# Get Real-time Broker Queue
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# Get Real-time Broker Queue
get_broker_queue(code)
Description
Obtain real-time data of market participants on the order book. (Require real-time data subscription.)
Parameters
Parameter Type Description code str Stock code.
Return
Field Type Description ret RET_CODE Interface result. bid_frame_table pd.DataFrame If ret == RET_OK, queue of bid brokers is returned. str If ret != RET_OK, error description is returned. ask_frame_table pd.DataFrame If ret == RET_OK, queue of ask brokers is returned. str If ret != RET_OK, error description is returned. - Queue of bid brokers format as follows:
Field Type Description code str Stock code. name str Stock name. bid_broker_id int Bid broker ID. bid_broker_name str Bid broker name. bid_broker_pos int Broker level. order_id int Exchange order ID. - Not the order ID returned by the order interface.
- Only HK SF market quotes support returning this field.
order_volume int Order volume. Only HK SF market quotes support returning this field. - Queue of ask brokers format as follows:
Field Type Description code str Stock code. name str Stock name. ask_broker_id int Ask Broker ID. ask_broker_name str Ask Broker name. ask_broker_pos int Broker level. order_id int Exchange order ID. - Not the order ID returned by the order interface.
- Only HK SF market quotes support returning this field.
order_volume int Order volume. Only HK SF market quotes support returning this field.
- Queue of bid brokers format as follows:
Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.BROKER], subscribe_push=False)
# First subscribe to the broker queue type. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push the data to the script temporarily
if ret_sub == RET_OK: # Subscription successful
ret, bid_frame_table, ask_frame_table = quote_ctx.get_broker_queue('HK.00700') # Get a broker queue data
if ret == RET_OK:
print(bid_frame_table)
else:
print('error:', bid_frame_table)
else:
print('subscription failed')
quote_ctx.close() # Close the current connection, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute
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- Output
code name bid_broker_id bid_broker_name bid_broker_pos order_id order_volume
0 HK.00700 TENCENT 5338 J.P. Morgan Broking (Hong Kong) Limited 1 N/A N/A
.. ... ... ... ... ... ... ...
36 HK.00700 TENCENT 8305 Futu Securities International (Hong Kong) Limited 4 N/A N/A
[37 rows x 7 columns]
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# Qot_GetBroker.proto
Description
Obtain real-time data of market participants on the order book. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 4; // stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
3014
# GetBroker
uint GetBroker(QotGetBroker.Request req);
virtual void OnReply_GetBroker(FTAPI_Conn client, uint nSerialNo, QotGetBroker.Response rsp);
Description
Obtain real-time data of market participants on the order book. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 4; // stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program : FTSPI_Qot, FTSPI_Conn {
FTAPI_Qot qot = new FTAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_Broker)
.SetIsSubOrUnSub(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(FTAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetBroker.C2S c2s = QotGetBroker.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetBroker.Request req = QotGetBroker.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetBroker(req);
Console.Write("Send QotGetBroker: {0}\n", seqNo);
}
public void OnReply_GetBroker(FTAPI_Conn client, uint nSerialNo, QotGetBroker.Response rsp)
{
Console.Write("Reply: QotGetBroker: {0}\n", nSerialNo);
Console.Write("id: {0}, name: {1}\n", rsp.S2C.BrokerAskListList[0].Id, rsp.S2C.BrokerAskListList[0].Name);
}
public static void Main(String[] args) {
FTAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6825676366648053042
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetBroker: 4
Reply: QotGetBroker: 4
id: 5465, name: Futu Securities International (Hong Kong) Limited
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# getBroker
int getBroker(QotGetBroker.Request req);
void onReply_GetBroker(FTAPI_Conn client, int nSerialNo, QotGetBroker.Response rsp);
Description
Obtain real-time data of market participants on the order book. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 4; // stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class QotDemo implements FTSPI_Qot, FTSPI_Conn {
FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_Broker_VALUE)
.setIsSubOrUnSub(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(FTAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString());
if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetBroker.C2S c2s = QotGetBroker.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetBroker.Request req = QotGetBroker.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getBroker(req);
System.out.printf("Send QotGetBroker: %d\n", seqNo);
}
@Override
public void onReply_GetBroker(FTAPI_Conn client, int nSerialNo, QotGetBroker.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetBroker failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetBroker: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
FTAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotGetBroker: 3
