# Query the Maximum Quantity that Can be Bought or Sold
- Python
- Proto
- C#
- Java
- C++
- JavaScript
acctradinginfo_query(order_type, code, price, order_id=None, adjust_limit=0, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0)
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Cash account request options are not supported.
Parameters
Parameter Type Description order_type OrderType Order type. code str Security code. If it is a future main code, it will be automatically converted to the corresponding actual contract code.price float Quotation. - Accuracy to 3 decimal places for securities account, and the excess part will be discarded.
- Accuracy to 9 decimal places for futures account, and the excess part will be discarded.
order_id str Order ID. - The default is None, and the query is the maximum quantity that can be bought or sold of the new order.
- If you want to modify order, the order number must be sent. At this time, when calculating, the maximum quantity that can be changed for this order will be returned.
- If you use this parameter to query the maximum changeable quantity of an order, you need to call this interface more than 0.5 seconds after the order is placed.
adjust_limit float Price adjustment range. OpenD will automatically adjust the incoming price to the legal price.(Futures will ignore this parameter.)- A positive number represents an upward adjustment, and a negative number represents a downward adjustment.
- For example: 0.015 means upward adjustment and the amplitude does not exceed 1.5%; -0.01 means downward adjustment and the amplitude does not exceed 1%. The default 0 means no adjustment.
trd_env TrdEnv Trading environment. acc_id int Trading account ID. - When acc_id is 0, the account specified by acc_index is chosen.
- When acc_id is set the ID number (not 0), the account specified by acc_id is chosen.
- Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.
acc_index int The account number in the trading account list. The default is 0, which means the first trading account.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, account list is returned. str If ret != RET_OK, error description is returned. - Account list format as follows:
Field Type Description max_cash_buy float Buy on cash. - Maximum quantity that can be bought in cash.
- The unit of options is "contract".
- Futures accounts are not applicable.
max_cash_and_margin_buy float Buy on margin. - Maximum quantity that can be bought on margin.
- The unit of options is "contract".
- Futures accounts are not applicable.
max_position_sell float Sell on position. - Maximum quantity can be sold.
- The unit of options is "contract".
max_sell_short float Short sell. - Maximum quantity can be shorted.
- The unit of options is "contract".
- Futures accounts are not applicable.
max_buy_back float Short positions. - Buyback required quantity to close a position. When holding short positions, you must first buy back the short positions before you can continue to buy long.
- The unit of options and futures is "contract".
long_required_im float Initial margin change when buying one contract of an asset. - Currently only futures and options apply.
- No position: Returns the initial margin needed to buy one contract (a positive value).
- Long position: Returns the initial margin required to buy one contract (a positive value).
- Short position: Returns the initial margin released for buying back one contract (a negative value).
short_required_im float Initial margin change when selling one contract of an asset. - Currently only futures and options apply.
- No position: Returns the initial margin needed to short one contract (a positive value).
- Long position: Returns the initial margin released for selling one contract (a negative value).
- Short position: Returns the initial margin needed to short one contract (a positive value).
