# 获取有效价差
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_strategy_spread(code, option_strategy, expire_time, far_expire_time=None, index_option_type=IndexOptionType.NORMAL)
介绍
获取指定期权策略在当前标的、到期日条件下可用的有效价差列表。
参数
参数 类型 说明 code str 标的股票代码 如 US.AAPL、HK.00700option_strategy OptionStrategyType 期权策略类型 expire_time str 到期日 格式：yyyy-MM-dd，对应市场时区far_expire_time str 远端到期日 对角价差（DiagonalSpread）等策略必传；格式：yyyy-MM-ddindex_option_type IndexOptionType 指数期权类型 仅对港股指数期权筛选有效- option_strategy 仅支持 Spread、Strangle、Collar、Butterfly、Condor、IronButterfly、IronCondor、DiagonalSpread 策略。
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回有效价差列表 str 当 ret != RET_OK，返回错误描述 DataFrame 字段说明：
字段 类型 说明 spread float 有效价差
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret,data = quote_ctx.get_option_strategy_spread(code='HK.00700', option_strategy=OptionStrategyType.STRANGLE)
if ret == RET_OK:
print(data)
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
spread
0 10.0
1 20.0
2 30.0
3 40.0
4 50.0
5 60.0
6 70.0
7 80.0
8 90.0
9 100.0
10 110.0
11 120.0
12 130.0
13 140.0
14 150.0
15 160.0
16 170.0
17 180.0
18 190.0
19 200.0
20 210.0
21 220.0
22 230.0
23 240.0
24 250.0
25 260.0
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# Qot_GetOptionStrategySpread.proto
介绍
获取期权策略有效价差列表
参数
message C2S
{
required Qot_Common.Security security = 1; // 标的股票
required Qot_Common.OptionStrategyType optionStrategy = 2; // 期权策略类型
required string expireTime = 3; // 到期日，格式 yyyy-MM-dd
optional string farExpireTime = 4; // 远端到期日，格式 yyyy-MM-dd
optional Qot_Common.IndexOptionType indexOptionType = 5; // 指数期权类型
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 期权策略类型枚举参见 OptionStrategyType
- 指数期权类别枚举参见 IndexOptionType
- 返回
message S2C
{
repeated double spreadList = 1; // 有效价差列表
}
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
uint GetOptionStrategySpread(QotGetOptionStrategySpread.Request req);
virtual void OnReply_GetOptionStrategySpread(FTAPI_Conn client, uint nSerialNo, QotGetOptionStrategySpread.Response rsp);
介绍
获取指定期权策略类型的有效价差列表。仅支持以下 8 类策略：Spread / Strangle / Collar / Butterfly / Condor / IronButterfly / IronCondor / DiagonalSpread。返回的价差值可作为 获取期权策略 接口的 spread 参数。
参数
message C2S
{
required Qot_Common.Security owner = 1;
required int32 option_strategy = 2;
optional string expire_time = 3;
optional string far_expire_time = 4;
optional int32 index_option_type = 5;
optional Qot_Common.QotHeader header = 100;
}
message Request
{
required C2S c2s = 1;
}
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- 期权标的股，仅支持港美正股以及恒指国指
- OptionStrategyType，期权策略类型
- 仅支持 Spread、Strangle、Collar、Butterfly、Condor、IronButterfly、IronCondor、DiagonalSpread 等策略查询有效价差
- 返回
message S2C
{
repeated double spreadList = 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.Security owner = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetOptionStrategySpread.C2S c2s = QotGetOptionStrategySpread.C2S.CreateBuilder()
.SetOwner(owner)
.SetOptionStrategy((int)QotCommon.OptionStrategyType.OptionStrategyType_Spread)
.Build();
QotGetOptionStrategySpread.Request req = QotGetOptionStrategySpread.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionStrategySpread(req);
Console.Write("Send QotGetOptionStrategySpread: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetOptionStrategySpread(FTAPI_Conn client, uint nSerialNo, QotGetOptionStrategySpread.Response rsp)
{
Console.Write("Reply: QotGetOptionStrategySpread: {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 QotGetOptionStrategySpread: 3
Reply: QotGetOptionStrategySpread: 3 retType: 0 ...
