# 查询历史成交
- Python
- Proto
- C#
- Java
- C++
- JavaScript
history_deal_list_query(code='', start='', end='', trd_env=TrdEnv.REAL, acc_id=0, acc_index=0)
介绍
查询指定交易业务账户的历史成交列表。
该接口只支持实盘交易，不支持模拟交易。参数
参数 类型 说明 code str 代码过滤 只返回此代码对应的成交数据
不传则返回所有start str 开始时间 - 严格按 YYYY-MM-DD HH:MM:SS 或 YYYY-MM-DD HH:MM:SS.MS 格式传
- 期货时区指定，请参见 OpenD 配置
end str 结束时间 - 严格按 YYYY-MM-DD HH:MM:SS 或 YYYY-MM-DD HH:MM:SS.MS 格式传
- 期货时区指定，请参见 OpenD 配置
trd_env TrdEnv 交易环境 仅支持 TrdEnv.REAL（真实环境），模拟环境暂不支持查询成交数据acc_id int 交易业务账户 ID - acc_id 和 acc_index 都可用于指定交易业务账户，二选一即可，推荐使用 acc_id。
- 当 acc_id 传 0 时， 以 acc_index 指定的账户为准
- 当 acc_id 传 ID 号时（不为 0 ），以 acc_id 指定的账户为准
acc_index int 交易业务账户列表中的账户序号 - acc_id 和 acc_index 都可用于指定交易业务账户，二选一即可，推荐使用 acc_id。acc_index 会在新开立/注销账户时发生变动，导致您指定的账户与实际交易账户不一致。
- acc_index 默认为 0，表示指定第 1 个交易业务账户
- start 和 end 的组合如下
Start 类型 End 类型 说明 str str start 和 end 分别为指定的日期 None str start 为 end 往前 90 天 str None end 为 start 往后 90 天 None None start 为往前 90 天，end 当前日期
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK 时，返回交易成交列表 str 当 ret != RET_OK 时，返回错误描述 - 交易成交列表格式如下：
字段 类型 说明 trd_side TrdSide 交易方向 deal_id str 成交号 order_id str 订单号 code str 股票代码 stock_name str 股票名称 qty float 成交数量 期权期货单位是"张"price float 成交价格 精确到小数点后 3 位，超过部分四舍五入create_time str 创建时间 期货时区指定，请参见 OpenD 配置counter_broker_id int 对手经纪号 仅港股有效counter_broker_name str 对手经纪名称 仅港股有效status DealStatus 成交状态
- 交易成交列表格式如下：
Example
from futu import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.history_deal_list_query()
if ret == RET_OK:
print(data)
if data.shape[0] > 0: # 如果成交列表不为空
print(data['deal_id'][0]) # 获取历史成交的第一个成交号
print(data['deal_id'].values.tolist()) # 转为 list
else:
print('history_deal_list_query error: ', data)
trd_ctx.close()
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- Output
code stock_name deal_id order_id qty price trd_side create_time counter_broker_id counter_broker_name status
0 HK.00388 香港交易所 5056208452274069375 4665291631090960915 100.0 370.0 BUY 2020-09-17 21:15:59.979 5 OK)
5056208452274069375
['5056208452274069375']
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# Trd_GetHistoryOrderFillList.proto
介绍
查询指定交易业务账户的历史成交列表。
该接口只支持实盘交易，不支持模拟交易。参数
message C2S
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.TrdFilterConditions filterConditions = 2; //过滤条件
}
message Request
{
required C2S c2s = 1;
}
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- 交易公共参数头结构，参见 TrdHeader
- 过滤条件结构，参见 TrdFilterConditions
- 返回
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
repeated Trd_Common.OrderFill orderFillList = 2; //历史成交列表
}
message Response
{
//以下3个字段每条协议都有，注释说明在 InitConnect.proto 中
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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协议 ID
2222
uint GetHistoryOrderFillList(TrdGetHistoryOrderFillList.Request req);
virtual void OnReply_GetHistoryOrderFillList(FTAPI_Conn client, uint nSerialNo, TrdGetHistoryOrderFillList.Response rsp);
介绍
查询指定交易业务账户的历史成交列表。
该接口只支持实盘交易，不支持模拟交易。参数
message C2S
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.TrdFilterConditions filterConditions = 2; //过滤条件
}
message Request
{
required C2S c2s = 1;
}
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- 交易公共参数头结构，参见 TrdHeader
- 过滤条件结构，参见 TrdFilterConditions
- 回调
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
repeated Trd_Common.OrderFill orderFillList = 2; //历史成交列表
}
message Response
{
//以下3个字段每条协议都有，注释说明在 InitConnect.proto 中
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program : FTSPI_Trd, FTSPI_Conn {
FTAPI_Trd trd = new FTAPI_Trd();
public Program() {
trd.SetClientInfo("csharp", 1); //设置客户端信息
trd.SetConnCallback(this); //设置连接回调
trd.SetTrdCallback(this); //设置交易回调
}
public void Start() {