- Account list format as follows:
Example
from futu import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.acctradinginfo_query(order_type=OrderType.NORMAL, code='HK.00700', price=400)
if ret == RET_OK:
print(data)
print(data['max_cash_and_margin_buy'][0]) # Get maximum quantity that can be bought on margin
else:
print('acctradinginfo_query error: ', data)
trd_ctx.close() # Close the current connection
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- Output
max_cash_buy max_cash_and_margin_buy max_position_sell max_sell_short max_buy_back long_required_im short_required_im
0 0.0 1500.0 0.0 0.0 0.0 N/A N/A
1500.0
1
2
3
2
3
# Trd_GetMaxTrdQtys.proto
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
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
- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
Protocol ID
2111
uint GetMaxTrdQtys(TrdGetMaxTrdQtys.Request req);
virtual void OnReply_GetMaxTrdQtys(FTAPI_Conn client, uint nSerialNo, TrdGetMaxTrdQtys.Response rsp);
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
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
- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- Example
public class Program : FTSPI_Trd, FTSPI_Conn {
FTAPI_Trd trd = new FTAPI_Trd();
public Program() {
trd.SetClientInfo("csharp", 1); //Set client information
trd.SetConnCallback(this); //Set connection callback
trd.SetTrdCallback(this); //Set transaction callback
}
public void Start() {
trd.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
Console.Write("Trd onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder()
.SetAccID(281756457888247915L)
.SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdGetMaxTrdQtys.C2S c2s = TrdGetMaxTrdQtys.C2S.CreateBuilder()
.SetHeader(header)
.SetOrderType((int)TrdCommon.OrderType.OrderType_Normal)
.SetCode("00700")
.SetPrice(520)
.SetSecMarket(TrdCommon.TrdSecMarket.TrdSecMarket_HK)
.Build();
TrdGetMaxTrdQtys.Request req = TrdGetMaxTrdQtys.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetMaxTrdQtys(req);
Console.Write("Send TrdGetMaxTrdQtys: {0}\n", seqNo);
}
public void OnDisconnect(FTAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_GetMaxTrdQtys(FTAPI_Conn client, uint nSerialNo, TrdGetMaxTrdQtys.Response rsp)
{
Console.Write("Reply: TrdGetMaxTrdQtys: {0} \n", nSerialNo);
Console.Write("accID: {0}\n", rsp.S2C.Header.AccID);
}
public static void Main(String[] args) {
FTAPI.Init();
Program trd = new Program();
trd.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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
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
- Output
Trd onInitConnect: ret=0 desc= connID=6826812678028044696
Send TrdGetMaxTrdQtys: 3
Reply: TrdGetMaxTrdQtys: 3
accID: 281756457888247915
1
2
3
4
2
3
4
int getMaxTrdQtys(TrdGetMaxTrdQtys.Request req);
void onReply_GetMaxTrdQtys(FTAPI_Conn client, int nSerialNo, TrdGetMaxTrdQtys.Response rsp);
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
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
- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- Example
public class TrdDemo implements FTSPI_Trd, FTSPI_Conn {
FTAPI_Conn_Trd trd = new FTAPI_Conn_Trd();
public TrdDemo() {
trd.setClientInfo("javaclient", 1); //Set client information
trd.setConnSpi(this); //Set connection callback
trd.setTrdSpi(this); //Set transaction callback
}
public void start() {
trd.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc)
{
System.out.printf("Trd onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.newBuilder()
.setAccID(281756457888247915L)
.setTrdEnv(TrdCommon.TrdEnv.TrdEnv_Real_VALUE)
.setTrdMarket(TrdCommon.TrdMarket.TrdMarket_HK_VALUE)
.build();
TrdGetMaxTrdQtys.C2S c2s = TrdGetMaxTrdQtys.C2S.newBuilder()
.setHeader(header)
.setOrderType(TrdCommon.OrderType.OrderType_Normal_VALUE)
.setCode("00700")
.setPrice(520)
.setSecMarket(TrdCommon.TrdSecMarket.TrdSecMarket_HK_VALUE)
.build();
TrdGetMaxTrdQtys.Request req = TrdGetMaxTrdQtys.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.getMaxTrdQtys(req);
System.out.printf("Send TrdGetMaxTrdQtys: %d\n", seqNo);
}
@Override
public void onDisconnect(FTAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetMaxTrdQtys(FTAPI_Conn client, int nSerialNo, TrdGetMaxTrdQtys.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdGetMaxTrdQtys failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdGetMaxTrdQtys: %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
64
65
66
