# 訂閱事件合約
- Python
- Proto
- C#
- Java
- C++
- JavaScript
subscribe_event_contract(code_list, subtype_list, kline_source_list=None, is_first_push=True, subscribe_push=True)
介紹
訂閱事件合約的即時行情推送，訂閱成功後由推送回調即時返回擺盤、K 線、逐筆數據。接收推送前必須先透過
set_handler註冊對應類型的處理器。參數
參數 類型 說明 code_list list 事件合約代碼列表，例如 ['EC.KXODIMATCH-26JUL140600INDENG-IND']subtype_list SubType 訂閱類型列表 kline_source_list ECKlineSource 選填，K 線來源列表，訂閱 K 線類型時生效，默認 None 即合約級成交價 K 線 is_first_push bool 註冊後是否首推已有數據，默認 True subscribe_push bool 是否註冊推送，默認 True 返回
參數 類型 說明 ret RET_CODE 介面調用結果 err_message str 當 ret == RET_OK，返回 None；當 ret != RET_OK，返回錯誤描述 Example
from futu import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# 訂閱：日 K + 逐筆 + 擺盤
ret, err = quote_ctx.subscribe_event_contract(
['EC.KXODIMATCH-26JUL140600INDENG-IND'],
[SubType.K_DAY, SubType.TICKER, SubType.ORDER_BOOK]
)
if ret == RET_OK:
print('訂閱成功')
else:
print('訂閱失敗:', err)
# 接收推送需先 set_handler 註冊處理器並保持連接運行
quote_ctx.close()
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- Output
訂閱成功
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訂閱成功時 err 為 None。訂閱成功後，對應的 K 線/逐筆/擺盤推送會觸發已註冊的 handler 回調（參見推送文件的輸出示例）。
# Qot_SubEventContract.proto
介紹
訂閱/反訂閱事件合約的即時行情推送。
參數
// 事件合約訂閱/反訂閱
message C2S
{
repeated Qot_Common.Security securityList = 1; // 合約標的（market+code），訂閱語義與通用訂閱一致
repeated int32 subTypeList = 2; // Qot_Common.SubType，復用通用訂閱類型
required bool isSubOrUnSub = 3; // true訂閱/false反訂閱
optional bool isRegOrUnRegPush = 4; // 是否註冊/反註冊推送
optional bool isFirstPush = 5; // 註冊後是否首推已有數據，默認true
optional bool isUnsubAll = 6; // true時忽略其他參數，取消該連接所有EC訂閱
repeated Qot_Common.EC_KlineSource klineSource = 7; // K線來源列表（None/OrderBookYes），訂閱KL_*時生效，不填默認[None]
optional Qot_Common.QotHeader header = 100; // 行情公共參數頭
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 訂閱類型參見 SubType
- K線來源參見 ECKlineSource
- 行情公共參數頭參見 QotHeader
- 返回
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 介面調用結果，結構參見 RetType
協議 ID
3455
數據類型
- 股票結構參見 Security
- 訂閱類型參見 SubType
- K線來源參見 ECKlineSource
- 行情公共參數頭參見 QotHeader
uint SubEventContract(SubEventContract.Request req);
virtual void OnReply_SubEventContract(FTAPI_Conn client, uint nSerialNo, SubEventContract.Response rsp);
介紹
訂閱/反訂閱事件合約的即時行情推送。
參數
message C2S
{
repeated Qot_Common.Security securityList = 1;
repeated int32 subTypeList = 2;
required bool isSubOrUnSub = 3;
optional bool isRegOrUnRegPush = 4;
optional bool isFirstPush = 5;
optional bool isUnsubAll = 6;
repeated Qot_Common.EC_KlineSource klineSource = 7;
optional Qot_Common.QotHeader header = 100;
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 介面調用結果，結構參見 RetType
- Example
public class Program : FTSPI_Qot, FTSPI_Conn
{
FTAPI_Qot qot = new FTAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
public void Start()
{
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(FTAPI_Conn client, long errCode, String desc)
{
if (errCode != 0) return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_EventContract)
.SetCode("EC.KXODIMATCH-26JUL140600INDENG-IND").Build();
var c2s = SubEventContract.C2S.CreateBuilder()
.AddSecurity(sec)
.AddSubType((int)QotCommon.SubType.SubType_OrderBook)
.AddSubType((int)QotCommon.SubType.SubType_Ticker)
.AddSubType((int)QotCommon.SubType.SubType_KL_Day)
.SetIsSubOrUnSub(true)
.SetIsRegOrUnRegPush(true).Build();
var req = SubEventContract.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.SubEventContract(req);
Console.Write("Send SubEventContract: {0}\n", seqNo);
}