trd.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Trd onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder()
.SetAccID(281756457888247915L)
.SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdCommon.TrdFilterConditions filter = TrdCommon.TrdFilterConditions.CreateBuilder().Build();
TrdGetHistoryOrderFillList.C2S c2s = TrdGetHistoryOrderFillList.C2S.CreateBuilder()
.SetHeader(header)
.SetFilterConditions(filter)
.Build();
TrdGetHistoryOrderFillList.Request req = TrdGetHistoryOrderFillList.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetHistoryOrderFillList(req);
Console.Write("Send TrdGetHistoryOrderFillList: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_GetHistoryOrderFillList(FTAPI_Conn client, uint nSerialNo, TrdGetHistoryOrderFillListResponse rsp)
{
Console.Write("Reply: TrdGetHistoryOrderFillList: {0}\n", nSerialNo);
Console.Write("accID: {0}\n", rsp.S2C.Header.AccID);
}
public static void Main(String[] args) {
FTAPI.Init();
Program trd = new Program();
trd.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Trd onInitConnect: ret=0 desc= connID=6827861023441251037
Send TrdGetHistoryOrderFillList: 3
Reply: TrdGetHistoryOrderFillList: 3
accID: 281756457888247915
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int getHistoryOrderFillList(TrdGetHistoryOrderFillList.Request req);
void onReply_GetHistoryOrderFillList(FTAPI_Conn client, int nSerialNo, TrdGetHistoryOrderFillList.Response rsp);
介绍
查询指定交易业务账户的历史成交列表。
该接口只支持实盘交易，不支持模拟交易。参数
message C2S
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.TrdFilterConditions filterConditions = 2; //过滤条件
}
message Request
{
required C2S c2s = 1;
}
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- 交易公共参数头结构，参见 TrdHeader
- 过滤条件结构，参见 TrdFilterConditions
- 回调
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
repeated Trd_Common.OrderFill orderFillList = 2; //历史成交列表
}
message Response
{
//以下3个字段每条协议都有，注释说明在 InitConnect.proto 中
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class TrdDemo implements FTSPI_Trd, FTSPI_Conn {
FTAPI_Conn_Trd trd = new FTAPI_Conn_Trd();
public TrdDemo() {
trd.setClientInfo("javaclient", 1); //设置客户端信息
trd.setConnSpi(this); //设置连接回调
trd.setTrdSpi(this); //设置交易回调
}
public void start() {
trd.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Trd onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.newBuilder()
.setAccID(281756457888247915L)
.setTrdEnv(TrdCommon.TrdEnv.TrdEnv_Real_VALUE)
.setTrdMarket(TrdCommon.TrdMarket.TrdMarket_US_VALUE)
.build();
TrdCommon.TrdFilterConditions filter = TrdCommon.TrdFilterConditions.newBuilder()
.setBeginTime("2021-03-01 00:00:00")
.setEndTime("2021-04-01 00:00:00")
.build();
TrdGetHistoryOrderFillList.C2S c2s = TrdGetHistoryOrderFillList.C2S.newBuilder()
.setHeader(header)
.setFilterConditions(filter)
.build();
TrdGetHistoryOrderFillList.Request req = TrdGetHistoryOrderFillList.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.getHistoryOrderFillList(req);
System.out.printf("Send TrdGetHistoryOrderFillList: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetHistoryOrderFillList(FTAPI_Conn client, int nSerialNo, TrdGetHistoryOrderFillList.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdGetHistoryOrderFillList failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdGetHistoryOrderFillList: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
TrdDemo trd = new TrdDemo();
trd.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send TrdGetHistoryOrderFillList: 2
Receive TrdGetHistoryOrderFillList: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756457888247915",
"trdMarket": 2
},
"orderFillList": [{
"trdSide": 1,
"fillID": "449150869556176742",
"fillIDEx": "20210330_15680495_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1.4",
