
- Python
- Proto
- C#
- Java
- C++
- JavaScript
on_recv_rsp(self, rsp_pb)
Description
In response to orders push, asynchronously process the order status information pushed by OpenD. After receiving the order status information pushed by OpenD, this function is called.. You need to override on_recv_rsp in the derived class.
Parameters
Parameter Type Description rsp_pb Trd_UpdateOrder_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, order list is returned. str If ret != RET_OK, error description is returned. - Order list format as follows:
Field Type Description trd_side TrdSide Trading direction. order_type OrderType Order type. order_status OrderStatus Order status. order_id str Order ID. code str Security code. stock_name str Security name. qty float Order quantity. Option futures unit is "Contract"price float Order price. 3 decimal place accuracy, excess part will be rounded.currency Currency Transaction currency. create_time str Create time. For time zone of futures, please refer to OpenD Configuration.updated_time str Last update time. For time zone of futures, please refer to OpenD Configuration.
The unit of option futures is "Contract".dealt_qty float Deal quantity Option futures unit is "Contract"dealt_avg_price float Average deal price. No precision 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 *
from time import sleep
class TradeOrderTest(TradeOrderHandlerBase):
""" order update push"""
def on_recv_rsp(self, rsp_pb):
ret, content = super(TradeOrderTest, self).on_recv_rsp(rsp_pb)
if ret == RET_OK:
print("* TradeOrderTest content={}\n".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(TradeOrderTest())
print(trd_ctx.place_order(price=518.0, qty=100, code="HK.00700", trd_side=TrdSide.SELL))
sleep(15)
trd_ctx.close()
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- Output
* TradeOrderTest content= trd_env code stock_name dealt_avg_price dealt_qty qty order_id order_type price order_status create_time updated_time trd_side last_err_msg trd_market remark time_in_force fill_outside_rth aux_price trail_type trail_value trail_spread currency
0 REAL HK.00700 Tencent 0.0 0.0 100.0 72625263708670783 NORMAL 518.0 SUBMITTING 2021-11-04 11:26:27 2021-11-04 11:26:27 BUY HK DAY N/A N/A N/A N/A N/A HKD
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# Trd_UpdateOrder.proto
Description
In response to order push, asynchronously process the order status information pushed by OpenD.
Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.Order order = 2; //Order 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
2208
virtual void OnReply_UpdateOrder(FTAPI_Conn client, TrdUpdateOrder.Response rsp);
Description
In response to order push, asynchronously process the order status information pushed by OpenD.
Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.Order order = 2; //Order 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);
Console.Write("retMsg: {0}\n", rsp.RetMsg);
}
public void OnReply_UpdateOrder(FTAPI_Conn client, uint nSerialNo, TrdUpdateOrder.Response rsp)
{
Console.Write("Push: TrdUpdateOrder: {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=6827943584315573569
Send TrdSubAccPush: 3
OnReply_SubAccPush: 3
retMsg:
Push: TrdUpdateOrder: 1
retMsg:
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void onPush_UpdateOrder(FTAPI_Conn client, TrdUpdateOrder.Response rsp);
Description
In response to order push, asynchronously process the order status information pushed by OpenD.
Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.Order order = 2; //Order 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_UpdateOrder(FTAPI_Conn client, TrdUpdateOrder.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdUpdateOrder failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdUpdateOrder: %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 TrdUpdateOrder: 2
Receive TrdUpdateOrder: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3450309",
"trdMarket": 1
},
"orderList": [{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "5185261023022402893",
"orderIDEx": "2691191",
"code": "00700",
"name": "Tencent",
"qty": 100.0,
"price": 594.0,
"createTime": "2021-06-25 11:38:30",
"updateTime": "2021-06-25 11:38:30",
"fillQty": 100.0,
"fillAvgPrice": 594.0,
"secMarket": 1,
"createTimestamp": 1.62459231E9,
"updateTimestamp": 1.62459231E9,
"remark": "",
"timeInForce": 0
}]
}
}
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virtual void OnPush_UpdateOrder(const Trd_UpdateOrder::Response &stRsp) = 0;
Description
In response to order push, asynchronously process the order status information pushed by OpenD.
Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.Order order = 2; //Order 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_UpdateOrder(const Trd_UpdateOrder::Response &stRsp)
{
cout << "OnPush_UpdateOrder:" << 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_UpdateOrder:
{
"retType": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 5,
"orderStatus": 5,
"orderID": "3964487190993133422",
"orderIDEx": "1741803",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 607.5,
"createTime": "2021-06-09 16:00:06",
"updateTime": "2021-06-09 16:00:06",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1623225606,
"updateTimestamp": 1623225606,
"remark": "",
"timeInForce": 0
}
}
}
OnPush_UpdateOrder:
{
"retType": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 5,
"orderStatus": 15,
"orderID": "3964487190993133422",
"orderIDEx": "1741803",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 607.5,
"createTime": "2021-06-09 16:00:06",
"updateTime": "2021-06-09 16:00:22",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1623225606,
"updateTimestamp": 1623225622,
"remark": "",
"timeInForce": 0
}
}
}
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OnPush(cmd,res)
Description
In response to order push, asynchronously process the order status information pushed by OpenD.
Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.Order order = 2; //Order 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 TrdUpdateOrder(){
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.TrdUpdateOrder.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("TrdUpdateOrder:");
console.log(data);
} else {
console.log("TrdUpdateOrderTest: 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
TrdUpdateOrder:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 1,
"orderStatus": 2,
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00",
"updateTime": "2021-09-13 16:45:00",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1631522700,
"updateTimestamp": 1631522700,
"remark": "",
"timeInForce": 0
}
}
TrdUpdateOrder:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 1,
"orderStatus": 5,
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.313",
"updateTime": "2021-09-13 16:45:00.568",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1631522700.312849,
"updateTimestamp": 1631522700.567732,
"remark": "",
"timeInForce": 0
}
}
TrdUpdateOrder:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 1,
"orderStatus": 11,
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.313",
"updateTime": "2021-09-13 16:45:00.604",
"fillQty": 100,
"fillAvgPrice": 480,
"secMarket": 1,
"createTimestamp": 1631522700.312849,
"updateTimestamp": 1631522700.604215,
"remark": "",
"timeInForce": 0
}
}
stop
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- Python
- Proto
- C#
- Java
- C++
- JavaScript
on_recv_rsp(self, rsp_pb)
Description
In response to orders push, asynchronously process the order status information pushed by OpenD. After receiving the order status information pushed by OpenD, this function is called.. You need to override on_recv_rsp in the derived class.
Parameters
Parameter Type Description rsp_pb Trd_UpdateOrder_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, order list is returned. str If ret != RET_OK, error description is returned. - Order list format as follows:
Field Type Description trd_side TrdSide Trading direction. order_type OrderType Order type. order_status OrderStatus Order status. order_id str Order ID. code str Security code. stock_name str Security name. qty float Order quantity. Option futures unit is "Contract"price float Order price. 3 decimal place accuracy, excess part will be rounded.currency Currency Transaction currency. create_time str Create time. For time zone of futures, please refer to OpenD Configuration.updated_time str Last update time. For time zone of futures, please refer to OpenD Configuration.
The unit of option futures is "Contract".dealt_qty float Deal quantity Option futures unit is "Contract"dealt_avg_price float Average deal price. No precision 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 *
from time import sleep
class TradeOrderTest(TradeOrderHandlerBase):
""" order update push"""
def on_recv_rsp(self, rsp_pb):
ret, content = super(TradeOrderTest, self).on_recv_rsp(rsp_pb)
if ret == RET_OK:
print("* TradeOrderTest content={}\n".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(TradeOrderTest())
print(trd_ctx.place_order(price=518.0, qty=100, code="HK.00700", trd_side=TrdSide.SELL))
sleep(15)
trd_ctx.close()
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- Output
* TradeOrderTest content= trd_env code stock_name dealt_avg_price dealt_qty qty order_id order_type price order_status create_time updated_time trd_side last_err_msg trd_market remark time_in_force fill_outside_rth aux_price trail_type trail_value trail_spread currency
0 REAL HK.00700 Tencent 0.0 0.0 100.0 72625263708670783 NORMAL 518.0 SUBMITTING 2021-11-04 11:26:27 2021-11-04 11:26:27 BUY HK DAY N/A N/A N/A N/A N/A HKD
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# Trd_UpdateOrder.proto
Description
In response to order push, asynchronously process the order status information pushed by OpenD.
Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.Order order = 2; //Order 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
2208
virtual void OnReply_UpdateOrder(MMAPI_Conn client, TrdUpdateOrder.Response rsp);
Description
In response to order push, asynchronously process the order status information pushed by OpenD.
Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.Order order = 2; //Order 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);
Console.Write("retMsg: {0}\n", rsp.RetMsg);
}
public void OnReply_UpdateOrder(MMAPI_Conn client, uint nSerialNo, TrdUpdateOrder.Response rsp)
{
Console.Write("Push: TrdUpdateOrder: {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=6827943584315573569
Send TrdSubAccPush: 3
OnReply_SubAccPush: 3
retMsg:
Push: TrdUpdateOrder: 1
retMsg:
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void onPush_UpdateOrder(MMAPI_Conn client, TrdUpdateOrder.Response rsp);
Description
In response to order push, asynchronously process the order status information pushed by OpenD.
Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.Order order = 2; //Order 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_UpdateOrder(MMAPI_Conn client, TrdUpdateOrder.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdUpdateOrder failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdUpdateOrder: %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 TrdUpdateOrder: 2
Receive TrdUpdateOrder: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3450309",
"trdMarket": 1
},
"orderList": [{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "5185261023022402893",
"orderIDEx": "2691191",
"code": "00700",
"name": "Tencent",
"qty": 100.0,
"price": 594.0,
"createTime": "2021-06-25 11:38:30",
"updateTime": "2021-06-25 11:38:30",
"fillQty": 100.0,
"fillAvgPrice": 594.0,
"secMarket": 1,
"createTimestamp": 1.62459231E9,
"updateTimestamp": 1.62459231E9,
"remark": "",
"timeInForce": 0
}]
}
}
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virtual void OnPush_UpdateOrder(const Trd_UpdateOrder::Response &stRsp) = 0;
Description
In response to order push, asynchronously process the order status information pushed by OpenD.
Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.Order order = 2; //Order 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_UpdateOrder(const Trd_UpdateOrder::Response &stRsp)
{
cout << "OnPush_UpdateOrder:" << 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_UpdateOrder:
{
"retType": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 5,
"orderStatus": 5,
"orderID": "3964487190993133422",
"orderIDEx": "1741803",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 607.5,
"createTime": "2021-06-09 16:00:06",
"updateTime": "2021-06-09 16:00:06",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1623225606,
"updateTimestamp": 1623225606,
"remark": "",
"timeInForce": 0
}
}
}
OnPush_UpdateOrder:
{
"retType": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 5,
"orderStatus": 15,
"orderID": "3964487190993133422",
"orderIDEx": "1741803",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 607.5,
"createTime": "2021-06-09 16:00:06",
"updateTime": "2021-06-09 16:00:22",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1623225606,
"updateTimestamp": 1623225622,
"remark": "",
"timeInForce": 0
}
}
}
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OnPush(cmd,res)
Description
In response to order push, asynchronously process the order status information pushed by OpenD.
Parameters
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required Trd_Common.Order order = 2; //Order 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 TrdUpdateOrder(){
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.TrdUpdateOrder.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("TrdUpdateOrder:");
console.log(data);
} else {
console.log("TrdUpdateOrderTest: 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
TrdUpdateOrder:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 1,
"orderStatus": 2,
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00",
"updateTime": "2021-09-13 16:45:00",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1631522700,
"updateTimestamp": 1631522700,
"remark": "",
"timeInForce": 0
}
}
TrdUpdateOrder:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 1,
"orderStatus": 5,
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.313",
"updateTime": "2021-09-13 16:45:00.568",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1631522700.312849,
"updateTimestamp": 1631522700.567732,
"remark": "",
"timeInForce": 0
}
}
TrdUpdateOrder:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 1,
"orderStatus": 11,
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.313",
"updateTime": "2021-09-13 16:45:00.604",
"fillQty": 100,
"fillAvgPrice": 480,
"secMarket": 1,
"createTimestamp": 1631522700.312849,
"updateTimestamp": 1631522700.604215,
"remark": "",
"timeInForce": 0
}
}
stop
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