Receive QotGetBroker: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"brokerAskList": [{
"id": "3440",
"name": "Goldman Sachs (Asia) Securities Limited",
"pos": 1
}, ... {
"id": "141",
"name": "Haitong International Securities Company Limited",
"pos": 1
}],
"brokerBidList": [{
"id": "1450",
"name": "IMC Asia Pacific Limited",
"pos": 1
}, ... {
"id": "3440",
"name": "Goldman Sachs (Asia) Securities Limited",
"pos": 1
}]
}
}
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# GetBroker
Futu::u32_t GetBroker(const Qot_GetBroker::Request &stReq);
virtual void OnReply_GetBroker(Futu::u32_t nSerialNo, const Qot_GetBroker::Response &stRsp) = 0;
Description
Obtain real-time data of market participants on the order book. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 4; // stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public FTSPI_Qot, public FTSPI_Trd, public FTSPI_Conn
{
public:
Program() {
m_pQotApi = FTAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
FTAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(FTAPI_Conn* pConn, Futu::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// subscribe first
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_Broker);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(Futu::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if(stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
// construct request message
Qot_GetBroker::Request req;
Qot_GetBroker::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetBrokerSerialNo = m_pQotApi->GetBroker(req);
cout << "Request GetBroker SerialNo: " << m_GetBrokerSerialNo << endl;
}
}
virtual void OnReply_GetBroker(Futu::u32_t nSerialNo, const Qot_GetBroker::Response &stRsp){
if(nSerialNo == m_GetBrokerSerialNo)
{
cout << "OnReply_GetBroker SerialNo: " << nSerialNo << 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_Qot *m_pQotApi;
Futu::u32_t m_SubSerialNo;
Futu::u32_t m_GetBrokerSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
FTAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
FTAPI::UnInit();
return 0;
}
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- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
Request GetBroker SerialNo: 4
OnReply_GetBroker SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"brokerAskList": [
{
"id": "696",
"name": "I-Access Investors Limited",
"pos": 1
},
{
"id": "8026",
"name": "CLSA Limited",
"pos": 1
},
...
{
"id": "8948",
"name": "BOCI Securities Limited",
"pos": 2
}
]
}
}
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# GetBroker
GetBroker(req);
Description
Obtain real-time data of market participants on the order book. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 4; // stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import ftWebsocket from "futu-api";
import { ftCmdID } from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function QotGetBroker(){
const { RetType } = Common
const { SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new ftWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
websocket.Sub({
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_Broker ],
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
})
.then((res) => {
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
},
};
websocket.GetBroker(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("Broker: 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) => {
if ("retMsg" in error) {
console.log("sub error:", error.retMsg);
}
});
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
Broker: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"brokerAskList": [{
"id": "1049",
"name": "IMC Asia Pacific Limited",
"pos": 1
}, {
"id": "5199",
"name": "Guotai Junan Securities (Hong Kong) Limited",
"pos": 1
}, ..., {
"id": "4086",
"name": "Credit Suisse Securities (Hong Kong) Limited",
"pos": 5
}],
"brokerBidList": [{
"id": "5882",
"name": "Cinda International Securities Limited",
"pos": 1
}, {
"id": "8564",
"name": "ABN AMRO Clearing Hong Kong Limited",
"pos": 1
}, ..., {
"id": "6997",
"name": "China Investment Information Services Limited",
"pos": 4
}]
}
stop
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Tips
- This API provides the function of obtaining real-time data at one time. If you need to obtain pushed data continuously, please refer to the Real-time Broker Queue Callback API.
- For the difference between get real-time data and real-time data callback, please refer to How to Get Real-time Quotes Through Subscription Interface.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
# get_broker_queue
get_broker_queue(code)
Description
Obtain real-time data of market participants on the order book. (Require real-time data subscription.)
Parameters
Parameter Type Description code str Stock code.
Return
Field Type Description ret RET_CODE Interface result. bid_frame_table pd.DataFrame If ret == RET_OK, queue of bid brokers is returned. str If ret != RET_OK, error description is returned. ask_frame_table pd.DataFrame If ret == RET_OK, queue of ask brokers is returned. str If ret != RET_OK, error description is returned. - Queue of bid brokers format as follows:
Field Type Description code str Stock code. name str Stock name. bid_broker_id int Bid broker ID. bid_broker_name str Bid broker name. bid_broker_pos int Broker level. order_id int Exchange order ID. - Not the order ID returned by the order interface.
