# 响应订单推送回调
- Python
- Proto
- C#
- Java
- C++
- JavaScript
on_recv_rsp(self, rsp_pb)
介绍
响应订单推送，异步处理 OpenD 推送过来的订单状态信息。
在收到 OpenD 推送过来的订单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。参数
参数 类型 说明 rsp_pb Trd_UpdateOrder_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，返回订单列表 str 当 ret != RET_OK 时，返回错误描述 - 订单列表格式如下：
字段 类型 说明 trd_side TrdSide 交易方向 order_type OrderType 订单类型 order_status OrderStatus 订单状态 order_id str 订单号 code str 股票代码 stock_name str 股票名称 qty float 订单数量 期权期货单位是"张"price float 订单价格 精确到小数点后 3 位，超出部分四舍五入currency Currency 交易货币 create_time str 创建时间 期货时区指定，请参见 OpenD 配置updated_time str 最后更新时间 期货时区指定，请参见 OpenD 配置dealt_qty float 成交数量 期权期货单位是"张"dealt_avg_price float 成交均价 无精度限制last_err_msg str 最后的错误描述 如果有错误，会返回最后一次错误的原因
如果无错误，返回空字符串remark str 下单时备注的标识 详见 place_order 接口参数中的 remarktime_in_force TimeInForce 有效期限 fill_outside_rth bool 是否允许盘前盘后（仅用于美股） True：允许
False：不允许aux_price float 触发价格 trail_type TrailType 跟踪类型 trail_value float 跟踪金额/百分比 trail_spread float 指定价差
- 订单列表格式如下：
Example
from futu import *
from time import sleep
class TradeOrderTest(TradeOrderHandlerBase):
""" order update push"""
def on_recv_rsp(self, rsp_pb):
ret, content = super(TradeOrderTest, self).on_recv_rsp(rsp_pb)
if ret == RET_OK:
print("* TradeOrderTest content={}\n".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(TradeOrderTest())
print(trd_ctx.place_order(price=518.0, qty=100, code="HK.00700", trd_side=TrdSide.SELL))
sleep(15)
trd_ctx.close()
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
- Output
* TradeOrderTest content= trd_env code stock_name dealt_avg_price dealt_qty qty order_id order_type price order_status create_time updated_time trd_side last_err_msg trd_market remark time_in_force fill_outside_rth aux_price trail_type trail_value trail_spread currency
0 REAL HK.00700 腾讯控股 0.0 0.0 100.0 72625263708670783 NORMAL 518.0 SUBMITTING 2021-11-04 11:26:27 2021-11-04 11:26:27 BUY HK DAY N/A N/A N/A N/A N/A HKD
1
2
2
# Trd_UpdateOrder.proto
介绍
响应订单推送，异步处理 OpenD 推送过来的订单状态信息。
参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.Order order = 2; //订单结构
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
协议 ID
2208
virtual void OnReply_UpdateOrder(FTAPI_Conn client, TrdUpdateOrder.Response rsp);
介绍
响应订单推送，异步处理 OpenD 推送过来的订单状态信息。
参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.Order order = 2; //订单结构
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 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);
Console.Write("retMsg: {0}\n", rsp.RetMsg);
}
public void OnReply_UpdateOrder(FTAPI_Conn client, uint nSerialNo, TrdUpdateOrder.Response rsp)
{
Console.Write("Push: TrdUpdateOrder: {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);
}
}
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
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=6827943584315573569
Send TrdSubAccPush: 3
OnReply_SubAccPush: 3
retMsg:
Push: TrdUpdateOrder: 1
retMsg:
1
2
3
4
5
6
2
3
4
5
6
void onPush_UpdateOrder(FTAPI_Conn client, TrdUpdateOrder.Response rsp);
介绍
响应订单推送，异步处理 OpenD 推送过来的订单状态信息。
参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.Order order = 2; //订单结构
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 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_UpdateOrder(FTAPI_Conn client, TrdUpdateOrder.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdUpdateOrder failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdUpdateOrder: %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) {
}
}
}
}
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
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 TrdUpdateOrder: 2
Receive TrdUpdateOrder: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3450309",
"trdMarket": 1
},
"orderList": [{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "5185261023022402893",
"orderIDEx": "2691191",
"code": "00700",
"name": "腾讯控股",
"qty": 100.0,
"price": 594.0,
"createTime": "2021-06-25 11:38:30",
"updateTime": "2021-06-25 11:38:30",
