# 获取实时经纪队列
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_broker_queue(code)
介绍
获取已订阅股票的实时经纪队列数据，必须要先订阅。
参数
参数 类型 说明 code str 股票代码
返回
参数 类型 说明 ret RET_CODE 接口调用结果 bid_frame_table pd.DataFrame 当 ret == RET_OK，bid_frame_table 返回买盘经纪队列数据 str 当 ret != RET_OK，bid_frame_table 返回错误描述 ask_frame_table pd.DataFrame 当 ret == RET_OK，ask_frame_table 返回卖盘经纪队列数据 str 当 ret != RET_OK，ask_frame_table 返回错误描述 - 买盘经纪队列格式如下：
字段 类型 说明 code str 股票代码 name str 股票名称 bid_broker_id int 经纪买盘 ID bid_broker_name str 经纪买盘名称 bid_broker_pos int 经纪档位 order_id int 交易所订单 ID - 不是下单接口返回的订单 ID
- 只有港股 SF 行情权限支持返回该字段
order_volume int 单笔委托数量 只有港股 SF 行情权限支持返回该字段 - 卖盘经纪队列格式如下：
字段 类型 说明 code str 股票代码 name str 股票名称 ask_broker_id int 经纪卖盘 ID ask_broker_name str 经纪卖盘名称 ask_broker_pos int 经纪档位 order_id int 交易所订单 ID - 不是下单接口返回的订单 ID
- 只有港股 SF 行情权限支持返回该字段
order_volume int 单笔委托数量 只有港股 SF 行情权限支持返回该字段
- 买盘经纪队列格式如下：
Example
from futu import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.BROKER], subscribe_push=False) # 先订阅经纪队列类型。订阅成功后 OpenD 将持续收到服务器的推送，False 代表暂时不需要推送给脚本 if ret_sub == RET_OK: # 订阅成功 ret, bid_frame_table, ask_frame_table = quote_ctx.get_broker_queue('HK.00700') # 获取一次经纪队列数据 if ret == RET_OK: print(bid_frame_table) else: print('error:', bid_frame_table) else: print('subscription failed') quote_ctx.close() # 关闭当条连接，OpenD 会在1分钟后自动取消相应股票相应类型的订阅Copied!
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- Output
code name bid_broker_id bid_broker_name bid_broker_pos order_id order_volume 0 HK.00700 腾讯控股 5338 J.P.摩根 1 N/A N/A .. ... ... ... ... ... ... ... 36 HK.00700 腾讯控股 8305 富途证券国际(香港)有限公司 4 N/A N/A [37 rows x 7 columns]Copied!
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# Qot_GetBroker.proto
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
message C2S { required Qot_Common.Security security = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { required Qot_Common.Security security = 1; //股票 optional string name = 4; // 股票名称 repeated Qot_Common.Broker brokerAskList = 2; //经纪 Ask(卖)盘 repeated Qot_Common.Broker brokerBidList = 3; //经纪 Bid(买)盘 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; }Copied!
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协议 ID
3014
uint GetBroker(QotGetBroker.Request req);
virtual void OnReply_GetBroker(FTAPI_Conn client, uint nSerialNo, QotGetBroker.Response rsp);
- 介绍
获取已订阅股票的实时报价，必须要先订阅。
- 参数
message C2S { required Qot_Common.Security security = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { required Qot_Common.Security security = 1; //股票 optional string name = 4; // 股票名称 repeated Qot_Common.Broker brokerAskList = 2; //经纪 Ask(卖)盘 repeated Qot_Common.Broker brokerBidList = 3; //经纪 Bid(买)盘 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; }Copied!