public void OnReply_SubEventContract(FTAPI_Conn client, uint nSerialNo, SubEventContract.Response rsp)
{
Console.Write("Reply: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
FTAPI.Init();
new Program().Start();
while (true) Thread.Sleep(1000 * 600);
}
}
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int subEventContract(QotSubEventContract.Request req);
void onReply_SubEventContract(FTAPI_Conn client, int nSerialNo, QotSubEventContract.Response rsp);
介紹
訂閱/反訂閱事件合約的即時行情推送。
參數
message C2S
{
repeated Qot_Common.Security securityList = 1;
repeated int32 subTypeList = 2;
required bool isSubOrUnSub = 3;
optional bool isRegOrUnRegPush = 4;
optional bool isFirstPush = 5;
optional bool isUnsubAll = 6;
repeated Qot_Common.EC_KlineSource klineSource = 7;
optional Qot_Common.QotHeader header = 100;
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 介面調用結果，結構參見 RetType
- Example
public class Program implements FTSPI_Qot, FTSPI_Conn {
private FTAPI_Conn_Qot qot = new FTAPI_Conn_Qot();
public Program() {
qot.setClientInfo("java", 1);
qot.setConnCallback(this);
qot.setQotCallback(this);
}
public void start() {
qot.initConnect("127.0.0.1", (short) 11111, false);
}
@Override
public void onInitConnect(FTAPI_Conn client, long errCode, String desc) {
if (errCode != 0) return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_EventContract_VALUE)
.setCode("EC.KXODIMATCH-26JUL140600INDENG-IND").build();
QotSubEventContract.C2S c2s = QotSubEventContract.C2S.newBuilder()
.addSecurity(sec)
.addSubType(QotCommon.SubType.SubType_OrderBook_VALUE)
.addSubType(QotCommon.SubType.SubType_Ticker_VALUE)
.addSubType(QotCommon.SubType.SubType_KL_Day_VALUE)
.setIsSubOrUnSub(true)
.setIsRegOrUnRegPush(true).build();
QotSubEventContract.Request req = QotSubEventContract.Request.newBuilder()
.setC2S(c2s).build();
int seqNo = qot.subEventContract(req);
System.out.println("Send SubEventContract: " + seqNo);
}
@Override
public void onReply_SubEventContract(FTAPI_Conn client, int nSerialNo, QotSubEventContract.Response rsp) {
System.out.println("Reply: " + nSerialNo + " " + rsp.toString());
}
public static void main(String[] args) {
FTAPI.init();
new Program().start();
while (true) {
try { Thread.sleep(1000 * 600); } catch (InterruptedException e) {}
}
}
}
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Futu::u32_t SubEventContract(const Qot_SubEventContract::Request &stReq);
virtual void OnReply_SubEventContract(Futu::u32_t nSerialNo, const Qot_SubEventContract::Response &stRsp) = 0;
介紹
訂閱/反訂閱事件合約的即時行情推送。
參數
// 事件合約訂閱/反訂閱
message C2S
{
repeated Qot_Common.Security securityList = 1; // 合約標的（market+code），訂閱語義與通用訂閱一致
repeated int32 subTypeList = 2; // Qot_Common.SubType，復用通用訂閱類型
required bool isSubOrUnSub = 3; // true訂閱/false反訂閱
optional bool isRegOrUnRegPush = 4; // 是否註冊/反註冊推送
optional bool isFirstPush = 5; // 註冊後是否首推已有數據，默認true
optional bool isUnsubAll = 6; // true時忽略其他參數，取消該連接所有EC訂閱
repeated Qot_Common.EC_KlineSource klineSource = 7; // K線來源列表（None/OrderBookYes），訂閱KL_*時生效，不填默認[None]
optional Qot_Common.QotHeader header = 100; // 行情公共參數頭
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 訂閱類型參見 SubType
- K線來源參見 ECKlineSource
- 行情公共參數頭參見 QotHeader
- 返回
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 介面調用結果，結構參見 RetType
- 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;
// 組包
Qot_SubEventContract::Request req;
Qot_SubEventContract::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->add_securitylist();
sec->set_code("EC.KXODIMATCH-26JUL140600INDENG-IND");
