# 响应成交推送回调
- Python
- Proto
- C#
- Java
- C++
- JavaScript
on_recv_rsp(self, rsp_pb)
介绍
响应成交推送，异步处理 OpenD 推送过来的成交状态信息。
在收到 OpenD 推送过来的成交状态信息后会回调到该函数，您需要在派生类中覆盖 on_recv_rsp。
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 rsp_pb Trd_UpdateOrderFill_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 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 create_time str 创建时间 期货时区指定，请参见 FutuOpenD 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 *
from time import sleep
class TradeDealTest(TradeDealHandlerBase):
""" order update push"""
def on_recv_rsp(self, rsp_pb):
ret, content = super(TradeDealTest, self).on_recv_rsp(rsp_pb)
if ret == RET_OK:
print("TradeDealTest content={}".format(content))
return ret, content
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
trd_ctx.set_handler(TradeDealTest())
print(trd_ctx.place_order(price=595.0, qty=100, code="HK.00700", trd_side=TrdSide.BUY))
sleep(15)
trd_ctx.close()
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- Output
TradeDealTest content= trd_env code stock_name deal_id order_id qty price trd_side create_time counter_broker_id counter_broker_name trd_market status
0 REAL HK.00700 腾讯控股 2511067564122483295 8561504228375901919 100.0 518.0 BUY 2021-11-04 11:29:41.595 5 5 HK OK
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# Trd_UpdateOrderFill.proto
介绍
响应成交推送，异步处理 OpenD 推送过来的成交状态信息。
该接口只支持实盘交易，不支持模拟交易。参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.OrderFill orderFill = 2; //成交结构
}
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
2218
virtual void OnReply_UpdateOrderFill(FTAPI_Conn client, uint nSerialNo, TrdUpdateOrderFill.Response rsp);
介绍
响应成交推送，异步处理 OpenD 推送过来的成交状态信息。
该接口只支持实盘交易，不支持模拟交易。参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.OrderFill orderFill = 2; //成交结构
}
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;
//先订阅才会有推送
TrdSubAccPush.C2S c2s = TrdSubAccPush.C2S.CreateBuilder()
.AddAccIDList(281753457989306260L)
.Build();
TrdSubAccPush.Request req = TrdSubAccPush.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.SubAccPush(req);
Console.Write("Send TrdSubAccPush: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_SubAccPush(FTAPI_Conn client, uint nSerialNo, TrdSubAccPush.Response rsp)
{
Console.Write("OnReply_SubAccPush: {0}\n", nSerialNo, rsp.ToString());
}
public void OnReply_UpdateOrderFill(FTAPI_Conn client, uint nSerialNo, TrdUpdateOrderFill.Response rsp)
{
Console.Write("Push: TrdUpdateOrderFill: {0}\n", nSerialNo);
Console.Write("retMsg: {0}\n", rsp.RetMsg);
}
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=6827940248993029021
Send TrdSubAccPush: 3
OnReply_SubAccPush: 3
Push: TrdUpdateOrderFill: 1
retMsg:
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void onPush_UpdateOrderFill(FTAPI_Conn client, int nSerialNo, TrdUpdateOrderFill.Response rsp);
介绍
响应成交推送，异步处理 OpenD 推送过来的成交状态信息。
该接口只支持实盘交易，不支持模拟交易。参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.OrderFill orderFill = 2; //成交结构
}
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;
//先订阅才会有推送
TrdSubAccPush.C2S c2s = TrdSubAccPush.C2S.newBuilder()
.addAccIDList(281753457989306260L)
.build();
TrdSubAccPush.Request req = TrdSubAccPush.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.subAccPush(req);
System.out.printf("Send TrdSubAccPush: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onPush_UpdateOrderFill(FTAPI_Conn client, TrdUpdateOrderFill.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdUpdateOrderFill failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdUpdateOrderFill: %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 TrdUpdateOrderFill: 2
Receive TrdUpdateOrderFill: {
"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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virtual void OnPush_UpdateOrderFill(const Trd_UpdateOrderFill::Response &stRsp) = 0;
介绍
响应成交推送，异步处理 OpenD 推送过来的成交状态信息。
该接口只支持实盘交易，不支持模拟交易。参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.OrderFill orderFill = 2; //成交结构
}
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;
Trd_SubAccPush::Request req;
Trd_SubAccPush::C2S *c2s = req.mutable_c2s();
c2s->add_accidlist(3637840);
m_SubAccPushSerialNo = m_pTrdApi->SubAccPush(req);
cout << "Request SubAccPush SerialNo: " << m_SubAccPushSerialNo << endl;
}
virtual void OnReply_SubAccPush(Futu::u32_t nSerialNo, const Trd_SubAccPush::Response &stRsp) {
if(nSerialNo == m_SubAccPushSerialNo)
{
cout << "OnReply_SubAccPush SerialNo: " << nSerialNo << endl;
if (stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "SubAccPush Failed" << endl;
