# 实时逐笔回调
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# TickerHandlerBase
on_recv_rsp(self, rsp_pb)
介绍
实时逐笔回调，异步处理已订阅股票的实时逐笔推送。
在收到实时逐笔数据推送后会回调到该函数，您需要在派生类中覆盖 on_recv_rsp。参数
参数 类型 说明 rsp_pb Qot_UpdateTicker_pb2.Response 派生类中不需要直接处理该参数 返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回逐笔数据 str 当 ret != RET_OK，返回错误描述 - 逐笔数据格式如下：
字段 类型 说明 code str 股票代码 name str 股票名称 sequence int 逐笔序号 time str 成交时间 格式：yyyy-MM-dd HH:mm:ss:xxx
港股和 A 股市场默认是北京时间，美股市场默认是美东时间price float 成交价格 volume int 成交数量 股数turnover float 成交金额 ticker_direction TickerDirect 逐笔方向 type TickerType 逐笔类型 push_data_type PushDataType 数据来源
- 逐笔数据格式如下：
Example
import time
from futu import *
class TickerTest(TickerHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, data = super(TickerTest,self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("TickerTest: error, msg: %s" % data)
return RET_ERROR, data
print("TickerTest ", data) # TickerTest 自己的处理逻辑
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = TickerTest()
quote_ctx.set_handler(handler) # 设置实时逐笔推送回调
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.TICKER]) # 订阅逐笔类型，OpenD 开始持续收到服务器的推送
if ret == RET_OK:
print(data)
else:
print('error:', data)
time.sleep(15) # 设置脚本接收 OpenD 的推送持续时间为15秒
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
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- Output
TickerTest code name time price volume turnover ticker_direction sequence type push_data_type
0 HK.00700 腾讯控股 2023-07-19 16:08:12 333.0 1667000 555111000.0 NEUTRAL 7257438563422200985 AUCTION CACHE
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# Qot_UpdateTicker.proto
介绍
实时逐笔回调，异步处理已订阅股票的实时逐笔推送。
参数
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名称
repeated Qot_Common.Ticker tickerList = 2; //推送的逐笔数据结构体
}
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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协议 ID
3011
# UpdateTicker
virtual void OnReply_UpdateTicker(FTAPI_Conn client, QotUpdateTicker.Response rsp);
- 介绍
实时逐笔回调，异步处理已订阅股票的实时逐笔推送。
- 参数
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名称
repeated Qot_Common.Ticker tickerList = 2; //推送的逐笔数据结构体
}
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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- 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 StaTicker() {
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_Ticker)
.SetIsSubOrUnSub(true)
.SetIsRegOrUnRegPush(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());
}
public void OnReply_UpdateTicker(FTAPI_Conn client, uint nSerialNo, QotUpdateTicker.Response rsp)
{
Console.Write("Push: UpdateTicker: {0}\n", nSerialNo);
Console.Write("price: {0}\n", rsp.S2C.TickerListList[0].Price);
}
public static void Main(String[] args) {
FTAPI.Init();
Program qot = new Program();
qot.StaTicker();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6825408105210218283
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Push: UpdateTicker: 8
price: 490
...
