futu-sdk
Version:
futu-api 的高性能精简易用版；基于*.proto静态编译，提供高性能的多层封装但层层开放的易用接口，获取最原始最完整的量化数据；相较于Python, nodejs更接近Web, 从而轻而易举搭建一个可视化交易站点，这是进行可控量化交易的不二选择。
2 lines (1 loc) • 13.2 kB
JavaScript
;var L=Object.create;var Q=Object.defineProperty;var O=Object.getOwnPropertyDescriptor;var g=Object.getOwnPropertyNames;var k=Object.getPrototypeOf,F=Object.prototype.hasOwnProperty;var w=(n,e)=>{for(var t in e)Q(n,t,{get:e[t],enumerable:!0})},q=(n,e,t,i)=>{if(e&&typeof e=="object"||typeof e=="function")for(let s of g(e))!F.call(n,s)&&s!==t&&Q(n,s,{get:()=>e[s],enumerable:!(i=O(e,s))||i.enumerable});return n};var R=(n,e,t)=>(t=n!=null?L(k(n)):{},q(e||!n||!n.__esModule?Q(t,"default",{value:n,enumerable:!0}):t,n)),U=n=>q(Q({},"__esModule",{value:!0}),n);var H={};w(H,{getFutuApi:()=>T,getWebRequest:()=>B});module.exports=U(H);var h=R(require("crypto"),1),_=R(require("ws"),1);function*I(n){let e={},t=[],i=n(s=>{t[0]&&!(t[0]instanceof Promise)?t.shift().resolve(s):t.push(Promise.resolve(s))},s=>{e.reason=s,e.rejected=!0;for(let c of t)c instanceof Promise||c.reject(s)});try{for(;;)yield i.then(()=>{if(t[0]instanceof Promise)return t.shift();if(e.rejected)throw e.reason;return new Promise((s,c)=>{t.push({resolve:s,reject:c})})})}finally{i.then(s=>s())}}var M="ft-v1.0",C=1,l=(n,e)=>{let t=C++,i=Buffer.alloc(20+e.byteLength),s=i.write(M,0,"utf8");for(;s<8;)s=i.writeUint8(0,s);return s=i.writeUint32BE(n,s),s=i.writeBigUint64BE(BigInt(t),s),i.set(e,s),{message:i.buffer,session:t}},y=n=>{let e=Buffer.from(n),t=Number(e.readBigUint64BE(12)),i=e.readInt32BE(20),s=e.toString("utf8",24,44).replace(/\0/g,""),c=new Uint8Array(e.subarray(44));return new Uint8Array(e.subarray(44)),{session:t,message:{errorCode:i,errorMessage:s,protobuf:c}}};var o=R(require("futu-sdk/proto"),1),r={InitWebSocket:{cmd:1,name:o.InitWebSocket,description:"\u521D\u59CB\u5316\u8FDE\u63A5"},GetGlobalState:{cmd:1002,name:o.GetGlobalState,description:"\u83B7\u53D6\u5168\u5C40\u72B6\u6001"},KeepAlive:{cmd:1004,name:o.KeepAlive,description:"\u5FC3\u8DF3"},GetUserInfo:{cmd:1005,name:o.GetUserInfo,description:"\u83B7\u53D6\u7528\u6237\u4FE1\u606F"},GetDelayStatistics:{cmd:1007,name:o.GetDelayStatistics,description:"\u83B7\u53D6\u5EF6\u8FDF\u7EDF\u8BA1"},QotSub:{cmd:3001,name:o.Qot_Sub,description:"\u8BA2\u9605\u6216\u8005\u53CD\u8BA2\u9605"},QotRegQotPush:{cmd:3002,name:o.Qot_RegQotPush,description:"\u6CE8\u518C\u63A8\u9001"},QotGetSubInfo:{cmd:3003,name:o.Qot_GetSubInfo,description:"\u83B7\u53D6\u8BA2\u9605\u4FE1\u606F"},QotGetBasicQot:{cmd:3004,name:o.Qot_GetBasicQot,description:"\u83B7\u53D6\u57FA\u672C\u884C\u60C5"},QotGetKL:{cmd:3006,name:o.Qot_GetKL,description:"\u83B7\u53D6K\u7EBF"},QotGetRT:{cmd:3008,name:o.Qot_GetRT,description:"\u83B7\u53D6\u5206\u65F6"},QotGetTicker:{cmd:3010,name:o.Qot_GetTicker,description:"\u83B7\u53D6\u9010\u7B14"},QotGetOrderBook:{cmd:3012,name:o.Qot_GetOrderBook,description:"\u83B7\u53D6\u4E70\u5356\u76D8"},QotGetBroker:{cmd:3014,name:o.Qot_GetBroker,description:"\u83B7\u53D6\u7ECF\u7EAA\u961F\u5217"},QotGetHistoryKL:{cmd:3100,name:o.Qot_GetHistoryKL,description:"\u83B7\u53D6\u5386\u53F2K\u7EBF"},QotGetHistoryKLPoints:{cmd:3101,name:o.Qot_GetHistoryKLPoints,description:"\u83B7\u53D6\u591A\u53EA\u80A1\u7968\u5386\u53F2\u5355\u70B9K\u7EBF"},QotGetRehab:{cmd:3102,name:o.Qot_GetRehab,description:"\u83B7\u53D6\u590D\u6743\u4FE1\u606F"},QotRequestHistoryKL:{cmd:3103,name:o.Qot_RequestHistoryKL,description:"\u62C9\u53D6\u5386\u53F2K\u7EBF\uFF0C\u4E0D\u8BFB\u672C\u5730\u5386\u53F2\u6570\u636EDB"},QotRequestHistoryKLQuota:{cmd:3104,name:o.Qot_RequestHistoryKLQuota,description:"\u62C9\u53D6\u5386\u53F2K\u7EBF\u5DF2\u7ECF\u7528\u6389\u7684\u989D\u5EA6"},QotRequestRehab:{cmd:3105,name:o.Qot_RequestRehab,description:"\u62C9\u53D6\u590D\u6743\u4FE1\u606F\uFF0C\u4E0D\u8BFB\u672C\u5730\u5386\u53F2\u6570\u636EDB"},QotGetSuspend:{cmd:3201,name:o.Qot_GetSuspend,description:"\u83B7\u53D6\u80A1\u7968\u505C\u724C\u4FE1\u606F"},QotGetStaticInfo:{cmd:3202,name:o.Qot_GetStaticInfo,description:"\u83B7\u53D6\u80A1\u7968\u9759\u6001\u4FE1\u606F"},QotGetSecuritySnapshot:{cmd:3203,name:o.Qot_GetSecuritySnapshot,description:"\u83B7\u53D6\u80A1\u7968\u5FEB\u7167"},QotGetPlateSet:{cmd:3204,name:o.Qot_GetPlateSet,description:"\u83B7\u53D6\u677F\u5757\u96C6\u5408\u4E0B\u7684\u677F\u5757"},QotGetPlateSecurity:{cmd:3205,name:o.Qot_GetPlateSecurity,description:"\u83B7\u53D6\u677F\u5757\u4E0B\u7684\u80A1\u7968"},QotGetReference:{cmd:3206,name:o.Qot_GetReference,description:"\u83B7\u53D6\u6B63\u80A1\u76F8\u5173\u80A1\u7968\uFF0C\u6682\u65F6\u53EA\u6709\u7A9D\u8F6E"},QotGetOwnerPlate:{cmd:3207,name:o.Qot_GetOwnerPlate,description:"\u83B7\u53D6\u80A1\u7968\u6240\u5C5E\u677F\u5757"},QotGetHoldingChangeList:{cmd:3208,name:o.Qot_GetHoldingChangeList,description:"\u83B7\u53D6\u5927\u80A1\u4E1C\u6301\u80A1\u53D8\u5316\u5217\u8868"},QotGetOptionChain:{cmd:3209,name:o.Qot_GetOptionChain,description:"\u83B7\u53D6\u671F\u6743\u94FE"},QotGetWarrant:{cmd:3210,name:o.Qot_GetWarrant,description:"\u83B7\u53D6\u6DA1\u8F6E"},QotGetCapitalFlow:{cmd:3211,name:o.Qot_GetCapitalFlow,description:"\u83B7\u53D6\u8D44\u91D1\u6D41\u5411"},QotGetCapitalDistribution:{cmd:3212,name:o.Qot_GetCapitalDistribution,description:"\u83B7\u53D6\u8D44\u91D1\u5206\u5E03"},QotGetUserSecurity:{cmd:3213,name:o.Qot_GetUserSecurity,description:"\u83B7\u53D6\u81EA\u9009\u80A1\u5206\u7EC4\u4E0B\u7684\u80A1\u7968"},QotModifyUserSecurity:{cmd:3214,name:o.Qot_ModifyUserSecurity,description:"\u4FEE\u6539\u81EA\u9009\u80A1\u5206\u7EC4\u4E0B\u7684\u80A1\u7968"},QotStockFilter:{cmd:3215,name:o.Qot_StockFilter,description:"\u6761\u4EF6\u9009\u80A1"},QotGetCodeChange:{cmd:3216,name:o.Qot_GetCodeChange,description:"\u83B7\u53D6\u80A1\u7968\u4EE3\u7801\u53D8\u5316\u4FE1\u606F"},QotGetIpoList:{cmd:3217,name:o.Qot_GetIpoList,description:"\u83B7\u53D6\u65B0\u80A1IPO"},QotGetFutureInfo:{cmd:3218,name:o.Qot_GetFutureInfo,description:"\u83B7\u53D6\u671F\u8D27\u5408\u7EA6\u8D44\u6599"},QotRequestTradeDate:{cmd:3219,name:o.Qot_RequestTradeDate,description:"\u83B7\u53D6\u5E02\u573A\u4EA4\u6613\u65E5"},QotSetPriceReminder:{cmd:3220,name:o.Qot_SetPriceReminder,description:"\u8BBE\u7F6E\u5230\u4EF7\u63D0\u9192"},QotGetPriceReminder:{cmd:3221,name:o.Qot_GetPriceReminder,description:"\u83B7\u53D6\u5230\u4EF7\u63D0\u9192"},QotGetUserSecurityGroup:{cmd:3222,name:o.Qot_GetUserSecurityGroup,description:"\u83B7\u53D6\u81EA\u9009\u80A1\u5206\u7EC4\u5217\u8868"},QotGetMarketState:{cmd:3223,name:o.Qot_GetMarketState,description:"\u83B7\u53D6\u80A1\u7968\u5BF9\u5E94\u5E02\u573A\u72B6\u6001"},QotGetOptionExpirationDate:{cmd:3224,name:o.Qot_GetOptionExpirationDate,description:"\u83B7\u53D6\u671F\u6743\u94FE\u5230\u671F\u65E5"},TrdGetAccList:{cmd:2001,name:o.Trd_GetAc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P=({protobuf:n,errorCode:e,errorMessage:t},i)=>{if(e)throw new Error(`errorCode: ${e}, errorMessage: ${t}`);let{s2c:s,retMsg:c,retType:p}=i(n);if(p)throw new Error(`retType: ${p}, retMsg: ${c}`);return s},m=class{request;subscribe;constructor(e){this.request=({name:t,cmd:i,description:s},c,p=5e3)=>new Promise(async(a,u)=>{let d=t.Request.encode(t.Request.create(c)).finish(),G=(await e)(i,d,f=>{try{a(P(f,t.Response.decode))}catch({message:b}){u(new Error(`${s}, ${b}`))}finally{clearTimeout(S),G()}}),S=setTimeout(()=>{u(new Error(`${s} timeout`)),G()},p)}),this.subscribe=({name:t,cmd:i,description:s},c)=>I(async(p,a)=>{let u=t.Request.encode(t.Request.create(c)).finish();return(await e)(i,u,d=>{try{p(P(d,t.Response.decode))}catch({message:G}){a(new Error(`${s}, ${G}`))}})})}InitWebSocket=(e,t=5e3)=>this.request(r.InitWebSocket,{c2s:e},t);Sub=e=>this.subscribe(r.QotSub,{c2s:e});GetAccList=(e,t=5e3)=>this.request(r.TrdGetAccList,{c2s:e},t);UnlockTrade=(e,t=5e3)=>this.request(r.TrdUnlockTrade,{c2s:e},t);SubAccPush=e=>this.subscribe(r.TrdSubAccPush,{c2s:e});GetFunds=(e,t=5e3)=>this.request(r.TrdGetFunds,{c2s:e},t);GetPositionList=(e,t=5e3)=>this.request(r.TrdGetPositionList,{c2s:e},t);GetMaxTrdQtys=(e,t=5e3)=>this.request(r.TrdGetMaxTrdQtys,{c2s:e},t);GetOrderList=(e,t=5e3)=>this.request(r.TrdGetOrderList,{c2s:e},t);PlaceOrder=(e,t=5e3)=>this.request(r.TrdPlaceOrder,{c2s:e},t);ModifyOrder=(e,t=5e3)=>this.request(r.TrdModifyOrder,{c2s:e},t);GetOrderFillList=(e,t=5e3)=>this.request(r.TrdGetOrderFillList,{c2s:e},t);GetHistoryOrderList=(e,t=5e3)=>this.request(r.TrdGetHistoryOrderList,{c2s:e},t);GetHistoryOrderFillList=(e,t=5e3)=>this.request(r.TrdGetHistoryOrderFillList,{c2s:e},t);GetMarginRatio=(e,t=5e3)=>this.request(r.TrdGetMarginRatio,{c2s:e},t);GetOrderFee=(e,t=5e3)=>this.request(r.TrdGetOrderFee,{c2s:e},t);GetGlobalState=(e,t=5e3)=>this.request(r.GetGlobalState,{c2s:e},t);RegQotPush=(e,t=5e3)=>this.request(r.QotRegQotPush,{c2s:e},t);GetSubInfo=(e,t=5e3)=>this.request(r.QotGetSubInfo,{c2s:e},t);GetTicker=(e,t=5e3)=>this.request(r.QotGetTicker,{c2s:e},t);GetBasicQot=(e,t=5e3)=>this.request(r.QotGetBasicQot,{c2s:e},t);GetOrderBook=(e,t=5e3)=>this.request(r.QotGetOrderBook,{c2s:e},t);GetKL=(e,t=5e3)=>this.request(r.QotGetKL,{c2s:e},t);GetRT=(e,t=5e3)=>this.request(r.QotGetRT,{c2s:e},t);GetBroker=(e,t=5e3)=>this.request(r.QotGetBroker,{c2s:e},t);RequestRehab=(e,t=5e3)=>this.request(r.QotRequestRehab,{c2s:e},t);RequestHistoryKL=(e,t=5e3)=>this.request(r.QotRequestHistoryKL,{c2s:e},t);RequestHistoryKLQuota=(e,t=5e3)=>this.request(r.QotRequestHistoryKLQuota,{c2s:e},t);GetStaticInfo=(e,t=5e3)=>this.request(r.QotGetStaticInfo,{c2s:e},t);GetSecuritySnapshot=(e,t=5e3)=>this.request(r.QotGetSecuritySnapshot,{c2s:e},t);GetPlateSet=(e,t=5e3)=>this.request(r.QotGetPlateSet,{c2s:e},t);GetPlateSecurity=(e,t=5e3)=>this.request(r.QotGetPlateSecurity,{c2s:e},t);GetReference=(e,t=5e3)=>this.request(r.QotGetReference,{c2s:e},t);GetOwnerPlate=(e,t=5e3)=>this.request(r.QotGetOwnerPlate,{c2s:e},t);GetHoldingChangeList=(e,t=5e3)=>this.request(r.QotGetHoldingChangeList,{c2s:e},t);GetOptionChain=(e,t=5e3)=>this.request(r.QotGetOptionChain,{c2s:e},t);GetWarrant=(e,t=5e3)=>this.request(r.QotGetWarrant,{c2s:e},t);GetCapitalFlow=(e,t=5e3)=>this.request(r.QotGetCapitalFlow,{c2s:e},t);GetCapitalDistribution=(e,t=5e3)=>this.request(r.QotGetCapitalDistribution,{c2s:e},t);GetUserSecurity=(e,t=5e3)=>this.request(r.QotGetUserSecurity,{c2s:e},t);ModifyUserSecurity=(e,t=5e3)=>this.request(r.QotModifyUserSecurity,{c2s:e},t);StockFilter=(e,t=5e3)=>this.request(r.QotStockFilter,{c2s:e},t);GetCodeChange=(e,t=5e3)=>this.request(r.QotGetCodeChange,{c2s:e},t);GetIpoList=(e,t=5e3)=>this.request(r.QotGetIpoList,{c2s:e},t);GetFutureInfo=(e,t=5e3)=>this.request(r.QotGetFutureInfo,{c2s:e},t);RequestTradeDate=(e,t=5e3)=>this.request(r.QotRequestTradeDate,{c2s:e},t);SetPriceReminder=(e,t=5e3)=>this.request(r.QotSetPriceReminder,{c2s:e},t);GetPriceReminder=(e,t=5e3)=>this.request(r.QotGetPriceReminder,{c2s:e},t);GetUserSecurityGroup=(e,t=5e3)=>this.request(r.QotGetUserSecurityGroup,{c2s:e},t);GetMarketState=(e,t=5e3)=>this.request(r.QotGetMarketState,{c2s:e},t);GetOptionExpirationDate=(e,t=5e3)=>this.request(r.QotGetOptionExpirationDate,{c2s:e},t)};var T=(n,e)=>{let t=new Map,i=new _.default(n);i.binaryType="arraybuffer";let s=(p,a,u)=>{let{session:d,message:G}=l(p,a);if(i.readyState!==_.default.OPEN)throw new Error("WebSocket closed");return i.send(G),t.set(d,u),()=>{t.delete(d)}},c=new Promise((p,a)=>{i.addEventListener("open",()=>{new m(Promise.resolve(s)).InitWebSocket({websocketKey:e?h.default.createHash("md5").update(e).digest("hex"):"",programmingLanguage:"JavaScript"}).then(()=>p(s)).catch(a)}),i.addEventListener("message",u=>{let{session:d,message:G}=y(u.data);t.get(d)?.(G)}),i.addEventListener("close",u=>{i.removeAllListeners("message"),i.removeAllListeners("close"),i.removeAllListeners("open"),a(u)})});return{webSocket:i,webRequest:new m(c)}},B=({host:n="127.0.0.1",port:e=33333,key:t})=>{let{webRequest:i}=T(`ws://${n}:${e}`,t);return i};0&&(module.exports={getFutuApi,getWebRequest});