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- Example
public class Program : FTSPI_Qot, FTSPI_Conn { FTAPI_Qot qot = new FTAPI_Qot(); public Program() { qot.SetClientInfo("csharp", 1); //设置客户端信息 qot.SetConnCallback(this); //设置连接回调 qot.SetQotCallback(this); //设置交易回调 } public void Start() { qot.InitConnect("127.0.0.1", (ushort)11111, false); } public void OnInitConnect(FTAPI_Conn client, long errCode, String desc) { Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID()); if (errCode != 0) return; QotCommon.Security sec = QotCommon.Security.CreateBuilder() .SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security) .SetCode("00700") .Build(); QotSub.C2S c2s = QotSub.C2S.CreateBuilder() .AddSecurityList(sec) .AddSubTypeList((int)QotCommon.SubType.SubType_Broker) .SetIsSubOrUnSub(true) .Build(); QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build(); uint seqNo = qot.Sub(req); Console.Write("Send QotSub: {0}\n", seqNo); } public void OnDisconnect(FTAPI_Conn client, long errCode) { Console.Write("Qot onDisConnect: {0}\n", errCode); } public void OnReply_Sub(FTAPI_Conn client, uint nSerialNo, QotSub.Response rsp) { Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString()); if (rsp.RetType != (int)Common.RetType.RetType_Succeed) return; QotCommon.Security sec = QotCommon.Security.CreateBuilder() .SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security) .SetCode("00700") .Build(); QotGetBroker.C2S c2s = QotGetBroker.C2S.CreateBuilder() .SetSecurity(sec) .Build(); QotGetBroker.Request req = QotGetBroker.Request.CreateBuilder().SetC2S(c2s).Build(); uint seqNo = qot.GetBroker(req); Console.Write("Send QotGetBroker: {0}\n", seqNo); } public void OnReply_GetBroker(FTAPI_Conn client, uint nSerialNo, QotGetBroker.Response rsp) { Console.Write("Reply: QotGetBroker: {0}\n", nSerialNo); Console.Write("id: {0}, name: {1}\n", rsp.S2C.BrokerAskListList[0].Id, rsp.S2C.BrokerAskListList[0].Name); } public static void Main(String[] args) { FTAPI.Init(); Program qot = new Program(); qot.Start(); while (true) Thread.Sleep(1000 * 600); } }Copied!
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- Output
Qot onInitConnect: ret=0 desc= connID=6825676366648053042 Send QotSub: 3 Reply: QotSub: 3 retType: 0 retMsg: "" errCode: 0 Send QotGetBroker: 4 Reply: QotGetBroker: 4 id: 5465, name: 富途证券国际(香港)有限公司Copied!
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int getBroker(QotGetBroker.Request req);
void onReply_GetBroker(FTAPI_Conn client, int nSerialNo, QotGetBroker.Response rsp);
- 介绍
获取已订阅股票的实时报价，必须要先订阅。
- 参数
message C2S { required Qot_Common.Security security = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { required Qot_Common.Security security = 1; //股票 optional string name = 4; // 股票名称 repeated Qot_Common.Broker brokerAskList = 2; //经纪 Ask(卖)盘 repeated Qot_Common.Broker brokerBidList = 3; //经纪 Bid(买)盘 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; }Copied!
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- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn { FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot(); public QotDemo() { qot.setClientInfo("javaclient", 1); //设置客户端信息 qot.setConnSpi(this); //设置连接回调 qot.setQotSpi(this); //设置交易回调 } public void start() { qot.initConnect("127.0.0.1", (short)11111, false); } @Override public void onInitConnect(FTAPI_Conn client, long errCode, String desc) { System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID()); if (errCode != 0) return; QotCommon.Security sec = QotCommon.Security.newBuilder() .setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE) .setCode("00700") .build(); QotSub.C2S c2s = QotSub.C2S.newBuilder() .addSecurityList(sec) .addSubTypeList(QotCommon.SubType.SubType_Broker_VALUE) .setIsSubOrUnSub(true) .build(); QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build(); int seqNo = qot.sub(req); System.out.printf("Send QotSub: %d\n", seqNo); } @Override public void onDisconnect(FTAPI_Conn client, long errCode) { System.out.printf("Qot onDisConnect: %d\n", errCode); } @Override public void onReply_Sub(FTAPI_Conn client, int nSerialNo, QotSub.Response rsp) { System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString()); if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE) return; QotCommon.Security sec = QotCommon.Security.newBuilder() .setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE) .setCode("00700") .build(); QotGetBroker.C2S c2s = QotGetBroker.C2S.newBuilder() .setSecurity(sec) .build(); QotGetBroker.Request req = QotGetBroker.Request.newBuilder().setC2S(c2s).build(); int seqNo = qot.getBroker(req); System.out.printf("Send QotGetBroker: %d\n", seqNo); } @Override public void onReply_GetBroker(FTAPI_Conn client, int nSerialNo, QotGetBroker.Response rsp) { if (rsp.getRetType() != 0) { System.out.printf("QotGetBroker failed: %s\n", rsp.getRetMsg()); } else { try { String json = JsonFormat.printer().print(rsp); System.out.printf("Receive QotGetBroker: %s\n", json); } catch (InvalidProtocolBufferException e) { e.printStackTrace(); } } } public static void main(String[] args) { FTAPI.init(); QotDemo qot = new QotDemo(); qot.start(); while (true) { try { Thread.sleep(1000 * 600); } catch (InterruptedException exc) { } } } }Copied!