- Only HK SF market quotes support returning this field.
order_volume int Order volume. Only HK SF market quotes support returning this field. - Queue of ask brokers format as follows:
Field Type Description code str Stock code. name str Stock name. ask_broker_id int Ask Broker ID. ask_broker_name str Ask Broker name. ask_broker_pos int Broker level. order_id int Exchange order ID. - Not the order ID returned by the order interface.
- Only HK SF market quotes support returning this field.
order_volume int Order volume. Only HK SF market quotes support returning this field.
- Queue of bid brokers format as follows:
Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
ret_sub, err_message = quote_ctx.subscribe(['HK.00700'], [SubType.BROKER], subscribe_push=False)
# First subscribe to the broker queue type. After the subscription is successful, OpenD will continue to receive pushes from the server, False means that there is no need to push the data to the script temporarily
if ret_sub == RET_OK: # Subscription successful
ret, bid_frame_table, ask_frame_table = quote_ctx.get_broker_queue('HK.00700') # Get a broker queue data
if ret == RET_OK:
print(bid_frame_table)
else:
print('error:', bid_frame_table)
else:
print('subscription failed')
quote_ctx.close() # Close the current connection, OpenD will automatically cancel the corresponding type of subscription for the corresponding stock after 1 minute
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- Output
code name bid_broker_id bid_broker_name bid_broker_pos order_id order_volume
0 HK.00700 TENCENT 5338 J.P. Morgan Broking (Hong Kong) Limited 1 N/A N/A
.. ... ... ... ... ... ... ...
36 HK.00700 TENCENT 8305 Futu Securities International (Hong Kong) Limited 4 N/A N/A
[37 rows x 7 columns]
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# Qot_GetBroker.proto
Description
Obtain real-time data of market participants on the order book. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 4; // stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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Protocol ID
3014
# GetBroker
uint GetBroker(QotGetBroker.Request req);
virtual void OnReply_GetBroker(MMAPI_Conn client, uint nSerialNo, QotGetBroker.Response rsp);
Description
Obtain real-time data of market participants on the order book. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 4; // stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class Program : MMSPI_Qot, MMSPI_Conn {
MMAPI_Qot qot = new MMAPI_Qot();
public Program() {
qot.SetClientInfo("csharp", 1); //Set client information
qot.SetConnCallback(this); //Set connection callback
qot.SetQotCallback(this); //Set transaction callback
}
public void Start() {
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Qot onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotSub.C2S c2s = QotSub.C2S.CreateBuilder()
.AddSecurityList(sec)
.AddSubTypeList((int)QotCommon.SubType.SubType_Broker)
.SetIsSubOrUnSub(true)
.Build();
QotSub.Request req = QotSub.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.Sub(req);
Console.Write("Send QotSub: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Qot onDisConnect: {0}\n", errCode);
}
public void OnReply_Sub(MMAPI_Conn client, uint nSerialNo, QotSub.Response rsp) {
Console.Write("Reply: QotSub: {0} {1}\n", nSerialNo, rsp.ToString());
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_HK_Security)
.SetCode("00700")
.Build();
QotGetBroker.C2S c2s = QotGetBroker.C2S.CreateBuilder()
.SetSecurity(sec)
.Build();
QotGetBroker.Request req = QotGetBroker.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.GetBroker(req);
Console.Write("Send QotGetBroker: {0}\n", seqNo);
}
public void OnReply_GetBroker(MMAPI_Conn client, uint nSerialNo, QotGetBroker.Response rsp)
{
Console.Write("Reply: QotGetBroker: {0}\n", nSerialNo);
Console.Write("id: {0}, name: {1}\n", rsp.S2C.BrokerAskListList[0].Id, rsp.S2C.BrokerAskListList[0].Name);
}
public static void Main(String[] args) {
MMAPI.Init();
Program qot = new Program();
qot.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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- Output
Qot onInitConnect: ret=0 desc= connID=6825676366648053042
Send QotSub: 3
Reply: QotSub: 3 retType: 0
retMsg: ""
errCode: 0
Send QotGetBroker: 4
Reply: QotGetBroker: 4
id: 5465, name: Futu Securities International (Hong Kong) Limited