"orderID": "6664320708369556828",
"orderIDEx": "20210330_15680495_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1",
"code": "FUTU",
"name": "富途控股",
"qty": 34.0,
"price": 127.64,
"createTime": "2021-03-30 09:34:24.019",
"secMarket": 2,
"createTimestamp": 1.617111264019109E9,
"updateTimestamp": 1.617111264019109E9,
"status": 0
}]
}
}
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Futu::u32_t GetHistoryOrderFillList(const Trd_GetHistoryOrderFillList::Request &stReq);
virtual void OnReply_GetHistoryOrderFillList(Futu::u32_t nSerialNo, const Trd_GetHistoryOrderFillList::Response &stRsp) = 0;
介绍
查询指定交易业务账户的历史成交列表。
该接口只支持实盘交易，不支持模拟交易。参数
message C2S
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.TrdFilterConditions filterConditions = 2; //过滤条件
}
message Request
{
required C2S c2s = 1;
}
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- 交易公共参数头结构，参见 TrdHeader
- 过滤条件结构，参见 TrdFilterConditions
- 回调
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
repeated Trd_Common.OrderFill orderFillList = 2; //历史成交列表
}
message Response
{
//以下3个字段每条协议都有，注释说明在 InitConnect.proto 中
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:
Program() {
m_pTrdApi = FTAPI::CreateTrdApi();
m_pTrdApi->RegisterTrdSpi(this);
m_pTrdApi->RegisterConnSpi(this);
}
~Program() {
if (m_pTrdApi != nullptr)
{
m_pTrdApi->UnregisterTrdSpi();
m_pTrdApi->UnregisterConnSpi();
FTAPI::ReleaseTrdApi(m_pTrdApi);
m_pTrdApi = nullptr;
}
}
void Start() {
m_pTrdApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// 组包
Trd_GetHistoryOrderFillList::Request req;
Trd_GetHistoryOrderFillList::C2S *c2s = req.mutable_c2s();
Trd_Common::TrdHeader *header = c2s->mutable_header();
header->set_accid(281756456003951537L);
header->set_trdenv(1);
header->set_trdmarket(1);
Trd_Common::TrdFilterConditions *filter = c2s->mutable_filterconditions();
filter->set_begintime("2021-05-01 00:00:00");
filter->set_endtime("2021-06-01 00:00:00");
m_GetHistoryOrderFillListSerialNo = m_pTrdApi->GetHistoryOrderFillList(req);
cout << "Request GetHistoryOrderFillList SerialNo: " << m_GetHistoryOrderFillListSerialNo << endl;
}
virtual void OnReply_GetHistoryOrderFillList(Futu::u32_t nSerialNo, const Trd_GetHistoryOrderFillList::Response &stRsp){
if(nSerialNo == m_GetHistoryOrderFillListSerialNo)
{
cout << "OnReply_GetHistoryOrderFillList 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_Trd *m_pTrdApi;
Futu::u32_t m_GetHistoryOrderFillListSerialNo;
};
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 GetHistoryOrderFillList SerialNo: 4
OnReply_GetHistoryOrderFillList SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756456003951537",
"trdMarket": 1
}
}
}
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GetHistoryOrderFillList(req);
介绍
查询指定交易业务账户的历史成交列表。
该接口只支持实盘交易，不支持模拟交易。参数
message C2S
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.TrdFilterConditions filterConditions = 2; //过滤条件
}
message Request
{
required C2S c2s = 1;
}
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- 交易公共参数头结构，参见 TrdHeader
- 过滤条件结构，参见 TrdFilterConditions
- 返回
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
repeated Trd_Common.OrderFill orderFillList = 2; //历史成交列表
}
message Response
{
//以下3个字段每条协议都有，注释说明在 InitConnect.proto 中
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common, Trd_Common } from "futu-api/proto";
import beautify from "js-beautify";
function TrdGetHistoryOrderFillList(){
const { RetType } = Common
const { TrdEnv, TrdMarket } = Trd_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, 'ec16fde057a2e7a0'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) { // 登录成功
websocket.GetAccList({
c2s: {
userID: 0,
},
}).then((res) => {