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- Output
Send QotGetBroker: 3 Receive QotGetBroker: { "retType": 0, "retMsg": "", "errCode": 0, "s2c": { "security": { "market": 1, "code": "00700" }, "brokerAskList": [{ "id": "8908", "name": "中银国际证券有限公司", "pos": 1 }, ... { "id": "8305", "name": "富途证券国际(香港)有限公司", "pos": 2 }], "brokerBidList": [{ "id": "4108", "name": "法国巴黎证券(亚洲)有限公司", "pos": 1 }, ... { "id": "9033", "name": "招商证券(香港)有限公司", "pos": 3 }] } }Copied!
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Futu::u32_t GetBroker(const Qot_GetBroker::Request &stReq);
virtual void OnReply_GetBroker(Futu::u32_t nSerialNo, const Qot_GetBroker::Response &stRsp) = 0;
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
message C2S { required Qot_Common.Security security = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { required Qot_Common.Security security = 1; //股票 optional string name = 4; // 股票名称 repeated Qot_Common.Broker brokerAskList = 2; //经纪 Ask(卖)盘 repeated Qot_Common.Broker brokerBidList = 3; //经纪 Bid(买)盘 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; }Copied!
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- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn { public: Program() { m_pQotApi = FTAPI::CreateQotApi(); m_pQotApi->RegisterQotSpi(this); m_pQotApi->RegisterConnSpi(this); } ~Program() { if (m_pQotApi != nullptr) { m_pQotApi->UnregisterQotSpi(); m_pQotApi->UnregisterConnSpi(); FTAPI::ReleaseQotApi(m_pQotApi); m_pQotApi = nullptr; } } void Start() { m_pQotApi->InitConnect("127.0.0.1", 11111, false); } virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) { cout << "connect" << endl; // 这个接口要先订阅 Qot_Sub::Request req; Qot_Sub::C2S *c2s = req.mutable_c2s(); auto secList = c2s->mutable_securitylist(); Qot_Common::Security *sec = secList->Add(); sec->set_code("00700"); sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security); c2s->add_subtypelist(Qot_Common::SubType::SubType_Broker); c2s->set_isregorunregpush(true); c2s->set_issuborunsub(true); m_SubSerialNo = m_pQotApi->Sub(req); cout << "Request Sub SerialNo: " << m_SubSerialNo << endl; } virtual void OnReply_Sub(Futu::u32_t nSerialNo, const Qot_Sub::Response &stRsp) { if(nSerialNo == m_SubSerialNo) { cout << "OnReply_Sub SerialNo: " << nSerialNo << endl; if(stRsp.rettype() != Common::RetType::RetType_Succeed) { cout << "Sub Failed" << endl; return; } // 组包 Qot_GetBroker::Request req; Qot_GetBroker::C2S *c2s = req.mutable_c2s(); Qot_Common::Security *sec = c2s->mutable_security(); sec->set_code("00700"); sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security); m_GetBrokerSerialNo = m_pQotApi->GetBroker(req); cout << "Request GetBroker SerialNo: " << m_GetBrokerSerialNo << endl; } } virtual void OnReply_GetBroker(Futu::u32_t nSerialNo, const Qot_GetBroker::Response &stRsp){ if(nSerialNo == m_GetBrokerSerialNo) { cout << "OnReply_GetBroker SerialNo: " << nSerialNo << endl; // 解析内部结构打印出来 // ProtoBufToBodyData和UTF8ToLocal函数的定义参见Sample中的tool.h文件 string resp_str; ProtoBufToBodyData(stRsp, resp_str); cout << UTF8ToLocal(resp_str) << endl; } } protected: FTAPI_Qot *m_pQotApi; Futu::u32_t m_SubSerialNo; Futu::u32_t m_GetBrokerSerialNo; }; int32_t main(int32_t argc, char** argv) { FTAPI::Init(); { Program program; program.Start(); getchar(); } protobuf::ShutdownProtobufLibrary(); FTAPI::UnInit(); return 0; }Copied!