return;
}
}
}
virtual void OnPush_UpdateOrderFill(const Trd_UpdateOrderFill::Response &stRsp)
{
cout << "OnPush_UpdateOrderFill:" << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
FTAPI_Trd *m_pTrdApi;
Futu::u32_t m_SubAccPushSerialNo;
};
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 SubAccPush SerialNo: 4
OnReply_SubAccPush SerialNo: 4
OnPush_UpdateOrderFill:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"orderFill": {
"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": "腾讯控股",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.606",
"counterBrokerID": 5,
"counterBrokerName": "",
"secMarket": 1,
"createTimestamp": 1631522700.605828,
"updateTimestamp": 1631522700.605828,
"status": 0
}
}
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OnPush(cmd,res)
介绍
响应成交推送，异步处理 OpenD 推送过来的成交状态信息。
该接口只支持实盘交易，不支持模拟交易。参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.OrderFill orderFill = 2; //成交结构
}
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 TrdUpdateOrderFill(){
const { RetType } = Common
const { TrdEnv, OrderType } = 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 accIDList = accList.map((acc)=>{ return acc.accID }); // 订阅所有账号的交易推送
const req = {
c2s: {
accIDList: accIDList,
},
};
websocket.SubAccPush(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("SubAccPush: 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.onPush = (cmd, res)=>{
if(ftCmdID.TrdUpdateOrderFill.cmd == cmd){ // 成交通知推送的处理逻辑
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log("TrdUpdateOrderFill:");
console.log(data);
} else {
console.log("TrdUpdateOrderFillTest: error")
}
}
};
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");
}, 3600*1000); // 3600秒后断开
}
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- Output
SubAccPush: errCode 0, retMsg , retType 0
null
TrdUpdateOrderFill:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"orderFill": {
"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": "腾讯控股",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.606",
"counterBrokerID": 5,
"counterBrokerName": "",
"secMarket": 1,
"createTimestamp": 1631522700.605828,
"updateTimestamp": 1631522700.605828,
"status": 0
}
}
stop
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- Python
- Proto
- C#
- Java
- C++
- JavaScript
on_recv_rsp(self, rsp_pb)
介绍
响应成交推送，异步处理 OpenD 推送过来的成交状态信息。
在收到 OpenD 推送过来的成交状态信息后会回调到该函数，您需要在派生类中覆盖 on_recv_rsp。
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 rsp_pb Trd_UpdateOrderFill_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 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 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 *
from time import sleep
class TradeDealTest(TradeDealHandlerBase):
""" order update push"""
def on_recv_rsp(self, rsp_pb):
ret, content = super(TradeDealTest, self).on_recv_rsp(rsp_pb)
if ret == RET_OK:
print("TradeDealTest content={}".format(content))
return ret, content
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
trd_ctx.set_handler(TradeDealTest())
print(trd_ctx.place_order(price=595.0, qty=100, code="HK.00700", trd_side=TrdSide.BUY))
sleep(15)
trd_ctx.close()
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- Output
TradeDealTest content= trd_env code stock_name deal_id order_id qty price trd_side create_time counter_broker_id counter_broker_name trd_market status
0 REAL HK.00700 腾讯控股 2511067564122483295 8561504228375901919 100.0 518.0 BUY 2021-11-04 11:29:41.595 5 5 HK OK
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# Trd_UpdateOrderFill.proto
介绍
响应成交推送，异步处理 OpenD 推送过来的成交状态信息。
该接口只支持实盘交易，不支持模拟交易。参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.OrderFill orderFill = 2; //成交结构
}
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
2218
virtual void OnReply_UpdateOrderFill(FTAPI_Conn client, uint nSerialNo, TrdUpdateOrderFill.Response rsp);
介绍
响应成交推送，异步处理 OpenD 推送过来的成交状态信息。
该接口只支持实盘交易，不支持模拟交易。参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.OrderFill orderFill = 2; //成交结构
}
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;
//先订阅才会有推送
TrdSubAccPush.C2S c2s = TrdSubAccPush.C2S.CreateBuilder()
.AddAccIDList(281753457989306260L)
.Build();
TrdSubAccPush.Request req = TrdSubAccPush.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.SubAccPush(req);
Console.Write("Send TrdSubAccPush: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_SubAccPush(MMAPI_Conn client, uint nSerialNo, TrdSubAccPush.Response rsp)
{
Console.Write("OnReply_SubAccPush: {0}\n", nSerialNo, rsp.ToString());
}
public void OnReply_UpdateOrderFill(MMAPI_Conn client, uint nSerialNo, TrdUpdateOrderFill.Response rsp)