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int getOptionStrategySpread(QotGetOptionStrategySpread.Request req);
void onReply_GetOptionStrategySpread(FTAPI_Conn client, int nSerialNo, QotGetOptionStrategySpread.Response rsp);
介绍
获取指定期权策略类型的有效价差列表。仅支持以下 8 类策略：Spread / Strangle / Collar / Butterfly / Condor / IronButterfly / IronCondor / DiagonalSpread。返回的价差值可作为 获取期权策略 接口的 spread 参数。
参数
message C2S
{
required Qot_Common.Security owner = 1;
required int32 option_strategy = 2;
optional string expire_time = 3;
optional string far_expire_time = 4;
optional int32 index_option_type = 5;
optional Qot_Common.QotHeader header = 100;
}
message Request
{
required C2S c2s = 1;
}
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- 期权标的股，仅支持港美正股以及恒指国指
- OptionStrategyType，期权策略类型
- 仅支持 Spread、Strangle、Collar、Butterfly、Condor、IronButterfly、IronCondor、DiagonalSpread 等策略查询有效价差
- 返回
message S2C
{
repeated double spreadList = 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.Security owner = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetOptionStrategySpread.C2S c2s = QotGetOptionStrategySpread.C2S.newBuilder()
.setOwner(owner)
.setOptionStrategy(QotCommon.OptionStrategyType.OptionStrategyType_Spread_VALUE)
.build();
QotGetOptionStrategySpread.Request req = QotGetOptionStrategySpread.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getOptionStrategySpread(req);
System.out.printf("Send QotGetOptionStrategySpread: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOptionStrategySpread(FTAPI_Conn client, int nSerialNo, QotGetOptionStrategySpread.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetOptionStrategySpread failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetOptionStrategySpread: %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 QotGetOptionStrategySpread: 2
Receive QotGetOptionStrategySpread: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"spreadList": [5, 10, 20, 40]
}
}
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Futu::u32_t GetOptionStrategySpread(const Qot_GetOptionStrategySpread::Request &stReq);
virtual void OnReply_GetOptionStrategySpread(Futu::u32_t nSerialNo, const Qot_GetOptionStrategySpread::Response &stRsp) = 0;
介绍
获取指定期权策略类型的有效价差列表。仅支持以下 8 类策略：Spread / Strangle / Collar / Butterfly / Condor / IronButterfly / IronCondor / DiagonalSpread。返回的价差值可作为 获取期权策略 接口的 spread 参数。
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股，仅支持港美正股以及恒指国指
required int32 option_strategy = 2; //OptionStrategyType，期权策略类型
optional string expire_time = 3; //到期日（近端到期日），不填取行权日列表第一条
optional string far_expire_time = 4; //远端到期日，对角策略（DiagonalSpread）时必传
optional int32 index_option_type = 5; //IndexOptionType，指数期权类型，仅用于恒指国指
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 期权策略类型枚举参见 OptionStrategyType
- 指数期权类别枚举参见 IndexOptionType
- 返回
message S2C
{
repeated double spreadList = 1; //有效价差列表，如 [0.5, 1.0, 2.0]，单位与正股价格一致
}
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
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_GetOptionStrategySpread::Request req;
Qot_GetOptionStrategySpread::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *owner = c2s->mutable_owner();
owner->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
owner->set_code("00700");
c2s->set_option_strategy(Qot_Common::OptionStrategyType_Spread); // 垂直价差策略
m_GetOptionStrategySpreadSerialNo = m_pQotApi->GetOptionStrategySpread(req);
cout << "Request GetOptionStrategySpread SerialNo: " << m_GetOptionStrategySpreadSerialNo << endl;
}
virtual void OnReply_GetOptionStrategySpread(Futu::u32_t nSerialNo, const Qot_GetOptionStrategySpread::Response &stRsp) {
if (nSerialNo != m_GetOptionStrategySpreadSerialNo) return;
