# 响应成交推送回调

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

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

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
data	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

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()
 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

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
 
        Copied!

1
2

# 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;
}
 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

交易公共参数头结构参见 TrdHeader

成交结构参见 OrderFill

接口调用结果，结构参见 RetType

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;
}
 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

交易公共参数头结构参见 TrdHeader

成交结构参见 OrderFill

接口调用结果，结构参见 RetType

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);
    }
}

 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56

Output

Trd onInitConnect: ret=0 desc= connID=6827940248993029021
Send TrdSubAccPush: 3
OnReply_SubAccPush: 3
Push: TrdUpdateOrderFill: 1
retMsg:
 
        Copied!

1
2
3
4
5

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;
}
 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

交易公共参数头结构参见 TrdHeader

成交结构参见 OrderFill

接口调用结果，结构参见 RetType

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) {

            }
        }
    }
}
 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63

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
    }]
  }
}
 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29

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;
}
 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

交易公共参数头结构参见 TrdHeader

成交结构参见 OrderFill

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_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;
}
 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78

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
  }
}

 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30

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;
}
 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

交易公共参数头结构参见 TrdHeader

成交结构参见 OrderFill

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, 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
}
 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80

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
 
        Copied!

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29

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

← 查询历史成交交易定义 →