"fillQty": 100.0,
"fillAvgPrice": 594.0,
"secMarket": 1,
"createTimestamp": 1.62459231E9,
"updateTimestamp": 1.62459231E9,
"remark": "",
"timeInForce": 0
}]
}
}
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
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
virtual void OnPush_UpdateOrder(const Trd_UpdateOrder::Response &stRsp) = 0;
介绍
响应订单推送，异步处理 OpenD 推送过来的订单状态信息。
参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.Order order = 2; //订单结构
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 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_UpdateOrder(const Trd_UpdateOrder::Response &stRsp)
{
cout << "OnPush_UpdateOrder:" << 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_SubAccPushSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
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
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_UpdateOrder:
{
"retType": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 5,
"orderStatus": 5,
"orderID": "3964487190993133422",
"orderIDEx": "1741803",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 607.5,
"createTime": "2021-06-09 16:00:06",
"updateTime": "2021-06-09 16:00:06",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1623225606,
"updateTimestamp": 1623225606,
"remark": "",
"timeInForce": 0
}
}
}
OnPush_UpdateOrder:
{
"retType": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 5,
"orderStatus": 15,
"orderID": "3964487190993133422",
"orderIDEx": "1741803",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 607.5,
"createTime": "2021-06-09 16:00:06",
"updateTime": "2021-06-09 16:00:22",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1623225606,
"updateTimestamp": 1623225622,
"remark": "",
"timeInForce": 0
}
}
}
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
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
OnPush(cmd,res)
介绍
响应订单推送，异步处理 OpenD 推送过来的订单状态信息。
参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.Order order = 2; //订单结构
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 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 TrdUpdateOrder(){
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.TrdUpdateOrder.cmd == cmd){ // 订单状态变动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("TrdUpdateOrder:");
console.log(data);
} else {
console.log("TrdUpdateOrderTest: 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
}
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
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
TrdUpdateOrder:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 1,
"orderStatus": 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",
"updateTime": "2021-09-13 16:45:00",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1631522700,
"updateTimestamp": 1631522700,
"remark": "",
"timeInForce": 0
}
}
TrdUpdateOrder:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 1,
"orderStatus": 5,
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "腾讯控股",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.313",
"updateTime": "2021-09-13 16:45:00.568",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1631522700.312849,
"updateTimestamp": 1631522700.567732,
"remark": "",
"timeInForce": 0
}
}
TrdUpdateOrder:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 1,
"orderStatus": 11,
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "腾讯控股",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.313",
"updateTime": "2021-09-13 16:45:00.604",
"fillQty": 100,
"fillAvgPrice": 480,
"secMarket": 1,
"createTimestamp": 1631522700.312849,
"updateTimestamp": 1631522700.604215,
"remark": "",
"timeInForce": 0
}
}
stop
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
81
82
83
84
85
86
87
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
81
82
83
84
85
86
87
- Python
- Proto
- C#
- Java
- C++
- JavaScript
on_recv_rsp(self, rsp_pb)
介绍
响应订单推送，异步处理 OpenD 推送过来的订单状态信息。
在收到 OpenD 推送过来的订单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。参数