cout << "OnReply_GetOptionStrategySpread 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_GetOptionStrategySpreadSerialNo = 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 GetOptionStrategySpread SerialNo: 3
OnReply_GetOptionStrategySpread SerialNo: 3
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"spreadList": [5, 10, 20, 40]
}
}
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GetOptionStrategySpread(req);
介绍
获取期权策略有效价差列表
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股，目前仅支持港美正股以及恒指国指
required int32 option_strategy = 2; //OptionStrategyType，期权策略类型
optional string expire_time = 3; //到期日（近端），格式 yyyy-MM-dd，不填表示取第一条
optional string far_expire_time = 4; //远端到期日，对角策略（DiagonalSpread）时必传
optional int32 index_option_type = 5; //IndexOptionType，指数期权类型，仅用于恒指国指
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 期权策略类型枚举参见 OptionStrategyType
- 指数期权类别枚举参见 IndexOptionType
- 仅支持 Spread、Strangle、Collar、Butterfly、Condor、IronButterfly、IronCondor、DiagonalSpread 等策略查询有效价差
- 返回
message S2C
{
repeated double spreadList = 1; //有效价差列表，如 [0.5, 1.0, 2.0]，单位与正股价格一致
}
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 QotGetOptionStrategySpread(){
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
const req = {
c2s: {
owner: { market: QotMarket.QotMarket_HK_Security, code: "00700" },
optionStrategy: OptionStrategyType.OptionStrategyType_Strangle, // 宽跨式策略
},
};
websocket.GetOptionStrategySpread(req)
.then((res) => {
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionStrategySpread: 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);
});
} 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
GetOptionStrategySpread: errCode 0, retMsg , retType 0
{
"spreadList": [10, 20, 30, 40, 50, 60, 70, 80, 90, 100, 110, 120, 130, 140, 150, 160, 170, 180, 190, 200, 210, 220, 230, 240, 250, 260]
}
stop
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接口限制
- 每 30 秒内最多请求 30 次。
- Python
- Proto
- C#
- Java
- C++
- JavaScript
get_option_strategy_spread(code, option_strategy, expire_time, far_expire_time=None, index_option_type=IndexOptionType.NORMAL)
介绍
获取指定期权策略在当前标的、到期日条件下可用的有效价差列表。
参数
参数 类型 说明 code str 标的股票代码 如 US.AAPL、HK.00700option_strategy OptionStrategyType 期权策略类型 expire_time str 到期日 格式：yyyy-MM-dd，对应市场时区far_expire_time str 远端到期日 对角价差（DiagonalSpread）等策略必传；格式：yyyy-MM-ddindex_option_type IndexOptionType 指数期权类型 仅对港股指数期权筛选有效- option_strategy 仅支持 Spread、Strangle、Collar、Butterfly、Condor、IronButterfly、IronCondor、DiagonalSpread 策略。
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回有效价差列表 str 当 ret != RET_OK，返回错误描述 DataFrame 字段说明：
字段 类型 说明 spread float 有效价差
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret,data = quote_ctx.get_option_strategy_spread(code='HK.00700', option_strategy=OptionStrategyType.STRANGLE)
if ret == RET_OK:
print(data)
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
spread
0 10.0
1 20.0
2 30.0
3 40.0
4 50.0
5 60.0
6 70.0
7 80.0
8 90.0
9 100.0
10 110.0
11 120.0
12 130.0
13 140.0
14 150.0
15 160.0
16 170.0
17 180.0
18 190.0
19 200.0
20 210.0
21 220.0
22 230.0
23 240.0
24 250.0
25 260.0
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# Qot_GetOptionStrategySpread.proto
介绍
获取期权策略有效价差列表
参数
message C2S
{
required Qot_Common.Security security = 1; // 标的股票
required Qot_Common.OptionStrategyType optionStrategy = 2; // 期权策略类型
required string expireTime = 3; // 到期日，格式 yyyy-MM-dd
optional string farExpireTime = 4; // 远端到期日，格式 yyyy-MM-dd
optional Qot_Common.IndexOptionType indexOptionType = 5; // 指数期权类型
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 期权策略类型枚举参见 OptionStrategyType
- 指数期权类别枚举参见 IndexOptionType
- 返回
message S2C
{
repeated double spreadList = 1; // 有效价差列表
}
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
uint GetOptionStrategySpread(QotGetOptionStrategySpread.Request req);