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# updateTicker
void onPush_UpdateTicker(FTAPI_Conn client, QotUpdateTicker.Response rsp);
- 介绍
实时逐笔回调，异步处理已订阅股票的实时逐笔推送。
- 参数
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名称
repeated Qot_Common.Ticker tickerList = 2; //推送的逐笔数据结构体
}
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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- 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 staTicker() {
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_Ticker_VALUE)
.setIsSubOrUnSub(true)
.setIsRegOrUnRegPush(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) {
if (rsp.getRetType() != 0) {
System.out.printf("QotSub failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotSub: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
@Override
public void onPush_UpdateTicker(FTAPI_Conn client, QotUpdateTicker.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotUpdateTicker failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotUpdateTicker: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
QotDemo qot = new QotDemo();
qot.staTicker();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Receive QotUpdateTicker: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [{
"time": "2021-06-25 10:33:47",
"sequence": "6977554163425089259",
"dir": 1,
"price": 587.5,
"volume": "1000",
"turnover": 587500.0,
"recvTime": 0.0,
"type": 1,
"typeSign": 32,
"pushDataType": 3,
"timestamp": 1.624588427E9
}]
}
}
Receive QotUpdateTicker: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [{
"time": "2021-06-25 10:33:48",
"sequence": "6977554167720056556",
"dir": 2,
"price": 587.0,
"volume": "100",
"turnover": 58700.0,
"recvTime": 1.624588428173763E9,
"type": 1,
"typeSign": 32,
"pushDataType": 1,
"timestamp": 1.624588428E9
}]
}
}
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# UpdateTicker
virtual void OnPush_UpdateTicker(const Qot_UpdateTicker::Response &stRsp) = 0;
介绍
实时逐笔回调，异步处理已订阅股票的实时逐笔推送。
参数
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名称
repeated Qot_Common.Ticker tickerList = 2; //推送的逐笔数据结构体
}
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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- 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_Ticker);
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;
}
}
}
virtual void OnPush_UpdateTicker(const Qot_UpdateTicker::Response &stRsp) {
cout << "OnPush_UpdateTicker: " << 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;
};
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 Sub SerialNo: 3
OnReply_Sub SerialNo: 3
OnPush_UpdateTicker:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [
{
"time": "2021-06-09 11:13:24",
"sequence": "6971627009772359401",
"dir": 1,
"price": 605,
"volume": "400",
"turnover": 242000,
"recvTime": 0,
"type": 1,
"typeSign": 32,
"pushDataType": 3,
"timestamp": 1623208404
}
]
}
}
OnPush_UpdateTicker:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [
{
"time": "2021-06-09 11:13:38",
"sequence": "6971627069901901546",
"dir": 1,
"price": 605,
"volume": "100",
"turnover": 60500,
"recvTime": 1623208418.622081,
"type": 1,
"typeSign": 32,
"pushDataType": 1,
"timestamp": 1623208418
}
]
}
}
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# UpdateTicker
OnPush(cmd,res)
介绍
实时逐笔回调，异步处理已订阅股票的实时逐笔推送。
参数
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名称
repeated Qot_Common.Ticker tickerList = 2; //推送的逐笔数据结构体
}
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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- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
function QotUpdateTicker(){
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
const req = {
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_Ticker ], // 订阅实时逐笔类型
isSubOrUnSub: true, // 订阅 true, 反订阅 false
isRegOrUnRegPush: true, // 注册推送 true, 反注册推送 false
},
}; // 订阅参数
websocket.Sub(req) //# 订阅, OpenD 开始持续收到服务器的推送
.then((res) => { })
.catch((error) => {
if ("retMsg" in error) {
console.log("error:", error.retMsg);
}
});
} else {
console.log("error", msg);
}
};
websocket.onPush = (cmd, res)=>{
if(ftCmdID.QotUpdateTicker.cmd == cmd){ // 实时逐笔推送的处理逻辑
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("TickerTest", JSON.stringify(s2c));
} else {
console.log("TickerTest: error")
}
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // 接收 OpenD 的推送持续时间为5秒,5秒后断开
}
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- Output
TickerTest {"security":{"market":1,"code":"00700"},"tickerList":[{"time":"2021-09-09 16:08:12","sequence":"7005842815196387657","dir":3,"price":480,"volume":"4561200","turnover":2189376000,"recvTime":0,"type":7,"typeSign":85,"pushDataType":3,"timestamp":1631174892}]}
TickerTest { ... }
...
