# 获取期权快照
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_quote(combo_leg_list)
介绍
根据组合腿列表获取期权快照行情，适用于多腿策略的批量报价查询。
参数
参数 类型 说明 combo_leg_list list 组合腿列表 元素为 OptionStrategyLeg，结构参见 get_option_strategy返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回期权快照数据 str 当 ret != RET_OK，返回错误描述 DataFrame 字段说明：
字段 类型 说明 price float 组合价格 change_val float 涨跌额 change_rate float 涨跌幅 volume str 成交量 turnover str 成交额 high_price str 最高价 low_price str 最低价 mid_price str 中间价 open_price str 开盘价 last_close_price float 昨收价 open_interest str 持仓量 premium str 溢价 implied_volatility str 隐含波动率 delta float Delta gamma float Gamma vega float Vega theta float Theta rho float Rho option_type str 期权类型 expire_time str 到期日 strike_price str 行权价 contract_size float 合约规模 contract_multiplier float 合约乘数 exercise_type str 行权方式 days_to_expiry int 距到期天数 net_open_interest str 净未平仓合约数 contract_value str 合约价值 equal_underlying str 等价标的 index_option_type str 指数期权类型 intrinsic_value float 内在价值 time_value float 时间价值 breakeven_point list 盈亏平衡点 dist_to_breakeven list 距盈亏平衡点距离 prob_of_profit float 盈利概率 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%seller_roi str 卖方收益率 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%mark_price float 标记价格 leverage_ratio str 杠杆比率 effective_gearing str 有效杠杆
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_option_strategy(code='HK.00700', option_strategy=OptionStrategyType.STRADDLE)
if ret == RET_OK:
index=0
print(data['legs'][index])
ret2,data2 = quote_ctx.get_option_quote(data['legs'][index])
if ret2 == RET_OK:
print(data2)
else:
print("get_analysis,error:",data2)
else:
print('error:', data)
quote_ctx.close() # 结束后记得关闭当条连接，防止连接条数用尽
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- Output
[OptionStrategyLeg(code=HK.TCH260522P330000, action=BUY, quantity=1.0), OptionStrategyLeg(code=HK.TCH260522C330000, action=BUY, quantity=1.0)]
price change_val change_rate volume turnover high_price low_price mid_price open_price last_close_price open_interest premium implied_volatility delta gamma vega theta rho option_type expire_time strike_price contract_size contract_multiplier exercise_type days_to_expiry net_open_interest contract_value equal_underlying index_option_type intrinsic_value time_value breakeven_point dist_to_breakeven prob_of_profit seller_roi mark_price leverage_ratio effective_gearing
0 131.65 0.0 0.0 N/A N/A N/A N/A N/A N/A 131.65 N/A N/A N/A 0.974369 0.000797 0.019825 -0.785757 0.016246 N/A 2026-05-22 N/A 100.0 100.0 N/A 2 N/A N/A N/A N/A 125.2 6.45 [199.56, 460.44] [255.64, -5.240000000000009] 0.315418 N/A 130.4 N/A N/A
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# Qot_GetOptionQuote.proto
介绍
获取期权组合快照行情
参数
message C2S
{
repeated OptionStrategyLeg comboLegList = 1; // 组合腿列表
}
message Request
{
required C2S c2s = 1;
}
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- 组合腿结构参见 OptionStrategyLeg
- 返回
message S2C
{
// 期权快照列表，字段以协议定义为准
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- 期权类型枚举参见 OptionType
- 指数期权类别枚举参见 IndexOptionType
uint GetOptionQuote(QotGetOptionQuote.Request req);
virtual void OnReply_GetOptionQuote(FTAPI_Conn client, uint nSerialNo, QotGetOptionQuote.Response rsp);
介绍
获取期权组合快照行情。请求时传入组合腿列表 multi_legs，可由 获取期权策略 接口返回的 multi_legs 取得；单腿时返回 1 条与组合腿对应的行情，多腿时返回按策略聚合后的 1 条记录。
参数
message C2S
{
repeated Qot_Common.ComboLeg multi_legs = 1;
optional Qot_Common.QotHeader header = 100;
}
message Request
{
required C2S c2s = 1;
}
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- multi_legs 可由 获取期权策略 返回的 multi_legs 取得
- 返回
message OptionQuote
{
optional double price = 1;
optional double chg = 2;
optional double chg_rate = 3;
optional int64 vol = 4;
optional double turnover = 5;
optional double high = 6;
optional double low = 7;
optional double mid = 8;
optional double open = 9;
optional double pre_close = 10;
optional int32 open_interest = 11;
optional double premium = 12;
optional double IV = 13;
optional double delta = 14;
optional double gamma = 15;
optional double vega = 16;
optional double theta = 17;
optional double rho = 18;
optional int32 option_type = 19;
optional string expire_time = 20;
optional double strike = 21;
optional double contract_size = 22;
optional double contract_multiplier = 23;
optional int32 exercise_type = 24;
optional int32 days_to_expiry = 25;