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# getBroker
int getBroker(QotGetBroker.Request req);
void onReply_GetBroker(MMAPI_Conn client, int nSerialNo, QotGetBroker.Response rsp);
Description
Obtain real-time data of market participants on the order book. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 4; // stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
public class QotDemo implements MMSPI_Qot, MMSPI_Conn {
MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public QotDemo() {
qot.setClientInfo("javaclient", 1); //Set client information
qot.setConnSpi(this); //Set connection callback
qot.setQotSpi(this); //Set transaction callback
}
public void start() {
qot.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Qot onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotSub.C2S c2s = QotSub.C2S.newBuilder()
.addSecurityList(sec)
.addSubTypeList(QotCommon.SubType.SubType_Broker_VALUE)
.setIsSubOrUnSub(true)
.build();
QotSub.Request req = QotSub.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.sub(req);
System.out.printf("Send QotSub: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Qot onDisConnect: %d\n", errCode);
}
@Override
public void onReply_Sub(MMAPI_Conn client, int nSerialNo, QotSub.Response rsp) {
System.out.printf("Reply: QotSub: %d %s\n", nSerialNo, rsp.toString());
if (rsp.getRetType() != Common.RetType.RetType_Succeed_VALUE)
return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_HK_Security_VALUE)
.setCode("00700")
.build();
QotGetBroker.C2S c2s = QotGetBroker.C2S.newBuilder()
.setSecurity(sec)
.build();
QotGetBroker.Request req = QotGetBroker.Request.newBuilder().setC2S(c2s).build();
int seqNo = qot.getBroker(req);
System.out.printf("Send QotGetBroker: %d\n", seqNo);
}
@Override
public void onReply_GetBroker(MMAPI_Conn client, int nSerialNo, QotGetBroker.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("QotGetBroker failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive QotGetBroker: %s\n", json);
} catch (InvalidProtocolBufferException e) {
e.printStackTrace();
}
}
}
public static void main(String[] args) {
MMAPI.init();
QotDemo qot = new QotDemo();
qot.start();
while (true) {
try {
Thread.sleep(1000 * 600);
} catch (InterruptedException exc) {
}
}
}
}
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- Output
Send QotGetBroker: 3
Receive QotGetBroker: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"brokerAskList": [{
"id": "3440",
"name": "Goldman Sachs (Asia) Securities Limited",
"pos": 1
}, ... {
"id": "141",
"name": "Haitong International Securities Company Limited",
"pos": 1
}],
"brokerBidList": [{
"id": "1450",
"name": "IMC Asia Pacific Limited",
"pos": 1
}, ... {
"id": "3440",
"name": "Goldman Sachs (Asia) Securities Limited",
"pos": 1
}]
}
}
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# GetBroker
moomoo::u32_t GetBroker(const Qot_GetBroker::Request &stReq);
virtual void OnReply_GetBroker(moomoo::u32_t nSerialNo, const Qot_GetBroker::Response &stRsp) = 0;
Description
Obtain real-time data of market participants on the order book. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 4; // stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
class Program : public MMSPI_Qot, public MMSPI_Trd, public MMSPI_Conn
{
public:
Program() {
m_pQotApi = MMAPI::CreateQotApi();
m_pQotApi->RegisterQotSpi(this);
m_pQotApi->RegisterConnSpi(this);
}
~Program() {
if (m_pQotApi != nullptr)
{
m_pQotApi->UnregisterQotSpi();
m_pQotApi->UnregisterConnSpi();
MMAPI::ReleaseQotApi(m_pQotApi);
m_pQotApi = nullptr;
}
}
void Start() {
m_pQotApi->InitConnect("127.0.0.1", 11111, false);
}
virtual void OnInitConnect(MMAPI_Conn* pConn, moomoo::i64_t nErrCode, const char* strDesc) {
cout << "connect" << endl;
// subscribe first
Qot_Sub::Request req;
Qot_Sub::C2S *c2s = req.mutable_c2s();
auto secList = c2s->mutable_securitylist();
Qot_Common::Security *sec = secList->Add();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
c2s->add_subtypelist(Qot_Common::SubType::SubType_Broker);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubSerialNo = m_pQotApi->Sub(req);
cout << "Request Sub SerialNo: " << m_SubSerialNo << endl;
}
virtual void OnReply_Sub(moomoo::u32_t nSerialNo, const Qot_Sub::Response &stRsp)
{
if(nSerialNo == m_SubSerialNo)
{
cout << "OnReply_Sub SerialNo: " << nSerialNo << endl;
if(stRsp.rettype() != Common::RetType::RetType_Succeed)
{
cout << "Sub Failed" << endl;
return;
}