67
68
69
70
71
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
- Output
Send TrdGetMaxTrdQtys: 2
Receive TrdGetMaxTrdQtys: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756457888247915",
"trdMarket": 1
},
"maxTrdQtys": {
"maxCashBuy": 0.0,
"maxCashAndMarginBuy": 1400.0,
"maxPositionSell": 0.0,
"maxSellShort": 0.0,
"maxBuyBack": 0.0
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
Futu::u32_t GetMaxTrdQtys(const Trd_GetMaxTrdQtys::Request &stReq);
virtual void OnReply_GetMaxTrdQtys(Futu::u32_t nSerialNo, const Trd_GetMaxTrdQtys::Response &stRsp) = 0;
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
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
- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to 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;
// construct request message
Trd_GetMaxTrdQtys::Request req;
Trd_GetMaxTrdQtys::C2S *c2s = req.mutable_c2s();
Trd_Common::TrdHeader *header = c2s->mutable_header();
header->set_accid(3637840);
header->set_trdenv(0);
header->set_trdmarket(1);
c2s->set_ordertype(1);
c2s->set_code("00700");
c2s->set_price(520);
c2s->set_secmarket(Trd_Common::TrdMarket::TrdMarket_HK);
m_GetMaxTrdQtysSerialNo = m_pTrdApi->GetMaxTrdQtys(req);
cout << "Request GetMaxTrdQtys SerialNo: " << m_GetMaxTrdQtysSerialNo << endl;
}
virtual void OnReply_GetMaxTrdQtys(Futu::u32_t nSerialNo, const Trd_GetMaxTrdQtys::Response &stRsp){
if(nSerialNo == m_GetMaxTrdQtysSerialNo)
{
cout << "OnReply_GetMaxTrdQtys 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_Trd *m_pTrdApi;
Futu::u32_t m_GetMaxTrdQtysSerialNo;
};
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
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
- Output
connect
Request GetMaxTrdQtys SerialNo: 4
OnReply_GetMaxTrdQtys SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"maxTrdQtys": {
"maxCashBuy": 1500,
"maxCashAndMarginBuy": 1500,
"maxPositionSell": 300
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
GetMaxTrdQtys(req);
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
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
- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to 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 TrdGetMaxTrdQtys(){
const { RetType } = Common
const { TrdEnv, OrderType, TrdMarket } = Trd_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.GetAccList({
c2s: {
userID: 0,
},
}).then((res) => {
let { retType, s2c: { accList } } = res
if(retType == RetType.RetType_Succeed){
let acc = accList.filter((item)=>{
return item.trdEnv == TrdEnv.TrdEnv_Simulate && item.trdMarketAuthList.some((auth)=>{ return auth == TrdMarket.TrdMarket_HK})
})[0]; // The sample takes the first HK paper trading environment account
const req = {
c2s: {
header: {
trdEnv: acc.trdEnv,
accID: acc.accID,
trdMarket: TrdMarket.TrdMarket_HK,
},
orderType: OrderType.OrderType_Normal,
code: "00700", // The code in the market corresponding to the specified account
price: 100,
secMarket: TrdSecMarket.TrdSecMarket_HK,
},
};
websocket.GetMaxTrdQtys(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetMaxTrdQtys: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
}
})
.catch((error) => {
console.log("GetAccList error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// 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
}
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
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
- Output
GetMaxTrdQtys: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 0,
"accID": "6684972",
"trdMarket": 1
},
"maxTrdQtys": {
"maxCashBuy": 1300,
"maxCashAndMarginBuy": 1300,
"maxPositionSell": 1900
}
}
stop
1
2
3
4
5
6
7
8
9
10
11
12
13
14
2
3
4
5
6
7
8
9
10
11
12
13
14
Interface Limitations
- A maximum of 10 requests per 30 seconds
Tips
- The cash account does not support trading derivatives, so it is unsupported to query options through the cash account.
- Python
- Proto
- C#
- Java
- C++
- JavaScript
acctradinginfo_query(order_type, code, price, order_id=None, adjust_limit=0, trd_env=TrdEnv.REAL, acc_id=0, acc_index=0)
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Cash account request options are not supported.
Parameters
Parameter Type Description order_type OrderType Order type. code str Security code. If it is a future main code, it will be automatically converted to the corresponding actual contract code.price float Quotation. - Accuracy to 3 decimal places for securities account, and the excess part will be discarded.