optional int32 net_open_interest = 26;
optional double contract_value = 27;
optional double equal_underlying = 28;
optional int32 index_option_type = 29;
optional double intrinsic_value = 30;
optional double time_value = 31;
repeated double breakeven_point = 32;
repeated double dist_to_breakeven = 33;
optional double prob_of_profit = 34;
optional double seller_roi = 35;
optional double mark_price = 36;
optional double leverage_ratio = 37;
optional double effective_gearing = 38;
}
message S2C
{
repeated OptionQuote optionQuoteList = 1;
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
public class Program : FTSPI_Qot, FTSPI_Conn
{
FTAPI_Qot qot = new FTAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
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.ComboLeg leg = QotCommon.ComboLeg.CreateBuilder()
.SetSecurity(QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("TCH260622C330000")
.Build())
.SetSide((int)TrdCommon.TrdSide.TrdSide_Buy)
.SetQtyRatio(1)
.Build();
QotGetOptionQuote.C2S c2s = QotGetOptionQuote.C2S.CreateBuilder()
.AddMultiLegs(leg)
.Build();
QotGetOptionQuote.Request req = QotGetOptionQuote.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionQuote(req);
Console.Write("Send QotGetOptionQuote: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetOptionQuote(FTAPI_Conn client, uint nSerialNo, QotGetOptionQuote.Response rsp)
{
Console.Write("Reply: QotGetOptionQuote: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=7459213669204006063
Send QotGetOptionQuote: 3
Reply: QotGetOptionQuote: 3 retType: 0 ...
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int getOptionQuote(QotGetOptionQuote.Request req);
void onReply_GetOptionQuote(FTAPI_Conn client, int nSerialNo, QotGetOptionQuote.Response rsp);
介绍
获取期权组合快照行情。请求时传入组合腿列表 multi_legs，可由 获取期权策略 接口返回的 multi_legs 取得；单腿时返回 1 条与组合腿对应的行情，多腿时返回按策略聚合后的 1 条记录。
参数
message C2S
{
repeated Qot_Common.ComboLeg multi_legs = 1;
optional Qot_Common.QotHeader header = 100;
}
message Request
{
required C2S c2s = 1;
}
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- multi_legs 可由 获取期权策略 返回的 multi_legs 取得
- 返回
message OptionQuote
{
optional double price = 1;
optional double chg = 2;
optional double chg_rate = 3;
optional int64 vol = 4;
optional double turnover = 5;
optional double high = 6;
optional double low = 7;
optional double mid = 8;
optional double open = 9;
optional double pre_close = 10;
optional int32 open_interest = 11;
optional double premium = 12;
optional double IV = 13;
optional double delta = 14;
optional double gamma = 15;
optional double vega = 16;
optional double theta = 17;
optional double rho = 18;
optional int32 option_type = 19;
optional string expire_time = 20;
optional double strike = 21;
optional double contract_size = 22;
optional double contract_multiplier = 23;
optional int32 exercise_type = 24;
optional int32 days_to_expiry = 25;
optional int32 net_open_interest = 26;
optional double contract_value = 27;
optional double equal_underlying = 28;
optional int32 index_option_type = 29;
optional double intrinsic_value = 30;
optional double time_value = 31;
repeated double breakeven_point = 32;
repeated double dist_to_breakeven = 33;
optional double prob_of_profit = 34;
optional double seller_roi = 35;
optional double mark_price = 36;
optional double leverage_ratio = 37;
optional double effective_gearing = 38;
}
message S2C
{
repeated OptionQuote optionQuoteList = 1;
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1);
qot.setConnSpi(this);
qot.setQotSpi(this);
}
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.ComboLeg leg = QotCommon.ComboLeg.newBuilder()
.setSecurity(QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("TCH260622C330000")
.build())
.setSide(TrdCommon.TrdSide.TrdSide_Buy_VALUE)
.setQtyRatio(1)
.build();
QotGetOptionQuote.C2S c2s = QotGetOptionQuote.C2S.newBuilder()
.addMultiLegs(leg)
.build();
QotGetOptionQuote.Request req = QotGetOptionQuote.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getOptionQuote(req);
System.out.printf("Send QotGetOptionQuote: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOptionQuote(FTAPI_Conn client, int nSerialNo, QotGetOptionQuote.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetOptionQuote failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetOptionQuote: %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) {