let { retType,s2c: { accList } } = res
if(retType == RetType.RetType_Succeed){
let acc = accList.filter((item)=>{
return item.trdEnv != TrdEnv.TrdEnv_Simulate && item.trdMarketAuthList.some((auth)=>{ return auth == TrdMarket.TrdMarket_HK})
})[0]; // 样例取第一个香港市场真实环境账户
const req = {
c2s: {
header: {
trdEnv: acc.trdEnv,
accID: acc.accID,
trdMarket: TrdMarket.TrdMarket_HK,
},
filterConditions:{
beginTime:"2021-09-01 00:00:00",
endTime:"2021-09-30 00:00:00",
},
},
};
websocket.GetHistoryOrderFillList(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetHistoryOrderFillList: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
}
})
.catch((error) => {
console.log("GetAccList error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.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
GetHistoryOrderFillList: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"orderFillList": [{
"trdSide": 1,
"fillID": "932511865781776209",
"fillIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1.2",
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.606",
"counterBrokerID": 5,
"counterBrokerName": "",
"secMarket": 1,
"createTimestamp": 1631522700.605828,
"updateTimestamp": 1631522700.531,
"status": 0
}, {
"trdSide": 1,
"fillID": "2611798069690910040",
"fillIDEx": "20210913_5915950_OD|rILqM3WaKl2rXYpRYuigcJmBKtRld_OD|rILqM3WaKl2rXYpRYuigcJmBKtRld.2",
"orderID": "9128832000130556480",
"orderIDEx": "20210913_5915950_OD|rILqM3WaKl2rXYpRYuigcJmBKtRld",
"code": "00700",
"name": "",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:40:19.183",
"counterBrokerID": 5,
"counterBrokerName": "",
"secMarket": 1,
"createTimestamp": 1631522419.18269,
"updateTimestamp": 1631522419.005,
"status": 0
}]
}
stop
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接口限制
- 每 30 秒内最多请求 10 次查询历史成交接口
提示
- 历史成交，按照时间的“倒序”进行排列，即：后成交的记录在前，先成交的记录在后
- Python
- Proto
- C#
- Java
- C++
- JavaScript
history_deal_list_query(code='', start='', end='', trd_env=TrdEnv.REAL, acc_id=0, acc_index=0)
介绍
查询指定交易业务账户的历史成交列表。
该接口只支持实盘交易，不支持模拟交易。参数
参数 类型 说明 code str 代码过滤 只返回此代码对应的成交数据
不传则返回所有start str 开始时间 - 严格按 YYYY-MM-DD HH:MM:SS 或 YYYY-MM-DD HH:MM:SS.MS 格式传
- 期货时区指定，请参见 OpenD 配置
end str 结束时间 - 严格按 YYYY-MM-DD HH:MM:SS 或 YYYY-MM-DD HH:MM:SS.MS 格式传
- 期货时区指定，请参见 OpenD 配置
trd_env TrdEnv 交易环境 仅支持 TrdEnv.REAL（真实环境），模拟环境暂不支持查询成交数据acc_id int 交易业务账户 ID - acc_id 和 acc_index 都可用于指定交易业务账户，二选一即可，推荐使用 acc_id。
- 当 acc_id 传 0 时， 以 acc_index 指定的账户为准
- 当 acc_id 传 ID 号时（不为 0 ），以 acc_id 指定的账户为准
acc_index int 交易业务账户列表中的账户序号 - acc_id 和 acc_index 都可用于指定交易业务账户，二选一即可，推荐使用 acc_id。acc_index 会在新开立/注销账户时发生变动，导致您指定的账户与实际交易账户不一致。
- acc_index 默认为 0，表示指定第 1 个交易业务账户
- start 和 end 的组合如下
Start 类型 End 类型 说明 str str start 和 end 分别为指定的日期 None str start 为 end 往前 90 天 str None end 为 start 往后 90 天 None None start 为往前 90 天，end 当前日期
返回
参数 类型 说明 ret RET_CODE 接口调用结果 data pd.DataFrame 当 ret == RET_OK 时，返回交易成交列表 str 当 ret != RET_OK 时，返回错误描述 - 交易成交列表格式如下：
字段 类型 说明 trd_side TrdSide 交易方向 deal_id str 成交号 order_id str 订单号 code str 股票代码 stock_name str 股票名称 qty float 成交数量 期权期货单位是"张"price float 成交价格 精确到小数点后 3 位，超过部分四舍五入create_time str 创建时间 期货时区指定，请参见 OpenD 配置counter_broker_id int 对手经纪号 仅港股有效counter_broker_name str 对手经纪名称 仅港股有效status DealStatus 成交状态
- 交易成交列表格式如下：
Example
from moomoo import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.history_deal_list_query()
if ret == RET_OK:
print(data)
if data.shape[0] > 0: # 如果成交列表不为空
print(data['deal_id'][0]) # 获取历史成交的第一个成交号
print(data['deal_id'].values.tolist()) # 转为 list
else:
print('history_deal_list_query error: ', data)
trd_ctx.close()
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- Output
code stock_name deal_id order_id qty price trd_side create_time counter_broker_id counter_broker_name status