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- Output
connect Request Sub SerialNo: 3 OnReply_Sub SerialNo: 3 Request GetBroker SerialNo: 4 OnReply_GetBroker SerialNo: 4 { "retType": 0, "retMsg": "", "errCode": 0, "s2c": { "security": { "market": 1, "code": "00700" }, "brokerAskList": [ { "id": "6996", "name": "中国投资信息有限公司", "pos": 1 }, { "id": "8037", "name": "中信里昂证券有限公司", "pos": 1 }, ... { "id": "4978", "name": "法国兴业证券(香港)有限公司", "pos": 3 } ] } }Copied!
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GetBroker(req);
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
message C2S { required Qot_Common.Security security = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { required Qot_Common.Security security = 1; //股票 optional string name = 4; // 股票名称 repeated Qot_Common.Broker brokerAskList = 2; //经纪 Ask(卖)盘 repeated Qot_Common.Broker brokerBidList = 3; //经纪 Bid(买)盘 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; }Copied!
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- Example
import ftWebsocket from "futu-api"; import { ftCmdID } from "futu-api"; import { Common, Qot_Common } from "futu-api/proto"; import beautify from "js-beautify"; function QotGetBroker(){ const { RetType } = Common const { SubType, QotMarket } = Qot_Common let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1']; let websocket = new ftWebsocket(); websocket.onlogin = (ret, msg)=>{ if (ret) { // 登录成功 websocket.Sub({ c2s: { securityList: [ { market: QotMarket.QotMarket_HK_Security, code: "00700", }, ], subTypeList: [ SubType.SubType_Broker ], // 订阅实时经纪队列类型 isSubOrUnSub: true, // 订阅 true, 反订阅 false isRegOrUnRegPush: true, // 注册推送 true, 反注册推送 false }, }) .then((res) => { const req = { c2s: { security: { market: QotMarket.QotMarket_HK_Security, code: "00700", }, }, }; websocket.GetBroker(req) .then((res) => { let { errCode, retMsg, retType,s2c } = res console.log("Broker: 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) => { if ("retMsg" in error) { console.log("sub error:", error.retMsg); } }); } else { console.log("start error", msg); } }; websocket.start(addr, port, enable_ssl, key); //关闭行情连接，连接不再使用之后，要关闭，否则占用不必要资源 //同时OpenD也限制了最多128条连接 //也可以一个页面或者一个项目维护一条连接，这里范例请求一次创建一条连接 setTimeout(()=>{ websocket.stop(); console.log("stop"); }, 5000); // 5秒后断开 }Copied!
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- Output
Broker: errCode 0, retMsg , retType 0 { "security": { "market": 1, "code": "00700" }, "brokerAskList": [{ "id": "6429", "name": "中信証券经纪(香港)有限公司", "pos": 1 }, { "id": "4973", "name": "法国兴业证券(香港)有限公司", "pos": 1 }, ..., { "id": "2310", "name": "恒生证券有限公司", "pos": 5 }], "brokerBidList": [{ "id": "2846", "name": "麦格理资本股份有限公司", "pos": 1 }, { "id": "8578", "name": "汇丰证券经纪(亚洲)有限公司", "pos": 1 }, ..., { "id": "2245", "name": "富途证券国际(香港)有限公司", "pos": 1 }] } stopCopied!