- Accuracy to 9 decimal places for futures account, and the excess part will be discarded.
order_id str Order ID. - The default is None, and the query is the maximum quantity that can be bought or sold of the new order.
- If you want to modify order, the order number must be sent. At this time, when calculating, the maximum quantity that can be changed for this order will be returned.
- If you use this parameter to query the maximum changeable quantity of an order, you need to call this interface more than 0.5 seconds after the order is placed.
adjust_limit float Price adjustment range. OpenD will automatically adjust the incoming price to the legal price.(Futures will ignore this parameter.)- A positive number represents an upward adjustment, and a negative number represents a downward adjustment.
- For example: 0.015 means upward adjustment and the amplitude does not exceed 1.5%; -0.01 means downward adjustment and the amplitude does not exceed 1%. The default 0 means no adjustment.
trd_env TrdEnv Trading environment. acc_id int Trading account ID. - When acc_id is 0, the account specified by acc_index is chosen.
- When acc_id is set the ID number (not 0), the account specified by acc_id is chosen.
- Using acc_id to query and trade is strongly recommended, acc_index will change when adding/closing an account, result in the account you specify is inconsistent with the actual trading account.
acc_index int The account number in the trading account list. The default is 0, which means the first trading account.
Return
Field Type Description ret RET_CODE Interface result. data pd.DataFrame If ret == RET_OK, account list is returned. str If ret != RET_OK, error description is returned. - Account list format as follows:
Field Type Description max_cash_buy float Buy on cash. - Maximum quantity that can be bought in cash.
- The unit of options is "contract".
- Futures accounts are not applicable.
max_cash_and_margin_buy float Buy on margin. - Maximum quantity that can be bought on margin.
- The unit of options is "contract".
- Futures accounts are not applicable.
max_position_sell float Sell on position. - Maximum quantity can be sold.
- The unit of options is "contract".
max_sell_short float Short sell. - Maximum quantity can be shorted.
- The unit of options is "contract".
- Futures accounts are not applicable.
max_buy_back float Short positions. - Buyback required quantity to close a position. When holding short positions, you must first buy back the short positions before you can continue to buy long.
- The unit of options and futures is "contract".
long_required_im float Initial margin change when buying one contract of an asset. - Currently only futures and options apply.
- No position: Returns the initial margin needed to buy one contract (a positive value).
- Long position: Returns the initial margin required to buy one contract (a positive value).
- Short position: Returns the initial margin released for buying back one contract (a negative value).
short_required_im float Initial margin change when selling one contract of an asset. - Currently only futures and options apply.
- No position: Returns the initial margin needed to short one contract (a positive value).
- Long position: Returns the initial margin released for selling one contract (a negative value).
- Short position: Returns the initial margin needed to short one contract (a positive value).