}
}
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=7459213669204006063
Send QotGetOptionQuote: 2
Receive QotGetOptionQuote: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"optionQuoteList": [
{
"strike": 330,
"price": 131.65,
"chg": 0,
"chgRate": 0,
"delta": 0.974369,
"gamma": 0.000797,
"vega": 0.019825,
"theta": -0.785757,
"rho": 0.016246,
"expireTime": "2026-06-22",
"contractSize": 100,
"contractMultiplier": 100,
"daysToExpiry": 21,
"intrinsicValue": 125.2,
"timeValue": 6.45,
"breakevenPoint": [460.44],
"distToBreakeven": [-5.24],
"probOfProfit": 0.315418,
"markPrice": 130.4
}
]
}
}
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Futu::u32_t GetOptionQuote(const Qot_GetOptionQuote::Request &stReq);
virtual void OnReply_GetOptionQuote(Futu::u32_t nSerialNo, const Qot_GetOptionQuote::Response &stRsp) = 0;
介绍
获取期权组合快照行情。请求时传入组合腿列表 multi_legs，可由 获取期权策略 接口返回的 multi_legs 取得；单腿时返回 1 条与组合腿对应的行情，多腿时返回按策略聚合后的 1 条记录。
参数
message C2S
{
repeated Qot_Common.ComboLeg multi_legs = 1; //组合策略合约腿列表（实际下单数量 = 外层 qty × 本腿 qty_ratio）
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message Request
{
required C2S c2s = 1;
}
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- multi_legs 可由 获取期权策略 返回的 multi_legs 取得
- 返回
message OptionQuote
{
//--- 基础行情 ---
optional double price = 1; //最新价
optional double chg = 2; //涨跌额
optional double chg_rate = 3; //涨跌幅（百分比，如 20 实际对应 20%）
optional int64 vol = 4; //成交量
optional double turnover = 5; //成交额
optional double high = 6; //最高价
optional double low = 7; //最低价
optional double mid = 8; //中间价（买一与卖一均值）
optional double open = 9; //今开
optional double pre_close = 10; //昨收
//--- 期权行情衍生数据 ---
optional int32 open_interest = 11; //未平仓合约数
optional double premium = 12; //溢价（百分比）
optional double IV = 13; //隐含波动率（百分比）
optional double delta = 14; //Delta
optional double gamma = 15; //Gamma
optional double vega = 16; //Vega
optional double theta = 17; //Theta
optional double rho = 18; //Rho
//--- 期权合约静态属性 ---
optional int32 option_type = 19; //Qot_Common.OptionType，CALL/PUT
optional string expire_time = 20; //到期日
optional double strike = 21; //行权价
optional double contract_size = 22; //合约规模
optional double contract_multiplier = 23; //合约乘数
optional int32 exercise_type = 24; //Qot_Common.OptionAreaType，行权类型（美式/欧式/百慕大）
optional int32 days_to_expiry = 25; //距到期天数，负数表示已过期
optional int32 net_open_interest = 26; //净未平仓合约数，仅港股期权适用
optional double contract_value = 27; //合约金额，仅港股期权适用
optional double equal_underlying = 28; //相当正股手数，仅港股期权适用
optional int32 index_option_type = 29; //Qot_Common.IndexOptionType，指数期权类型
//--- 期权专有分析数据 ---
optional double intrinsic_value = 30; //内在价值
optional double time_value = 31; //时间价值
repeated double breakeven_point = 32; //盈亏平衡点列表
repeated double dist_to_breakeven = 33; //与 breakeven_point 同下标一一对应的距离
optional double prob_of_profit = 34; //盈利概率
optional double seller_roi = 35; //卖方回报率（百分比）
optional double mark_price = 36; //标记价
optional double leverage_ratio = 37; //杠杆倍数
optional double effective_gearing = 38; //有效杠杆
}
message S2C
{
repeated OptionQuote optionQuoteList = 1; //期权实时行情列表
}
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;
}
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- 接口调用结果，结构参见 RetType
- 期权类型枚举参见 OptionType
- 指数期权类别枚举参见 IndexOptionType
- 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;
// 组包
Qot_GetOptionQuote::Request req;
Qot_GetOptionQuote::C2S *c2s = req.mutable_c2s();
// 组合腿列表，实际场景下通常由 GetOptionStrategy 返回的 multi_legs 取得
Qot_Common::ComboLeg *leg = c2s->add_multi_legs();
Qot_Common::Security *sec = leg->mutable_security();
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
sec->set_code("TCH260622C330000"); // 期权合约代码：腾讯 Call，2026-06-22 到期，行权价 330
leg->set_side(Trd_Common::TrdSide::TrdSide_Buy);
leg->set_qtyratio(1);
m_GetOptionQuoteSerialNo = m_pQotApi->GetOptionQuote(req);
cout << "Request GetOptionQuote SerialNo: " << m_GetOptionQuoteSerialNo << endl;
}
virtual void OnReply_GetOptionQuote(Futu::u32_t nSerialNo, const Qot_GetOptionQuote::Response &stRsp) {
if (nSerialNo != m_GetOptionQuoteSerialNo) return;
cout << "OnReply_GetOptionQuote 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_GetOptionQuoteSerialNo = 0;
};