{
Console.Write("Push: TrdUpdateOrderFill: {0}\n", nSerialNo);
Console.Write("retMsg: {0}\n", rsp.RetMsg);
}
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=6827940248993029021
Send TrdSubAccPush: 3
OnReply_SubAccPush: 3
Push: TrdUpdateOrderFill: 1
retMsg:
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void onPush_UpdateOrderFill(FTAPI_Conn client, int nSerialNo, TrdUpdateOrderFill.Response rsp);
介绍
响应成交推送，异步处理 OpenD 推送过来的成交状态信息。
该接口只支持实盘交易，不支持模拟交易。参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.OrderFill orderFill = 2; //成交结构
}
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;
//先订阅才会有推送
TrdSubAccPush.C2S c2s = TrdSubAccPush.C2S.newBuilder()
.addAccIDList(281753457989306260L)
.build();
TrdSubAccPush.Request req = TrdSubAccPush.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.subAccPush(req);
System.out.printf("Send TrdSubAccPush: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onPush_UpdateOrderFill(MMAPI_Conn client, TrdUpdateOrderFill.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdUpdateOrderFill failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdUpdateOrderFill: %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 TrdUpdateOrderFill: 2
Receive TrdUpdateOrderFill: {
"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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virtual void OnPush_UpdateOrderFill(const Trd_UpdateOrderFill::Response &stRsp) = 0;
介绍
响应成交推送，异步处理 OpenD 推送过来的成交状态信息。
该接口只支持实盘交易，不支持模拟交易。参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.OrderFill orderFill = 2; //成交结构
}
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;
Trd_SubAccPush::Request req;
Trd_SubAccPush::C2S *c2s = req.mutable_c2s();
c2s->add_accidlist(3637840);
m_SubAccPushSerialNo = m_pTrdApi->SubAccPush(req);
cout << "Request SubAccPush SerialNo: " << m_SubAccPushSerialNo << endl;
}
virtual void OnReply_SubAccPush(moomoo::u32_t nSerialNo, const Trd_SubAccPush::Response &stRsp) {
if(nSerialNo == m_SubAccPushSerialNo)
{
cout << "OnReply_SubAccPush SerialNo: " << nSerialNo << endl;
if (stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "SubAccPush Failed" << endl;
return;
}
}
}
virtual void OnPush_UpdateOrderFill(const Trd_UpdateOrderFill::Response &stRsp)
{
cout << "OnPush_UpdateOrderFill:" << endl;
// print response
// ProtoBufToBodyData and UTF8ToLocal refer to tool.h in Samples
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
protected:
MMAPI_Trd *m_pTrdApi;
moomoo::u32_t m_SubAccPushSerialNo;
};
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 SubAccPush SerialNo: 4
OnReply_SubAccPush SerialNo: 4
OnPush_UpdateOrderFill:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"orderFill": {
"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": "腾讯控股",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.606",
"counterBrokerID": 5,
"counterBrokerName": "",
"secMarket": 1,
"createTimestamp": 1631522700.605828,
"updateTimestamp": 1631522700.605828,
"status": 0
}
}
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OnPush(cmd,res)
介绍
响应成交推送，异步处理 OpenD 推送过来的成交状态信息。
该接口只支持实盘交易，不支持模拟交易。参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.OrderFill orderFill = 2; //成交结构
}
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 TrdUpdateOrderFill(){
const { RetType } = Common
const { TrdEnv, OrderType } = 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 accIDList = accList.map((acc)=>{ return acc.accID }); // 订阅所有账号的交易推送
const req = {
c2s: {
accIDList: accIDList,
},
};
websocket.SubAccPush(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("SubAccPush: 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.onPush = (cmd, res)=>{
if(ftCmdID.TrdUpdateOrderFill.cmd == cmd){ // 成交通知推送的处理逻辑
let { retType, s2c } = res
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log("TrdUpdateOrderFill:");
console.log(data);
} else {
console.log("TrdUpdateOrderFillTest: error")
}
}
};
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");
}, 3600*1000); // 3600秒后断开
}
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- Output
SubAccPush: errCode 0, retMsg , retType 0
null
TrdUpdateOrderFill:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"orderFill": {
"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": "腾讯控股",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.606",
"counterBrokerID": 5,
"counterBrokerName": "",
"secMarket": 1,
"createTimestamp": 1631522700.605828,
"updateTimestamp": 1631522700.605828,
"status": 0
}
}
stop
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