...
stop
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提示
- 此接口提供了持续获取推送数据的功能，如需一次性获取实时数据，请参考 获取实时逐笔 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？
- 行情连接断开重连后，OpenD 拉取断开期间，距离当前最近的（最多 50 根）逐笔数据并推送，可通过逐笔推送类型字段区分
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# TickerHandlerBase
on_recv_rsp(self, rsp_pb)
介绍
实时逐笔回调，异步处理已订阅股票的实时逐笔推送。
在收到实时逐笔数据推送后会回调到该函数，您需要在派生类中覆盖 on_recv_rsp。参数
参数 类型 说明 rsp_pb Qot_UpdateTicker_pb2.Response 派生类中不需要直接处理该参数 返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK，返回逐笔数据 str 当 ret != RET_OK，返回错误描述 - 逐笔数据格式如下：
字段 类型 说明 code str 股票代码 name str 股票名称 sequence int 逐笔序号 time str 成交时间 格式：yyyy-MM-dd HH:mm:ss
港股和 A 股市场默认是北京时间，美股市场默认是美东时间price float 成交价格 volume int 成交数量 股数turnover float 成交金额 ticker_direction TickerDirect 逐笔方向 type TickerType 逐笔类型 push_data_type PushDataType 数据来源
- 逐笔数据格式如下：
Example
import time
from moomoo import *
class TickerTest(TickerHandlerBase):
def on_recv_rsp(self, rsp_pb):
ret_code, data = super(TickerTest,self).on_recv_rsp(rsp_pb)
if ret_code != RET_OK:
print("TickerTest: error, msg: %s" % data)
return RET_ERROR, data
print("TickerTest ", data) # TickerTest 自己的处理逻辑
return RET_OK, data
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
handler = TickerTest()
quote_ctx.set_handler(handler) # 设置实时逐笔推送回调
ret, data = quote_ctx.subscribe(['HK.00700'], [SubType.TICKER]) # 订阅逐笔类型，OpenD 开始持续收到服务器的推送
if ret == RET_OK:
print(data)
else:
print('error:', data)
time.sleep(15) # 设置脚本接收 OpenD 的推送持续时间为15秒
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
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- Output
TickerTest code name time price volume turnover ticker_direction sequence type push_data_type
0 HK.00700 腾讯控股 2023-07-19 16:08:12 333.0 1667000 555111000.0 NEUTRAL 7257438563422200985 AUCTION CACHE
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# Qot_UpdateTicker.proto
介绍
实时逐笔回调，异步处理已订阅股票的实时逐笔推送。
参数
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名称
repeated Qot_Common.Ticker tickerList = 2; //推送的逐笔数据结构体
}
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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协议 ID
3011
# UpdateTicker
virtual void OnReply_UpdateTicker(MMAPI_Conn client, QotUpdateTicker.Response rsp);
- 介绍
实时逐笔回调，异步处理已订阅股票的实时逐笔推送。
- 参数
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名称
repeated Qot_Common.Ticker tickerList = 2; //推送的逐笔数据结构体
}
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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- 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 StaTicker() {
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_Ticker)
.SetIsSubOrUnSub(true)
.SetIsRegOrUnRegPush(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());
}
public void OnReply_UpdateTicker(MMAPI_Conn client, uint nSerialNo, QotUpdateTicker.Response rsp)
{
Console.Write("Push: UpdateTicker: {0}\n", nSerialNo);
Console.Write("price: {0}\n", rsp.S2C.TickerListList[0].Price);
}
public static void Main(String[] args) {
MMAPI.Init();
Program qot = new Program();
qot.StaTicker();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6825408105210218283
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Push: UpdateTicker: 8
price: 490
...