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 GetOptionQuote SerialNo: 3
OnReply_GetOptionQuote SerialNo: 3
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"optionQuoteList": [
{
"strike": 330,
"price": 131.65,
"chg": 0,
"chgRate": 0,
"delta": 0.974369,
"gamma": 0.000797,
"vega": 0.019825,
"theta": -0.785757,
"rho": 0.016246,
"expireTime": "2026-06-22",
"contractSize": 100,
"contractMultiplier": 100,
"daysToExpiry": 21,
"intrinsicValue": 125.2,
"timeValue": 6.45,
"breakevenPoint": [460.44],
"distToBreakeven": [-5.24],
"probOfProfit": 0.315418,
"markPrice": 130.4
}
]
}
}
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GetOptionQuote(req);
介绍
获取期权组合快照行情
参数
message C2S
{
repeated Qot_Common.ComboLeg multi_legs = 1; //组合策略合约腿列表
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message Request
{
required C2S c2s = 1;
}
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- 组合腿 multiLegs 可由 GetOptionStrategy 返回的 multiLegs 获得
- 返回
message OptionQuote
{
optional double price = 1; //最新价
optional double chg = 2; //涨跌额
optional double chg_rate = 3; //涨跌幅（百分比）
optional int64 vol = 4; //成交量
optional double turnover = 5; //成交额
optional double high = 6; //最高价
optional double low = 7; //最低价
optional double mid = 8; //中间价
optional double open = 9; //今开
optional double pre_close = 10; //昨收
optional int32 open_interest = 11; //未平仓合约数
optional double premium = 12; //溢价（百分比）
optional double IV = 13; //隐含波动率（百分比）
optional double delta = 14; //Delta
optional double gamma = 15; //Gamma
optional double vega = 16; //Vega
optional double theta = 17; //Theta
optional double rho = 18; //Rho
optional int32 option_type = 19; //OptionType，CALL/PUT
optional string expire_time = 20; //到期日
optional double strike = 21; //行权价
optional double contract_size = 22; //合约规模
optional double contract_multiplier = 23; //合约乘数
optional int32 exercise_type = 24; //行权类型
optional int32 days_to_expiry = 25; //距到期天数
optional int32 net_open_interest = 26; //净未平仓合约数
optional double contract_value = 27; //合约金额
optional double equal_underlying = 28; //相当正股手数
optional int32 index_option_type = 29; //指数期权类型
optional double intrinsic_value = 30; //内在价值
optional double time_value = 31; //时间价值
repeated double breakeven_point = 32; //盈亏平衡点列表
repeated double dist_to_breakeven = 33; //与盈亏平衡点的距离
optional double prob_of_profit = 34; //盈利概率
optional double seller_roi = 35; //卖方回报率（百分比）
optional double mark_price = 36; //标记价
optional double leverage_ratio = 37; //杠杆倍数
optional double effective_gearing = 38; //有效杠杆
}
message S2C
{
repeated OptionQuote optionQuoteList = 1; //期权实时行情列表
}
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;
}
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- 接口调用结果，结构参见 RetType
- 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 QotGetOptionQuote(){
const { RetType } = Common
const { QotMarket, OptionStrategyType } = 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
// 先获取期权策略，取其中一组组合腿
websocket.GetOptionStrategy({
c2s: {
owner: { market: QotMarket.QotMarket_HK_Security, code: "00700" },
optionStrategy: OptionStrategyType.OptionStrategyType_Straddle,
},
})
.then((res) => {
let { retType, s2c: { strategyList } } = res
if(retType == RetType.RetType_Succeed && strategyList.length > 0){
const req = {
c2s: {
multiLegs: strategyList[0].multiLegs,
},
};
websocket.GetOptionQuote(req)
.then((res) => {
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionQuote: 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("GetOptionStrategy error:", error);
});
} 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
}
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- Output
GetOptionQuote: errCode 0, retMsg , retType 0
{
"optionQuoteList": [{
"price": 131.65,
"chg": 0,
"chgRate": 0,
"delta": 0.974369,
"gamma": 0.000797,
"vega": 0.019825,
"theta": -0.785757,
"rho": 0.016246,
"expireTime": "2026-05-22",
"contractSize": 100,
"contractMultiplier": 100,
"daysToExpiry": 2,
"intrinsicValue": 125.2,
"timeValue": 6.45,
"breakevenPoint": [199.56, 460.44],
"distToBreakeven": [255.64, -5.24],
"probOfProfit": 0.315418,
"markPrice": 130.4
}]
}
stop
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接口限制
- 每 30 秒内最多请求 120 次。
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_quote(combo_leg_list)
介绍
根据组合腿列表获取期权快照行情，适用于多腿策略的批量报价查询。
参数