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提示
- 此接口提供了一次性获取实时数据的功能，如需持续获取推送数据，请参考 实时经纪队列回调 接口
- 获取实时数据 和 实时数据回调 的差别，请参考 如何通过订阅接口获取实时行情？
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_broker_queue(code)
介绍
获取已订阅股票的实时经纪队列数据，必须要先订阅。
参数
参数 类型 说明 code str 股票代码
返回
参数 类型 说明 ret RET_CODE 接口调用结果 bid_frame_table pd.DataFrame 当 ret == RET_OK，bid_frame_table 返回买盘经纪队列数据 str 当 ret != RET_OK，bid_frame_table 返回错误描述 ask_frame_table pd.DataFrame 当 ret == RET_OK，ask_frame_table 返回卖盘经纪队列数据 str 当 ret != RET_OK，ask_frame_table 返回错误描述 - 买盘经纪队列格式如下：
字段 类型 说明 code str 股票代码 name str 股票名称 bid_broker_id int 经纪买盘 ID bid_broker_name str 经纪买盘名称 bid_broker_pos int 经纪档位 order_id int 交易所订单 ID - 不是下单接口返回的订单 ID
- 只有港股 SF 行情权限支持返回该字段
order_volume int 单笔委托数量 只有港股 SF 行情权限支持返回该字段 - 卖盘经纪队列格式如下：
字段 类型 说明 code str 股票代码 name str 股票名称 ask_broker_id int 经纪卖盘 ID ask_broker_name str 经纪卖盘名称 ask_broker_pos int 经纪档位 order_id int 交易所订单 ID - 不是下单接口返回的订单 ID
- 只有港股 SF 行情权限支持返回该字段
order_volume int 单笔委托数量 只有港股 SF 行情权限支持返回该字段
- 买盘经纪队列格式如下：
Example
from moomoo import * quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.BROKER], subscribe_push=False) # 先订阅经纪队列类型。订阅成功后 OpenD 将持续收到服务器的推送，False 代表暂时不需要推送给脚本 if ret_sub == RET_OK: # 订阅成功 ret, bid_frame_table, ask_frame_table = quote_ctx.get_broker_queue('HK.00700') # 获取一次经纪队列数据 if ret == RET_OK: print(bid_frame_table) else: print('error:', bid_frame_table) else: print('subscription failed') quote_ctx.close() # 关闭当条连接，OpenD 会在1分钟后自动取消相应股票相应类型的订阅Copied!
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- Output
code name bid_broker_id bid_broker_name bid_broker_pos order_id order_volume 0 HK.00700 腾讯控股 5338 J.P.摩根 1 N/A N/A .. ... ... ... ... ... ... ... 36 HK.00700 腾讯控股 8305 富途证券国际(香港)有限公司 4 N/A N/A [37 rows x 7 columns]Copied!
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# Qot_GetBroker.proto
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
message C2S { required Qot_Common.Security security = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { required Qot_Common.Security security = 1; //股票 optional string name = 4; // 股票名称 repeated Qot_Common.Broker brokerAskList = 2; //经纪 Ask(卖)盘 repeated Qot_Common.Broker brokerBidList = 3; //经纪 Bid(买)盘 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; }Copied!
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协议 ID
3014
uint GetBroker(QotGetBroker.Request req);
virtual void OnReply_GetBroker(MMAPI_Conn client, uint nSerialNo, QotGetBroker.Response rsp);
- 介绍
获取已订阅股票的实时报价，必须要先订阅。
- 参数
message C2S { required Qot_Common.Security security = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { required Qot_Common.Security security = 1; //股票 optional string name = 4; // 股票名称 repeated Qot_Common.Broker brokerAskList = 2; //经纪 Ask(卖)盘 repeated Qot_Common.Broker brokerBidList = 3; //经纪 Bid(买)盘 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; }Copied!