0 HK.00388 香港交易所 5056208452274069375 4665291631090960915 100.0 370.0 BUY 2020-09-17 21:15:59.979 5 OK)
5056208452274069375
['5056208452274069375']
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# Trd_GetHistoryOrderFillList.proto
介绍
查询指定交易业务账户的历史成交列表。
该接口只支持实盘交易，不支持模拟交易。参数
message C2S
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.TrdFilterConditions filterConditions = 2; //过滤条件
}
message Request
{
required C2S c2s = 1;
}
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- 交易公共参数头结构，参见 TrdHeader
- 过滤条件结构，参见 TrdFilterConditions
- 返回
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
repeated Trd_Common.OrderFill orderFillList = 2; //历史成交列表
}
message Response
{
//以下3个字段每条协议都有，注释说明在 InitConnect.proto 中
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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协议 ID
2222
uint GetHistoryOrderFillList(TrdGetHistoryOrderFillList.Request req);
virtual void OnReply_GetHistoryOrderFillList(MMAPI_Conn client, uint nSerialNo, TrdGetHistoryOrderFillList.Response rsp);
介绍
查询指定交易业务账户的历史成交列表。
该接口只支持实盘交易，不支持模拟交易。参数
message C2S
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.TrdFilterConditions filterConditions = 2; //过滤条件
}
message Request
{
required C2S c2s = 1;
}
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- 交易公共参数头结构，参见 TrdHeader
- 过滤条件结构，参见 TrdFilterConditions
- 回调
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
repeated Trd_Common.OrderFill orderFillList = 2; //历史成交列表
}
message Response
{
//以下3个字段每条协议都有，注释说明在 InitConnect.proto 中
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program : MMSPI_Trd, MMSPI_Conn {
MMAPI_Trd trd = new MMAPI_Trd();
public Program() {
trd.SetClientInfo("csharp", 1); //设置客户端信息
trd.SetConnCallback(this); //设置连接回调
trd.SetTrdCallback(this); //设置交易回调
}
public void Start() {
trd.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Trd onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder()
.SetAccID(281756457888247915L)
.SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdCommon.TrdFilterConditions filter = TrdCommon.TrdFilterConditions.CreateBuilder().Build();
TrdGetHistoryOrderFillList.C2S c2s = TrdGetHistoryOrderFillList.C2S.CreateBuilder()
.SetHeader(header)
.SetFilterConditions(filter)
.Build();
TrdGetHistoryOrderFillList.Request req = TrdGetHistoryOrderFillList.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetHistoryOrderFillList(req);
Console.Write("Send TrdGetHistoryOrderFillList: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_GetHistoryOrderFillList(MMAPI_Conn client, uint nSerialNo, TrdGetHistoryOrderFillListResponse rsp)
{
Console.Write("Reply: TrdGetHistoryOrderFillList: {0}\n", nSerialNo);
Console.Write("accID: {0}\n", rsp.S2C.Header.AccID);
}
public static void Main(String[] args) {
MMAPI.Init();
Program trd = new Program();
trd.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Trd onInitConnect: ret=0 desc= connID=6827861023441251037
Send TrdGetHistoryOrderFillList: 3
Reply: TrdGetHistoryOrderFillList: 3
accID: 281756457888247915
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int getHistoryOrderFillList(TrdGetHistoryOrderFillList.Request req);
void onReply_GetHistoryOrderFillList(MMAPI_Conn client, int nSerialNo, TrdGetHistoryOrderFillList.Response rsp);
介绍
查询指定交易业务账户的历史成交列表。
该接口只支持实盘交易，不支持模拟交易。参数
message C2S
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.TrdFilterConditions filterConditions = 2; //过滤条件
}
message Request
{
required C2S c2s = 1;
}
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- 交易公共参数头结构，参见 TrdHeader
- 过滤条件结构，参见 TrdFilterConditions
- 回调
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
repeated Trd_Common.OrderFill orderFillList = 2; //历史成交列表
}
message Response