参数 类型 说明 combo_leg_list list 组合腿列表 元素为 OptionStrategyLeg，结构参见 get_option_strategy返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回期权快照数据 str 当 ret != RET_OK，返回错误描述 DataFrame 字段说明：
字段 类型 说明 price float 组合价格 change_val float 涨跌额 change_rate float 涨跌幅 volume str 成交量 turnover str 成交额 high_price str 最高价 low_price str 最低价 mid_price str 中间价 open_price str 开盘价 last_close_price float 昨收价 open_interest str 持仓量 premium str 溢价 implied_volatility str 隐含波动率 delta float Delta gamma float Gamma vega float Vega theta float Theta rho float Rho option_type str 期权类型 expire_time str 到期日 strike_price str 行权价 contract_size float 合约规模 contract_multiplier float 合约乘数 exercise_type str 行权方式 days_to_expiry int 距到期天数 net_open_interest str 净未平仓合约数 contract_value str 合约价值 equal_underlying str 等价标的 index_option_type str 指数期权类型 intrinsic_value float 内在价值 time_value float 时间价值 breakeven_point list 盈亏平衡点 dist_to_breakeven list 距盈亏平衡点距离 prob_of_profit float 盈利概率 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%seller_roi str 卖方收益率 该字段为百分比字段，默认不展示 %，如 20 实际对应 20%mark_price float 标记价格 leverage_ratio str 杠杆比率 effective_gearing str 有效杠杆
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret, data = quote_ctx.get_option_strategy(code='HK.00700', option_strategy=OptionStrategyType.STRADDLE)
if ret == RET_OK:
index=0
print(data['legs'][index])
ret2,data2 = quote_ctx.get_option_quote(data['legs'][index])
if ret2 == RET_OK:
print(data2)
else:
print("get_analysis,error:",data2)
else:
print('error:', data)
quote_ctx.close() # 结束后记得关闭当条连接，防止连接条数用尽
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- Output
[OptionStrategyLeg(code=HK.TCH260522P330000, action=BUY, quantity=1.0), OptionStrategyLeg(code=HK.TCH260522C330000, action=BUY, quantity=1.0)]
price change_val change_rate volume turnover high_price low_price mid_price open_price last_close_price open_interest premium implied_volatility delta gamma vega theta rho option_type expire_time strike_price contract_size contract_multiplier exercise_type days_to_expiry net_open_interest contract_value equal_underlying index_option_type intrinsic_value time_value breakeven_point dist_to_breakeven prob_of_profit seller_roi mark_price leverage_ratio effective_gearing
0 131.65 0.0 0.0 N/A N/A N/A N/A N/A N/A 131.65 N/A N/A N/A 0.974369 0.000797 0.019825 -0.785757 0.016246 N/A 2026-05-22 N/A 100.0 100.0 N/A 2 N/A N/A N/A N/A 125.2 6.45 [199.56, 460.44] [255.64, -5.240000000000009] 0.315418 N/A 130.4 N/A N/A
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# Qot_GetOptionQuote.proto
介绍
获取期权组合快照行情
参数
message C2S
{
repeated OptionStrategyLeg comboLegList = 1; // 组合腿列表
}
message Request
{
required C2S c2s = 1;
}
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- 组合腿结构参见 OptionStrategyLeg
- 返回
message S2C
{
// 期权快照列表，字段以协议定义为准
}
message Response
{
required int32 retType = 1 [default = -400]; // 返回结果，详见 Common.RetType
optional string retMsg = 2; // 返回结果描述
optional int32 errCode = 3; // 错误码
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- 期权类型枚举参见 OptionType
- 指数期权类别枚举参见 IndexOptionType
uint GetOptionQuote(QotGetOptionQuote.Request req);
virtual void OnReply_GetOptionQuote(MMAPI_Conn client, uint nSerialNo, QotGetOptionQuote.Response rsp);
介绍
获取期权组合快照行情。请求时传入组合腿列表 multi_legs，可由 获取期权策略 接口返回的 multi_legs 取得；单腿时返回 1 条与组合腿对应的行情，多腿时返回按策略聚合后的 1 条记录。
参数
message C2S
{
repeated Qot_Common.ComboLeg multi_legs = 1;
optional Qot_Common.QotHeader header = 100;
}
message Request
{
required C2S c2s = 1;
}
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- multi_legs 可由 获取期权策略 返回的 multi_legs 取得
- 返回
message OptionQuote
{
optional double price = 1;
optional double chg = 2;
optional double chg_rate = 3;
optional int64 vol = 4;
optional double turnover = 5;
optional double high = 6;
optional double low = 7;
optional double mid = 8;
optional double open = 9;
optional double pre_close = 10;
optional int32 open_interest = 11;
optional double premium = 12;
optional double IV = 13;
optional double delta = 14;
optional double gamma = 15;
optional double vega = 16;
optional double theta = 17;
optional double rho = 18;
optional int32 option_type = 19;
optional string expire_time = 20;
optional double strike = 21;
optional double contract_size = 22;
optional double contract_multiplier = 23;
optional int32 exercise_type = 24;