virtual void OnReply_GetOptionStrategySpread(MMAPI_Conn client, uint nSerialNo, QotGetOptionStrategySpread.Response rsp);
介绍
获取指定期权策略类型的有效价差列表。仅支持以下 8 类策略：Spread / Strangle / Collar / Butterfly / Condor / IronButterfly / IronCondor / DiagonalSpread。返回的价差值可作为 获取期权策略 接口的 spread 参数。
参数
message C2S
{
required Qot_Common.Security owner = 1;
required int32 option_strategy = 2;
optional string expire_time = 3;
optional string far_expire_time = 4;
optional int32 index_option_type = 5;
optional Qot_Common.QotHeader header = 100;
}
message Request
{
required C2S c2s = 1;
}
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- 期权标的股，仅支持港美正股以及恒指国指
- OptionStrategyType，期权策略类型
- 仅支持 Spread、Strangle、Collar、Butterfly、Condor、IronButterfly、IronCondor、DiagonalSpread 等策略查询有效价差
- 返回
message S2C
{
repeated double spreadList = 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.Security owner = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetOptionStrategySpread.C2S c2s = QotGetOptionStrategySpread.C2S.CreateBuilder()
.SetOwner(owner)
.SetOptionStrategy((int)QotCommon.OptionStrategyType.OptionStrategyType_Spread)
.Build();
QotGetOptionStrategySpread.Request req = QotGetOptionStrategySpread.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetOptionStrategySpread(req);
Console.Write("Send QotGetOptionStrategySpread: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode)
{
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_GetOptionStrategySpread(MMAPI_Conn client, uint nSerialNo, QotGetOptionStrategySpread.Response rsp)
{
Console.Write("Reply: QotGetOptionStrategySpread: {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 QotGetOptionStrategySpread: 3
Reply: QotGetOptionStrategySpread: 3 retType: 0 ...
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int getOptionStrategySpread(QotGetOptionStrategySpread.Request req);
void onReply_GetOptionStrategySpread(MMAPI_Conn client, int nSerialNo, QotGetOptionStrategySpread.Response rsp);
介绍
获取指定期权策略类型的有效价差列表。仅支持以下 8 类策略：Spread / Strangle / Collar / Butterfly / Condor / IronButterfly / IronCondor / DiagonalSpread。返回的价差值可作为 获取期权策略 接口的 spread 参数。
参数
message C2S
{
required Qot_Common.Security owner = 1;
required int32 option_strategy = 2;
optional string expire_time = 3;
optional string far_expire_time = 4;
optional int32 index_option_type = 5;
optional Qot_Common.QotHeader header = 100;
}
message Request
{
required C2S c2s = 1;
}
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- 期权标的股，仅支持港美正股以及恒指国指
- OptionStrategyType，期权策略类型
- 仅支持 Spread、Strangle、Collar、Butterfly、Condor、IronButterfly、IronCondor、DiagonalSpread 等策略查询有效价差
- 返回
message S2C
{
repeated double spreadList = 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.Security owner = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetOptionStrategySpread.C2S c2s = QotGetOptionStrategySpread.C2S.newBuilder()
.setOwner(owner)
.setOptionStrategy(QotCommon.OptionStrategyType.OptionStrategyType_Spread_VALUE)
.build();
QotGetOptionStrategySpread.Request req = QotGetOptionStrategySpread.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getOptionStrategySpread(req);
System.out.printf("Send QotGetOptionStrategySpread: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetOptionStrategySpread(MMAPI_Conn client, int nSerialNo, QotGetOptionStrategySpread.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetOptionStrategySpread failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetOptionStrategySpread: %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 QotGetOptionStrategySpread: 2
Receive QotGetOptionStrategySpread: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"spreadList": [5, 10, 20, 40]
}
}