- Account list format as follows:
Example
from moomoo import *
trd_ctx = OpenSecTradeContext(filter_trdmarket=TrdMarket.HK, host='127.0.0.1', port=11111, security_firm=SecurityFirm.FUTUSECURITIES)
ret, data = trd_ctx.acctradinginfo_query(order_type=OrderType.NORMAL, code='HK.00700', price=400)
if ret == RET_OK:
print(data)
print(data['max_cash_and_margin_buy'][0]) # Get maximum quantity that can be bought on margin
else:
print('acctradinginfo_query error: ', data)
trd_ctx.close() # Close the current connection
1
2
3
4
5
6
7
8
9
2
3
4
5
6
7
8
9
- Output
max_cash_buy max_cash_and_margin_buy max_position_sell max_sell_short max_buy_back long_required_im short_required_im
0 0.0 1500.0 0.0 0.0 0.0 N/A N/A
1500.0
1
2
3
2
3
# Trd_GetMaxTrdQtys.proto
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
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
- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
Protocol ID
2111
uint GetMaxTrdQtys(TrdGetMaxTrdQtys.Request req);
virtual void OnReply_GetMaxTrdQtys(MMAPI_Conn client, uint nSerialNo, TrdGetMaxTrdQtys.Response rsp);
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
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
- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- Example
public class Program : MMSPI_Trd, MMSPI_Conn {
MMAPI_Trd trd = new MMAPI_Trd();
public Program() {
trd.SetClientInfo("csharp", 1); //Set client information
trd.SetConnCallback(this); //Set connection callback
trd.SetTrdCallback(this); //Set transaction callback
}
public void Start() {
trd.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
Console.Write("Trd onInitConnect: ret={0} desc={1} connID={2}\n", errCode, desc, client.GetConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder()
.SetAccID(281756457888247915L)
.SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdGetMaxTrdQtys.C2S c2s = TrdGetMaxTrdQtys.C2S.CreateBuilder()
.SetHeader(header)
.SetOrderType((int)TrdCommon.OrderType.OrderType_Normal)
.SetCode("00700")
.SetPrice(520)
.SetSecMarket(TrdCommon.TrdSecMarket.TrdSecMarket_HK)
.Build();
TrdGetMaxTrdQtys.Request req = TrdGetMaxTrdQtys.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = trd.GetMaxTrdQtys(req);
Console.Write("Send TrdGetMaxTrdQtys: {0}\n", seqNo);
}
public void OnDisconnect(MMAPI_Conn client, long errCode) {
Console.Write("Trd onDisConnect: {0}\n", errCode);
}
public void OnReply_GetMaxTrdQtys(MMAPI_Conn client, uint nSerialNo, TrdGetMaxTrdQtys.Response rsp)
{
Console.Write("Reply: TrdGetMaxTrdQtys: {0} \n", nSerialNo);
Console.Write("accID: {0}\n", rsp.S2C.Header.AccID);
}
public static void Main(String[] args) {
MMAPI.Init();
Program trd = new Program();
trd.Start();
while (true)
Thread.Sleep(1000 * 600);
}
}
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
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
- Output
Trd onInitConnect: ret=0 desc= connID=6826812678028044696
Send TrdGetMaxTrdQtys: 3
Reply: TrdGetMaxTrdQtys: 3
accID: 281756457888247915
1
2
3
4
2
3
4
int getMaxTrdQtys(TrdGetMaxTrdQtys.Request req);
void onReply_GetMaxTrdQtys(MMAPI_Conn client, int nSerialNo, TrdGetMaxTrdQtys.Response rsp);
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
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
- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- Example
public class TrdDemo implements MMSPI_Trd, MMSPI_Conn {
MMAPI_Conn_Trd trd = new MMAPI_Conn_Trd();
public TrdDemo() {
trd.setClientInfo("javaclient", 1); //Set client information
trd.setConnSpi(this); //Set connection callback
trd.setTrdSpi(this); //Set transaction callback
}
public void start() {
trd.initConnect("127.0.0.1", (short)11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc)
{
System.out.printf("Trd onInitConnect: ret=%b desc=%s connID=%d\n", errCode, desc, client.getConnectID());
if (errCode != 0)
return;
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.newBuilder()
.setAccID(281756457888247915L)
.setTrdEnv(TrdCommon.TrdEnv.TrdEnv_Real_VALUE)
.setTrdMarket(TrdCommon.TrdMarket.TrdMarket_HK_VALUE)
.build();