optional int32 days_to_expiry = 25;
optional int32 net_open_interest = 26;
optional double contract_value = 27;
optional double equal_underlying = 28;
optional int32 index_option_type = 29;
optional double intrinsic_value = 30;
optional double time_value = 31;
repeated double breakeven_point = 32;
repeated double dist_to_breakeven = 33;
optional double prob_of_profit = 34;
optional double seller_roi = 35;
optional double mark_price = 36;
optional double leverage_ratio = 37;
optional double effective_gearing = 38;
}
message S2C
{
repeated OptionQuote optionQuoteList = 1;
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
public class Program : MMSPI_Qot, MMSPI_Conn
{
MMAPI_Qot qot = new MMAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
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.ComboLeg leg = QotCommon.ComboLeg.CreateBuilder()
.SetSecurity(QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("TCH260622C330000")
.Build())
.SetSide((int)TrdCommon.TrdSide.TrdSide_Buy)
.SetQtyRatio(1)
.Build();
QotGetOptionQuote.C2S c2s = QotGetOptionQuote.C2S.CreateBuilder()
.AddMultiLegs(leg)
.Build();
QotGetOptionQuote.Request req = QotGetOptionQuote.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionQuote(req);
Console.Write("Send QotGetOptionQuote: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetOptionQuote(MMAPI_Conn client, uint nSerialNo, QotGetOptionQuote.Response rsp)
{
Console.Write("Reply: QotGetOptionQuote: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=7459213669204006063
Send QotGetOptionQuote: 3
Reply: QotGetOptionQuote: 3 retType: 0 ...
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int getOptionQuote(QotGetOptionQuote.Request req);
void onReply_GetOptionQuote(MMAPI_Conn client, int nSerialNo, QotGetOptionQuote.Response rsp);
介绍
获取期权组合快照行情。请求时传入组合腿列表 multi_legs，可由 获取期权策略 接口返回的 multi_legs 取得；单腿时返回 1 条与组合腿对应的行情，多腿时返回按策略聚合后的 1 条记录。
参数
message C2S
{
repeated Qot_Common.ComboLeg multi_legs = 1;
optional Qot_Common.QotHeader header = 100;
}
message Request
{
required C2S c2s = 1;
}
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- multi_legs 可由 获取期权策略 返回的 multi_legs 取得
- 返回
message OptionQuote
{
optional double price = 1;
optional double chg = 2;
optional double chg_rate = 3;
optional int64 vol = 4;
optional double turnover = 5;
optional double high = 6;
optional double low = 7;
optional double mid = 8;
optional double open = 9;
optional double pre_close = 10;
optional int32 open_interest = 11;
optional double premium = 12;
optional double IV = 13;
optional double delta = 14;
optional double gamma = 15;
optional double vega = 16;
optional double theta = 17;
optional double rho = 18;
optional int32 option_type = 19;
optional string expire_time = 20;
optional double strike = 21;
optional double contract_size = 22;
optional double contract_multiplier = 23;
optional int32 exercise_type = 24;
optional int32 days_to_expiry = 25;
optional int32 net_open_interest = 26;
optional double contract_value = 27;
optional double equal_underlying = 28;
optional int32 index_option_type = 29;
optional double intrinsic_value = 30;
optional double time_value = 31;
repeated double breakeven_point = 32;
repeated double dist_to_breakeven = 33;
optional double prob_of_profit = 34;
optional double seller_roi = 35;
optional double mark_price = 36;
optional double leverage_ratio = 37;
optional double effective_gearing = 38;
}
message S2C
{
repeated OptionQuote optionQuoteList = 1;
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 接口调用结果，结构参见 RetType
- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1);
qot.setConnSpi(this);
qot.setQotSpi(this);
}
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.ComboLeg leg = QotCommon.ComboLeg.newBuilder()
.setSecurity(QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("TCH260622C330000")
.build())
.setSide(TrdCommon.TrdSide.TrdSide_Buy_VALUE)
.setQtyRatio(1)
.build();
QotGetOptionQuote.C2S c2s = QotGetOptionQuote.C2S.newBuilder()
.addMultiLegs(leg)
.build();
QotGetOptionQuote.Request req = QotGetOptionQuote.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getOptionQuote(req);