{
//以下3个字段每条协议都有，注释说明在 InitConnect.proto 中
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class TrdDemo implements MMSPI_Trd, MMSPI_Conn {
MMAPI_Conn_Trd trd = new MMAPI_Conn_Trd();
public TrdDemo() {
trd.setClientInfo("javaclient", 1); //设置客户端信息
trd.setConnSpi(this); //设置连接回调
trd.setTrdSpi(this); //设置交易回调
}
public void start() {
trd.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Trd onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.newBuilder()
.setAccID(281756457888247915L)
.setTrdEnv(TrdCommon.TrdEnv.TrdEnv_Real_VALUE)
.setTrdMarket(TrdCommon.TrdMarket.TrdMarket_US_VALUE)
.build();
TrdCommon.TrdFilterConditions filter = TrdCommon.TrdFilterConditions.newBuilder()
.setBeginTime("2021-03-01 00:00:00")
.setEndTime("2021-04-01 00:00:00")
.build();
TrdGetHistoryOrderFillList.C2S c2s = TrdGetHistoryOrderFillList.C2S.newBuilder()
.setHeader(header)
.setFilterConditions(filter)
.build();
TrdGetHistoryOrderFillList.Request req = TrdGetHistoryOrderFillList.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.getHistoryOrderFillList(req);
System.out.printf("Send TrdGetHistoryOrderFillList: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetHistoryOrderFillList(MMAPI_Conn client, int nSerialNo, TrdGetHistoryOrderFillList.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdGetHistoryOrderFillList failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdGetHistoryOrderFillList: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
TrdDemo trd = new TrdDemo();
trd.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send TrdGetHistoryOrderFillList: 2
Receive TrdGetHistoryOrderFillList: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756457888247915",
"trdMarket": 2
},
"orderFillList": [{
"trdSide": 1,
"fillID": "449150869556176742",
"fillIDEx": "20210330_15680495_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1.4",
"orderID": "6664320708369556828",
"orderIDEx": "20210330_15680495_SQSWWgSYCStLVb7BDmx7kgAARgy31Nc1",
"code": "FUTU",
"name": "富途控股",
"qty": 34.0,
"price": 127.64,
"createTime": "2021-03-30 09:34:24.019",
"secMarket": 2,
"createTimestamp": 1.617111264019109E9,
"updateTimestamp": 1.617111264019109E9,
"status": 0
}]
}
}
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moomoo::u32_t GetHistoryOrderFillList(const Trd_GetHistoryOrderFillList::Request &stReq);
virtual void OnReply_GetHistoryOrderFillList(moomoo::u32_t nSerialNo, const Trd_GetHistoryOrderFillList::Response &stRsp) = 0;
介绍
查询指定交易业务账户的历史成交列表。
该接口只支持实盘交易，不支持模拟交易。参数
message C2S
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.TrdFilterConditions filterConditions = 2; //过滤条件
}
message Request
{
required C2S c2s = 1;
}
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- 交易公共参数头结构，参见 TrdHeader
- 过滤条件结构，参见 TrdFilterConditions
- 回调
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
repeated Trd_Common.OrderFill orderFillList = 2; //历史成交列表
}
message Response
{
//以下3个字段每条协议都有，注释说明在 InitConnect.proto 中
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn
{
public:
Program() {
m_pTrdApi = MMAPI::CreateTrdApi();
m_pTrdApi->RegisterTrdSpi(this);
m_pTrdApi->RegisterConnSpi(this);
}
~Program() {
if (m_pTrdApi != nullptr)
{
m_pTrdApi->UnregisterTrdSpi();
m_pTrdApi->UnregisterConnSpi();
MMAPI::ReleaseTrdApi(m_pTrdApi);
m_pTrdApi = nullptr;
}
}
void Start() {
m_pTrdApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect( MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// 组包
Trd_GetHistoryOrderFillList::Request req;
Trd_GetHistoryOrderFillList::C2S *c2s = req.mutable_c2s();
Trd_Common::TrdHeader *header = c2s->mutable_header();
header->set_accid(281756456003951537L);
header->set_trdenv(1);
header->set_trdmarket(1);