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moomoo::u32_t GetOptionStrategySpread(const Qot_GetOptionStrategySpread::Request &stReq);
virtual void OnReply_GetOptionStrategySpread(moomoo::u32_t nSerialNo, const Qot_GetOptionStrategySpread::Response &stRsp) = 0;
介绍
获取指定期权策略类型的有效价差列表。仅支持以下 8 类策略：Spread / Strangle / Collar / Butterfly / Condor / IronButterfly / IronCondor / DiagonalSpread。返回的价差值可作为 获取期权策略 接口的 spread 参数。
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股，仅支持港美正股以及恒指国指
required int32 option_strategy = 2; //OptionStrategyType，期权策略类型
optional string expire_time = 3; //到期日（近端到期日），不填取行权日列表第一条
optional string far_expire_time = 4; //远端到期日，对角策略（DiagonalSpread）时必传
optional int32 index_option_type = 5; //IndexOptionType，指数期权类型，仅用于恒指国指
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 期权策略类型枚举参见 OptionStrategyType
- 指数期权类别枚举参见 IndexOptionType
- 返回
message S2C
{
repeated double spreadList = 1; //有效价差列表，如 [0.5, 1.0, 2.0]，单位与正股价格一致
}
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
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_GetOptionStrategySpread::Request req;
Qot_GetOptionStrategySpread::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *owner = c2s->mutable_owner();
owner->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
owner->set_code("00700");
c2s->set_option_strategy(Qot_Common::OptionStrategyType_Spread); // 垂直价差策略
m_GetOptionStrategySpreadSerialNo = m_pQotApi->GetOptionStrategySpread(req);
cout << "Request GetOptionStrategySpread SerialNo: " << m_GetOptionStrategySpreadSerialNo << endl;
}
virtual void OnReply_GetOptionStrategySpread(moomoo::u32_t nSerialNo, const Qot_GetOptionStrategySpread::Response &stRsp) {
if (nSerialNo != m_GetOptionStrategySpreadSerialNo) return;
cout << "OnReply_GetOptionStrategySpread 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_GetOptionStrategySpreadSerialNo = 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 GetOptionStrategySpread SerialNo: 3
OnReply_GetOptionStrategySpread SerialNo: 3
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"spreadList": [5, 10, 20, 40]
}
}
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GetOptionStrategySpread(req);
介绍
获取期权策略有效价差列表
参数
message C2S
{
required Qot_Common.Security owner = 1; //期权标的股，目前仅支持港美正股以及恒指国指
required int32 option_strategy = 2; //OptionStrategyType，期权策略类型
optional string expire_time = 3; //到期日（近端），格式 yyyy-MM-dd，不填表示取第一条
optional string far_expire_time = 4; //远端到期日，对角策略（DiagonalSpread）时必传
optional int32 index_option_type = 5; //IndexOptionType，指数期权类型，仅用于恒指国指
optional Qot_Common.QotHeader header = 100; //行情公共参数头
}
message Request
{
required C2S c2s = 1;
}
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- 股票结构参见 Security
- 期权策略类型枚举参见 OptionStrategyType
- 指数期权类别枚举参见 IndexOptionType
- 仅支持 Spread、Strangle、Collar、Butterfly、Condor、IronButterfly、IronCondor、DiagonalSpread 等策略查询有效价差
- 返回
message S2C
{
repeated double spreadList = 1; //有效价差列表，如 [0.5, 1.0, 2.0]，单位与正股价格一致
}
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 QotGetOptionStrategySpread(){
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
const req = {
c2s: {
owner: { market: QotMarket.QotMarket_HK_Security, code: "00700" },
optionStrategy: OptionStrategyType.OptionStrategyType_Strangle, // 宽跨式策略
},
};
websocket.GetOptionStrategySpread(req)
.then((res) => {
let { errCode, retMsg, retType, s2c } = res
console.log("GetOptionStrategySpread: 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);
});
} 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
GetOptionStrategySpread: errCode 0, retMsg , retType 0
{
"spreadList": [10, 20, 30, 40, 50, 60, 70, 80, 90, 100, 110, 120, 130, 140, 150, 160, 170, 180, 190, 200, 210, 220, 230, 240, 250, 260]
}
stop
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接口限制
- 每 30 秒内最多请求 30 次。