// construct request message
Qot_GetBroker::Request req;
Qot_GetBroker::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->mutable_security();
sec->set_code("00700");
sec->set_market(Qot_Common::QotMarket::QotMarket_HK_Security);
m_GetBrokerSerialNo = m_pQotApi->GetBroker(req);
cout << "Request GetBroker SerialNo: " << m_GetBrokerSerialNo << endl;
}
}
virtual void OnReply_GetBroker(moomoo::u32_t nSerialNo, const Qot_GetBroker::Response &stRsp){
if(nSerialNo == m_GetBrokerSerialNo)
{
cout << "OnReply_GetBroker SerialNo: " << nSerialNo << 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_Qot *m_pQotApi;
moomoo::u32_t m_SubSerialNo;
moomoo::u32_t m_GetBrokerSerialNo;
};
int32_t main(int32_t argc, char** argv)
{
MMAPI::Init();
{
Program program;
program.Start();
getchar();
}
protobuf::ShutdownProtobufLibrary();
MMAPI::UnInit();
return 0;
}
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- Output
connect
Request Sub SerialNo: 3
OnReply_Sub SerialNo: 3
Request GetBroker SerialNo: 4
OnReply_GetBroker SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"security": {
"market": 1,
"code": "00700"
},
"brokerAskList": [
{
"id": "696",
"name": "I-Access Investors Limited",
"pos": 1
},
{
"id": "8026",
"name": "CLSA Limited",
"pos": 1
},
...
{
"id": "8948",
"name": "BOCI Securities Limited",
"pos": 2
}
]
}
}
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# GetBroker
GetBroker(req);
Description
Obtain real-time data of market participants on the order book. (Require real-time data subscription.)
Parameters
message C2S
{
required Qot_Common.Security security = 1; //Stock
}
message Request
{
required C2S c2s = 1;
}
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- For stock structure, refer to Security
- Return
message S2C
{
required Qot_Common.Security security = 1; //Stock
optional string name = 4; // stock name
repeated Qot_Common.Broker brokerAskList = 2; //Broker Ask (selling) order
repeated Qot_Common.Broker brokerBidList = 3; //Broker Bid (buy) order
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType, Interface result
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- Example
import mmWebsocket from "moomoo-api";
import { mmCmdID } from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function QotGetBroker(){
const { RetType } = Common
const { SubType, QotMarket } = Qot_Common
let [addr, port, enable_ssl, key] = ["127.0.0.1", 33333, false, '7522027ccf5a06b1'];
let websocket = new mmWebsocket();
websocket.onlogin = (ret, msg)=>{
if (ret) {
websocket.Sub({
c2s: {
securityList: [
{
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
],
subTypeList: [ SubType.SubType_Broker ],
isSubOrUnSub: true,
isRegOrUnRegPush: true,
},
})
.then((res) => {
const req = {
c2s: {
security: {
market: QotMarket.QotMarket_HK_Security,
code: "00700",
},
},
};
websocket.GetBroker(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("Broker: 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) => {
if ("retMsg" in error) {
console.log("sub error:", error.retMsg);
}
});
} else {
console.log("start error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// After using the connection, remember to close it to prevent the number of connections from running out
setTimeout(()=>{
websocket.stop();
console.log("stop");
}, 5000); // Set the script to receive OpenD push duration to 5 seconds
}
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- Output
Broker: errCode 0, retMsg , retType 0
{
"security": {
"market": 1,
"code": "00700"
},
"brokerAskList": [{
"id": "1049",
"name": "IMC Asia Pacific Limited",
"pos": 1
}, {
"id": "5199",
"name": "Guotai Junan Securities (Hong Kong) Limited",
"pos": 1
}, ..., {
"id": "4086",
"name": "Credit Suisse Securities (Hong Kong) Limited",
"pos": 5
}],
"brokerBidList": [{
"id": "5882",
"name": "Cinda International Securities Limited",
"pos": 1
}, {
"id": "8564",
"name": "ABN AMRO Clearing Hong Kong Limited",
"pos": 1
}, ..., {
"id": "6997",
"name": "China Investment Information Services Limited",
"pos": 4
}]
}
stop
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Tips
- This API provides the function of obtaining real-time data at one time. If you need to obtain pushed data continuously, please refer to the Real-time Broker Queue Callback API.
- For the difference between get real-time data and real-time data callback, please refer to How to Get Real-time Quotes Through Subscription Interface.