sec->set_market(Qot_Common::QotMarket::QotMarket_EventContract);
c2s->add_subtypelist(Qot_Common::SubType::SubType_OrderBook);
c2s->add_subtypelist(Qot_Common::SubType::SubType_Ticker);
c2s->add_subtypelist(Qot_Common::SubType::SubType_KL_Day);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubEventContractSerialNo = m_pQotApi->SubEventContract(req);
cout << "Request SubEventContract SerialNo: " << m_SubEventContractSerialNo << endl;
}
virtual void OnReply_SubEventContract(Futu::u32_t nSerialNo, const Qot_SubEventContract::Response &stRsp) {
if (nSerialNo == m_SubEventContractSerialNo)
{
cout << "OnReply_SubEventContract SerialNo: " << nSerialNo << endl;
// 解析內部結構列印出來
// ProtoBufToBodyData和UTF8ToLocal函數的定義參見Sample中的tool.h文件
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
FTAPI_Qot *m_pQotApi;
Futu::u32_t m_SubEventContractSerialNo;
};
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 SubEventContract SerialNo: 1
OnReply_SubEventContract SerialNo: 1
{
"retType": 0,
"retMsg": "",
"errCode": 0
}
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SubEventContract(req);
介紹
訂閱/反訂閱事件合約的即時行情推送。
參數
// 事件合約訂閱/反訂閱
message C2S
{
repeated Qot_Common.Security securityList = 1; // 合約標的（market+code），訂閱語義與通用訂閱一致
repeated int32 subTypeList = 2; // Qot_Common.SubType，復用通用訂閱類型
required bool isSubOrUnSub = 3; // true訂閱/false反訂閱
optional bool isRegOrUnRegPush = 4; // 是否註冊/反註冊推送
optional bool isFirstPush = 5; // 註冊後是否首推已有數據，默認true
optional bool isUnsubAll = 6; // true時忽略其他參數，取消該連接所有EC訂閱
repeated Qot_Common.EC_KlineSource klineSource = 7; // K線來源列表（None/OrderBookYes），訂閱KL_*時生效，不填默認[None]
optional Qot_Common.QotHeader header = 100; // 行情公共參數頭
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 介面調用結果，結構參見 RetType
- Example
import ftWebsocket from "futu-api";
import { Common, Qot_Common } from "futu-api/proto";
import beautify from "js-beautify";
function SubEventContract() {
const { RetType } = Common;
const { QotMarket, SubType } = Qot_Common;
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11111, false, ""];
let websocket = new ftWebsocket();
websocket.onlogin = async (ret, msg) => {
if (!ret) { console.log("start error", msg); return; }
try {
const req = { c2s: { securityList: [{ market: QotMarket.QotMarket_EventContract, code: "EC.KXODIMATCH-26JUL140600INDENG-IND" }], subTypeList: [SubType.SubType_OrderBook, SubType.SubType_Ticker, SubType.SubType_KL_Day], isSubOrUnSub: true, isRegOrUnRegPush: true } };
let { errCode, retMsg, retType, s2c } = await websocket.SubEventContract(req);
console.log("SubEventContract: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if (retType == RetType.RetType_Succeed) {
console.log(beautify(JSON.stringify(s2c), { indent_size: 2, space_in_empty_paren: true }));
}
} catch (error) {
console.log("error:", error);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(() => { websocket.stop(); console.log("stop"); }, 5000);
}
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- Output
SubEventContract: errCode 0, retMsg , retType 0
{}
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- Python
- Proto
- C#
- Java
- C++
- JavaScript
subscribe_event_contract(code_list, subtype_list, kline_source_list=None, is_first_push=True, subscribe_push=True)
介紹
訂閱事件合約的即時行情推送，訂閱成功後由推送回調即時返回擺盤、K 線、逐筆數據。接收推送前必須先透過
set_handler註冊對應類型的處理器。參數
參數 類型 說明 code_list list 事件合約代碼列表，例如 ['EC.KXODIMATCH-26JUL140600INDENG-IND']subtype_list SubType 訂閱類型列表 kline_source_list ECKlineSource 選填，K 線來源列表，訂閱 K 線類型時生效，默認 None 即合約級成交價 K 線 is_first_push bool 註冊後是否首推已有數據，默認 True subscribe_push bool 是否註冊推送，默認 True 返回