System.out.printf("Send QotGetOptionQuote: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOptionQuote(MMAPI_Conn client, int nSerialNo, QotGetOptionQuote.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetOptionQuote failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetOptionQuote: %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) {
}
}
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=7459213669204006063
Send QotGetOptionQuote: 2
Receive QotGetOptionQuote: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"optionQuoteList": [
{
"strike": 330,
"price": 131.65,
"chg": 0,
"chgRate": 0,
"delta": 0.974369,
"gamma": 0.000797,
"vega": 0.019825,
"theta": -0.785757,
"rho": 0.016246,
"expireTime": "2026-06-22",
"contractSize": 100,
"contractMultiplier": 100,
"daysToExpiry": 21,
"intrinsicValue": 125.2,
"timeValue": 6.45,
"breakevenPoint": [460.44],
"distToBreakeven": [-5.24],
"probOfProfit": 0.315418,
"markPrice": 130.4
}
]
}
}
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moomoo::u32_t GetOptionQuote(const Qot_GetOptionQuote::Request &stReq);
virtual void OnReply_GetOptionQuote(moomoo::u32_t nSerialNo, const Qot_GetOptionQuote::Response &stRsp) = 0;
介绍
获取期权组合快照行情。请求时传入组合腿列表 multi_legs，可由 获取期权策略 接口返回的 multi_legs 取得；单腿时返回 1 条与组合腿对应的行情，多腿时返回按策略聚合后的 1 条记录。
参数
message C2S
{
repeated Qot_Common.ComboLeg multi_legs = 1; //组合策略合约腿列表（实际下单数量 = 外层 qty × 本腿 qty_ratio）
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message Request
{
required C2S c2s = 1;
}
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- multi_legs 可由 获取期权策略 返回的 multi_legs 取得
- 返回
message OptionQuote
{
//--- 基础行情 ---
optional double price = 1; //最新价
optional double chg = 2; //涨跌额
optional double chg_rate = 3; //涨跌幅（百分比，如 20 实际对应 20%）
optional int64 vol = 4; //成交量
optional double turnover = 5; //成交额
optional double high = 6; //最高价
optional double low = 7; //最低价
optional double mid = 8; //中间价（买一与卖一均值）
optional double open = 9; //今开
optional double pre_close = 10; //昨收
//--- 期权行情衍生数据 ---
optional int32 open_interest = 11; //未平仓合约数
optional double premium = 12; //溢价（百分比）
optional double IV = 13; //隐含波动率（百分比）
optional double delta = 14; //Delta
optional double gamma = 15; //Gamma
optional double vega = 16; //Vega
optional double theta = 17; //Theta
optional double rho = 18; //Rho
//--- 期权合约静态属性 ---
optional int32 option_type = 19; //Qot_Common.OptionType，CALL/PUT
optional string expire_time = 20; //到期日
optional double strike = 21; //行权价
optional double contract_size = 22; //合约规模
optional double contract_multiplier = 23; //合约乘数
optional int32 exercise_type = 24; //Qot_Common.OptionAreaType，行权类型（美式/欧式/百慕大）
optional int32 days_to_expiry = 25; //距到期天数，负数表示已过期
optional int32 net_open_interest = 26; //净未平仓合约数，仅港股期权适用
optional double contract_value = 27; //合约金额，仅港股期权适用
optional double equal_underlying = 28; //相当正股手数，仅港股期权适用
optional int32 index_option_type = 29; //Qot_Common.IndexOptionType，指数期权类型
//--- 期权专有分析数据 ---
optional double intrinsic_value = 30; //内在价值
optional double time_value = 31; //时间价值
repeated double breakeven_point = 32; //盈亏平衡点列表
repeated double dist_to_breakeven = 33; //与 breakeven_point 同下标一一对应的距离
optional double prob_of_profit = 34; //盈利概率
optional double seller_roi = 35; //卖方回报率（百分比）
optional double mark_price = 36; //标记价
optional double leverage_ratio = 37; //杠杆倍数
optional double effective_gearing = 38; //有效杠杆
}
message S2C
{
repeated OptionQuote optionQuoteList = 1; //期权实时行情列表
}
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;
}
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- 接口调用结果，结构参见 RetType
- 期权类型枚举参见 OptionType
- 指数期权类别枚举参见 IndexOptionType
- 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;
// 组包
Qot_GetOptionQuote::Request req;
Qot_GetOptionQuote::C2S *c2s = req.mutable_c2s();
// 组合腿列表，实际场景下通常由 GetOptionStrategy 返回的 multi_legs 取得
Qot_Common::ComboLeg *leg = c2s->add_multi_legs();
Qot_Common::Security *sec = leg->mutable_security();
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
sec->set_code("TCH260622C330000"); // 期权合约代码：腾讯 Call，2026-06-22 到期，行权价 330
leg->set_side(Trd_Common::TrdSide::TrdSide_Buy);
leg->set_qtyratio(1);
m_GetOptionQuoteSerialNo = m_pQotApi->GetOptionQuote(req);
cout << "Request GetOptionQuote SerialNo: " << m_GetOptionQuoteSerialNo << endl;
}
virtual void OnReply_GetOptionQuote(moomoo::u32_t nSerialNo, const Qot_GetOptionQuote::Response &stRsp) {
if (nSerialNo != m_GetOptionQuoteSerialNo) return;