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# updateTicker
void onPush_UpdateTicker(MMAPI_Conn client, QotUpdateTicker.Response rsp);
- 介绍
实时逐笔回调，异步处理已订阅股票的实时逐笔推送。
- 参数
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名称
repeated Qot_Common.Ticker tickerList = 2; //推送的逐笔数据结构体
}
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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- 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 staTicker() {
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_Ticker_VALUE)
.setIsSubOrUnSub(true)
.setIsRegOrUnRegPush(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) {
if (rsp.getRetType() != 0) {
System.out.printf("QotSub failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotSub: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
@Override
public void onPush_UpdateTicker(MMAPI_Conn client, QotUpdateTicker.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotUpdateTicker failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotUpdateTicker: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.staTicker();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Receive QotUpdateTicker: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [{
"time": "2021-06-25 10:33:47",
"sequence": "6977554163425089259",
"dir": 1,
"price": 587.5,
"volume": "1000",
"turnover": 587500.0,
"recvTime": 0.0,
"type": 1,
"typeSign": 32,
"pushDataType": 3,
"timestamp": 1.624588427E9
}]
}
}
Receive QotUpdateTicker: {
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [{
"time": "2021-06-25 10:33:48",
"sequence": "6977554167720056556",
"dir": 2,
"price": 587.0,
"volume": "100",
"turnover": 58700.0,
"recvTime": 1.624588428173763E9,
"type": 1,
"typeSign": 32,
"pushDataType": 1,
"timestamp": 1.624588428E9
}]
}
}
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# UpdateTicker
virtual void OnPush_UpdateTicker(const Qot_UpdateTicker::Response &stRsp) = 0;
介绍
实时逐笔回调，异步处理已订阅股票的实时逐笔推送。
参数
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名称
repeated Qot_Common.Ticker tickerList = 2; //推送的逐笔数据结构体
}
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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- 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_Ticker);
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;
}
}
}
virtual void OnPush_UpdateTicker(const Qot_UpdateTicker::Response &stRsp) {
cout << "OnPush_UpdateTicker: " << 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;
};
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 Sub SerialNo: 3
OnReply_Sub SerialNo: 3
OnPush_UpdateTicker:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [
{
"time": "2021-06-09 11:13:24",
"sequence": "6971627009772359401",
"dir": 1,
"price": 605,
"volume": "400",
"turnover": 242000,
"recvTime": 0,
"type": 1,
"typeSign": 32,
"pushDataType": 3,
"timestamp": 1623208404
}
]
}
}
OnPush_UpdateTicker:
{
"retType": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"tickerList": [
{
"time": "2021-06-09 11:13:38",
"sequence": "6971627069901901546",
"dir": 1,
"price": 605,
"volume": "100",
"turnover": 60500,
"recvTime": 1623208418.622081,
"type": 1,
"typeSign": 32,
"pushDataType": 1,
"timestamp": 1623208418
}
]
}
}
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# UpdateTicker
OnPush(cmd,res)
介绍
实时逐笔回调，异步处理已订阅股票的实时逐笔推送。
参数
message S2C
{
required Qot_Common.Security security = 1; //股票
optional string name = 3; //股票名称
repeated Qot_Common.Ticker tickerList = 2; //推送的逐笔数据结构体
}
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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- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
function QotUpdateTicker(){
const { RetType } = Common
const { SubType, QotMarket } = 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: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_Ticker ], // 订阅实时逐笔类型
isSubOrUnSub: true, // 订阅 true, 反订阅 false
isRegOrUnRegPush: true, // 注册推送 true, 反注册推送 false
},
}; // 订阅参数
websocket.Sub(req) //# 订阅, OpenD 开始持续收到服务器的推送
.then((res) => { })
.catch((error) => {
if ("retMsg" in error) {
console.log("error:", error.retMsg);
}
});
} else {
console.log("error", msg);
}
};
websocket.onPush = (cmd, res)=>{
if(mmCmdID.QotUpdateTicker.cmd == cmd){ // 实时逐笔推送的处理逻辑
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
console.log("TickerTest", JSON.stringify(s2c));
} else {
console.log("TickerTest: error")
}
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // 接收 OpenD 的推送持续时间为5秒,5秒后断开
}
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- Output
TickerTest {"security":{"market":1,"code":"00700"},"tickerList":[{"time":"2021-09-09 16:08:12","sequence":"7005842815196387657","dir":3,"price":480,"volume":"4561200","turnover":2189376000,"recvTime":0,"type":7,"typeSign":85,"pushDataType":3,"timestamp":1631174892}]}
TickerTest { ... }
...
...
stop
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提示
- 此接口提供了持续获取推送数据的功能，如需一次性获取实时数据，请参考 获取实时逐笔 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？
- 行情连接断开重连后，OpenD 拉取断开期间，距离当前最近的（最多 50 根）逐笔数据并推送，可通过逐笔推送类型字段区分