參數 類型 說明 ret RET_CODE 介面調用結果 err_message str 當 ret == RET_OK，返回 None；當 ret != RET_OK，返回錯誤描述 Example
from moomoo import *
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
# 訂閱：日 K + 逐筆 + 擺盤
ret, err = quote_ctx.subscribe_event_contract(
['EC.KXODIMATCH-26JUL140600INDENG-IND'],
[SubType.K_DAY, SubType.TICKER, SubType.ORDER_BOOK]
)
if ret == RET_OK:
print('訂閱成功')
else:
print('訂閱失敗:', err)
# 接收推送需先 set_handler 註冊處理器並保持連接運行
quote_ctx.close()
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- Output
訂閱成功
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訂閱成功時 err 為 None。訂閱成功後，對應的 K 線/逐筆/擺盤推送會觸發已註冊的 handler 回調（參見推送文件的輸出示例）。
# Qot_SubEventContract.proto
介紹
訂閱/反訂閱事件合約的即時行情推送。
參數
// 事件合約訂閱/反訂閱
message C2S
{
repeated Qot_Common.Security securityList = 1; // 合約標的（market+code），訂閱語義與通用訂閱一致
repeated int32 subTypeList = 2; // Qot_Common.SubType，復用通用訂閱類型
required bool isSubOrUnSub = 3; // true訂閱/false反訂閱
optional bool isRegOrUnRegPush = 4; // 是否註冊/反註冊推送
optional bool isFirstPush = 5; // 註冊後是否首推已有數據，默認true
optional bool isUnsubAll = 6; // true時忽略其他參數，取消該連接所有EC訂閱
repeated Qot_Common.EC_KlineSource klineSource = 7; // K線來源列表（None/OrderBookYes），訂閱KL_*時生效，不填默認[None]
optional Qot_Common.QotHeader header = 100; // 行情公共參數頭
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 訂閱類型參見 SubType
- K線來源參見 ECKlineSource
- 行情公共參數頭參見 QotHeader
- 返回
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 介面調用結果，結構參見 RetType
協議 ID
3455
數據類型
- 股票結構參見 Security
- 訂閱類型參見 SubType
- K線來源參見 ECKlineSource
- 行情公共參數頭參見 QotHeader
uint SubEventContract(SubEventContract.Request req);
virtual void OnReply_SubEventContract(MMAPI_Conn client, uint nSerialNo, SubEventContract.Response rsp);
介紹
訂閱/反訂閱事件合約的即時行情推送。
參數
message C2S
{
repeated Qot_Common.Security securityList = 1;
repeated int32 subTypeList = 2;
required bool isSubOrUnSub = 3;
optional bool isRegOrUnRegPush = 4;
optional bool isFirstPush = 5;
optional bool isUnsubAll = 6;
repeated Qot_Common.EC_KlineSource klineSource = 7;
optional Qot_Common.QotHeader header = 100;
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 介面調用結果，結構參見 RetType
- Example
public class Program : MMSPI_Qot, MMSPI_Conn
{
MMAPI_Qot qot = new MMAPI_Qot();
public Program()
{
qot.SetClientInfo("csharp", 1);
qot.SetConnCallback(this);
qot.SetQotCallback(this);
}
public void Start()
{
qot.InitConnect("127.0.0.1", (ushort)11111, false);
}
public void OnInitConnect(MMAPI_Conn client, long errCode, String desc)
{
if (errCode != 0) return;
QotCommon.Security sec = QotCommon.Security.CreateBuilder()
.SetMarket((int)QotCommon.QotMarket.QotMarket_EventContract)
.SetCode("EC.KXODIMATCH-26JUL140600INDENG-IND").Build();
var c2s = SubEventContract.C2S.CreateBuilder()
.AddSecurity(sec)
.AddSubType((int)QotCommon.SubType.SubType_OrderBook)
.AddSubType((int)QotCommon.SubType.SubType_Ticker)
.AddSubType((int)QotCommon.SubType.SubType_KL_Day)
.SetIsSubOrUnSub(true)
.SetIsRegOrUnRegPush(true).Build();
var req = SubEventContract.Request.CreateBuilder().SetC2S(c2s).Build();
uint seqNo = qot.SubEventContract(req);
Console.Write("Send SubEventContract: {0}\n", seqNo);
}
public void OnReply_SubEventContract(MMAPI_Conn client, uint nSerialNo, SubEventContract.Response rsp)
{
Console.Write("Reply: {0} {1}\n", nSerialNo, rsp.ToString());
}
public static void Main(String[] args)
{
MMAPI.Init();
new Program().Start();
while (true) Thread.Sleep(1000 * 600);