Trd_Common::TrdFilterConditions *filter = c2s->mutable_filterconditions();
filter->set_begintime("2021-05-01 00:00:00");
filter->set_endtime("2021-06-01 00:00:00");
m_GetHistoryOrderFillListSerialNo = m_pTrdApi->GetHistoryOrderFillList(req);
cout << "Request GetHistoryOrderFillList SerialNo: " << m_GetHistoryOrderFillListSerialNo << endl;
}
virtual void OnReply_GetHistoryOrderFillList(moomoo::u32_t nSerialNo, const Trd_GetHistoryOrderFillList::Response &stRsp){
if(nSerialNo == m_GetHistoryOrderFillListSerialNo)
{
cout << "OnReply_GetHistoryOrderFillList 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_Trd *m_pTrdApi;
moomoo::u32_t m_GetHistoryOrderFillListSerialNo;
};
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 GetHistoryOrderFillList SerialNo: 4
OnReply_GetHistoryOrderFillList SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756456003951537",
"trdMarket": 1
}
}
}
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GetHistoryOrderFillList(req);
介绍
查询指定交易业务账户的历史成交列表。
该接口只支持实盘交易，不支持模拟交易。参数
message C2S
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.TrdFilterConditions filterConditions = 2; //过滤条件
}
message Request
{
required C2S c2s = 1;
}
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- 交易公共参数头结构，参见 TrdHeader
- 过滤条件结构，参见 TrdFilterConditions
- 返回
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
repeated Trd_Common.OrderFill orderFillList = 2; //历史成交列表
}
message Response
{
//以下3个字段每条协议都有，注释说明在 InitConnect.proto 中
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common, Trd_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function TrdGetHistoryOrderFillList(){
const { RetType } = Common
const { TrdEnv, TrdMarket } = Trd_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, 'ec16fde057a2e7a0'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) { // 登录成功
websocket.GetAccList({
c2s: {
userID: 0,
},
}).then((res) => {
let { retType,s2c: { accList } } = res
if(retType == RetType.RetType_Succeed){
let acc = accList.filter((item)=>{
return item.trdEnv != TrdEnv.TrdEnv_Simulate && item.trdMarketAuthList.some((auth)=>{ return auth == TrdMarket.TrdMarket_HK})
})[0]; // 样例取第一个香港市场真实环境账户
const req = {
c2s: {
header: {
trdEnv: acc.trdEnv,
accID: acc.accID,
trdMarket: TrdMarket.TrdMarket_HK,
},
filterConditions:{
beginTime:"2021-09-01 00:00:00",
endTime:"2021-09-30 00:00:00",
},
},
};
websocket.GetHistoryOrderFillList(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetHistoryOrderFillList: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
}
})
.catch((error) => {
console.log("GetAccList error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.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
GetHistoryOrderFillList: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"orderFillList": [{
"trdSide": 1,
"fillID": "932511865781776209",
"fillIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1.2",
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.606",
"counterBrokerID": 5,
"counterBrokerName": "",
"secMarket": 1,
"createTimestamp": 1631522700.605828,
"updateTimestamp": 1631522700.531,
"status": 0
}, {
"trdSide": 1,
"fillID": "2611798069690910040",
"fillIDEx": "20210913_5915950_OD|rILqM3WaKl2rXYpRYuigcJmBKtRld_OD|rILqM3WaKl2rXYpRYuigcJmBKtRld.2",
"orderID": "9128832000130556480",
"orderIDEx": "20210913_5915950_OD|rILqM3WaKl2rXYpRYuigcJmBKtRld",
"code": "00700",
"name": "",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:40:19.183",
"counterBrokerID": 5,
"counterBrokerName": "",
"secMarket": 1,
"createTimestamp": 1631522419.18269,
"updateTimestamp": 1631522419.005,
"status": 0
}]
}
stop
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接口限制
- 每 30 秒内最多请求 10 次查询历史成交接口
提示
- 历史成交，按照时间的“倒序”进行排列，即：后成交的记录在前，先成交的记录在后