cout << "OnReply_GetOptionQuote 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_GetOptionQuoteSerialNo = 0;
};
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 GetOptionQuote SerialNo: 3
OnReply_GetOptionQuote SerialNo: 3
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"optionQuoteList": [
{
"strike": 330,
"price": 131.65,
"chg": 0,
"chgRate": 0,
"delta": 0.974369,
"gamma": 0.000797,
"vega": 0.019825,
"theta": -0.785757,
"rho": 0.016246,
"expireTime": "2026-06-22",
"contractSize": 100,
"contractMultiplier": 100,
"daysToExpiry": 21,
"intrinsicValue": 125.2,
"timeValue": 6.45,
"breakevenPoint": [460.44],
"distToBreakeven": [-5.24],
"probOfProfit": 0.315418,
"markPrice": 130.4
}
]
}
}
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GetOptionQuote(req);
介绍
获取期权组合快照行情
参数
message C2S
{
repeated Qot_Common.ComboLeg multi_legs = 1; //组合策略合约腿列表
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message Request
{
required C2S c2s = 1;
}
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- 组合腿 multiLegs 可由 GetOptionStrategy 返回的 multiLegs 获得
- 返回
message OptionQuote
{
optional double price = 1; //最新价
optional double chg = 2; //涨跌额
optional double chg_rate = 3; //涨跌幅（百分比）
optional int64 vol = 4; //成交量
optional double turnover = 5; //成交额
optional double high = 6; //最高价
optional double low = 7; //最低价
optional double mid = 8; //中间价
optional double open = 9; //今开
optional double pre_close = 10; //昨收
optional int32 open_interest = 11; //未平仓合约数
optional double premium = 12; //溢价（百分比）
optional double IV = 13; //隐含波动率（百分比）
optional double delta = 14; //Delta
optional double gamma = 15; //Gamma
optional double vega = 16; //Vega
optional double theta = 17; //Theta
optional double rho = 18; //Rho
optional int32 option_type = 19; //OptionType，CALL/PUT
optional string expire_time = 20; //到期日
optional double strike = 21; //行权价
optional double contract_size = 22; //合约规模
optional double contract_multiplier = 23; //合约乘数
optional int32 exercise_type = 24; //行权类型
optional int32 days_to_expiry = 25; //距到期天数
optional int32 net_open_interest = 26; //净未平仓合约数
optional double contract_value = 27; //合约金额
optional double equal_underlying = 28; //相当正股手数
optional int32 index_option_type = 29; //指数期权类型
optional double intrinsic_value = 30; //内在价值
optional double time_value = 31; //时间价值
repeated double breakeven_point = 32; //盈亏平衡点列表
repeated double dist_to_breakeven = 33; //与盈亏平衡点的距离
optional double prob_of_profit = 34; //盈利概率
optional double seller_roi = 35; //卖方回报率（百分比）
optional double mark_price = 36; //标记价
optional double leverage_ratio = 37; //杠杆倍数
optional double effective_gearing = 38; //有效杠杆
}
message S2C
{
repeated OptionQuote optionQuoteList = 1; //期权实时行情列表
}
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;
}
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- 接口调用结果，结构参见 RetType
- 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 QotGetOptionQuote(){
const { RetType } = Common
const { QotMarket, OptionStrategyType } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) { // 登录成功
// 先获取期权策略，取其中一组组合腿
websocket.GetOptionStrategy({
c2s: {
owner: { market: QotMarket.QotMarket_HK_Security, code: "00700" },
optionStrategy: OptionStrategyType.OptionStrategyType_Straddle,
},
})
.then((res) => {
let { retType, s2c: { strategyList } } = res
if(retType == RetType.RetType_Succeed && strategyList.length > 0){
const req = {
c2s: {
multiLegs: strategyList[0].multiLegs,
},
};
websocket.GetOptionQuote(req)
.then((res) => {
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionQuote: 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("GetOptionStrategy error:", error);
});
} 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
}
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- Output
GetOptionQuote: errCode 0, retMsg , retType 0
{
"optionQuoteList": [{
"price": 131.65,
"chg": 0,
"chgRate": 0,
"delta": 0.974369,
"gamma": 0.000797,
"vega": 0.019825,
"theta": -0.785757,
"rho": 0.016246,
"expireTime": "2026-05-22",
"contractSize": 100,
"contractMultiplier": 100,
"daysToExpiry": 2,
"intrinsicValue": 125.2,
"timeValue": 6.45,
"breakevenPoint": [199.56, 460.44],
"distToBreakeven": [255.64, -5.24],
"probOfProfit": 0.315418,
"markPrice": 130.4
}]
}
stop
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接口限制
- 每 30 秒内最多请求 120 次。