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- Example
public class Program : MMSPI_Qot, MMSPI_Conn { MMAPI_Qot qot = new MMAPI_Qot(); public Program() { qot.SetClientInfo("csharp", 1); //设置客户端信息 qot.SetConnCallback(this); //设置连接回调 qot.SetQotCallback(this); //设置交易回调 } public void Start() { qot.InitConnect("127.0.0.1", (ushort)11111, false); } public void OnInitConnect(MMAPI_Conn client, long errCode, String desc) { Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID()); if (errCode != 0) return; QotCommon.Security sec = QotCommon.Security.CreateBuilder() .SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security) .SetCode("00700") .Build(); QotSub.C2S c2s = QotSub.C2S.CreateBuilder() .AddSecurityList(sec) .AddSubTypeList((int)QotCommon.SubType.SubType_Broker) .SetIsSubOrUnSub(true) .Build(); QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build(); uint seqNo = qot.Sub(req); Console.Write("Send QotSub: {0}\n", seqNo); } public void OnDisconnect(MMAPI_Conn client, long errCode) { Console.Write("Qot onDisConnect: {0}\n", errCode); } public void OnReply_Sub(MMAPI_Conn client, uint nSerialNo, QotSub.Response rsp) { Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString()); if (rsp.RetType != (int)Common.RetType.RetType_Succeed) return; QotCommon.Security sec = QotCommon.Security.CreateBuilder() .SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security) .SetCode("00700") .Build(); QotGetBroker.C2S c2s = QotGetBroker.C2S.CreateBuilder() .SetSecurity(sec) .Build(); QotGetBroker.Request req = QotGetBroker.Request.CreateBuilder().SetC2S(c2s).Build(); uint seqNo = qot.GetBroker(req); Console.Write("Send QotGetBroker: {0}\n", seqNo); } public void OnReply_GetBroker(MMAPI_Conn client, uint nSerialNo, QotGetBroker.Response rsp) { Console.Write("Reply: QotGetBroker: {0}\n", nSerialNo); Console.Write("id: {0}, name: {1}\n", rsp.S2C.BrokerAskListList[0].Id, rsp.S2C.BrokerAskListList[0].Name); } public static void Main(String[] args) { MMAPI.Init(); Program qot = new Program(); qot.Start(); while (true) Thread.Sleep(1000 * 600); } }Copied!
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- Output
Qot onInitConnect: ret=0 desc= connID=6825676366648053042 Send QotSub: 3 Reply: QotSub: 3 retType: 0 retMsg: "" errCode: 0 Send QotGetBroker: 4 Reply: QotGetBroker: 4 id: 5465, name: 富途证券国际(香港)有限公司Copied!
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int getBroker(QotGetBroker.Request req);
void onReply_GetBroker(MMAPI_Conn client, int nSerialNo, QotGetBroker.Response rsp);
- 介绍
获取已订阅股票的实时报价，必须要先订阅。
- 参数
message C2S { required Qot_Common.Security security = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { required Qot_Common.Security security = 1; //股票 optional string name = 4; // 股票名称 repeated Qot_Common.Broker brokerAskList = 2; //经纪 Ask(卖)盘 repeated Qot_Common.Broker brokerBidList = 3; //经纪 Bid(买)盘 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; }Copied!
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- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn { MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot(); public QotDemo() { qot.setClientInfo("javaclient", 1); //设置客户端信息 qot.setConnSpi(this); //设置连接回调 qot.setQotSpi(this); //设置交易回调 } public void start() { qot.initConnect("127.0.0.1", (short)11111, false); } @Override public void onInitConnect(MMAPI_Conn client, long errCode, String desc) { System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID()); if (errCode != 0) return; QotCommon.Security sec = QotCommon.Security.newBuilder() .setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE) .setCode("00700") .build(); QotSub.C2S c2s = QotSub.C2S.newBuilder() .addSecurityList(sec) .addSubTypeList(QotCommon.SubType.SubType_Broker_VALUE) .setIsSubOrUnSub(true) .build(); QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build(); int seqNo = qot.sub(req); System.out.printf("Send QotSub: %d\n", seqNo); } @Override public void onDisconnect(MMAPI_Conn client, long errCode) { System.out.printf("Qot onDisConnect: %d\n", errCode); } @Override public void onReply_Sub(MMAPI_Conn client, int nSerialNo, QotSub.Response rsp) { System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString()); if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE) return; QotCommon.Security sec = QotCommon.Security.newBuilder() .setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE) .setCode("00700") .build(); QotGetBroker.C2S c2s = QotGetBroker.C2S.newBuilder() .setSecurity(sec) .build(); QotGetBroker.Request req = QotGetBroker.Request.newBuilder().setC2S(c2s).build(); int seqNo = qot.getBroker(req); System.out.printf("Send QotGetBroker: %d\n", seqNo); } @Override public void onReply_GetBroker(MMAPI_Conn client, int nSerialNo, QotGetBroker.Response rsp) { if (rsp.getRetType() != 0) { System.out.printf("QotGetBroker failed: %s\n", rsp.getRetMsg()); } else { try { String json = JsonFormat.printer().print(rsp); System.out.printf("Receive QotGetBroker: %s\n", json); } catch (InvalidProtocolBufferException e) { e.printStackTrace(); } } } public static void main(String[] args) { MMAPI.init(); QotDemo qot = new QotDemo(); qot.start(); while (true) { try { Thread.sleep(1000 * 600); } catch (InterruptedException exc) { } } } }Copied!