}
}
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int subEventContract(QotSubEventContract.Request req);
void onReply_SubEventContract(MMAPI_Conn client, int nSerialNo, QotSubEventContract.Response rsp);
介紹
訂閱/反訂閱事件合約的即時行情推送。
參數
message C2S
{
repeated Qot_Common.Security securityList = 1;
repeated int32 subTypeList = 2;
required bool isSubOrUnSub = 3;
optional bool isRegOrUnRegPush = 4;
optional bool isFirstPush = 5;
optional bool isUnsubAll = 6;
repeated Qot_Common.EC_KlineSource klineSource = 7;
optional Qot_Common.QotHeader header = 100;
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 返回
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 介面調用結果，結構參見 RetType
- Example
public class Program implements MMSPI_Qot, MMSPI_Conn {
private MMAPI_Conn_Qot qot = new MMAPI_Conn_Qot();
public Program() {
qot.setClientInfo("java", 1);
qot.setConnCallback(this);
qot.setQotCallback(this);
}
public void start() {
qot.initConnect("127.0.0.1", (short) 11111, false);
}
@Override
public void onInitConnect(MMAPI_Conn client, long errCode, String desc) {
if (errCode != 0) return;
QotCommon.Security sec = QotCommon.Security.newBuilder()
.setMarket(QotCommon.QotMarket.QotMarket_EventContract_VALUE)
.setCode("EC.KXODIMATCH-26JUL140600INDENG-IND").build();
QotSubEventContract.C2S c2s = QotSubEventContract.C2S.newBuilder()
.addSecurity(sec)
.addSubType(QotCommon.SubType.SubType_OrderBook_VALUE)
.addSubType(QotCommon.SubType.SubType_Ticker_VALUE)
.addSubType(QotCommon.SubType.SubType_KL_Day_VALUE)
.setIsSubOrUnSub(true)
.setIsRegOrUnRegPush(true).build();
QotSubEventContract.Request req = QotSubEventContract.Request.newBuilder()
.setC2S(c2s).build();
int seqNo = qot.subEventContract(req);
System.out.println("Send SubEventContract: " + seqNo);
}
@Override
public void onReply_SubEventContract(MMAPI_Conn client, int nSerialNo, QotSubEventContract.Response rsp) {
System.out.println("Reply: " + nSerialNo + " " + rsp.toString());
}
public static void main(String[] args) {
MMAPI.init();
new Program().start();
while (true) {
try { Thread.sleep(1000 * 600); } catch (InterruptedException e) {}
}
}
}
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moomoo::u32_t SubEventContract(const Qot_SubEventContract::Request &stReq);
virtual void OnReply_SubEventContract(moomoo::u32_t nSerialNo, const Qot_SubEventContract::Response &stRsp) = 0;
介紹
訂閱/反訂閱事件合約的即時行情推送。
參數
// 事件合約訂閱/反訂閱
message C2S
{
repeated Qot_Common.Security securityList = 1; // 合約標的（market+code），訂閱語義與通用訂閱一致
repeated int32 subTypeList = 2; // Qot_Common.SubType，復用通用訂閱類型
required bool isSubOrUnSub = 3; // true訂閱/false反訂閱
optional bool isRegOrUnRegPush = 4; // 是否註冊/反註冊推送
optional bool isFirstPush = 5; // 註冊後是否首推已有數據，默認true
optional bool isUnsubAll = 6; // true時忽略其他參數，取消該連接所有EC訂閱
repeated Qot_Common.EC_KlineSource klineSource = 7; // K線來源列表（None/OrderBookYes），訂閱KL_*時生效，不填默認[None]
optional Qot_Common.QotHeader header = 100; // 行情公共參數頭
}
message Request
{
required C2S c2s = 1;
}
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- 股票結構參見 Security
- 訂閱類型參見 SubType
- K線來源參見 ECKlineSource
- 行情公共參數頭參見 QotHeader
- 返回
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400]; //RetType,返回結果
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 介面調用結果，結構參見 RetType
- 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;
// 組包
Qot_SubEventContract::Request req;
Qot_SubEventContract::C2S *c2s = req.mutable_c2s();
Qot_Common::Security *sec = c2s->add_securitylist();