TrdGetMaxTrdQtys.C2S c2s = TrdGetMaxTrdQtys.C2S.newBuilder()
.setHeader(header)
.setOrderType(TrdCommon.OrderType.OrderType_Normal_VALUE)
.setCode("00700")
.setPrice(520)
.setSecMarket(TrdCommon.TrdSecMarket.TrdSecMarket_HK_VALUE)
.build();
TrdGetMaxTrdQtys.Request req = TrdGetMaxTrdQtys.Request.newBuilder().setC2S(c2s).build();
int seqNo = trd.getMaxTrdQtys(req);
System.out.printf("Send TrdGetMaxTrdQtys: %d\n", seqNo);
}
@Override
public void onDisconnect(MMAPI_Conn client, long errCode) {
System.out.printf("Trd onDisConnect: %d\n", errCode);
}
@Override
public void onReply_GetMaxTrdQtys(MMAPI_Conn client, int nSerialNo, TrdGetMaxTrdQtys.Response rsp) {
if (rsp.getRetType() != 0) {
System.out.printf("TrdGetMaxTrdQtys failed: %s\n", rsp.getRetMsg());
}
else {
try {
String json = JsonFormat.printer().print(rsp);
System.out.printf("Receive TrdGetMaxTrdQtys: %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
64
65
66
67
68
69
70
71
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
- Output
Send TrdGetMaxTrdQtys: 2
Receive TrdGetMaxTrdQtys: {
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 1,
"accID": "281756457888247915",
"trdMarket": 1
},
"maxTrdQtys": {
"maxCashBuy": 0.0,
"maxCashAndMarginBuy": 1400.0,
"maxPositionSell": 0.0,
"maxSellShort": 0.0,
"maxBuyBack": 0.0
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
moomoo::u32_t GetMaxTrdQtys(const Trd_GetMaxTrdQtys::Request &stReq);
virtual void OnReply_GetMaxTrdQtys(moomoo::u32_t nSerialNo, const Trd_GetMaxTrdQtys::Response &stRsp) = 0;
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
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
- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- 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;
// construct request message
Trd_GetMaxTrdQtys::Request req;
Trd_GetMaxTrdQtys::C2S *c2s = req.mutable_c2s();
Trd_Common::TrdHeader *header = c2s->mutable_header();
header->set_accid(3637840);
header->set_trdenv(0);
header->set_trdmarket(1);
c2s->set_ordertype(1);
c2s->set_code("00700");
c2s->set_price(520);
c2s->set_secmarket(Trd_Common::TrdMarket::TrdMarket_HK);
m_GetMaxTrdQtysSerialNo = m_pTrdApi->GetMaxTrdQtys(req);
cout << "Request GetMaxTrdQtys SerialNo: " << m_GetMaxTrdQtysSerialNo << endl;
}
virtual void OnReply_GetMaxTrdQtys(moomoo::u32_t nSerialNo, const Trd_GetMaxTrdQtys::Response &stRsp){
if(nSerialNo == m_GetMaxTrdQtysSerialNo)
{
cout << "OnReply_GetMaxTrdQtys 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_Trd *m_pTrdApi;
moomoo::u32_t m_GetMaxTrdQtysSerialNo;
};
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
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
- Output
connect
Request GetMaxTrdQtys SerialNo: 4
OnReply_GetMaxTrdQtys SerialNo: 4
{
"retType": 0,
"retMsg": "",
"errCode": 0,
"s2c": {
"header": {
"trdEnv": 0,
"accID": "3637840",
"trdMarket": 1
},
"maxTrdQtys": {
"maxCashBuy": 1500,
"maxCashAndMarginBuy": 1500,
"maxPositionSell": 300
}
}
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
GetMaxTrdQtys(req);
Description
Query the maximum quantity that can be bought or sold under a specifictrading account, and you can also query the maximum changeable quantity of a specific order under a specifictrading account.
Parameters
message C2S
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
required int32 orderType = 2; //Order type, see the enumeration definition of Trd_Common.OrderType
required string code = 3; //Code, Hong Kong stocks must be 5-digits, A-shares must be 6-digits, and US stocks are not restricted
required double price = 4; //Price, (Accuracy to 3 decimal places for securities account, 9 decimal places for futures account, and the excess part will be discarded). If it is an auction or market order, please also fill in a current price so that the server can calculate
optional uint64 orderID = 5; //Order number, not required for new orders. For modifying orders, original order number is required, because the original order quantity counts for the maximum transaction quantity of the modified order.