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- Output
Send QotGetBroker: 3 Receive QotGetBroker: { "retType": 0, "retMsg": "", "errCode": 0, "s2c": { "security": { "market": 1, "code": "00700" }, "brokerAskList": [{ "id": "8908", "name": "中银国际证券有限公司", "pos": 1 }, ... { "id": "8305", "name": "富途证券国际(香港)有限公司", "pos": 2 }], "brokerBidList": [{ "id": "4108", "name": "法国巴黎证券(亚洲)有限公司", "pos": 1 }, ... { "id": "9033", "name": "招商证券(香港)有限公司", "pos": 3 }] } }Copied!
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moomoo::u32_t GetBroker(const Qot_GetBroker::Request &stReq);
virtual void OnReply_GetBroker(moomoo::u32_t nSerialNo, const Qot_GetBroker::Response &stRsp) = 0;
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
message C2S { required Qot_Common.Security security = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { required Qot_Common.Security security = 1; //股票 optional string name = 4; // 股票名称 repeated Qot_Common.Broker brokerAskList = 2; //经纪 Ask(卖)盘 repeated Qot_Common.Broker brokerBidList = 3; //经纪 Bid(买)盘 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; }Copied!
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- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn { public: Program() { m_pQotApi = MMAPI::CreateQotApi(); m_pQotApi->RegisterQotSpi(this); m_pQotApi->RegisterConnSpi(this); } ~Program() { if (m_pQotApi != nullptr) { m_pQotApi->UnregisterQotSpi(); m_pQotApi->UnregisterConnSpi(); MMAPI::ReleaseQotApi(m_pQotApi); m_pQotApi = nullptr; } } void Start() { m_pQotApi->InitConnect("127.0.0.1", 11111, false); } virtual void OnInitConnect(MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) { cout << "connect" << endl; // 这个接口要先订阅 Qot_Sub::Request req; Qot_Sub::C2S *c2s = req.mutable_c2s(); auto secList = c2s->mutable_securitylist(); Qot_Common::Security *sec = secList->Add(); sec->set_code("00700"); sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security); c2s->add_subtypelist(Qot_Common::SubType::SubType_Broker); c2s->set_isregorunregpush(true); c2s->set_issuborunsub(true); m_SubSerialNo = m_pQotApi->Sub(req); cout << "Request Sub SerialNo: " << m_SubSerialNo << endl; } virtual void OnReply_Sub(moomoo::u32_t nSerialNo, const Qot_Sub::Response &stRsp) { if(nSerialNo == m_SubSerialNo) { cout << "OnReply_Sub SerialNo: " << nSerialNo << endl; if(stRsp.rettype() != Common::RetType::RetType_Succeed) { cout << "Sub Failed" << endl; return; } // 组包 Qot_GetBroker::Request req; Qot_GetBroker::C2S *c2s = req.mutable_c2s(); Qot_Common::Security *sec = c2s->mutable_security(); sec->set_code("00700"); sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security); m_GetBrokerSerialNo = m_pQotApi->GetBroker(req); cout << "Request GetBroker SerialNo: " << m_GetBrokerSerialNo << endl; } } virtual void OnReply_GetBroker(moomoo::u32_t nSerialNo, const Qot_GetBroker::Response &stRsp){ if(nSerialNo == m_GetBrokerSerialNo) { cout << "OnReply_GetBroker SerialNo: " << nSerialNo << endl; // 解析内部结构打印出来 // ProtoBufToBodyData和UTF8ToLocal函数的定义参见Sample中的tool.h文件 string resp_str; ProtoBufToBodyData(stRsp, resp_str); cout << UTF8ToLocal(resp_str) << endl; } } protected: MMAPI_Qot *m_pQotApi; moomoo::u32_t m_SubSerialNo; moomoo::u32_t m_GetBrokerSerialNo; }; int32_t main(int32_t argc, char** argv) { MMAPI::Init(); { Program program; program.Start(); getchar(); } protobuf::ShutdownProtobufLibrary(); MMAPI::UnInit(); return 0; }Copied!