sec->set_code("EC.KXODIMATCH-26JUL140600INDENG-IND");
sec->set_market(Qot_Common::QotMarket::QotMarket_EventContract);
c2s->add_subtypelist(Qot_Common::SubType::SubType_OrderBook);
c2s->add_subtypelist(Qot_Common::SubType::SubType_Ticker);
c2s->add_subtypelist(Qot_Common::SubType::SubType_KL_Day);
c2s->set_isregorunregpush(true);
c2s->set_issuborunsub(true);
m_SubEventContractSerialNo = m_pQotApi->SubEventContract(req);
cout << "Request SubEventContract SerialNo: " << m_SubEventContractSerialNo << endl;
}
virtual void OnReply_SubEventContract(moomoo::u32_t nSerialNo, const Qot_SubEventContract::Response &stRsp) {
if (nSerialNo == m_SubEventContractSerialNo)
{
cout << "OnReply_SubEventContract SerialNo: " << nSerialNo << endl;
// 解析內部結構列印出來
// ProtoBufToBodyData和UTF8ToLocal函數的定義參見Sample中的tool.h文件
string resp_str;
ProtoBufToBodyData(stRsp, resp_str);
cout << UTF8ToLocal(resp_str) << endl;
}
}
protected:
MMAPI_Qot *m_pQotApi;
moomoo::u32_t m_SubEventContractSerialNo;
};
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 SubEventContract SerialNo: 1
OnReply_SubEventContract SerialNo: 1
{
"retType": 0,
"retMsg": "",
"errCode": 0
}
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SubEventContract(req);
介紹
訂閱/反訂閱事件合約的即時行情推送。
參數
// 事件合約訂閱/反訂閱
message C2S
{
repeated Qot_Common.Security securityList = 1; // 合約標的（market+code），訂閱語義與通用訂閱一致
repeated int32 subTypeList = 2; // Qot_Common.SubType，復用通用訂閱類型
required bool isSubOrUnSub = 3; // true訂閱/false反訂閱
optional bool isRegOrUnRegPush = 4; // 是否註冊/反註冊推送
optional bool isFirstPush = 5; // 註冊後是否首推已有數據，默認true
optional bool isUnsubAll = 6; // true時忽略其他參數，取消該連接所有EC訂閱
repeated Qot_Common.EC_KlineSource klineSource = 7; // K線來源列表（None/OrderBookYes），訂閱KL_*時生效，不填默認[None]
optional Qot_Common.QotHeader header = 100; // 行情公共參數頭
}
message Request
{
required C2S c2s = 1;
}
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- 返回
message S2C
{
}
message Response
{
required int32 retType = 1 [default = -400];
optional string retMsg = 2;
optional int32 errCode = 3;
optional S2C s2c = 4;
}
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- 介面調用結果，結構參見 RetType
- Example
import mmWebsocket from "moomoo-api";
import { Common, Qot_Common } from "moomoo-api/proto";
import beautify from "js-beautify";
function SubEventContract() {
const { RetType } = Common;
const { QotMarket, SubType } = Qot_Common;
let [addr, port, enable_ssl, key] = ["127.0.0.1", 11111, false, ""];
let websocket = new mmWebsocket();
websocket.onlogin = async (ret, msg) => {
if (!ret) { console.log("start error", msg); return; }
try {
const req = { c2s: { securityList: [{ market: QotMarket.QotMarket_EventContract, code: "EC.KXODIMATCH-26JUL140600INDENG-IND" }], subTypeList: [SubType.SubType_OrderBook, SubType.SubType_Ticker, SubType.SubType_KL_Day], isSubOrUnSub: true, isRegOrUnRegPush: true } };
let { errCode, retMsg, retType, s2c } = await websocket.SubEventContract(req);
console.log("SubEventContract: errCode %d, retMsg %s, retType %d", errCode, retMsg, retType);
if (retType == RetType.RetType_Succeed) {
console.log(beautify(JSON.stringify(s2c), { indent_size: 2, space_in_empty_paren: true }));
}
} catch (error) {
console.log("error:", error);
}
};
websocket.start(addr, port, enable_ssl, key);
setTimeout(() => { websocket.stop(); console.log("stop"); }, 5000);
}
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- Output
SubEventContract: errCode 0, retMsg , retType 0
{}
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