//In order to ensure the synchronization with the price of the order, price adjustment options are also provided. The following 2 fields are used for price adjustments, which are meaningful for HK stocks and A-shares, because there is a minimum price change step for HK stocks, and the quotation of A-shares is accurate to 2 decimal places. It is not nessessary for US stocks.
optional bool adjustPrice = 6; //Whether to adjust the price, if the price is illegal, whether to adjust to the legal price, true adjustment, false no adjustment
optional double adjustSideAndLimit = 7; //Adjustment direction and adjustment range percentage limit, positive number represents upward adjustment, negative number represents downward adjustment, specific value represents adjustment range limit, such as: 0.015 represents upward adjustment and the range does not exceed 1.5%; -0.01 Represents downward adjustment and the amplitude does not exceed 1%
optional int32 secMarket = 8; //Market to which the security belongs, see the enumeration definition of TrdSecMarket
optional string orderIDEx = 9; //The server order id, which can be used instead of orderID, or choose one from orderID
}
message Request
{
required C2S c2s = 1;
}
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
- For protocol header, refer to TrdHeader
- For order type, refer to OrderType
- For stock market, refer to TrdSecMarket
- Return
message S2C
{
required Trd_Common.TrdHeader header = 1; //Transaction common header
optional Trd_Common.MaxTrdQtys maxTrdQtys = 2; //Maximum tradable quantity structure
}
message Response
{
//The following 3 fields are available in all protocols, and the notes are in InitConnect.proto
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
- For protocol header, refer to TrdHeader
- For the structure of the maximum tradable quantity, refer to MaxTrdQtys
- For interface result, refer to RetType
- 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 TrdGetMaxTrdQtys(){
const { RetType } = Common
const { TrdEnv, OrderType, TrdMarket } = Trd_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.GetAccList({
c2s: {
userID: 0,
},
}).then((res) => {
let { retType, s2c: { accList } } = res
if(retType == RetType.RetType_Succeed){
let acc = accList.filter((item)=>{
return item.trdEnv == TrdEnv.TrdEnv_Simulate && item.trdMarketAuthList.some((auth)=>{ return auth == TrdMarket.TrdMarket_HK})
})[0]; // The sample takes the first HK paper trading environment account
const req = {
c2s: {
header: {
trdEnv: acc.trdEnv,
accID: acc.accID,
trdMarket: TrdMarket.TrdMarket_HK,
},
orderType: OrderType.OrderType_Normal,
code: "00700", // The code in the market corresponding to the specified account
price: 100,
secMarket: TrdSecMarket.TrdSecMarket_HK,
},
};
websocket.GetMaxTrdQtys(req)
.then((res) => {
let { errCode, retMsg, retType,s2c } = res
console.log("GetMaxTrdQtys: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if(retType == RetType.RetType_Succeed){
let data = beautify(JSON.stringify(s2c), {
indent_size: 2,
space_in_empty_paren: true,
});
console.log(data);
}
})
.catch((error) => {
console.log("error:", error);
});
}
})
.catch((error) => {
console.log("GetAccList error:", error);
});
} else {
console.log("error", msg);
}
};
websocket.start(addr, port, enable_ssl, key);
// 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
}
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
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
- Output
GetMaxTrdQtys: errCode 0, retMsg , retType 0
{
"header": {
"trdEnv": 0,
"accID": "6684972",
"trdMarket": 1
},
"maxTrdQtys": {
"maxCashBuy": 1300,
"maxCashAndMarginBuy": 1300,
"maxPositionSell": 1900
}
}
stop
1
2
3
4
5
6
7
8
9
10
11
12
13
14
2
3
4
5
6
7
8
9
10
11
12
13
14
Interface Limitations
- A maximum of 10 requests per 30 seconds
Tips
- The cash account does not support trading derivatives, so it is unsupported to query options through the cash account.
- Maximum quantity that can be bought for futures should be calculated by yourself. The formula is floor(Max buying power/Initial margin change when buying one contract of an asset). Max buying power is from Get Account Funds.