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- Output
connect Request Sub SerialNo: 3 OnReply_Sub SerialNo: 3 Request GetBroker SerialNo: 4 OnReply_GetBroker SerialNo: 4 { "retType": 0, "retMsg": "", "errCode": 0, "s2c": { "security": { "market": 1, "code": "00700" }, "brokerAskList": [ { "id": "6996", "name": "中国投资信息有限公司", "pos": 1 }, { "id": "8037", "name": "中信里昂证券有限公司", "pos": 1 }, ... { "id": "4978", "name": "法国兴业证券(香港)有限公司", "pos": 3 } ] } }Copied!
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GetBroker(req);
介绍
获取已订阅股票的实时报价，必须要先订阅。
参数
message C2S { required Qot_Common.Security security = 1; //股票 } message Request { required C2S c2s = 1; }Copied!
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- 股票结构参见 Security
- 返回
message S2C { required Qot_Common.Security security = 1; //股票 optional string name = 4; // 股票名称 repeated Qot_Common.Broker brokerAskList = 2; //经纪 Ask(卖)盘 repeated Qot_Common.Broker brokerBidList = 3; //经纪 Bid(买)盘 } message Response { required int32 retType = 1 [default = -400]; //RetType,返回结果 optional string retMsg = 2; optional int32 errCode = 3; optional S2C s2c = 4; }Copied!
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- Example
import mmWebsocket from "moomoo-api"; import { mmCmdID } from "moomoo-api"; import { Common, Qot_Common } from "moomoo-api/proto"; import beautify from "js-beautify"; function QotGetBroker(){ const { RetType } = Common const { SubType, QotMarket } = Qot_Common let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1']; let websocket = new ftWebsocket(); websocket.onlogin = (ret, msg)=>{ if (ret) { // 登录成功 websocket.Sub({ c2s: { securityList: [ { market: QotMarket.QotMarket_HK_Security, code: "00700", }, ], subTypeList: [ SubType.SubType_Broker ], // 订阅实时经纪队列类型 isSubOrUnSub: true, // 订阅 true, 反订阅 false isRegOrUnRegPush: true, // 注册推送 true, 反注册推送 false }, }) .then((res) => { const req = { c2s: { security: { market: QotMarket.QotMarket_HK_Security, code: "00700", }, }, }; websocket.GetBroker(req) .then((res) => { let { errCode, retMsg, retType,s2c } = res console.log("Broker: 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) => { if ("retMsg" in error) { console.log("sub error:", error.retMsg); } }); } else { console.log("start error", msg); } }; websocket.start(addr, port, enable_ssl, key); //关闭行情连接，连接不再使用之后，要关闭，否则占用不必要资源 //同时OpenD也限制了最多128条连接 //也可以一个页面或者一个项目维护一条连接，这里范例请求一次创建一条连接 setTimeout(()=>{ websocket.stop(); console.log("stop"); }, 5000); // 5秒后断开 }Copied!
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- Output
Broker: errCode 0, retMsg , retType 0 { "security": { "market": 1, "code": "00700" }, "brokerAskList": [{ "id": "6429", "name": "中信証券经纪(香港)有限公司", "pos": 1 }, { "id": "4973", "name": "法国兴业证券(香港)有限公司", "pos": 1 }, ..., { "id": "2310", "name": "恒生证券有限公司", "pos": 5 }], "brokerBidList": [{ "id": "2846", "name": "麦格理资本股份有限公司", "pos": 1 }, { "id": "8578", "name": "汇丰证券经纪(亚洲)有限公司", "pos": 1 }, ..., { "id": "2245", "name": "富途证券国际(香港)有限公司", "pos": 1 }] } stopCopied!
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提示
- 此接口提供了一次性获取实时数据的功能，如需持续获取推送数据，请参考 实时经纪队列回调 接口
- 获取实时数据 和 实时数据回调 的差别，请参考 如何通过订阅接口获取实时行情？