参数 类型 说明 rsp_pb Trd_UpdateOrder_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，返回订单列表 str 当 ret != RET_OK 时，返回错误描述 - 订单列表格式如下：
字段 类型 说明 trd_side TrdSide 交易方向 order_type OrderType 订单类型 order_status OrderStatus 订单状态 order_id str 订单号 code str 股票代码 stock_name str 股票名称 qty float 订单数量 期权期货单位是"张"price float 订单价格 精确到小数点后 3 位，超出部分四舍五入currency Currency 交易货币 create_time str 创建时间 期货时区指定，请参见 OpenD 配置updated_time str 最后更新时间 期货时区指定，请参见 OpenD 配置dealt_qty float 成交数量 期权期货单位是"张"dealt_avg_price float 成交均价 无精度限制last_err_msg str 最后的错误描述 如果有错误，会返回最后一次错误的原因
如果无错误，返回空字符串remark str 下单时备注的标识 详见 place_order 接口参数中的 remarktime_in_force TimeInForce 有效期限 fill_outside_rth bool 是否允许盘前盘后（仅用于美股） True：允许
False：不允许aux_price float 触发价格 trail_type TrailType 跟踪类型 trail_value float 跟踪金额/百分比 trail_spread float 指定价差
- 订单列表格式如下：
Example
from moomoo import *
from time import sleep
class TradeOrderTest(TradeOrderHandlerBase):
""" order update push"""
def on_recv_rsp(self, rsp_pb):
ret, content = super(TradeOrderTest, self).on_recv_rsp(rsp_pb)
if ret == RET_OK:
print("* TradeOrderTest content={}\n".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(TradeOrderTest())
print(trd_ctx.place_order(price=518.0, qty=100, code="HK.00700", trd_side=TrdSide.SELL))
sleep(15)
trd_ctx.close()
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
- Output
* TradeOrderTest content= trd_env code stock_name dealt_avg_price dealt_qty qty order_id order_type price order_status create_time updated_time trd_side last_err_msg trd_market remark time_in_force fill_outside_rth aux_price trail_type trail_value trail_spread currency
0 REAL HK.00700 腾讯控股 0.0 0.0 100.0 72625263708670783 NORMAL 518.0 SUBMITTING 2021-11-04 11:26:27 2021-11-04 11:26:27 BUY HK DAY N/A N/A N/A N/A N/A HKD
1
2
2
# Trd_UpdateOrder.proto
介绍
响应订单推送，异步处理 OpenD 推送过来的订单状态信息。
参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.Order order = 2; //订单结构
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
协议 ID
2208
virtual void OnReply_UpdateOrder(MMAPI_Conn client, TrdUpdateOrder.Response rsp);
介绍
响应订单推送，异步处理 OpenD 推送过来的订单状态信息。
参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.Order order = 2; //订单结构
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 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);
Console.Write("retMsg: {0}\n", rsp.RetMsg);
}
public void OnReply_UpdateOrder(MMAPI_Conn client, uint nSerialNo, TrdUpdateOrder.Response rsp)
{
Console.Write("Push: TrdUpdateOrder: {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);
}
}
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
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=6827943584315573569
Send TrdSubAccPush: 3
OnReply_SubAccPush: 3
retMsg:
Push: TrdUpdateOrder: 1
retMsg:
1
2
3
4
5
6
2
3
4
5
6
void onPush_UpdateOrder(MMAPI_Conn client, TrdUpdateOrder.Response rsp);
介绍
响应订单推送，异步处理 OpenD 推送过来的订单状态信息。
参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.Order order = 2; //订单结构
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 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_UpdateOrder(MMAPI_Conn client, TrdUpdateOrder.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdUpdateOrder failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdUpdateOrder: %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) {
}
}
}
}
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
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 TrdUpdateOrder: 2
Receive TrdUpdateOrder: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3450309",
"trdMarket": 1
},
"orderList": [{
"trdSide": 1,
"orderType": 5,
"orderStatus": 11,
"orderID": "5185261023022402893",
"orderIDEx": "2691191",
"code": "00700",
"name": "腾讯控股",
"qty": 100.0,
"price": 594.0,
"createTime": "2021-06-25 11:38:30",
"updateTime": "2021-06-25 11:38:30",
"fillQty": 100.0,
"fillAvgPrice": 594.0,
"secMarket": 1,
"createTimestamp": 1.62459231E9,
"updateTimestamp": 1.62459231E9,
"remark": "",
"timeInForce": 0
}]
}
}
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
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
virtual void OnPush_UpdateOrder(const Trd_UpdateOrder::Response &stRsp) = 0;
介绍
响应订单推送，异步处理 OpenD 推送过来的订单状态信息。
参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.Order order = 2; //订单结构
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 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(FTAPI_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_UpdateOrder(const Trd_UpdateOrder::Response &stRsp)
{
cout << "OnPush_UpdateOrder:" << 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_SubAccPushSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
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
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_UpdateOrder:
{
"retType": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 5,
"orderStatus": 5,
"orderID": "3964487190993133422",
"orderIDEx": "1741803",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 607.5,
"createTime": "2021-06-09 16:00:06",
"updateTime": "2021-06-09 16:00:06",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1623225606,
"updateTimestamp": 1623225606,
"remark": "",
"timeInForce": 0
}
}
}
OnPush_UpdateOrder:
{
"retType": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 5,
"orderStatus": 15,
"orderID": "3964487190993133422",
"orderIDEx": "1741803",
"code": "00700",
"name": "Tencent",
"qty": 100,
"price": 607.5,
"createTime": "2021-06-09 16:00:06",
"updateTime": "2021-06-09 16:00:22",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1623225606,
"updateTimestamp": 1623225622,
"remark": "",
"timeInForce": 0
}
}
}
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
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
OnPush(cmd,res)
介绍
响应订单推送，异步处理 OpenD 推送过来的订单状态信息。
参数
message S2C
{
required Trd_Common.TrdHeader header = 1; //交易公共参数头
required Trd_Common.Order order = 2; //订单结构
}
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;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
2
3
4
5
6
7
8
9
10
11
12
13
14
15
- 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 TrdUpdateOrder(){
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(mmCmdID.TrdUpdateOrder.cmd == cmd){ // 订单状态变动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("TrdUpdateOrder:");
console.log(data);
} else {
console.log("TrdUpdateOrderTest: 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
}
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
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
TrdUpdateOrder:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 1,
"orderStatus": 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",
"updateTime": "2021-09-13 16:45:00",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1631522700,
"updateTimestamp": 1631522700,
"remark": "",
"timeInForce": 0
}
}
TrdUpdateOrder:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 1,
"orderStatus": 5,
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "腾讯控股",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.313",
"updateTime": "2021-09-13 16:45:00.568",
"fillQty": 0,
"fillAvgPrice": 0,
"secMarket": 1,
"createTimestamp": 1631522700.312849,
"updateTimestamp": 1631522700.567732,
"remark": "",
"timeInForce": 0
}
}
TrdUpdateOrder:
{
"header": {
"trdEnv": 1,
"accID": "281756455988249902",
"trdMarket": 1
},
"order": {
"trdSide": 1,
"orderType": 1,
"orderStatus": 11,
"orderID": "4883217202603317248",
"orderIDEx": "20210913_5915950_OD|pM+9NqXZAaxnZYpScrsjT4zHWtlk1",
"code": "00700",
"name": "腾讯控股",
"qty": 100,
"price": 480,
"createTime": "2021-09-13 16:45:00.313",
"updateTime": "2021-09-13 16:45:00.604",
"fillQty": 100,
"fillAvgPrice": 480,
"secMarket": 1,
"createTimestamp": 1631522700.312849,
"updateTimestamp": 1631522700.604215,
"remark": "",
"timeInForce": 0
}
}
stop
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
81
82
83
84
85
86
87
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
81
82
83
84
85
86
87