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。
313 lines (308 loc) • 15.6 kB
text/typescript
import WebSocket from 'ws';
import * as proto from 'futu-sdk/proto';
interface WsUrl {
host?: string;
/** 默认WebSocket端口是33333, 不要传API端口11111 */
port?: number;
/** WebSocket密钥，必传（即可ssl设为false也要传，否则不能建立连接） */
key: string;
}
type Message = {
protobuf: Uint8Array;
errorCode: number;
errorMessage: string;
};
type RequestFn = (cmd: number, buf: Uint8Array, callback: (message: Message) => void) => () => void;
declare class WebRequest {
private request;
private subscribe;
constructor(requestFn: Promise<RequestFn>);
/**
* @brief 初始化连接
* @param [in] stReq 请求包，具体字段请参考InitWebSocket.proto协议
*/
InitWebSocket: (c2s: proto.InitWebSocket.IRequest["c2s"], timeout?: number) => Promise<proto.InitWebSocket.IResponse["s2c"]>;
/**
* @brief 订阅，反订阅
* @param [in] stReq 请求包，具体字段请参考Qot_Sub.proto协议
*/
Sub: (c2s: proto.Qot_Sub.IRequest["c2s"]) => Generator<Promise<proto.Qot_Sub.IResponse["s2c"]>>;
/**
* @brief 获取交易帐号列表
* @param [in] stReq 请求包，具体字段请参考Trd_GetAccList.proto协议
*/
GetAccList: (c2s: proto.Trd_GetAccList.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_GetAccList.IResponse["s2c"]>;
/**
* @brief 解锁，针对OpenD解锁一次即可
* @param [in] stReq 请求包，具体字段请参考Trd_UnlockTrade.proto协议
*/
UnlockTrade: (c2s: proto.Trd_UnlockTrade.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_UnlockTrade.IResponse["s2c"]>;
/**
* @brief 订阅接收推送数据的交易账户
* @param [in] stReq 请求包，具体字段请参考Trd_SubAccPush.proto协议
*/
SubAccPush: (c2s: proto.Trd_SubAccPush.IRequest["c2s"]) => Generator<Promise<proto.Trd_SubAccPush.IResponse["s2c"]>>;
/**
* @brief 获取账户资金
* @param [in] stReq 请求包，具体字段请参考Trd_GetFunds.proto协议
*/
GetFunds: (c2s: proto.Trd_GetFunds.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_GetFunds.IResponse["s2c"]>;
/**
* @brief 获取账户持仓
* @param [in] stReq 请求包，具体字段请参考Trd_GetPositionList.proto协议
*/
GetPositionList: (c2s: proto.Trd_GetPositionList.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_GetPositionList.IResponse["s2c"]>;
/**
* @brief 获取最大交易数量
* @param [in] stReq 请求包，具体字段请参考Trd_GetMaxTrdQtys.proto协议
*/
GetMaxTrdQtys: (c2s: proto.Trd_GetMaxTrdQtys.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_GetMaxTrdQtys.IResponse["s2c"]>;
/**
* @brief 获取当日订单列表
* @param [in] stReq 请求包，具体字段请参考Trd_GetOrderList.proto协议
*/
GetOrderList: (c2s: proto.Trd_GetOrderList.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_GetOrderList.IResponse["s2c"]>;
/**
* @brief 下单
* @param [in] stReq 请求包，具体字段请参考Trd_PlaceOrder.proto协议，PacketID不需填写，发送时接口会填
*/
PlaceOrder: (c2s: proto.Trd_PlaceOrder.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_PlaceOrder.IResponse["s2c"]>;
/**
* @brief 修改订单
* @param [in] stReq 请求包，具体字段请参考Trd_ModifyOrder.proto协议，PacketID不需填写，发送时接口会填
*/
ModifyOrder: (c2s: proto.Trd_ModifyOrder.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_ModifyOrder.IResponse["s2c"]>;
/**
* @brief 获取当日成交列表
* @param [in] stReq 请求包，具体字段请参考Trd_GetOrderFillList.proto协议
*/
GetOrderFillList: (c2s: proto.Trd_GetOrderFillList.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_GetOrderFillList.IResponse["s2c"]>;
/**
* @brief 获取历史订单列表
* @param [in] stReq 请求包，具体字段请参考Trd_GetHistoryOrderList.proto协议
*/
GetHistoryOrderList: (c2s: proto.Trd_GetHistoryOrderList.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_GetHistoryOrderList.IResponse["s2c"]>;
/**
* @brief 获取历史成交列表
* @param [in] stReq 请求包，具体字段请参考Trd_GetHistoryOrderFillList.proto协议
*/
GetHistoryOrderFillList: (c2s: proto.Trd_GetHistoryOrderFillList.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_GetHistoryOrderFillList.IResponse["s2c"]>;
/**
* @brief 获取融资融券数据
* @param [in] stReq 请求包，具体字段请参考Trd_GetMarginRatio.proto协议
*/
GetMarginRatio: (c2s: proto.Trd_GetMarginRatio.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_GetMarginRatio.IResponse["s2c"]>;
/**
* @brief 获取订单收费明细数据
* @param [in] stReq 请求包，具体字段请参考Trd_GetOrderFee.proto协议
*/
GetOrderFee: (c2s: proto.Trd_GetOrderFee.IRequest["c2s"], timeout?: number) => Promise<proto.Trd_GetOrderFee.IResponse["s2c"]>;
/**
* @brief 请求全局状态
* @praram 具体字段请参考GetGlobalState.proto协议
*/
GetGlobalState: (c2s: proto.GetGlobalState.IRequest["c2s"], timeout?: number) => Promise<proto.GetGlobalState.IResponse["s2c"]>;
/**
* @brief 注册推送
* @param 具体字段请参考Qot_RegQotPush.proto协议
*/
RegQotPush: (c2s: proto.Qot_RegQotPush.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_RegQotPush.IResponse["s2c"]>;
/**
* @brief 获取订阅信息
* @praram 具体字段请参考Qot_GetSubInfo.proto协议
*/
GetSubInfo: (c2s: proto.GetUserInfo.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetSubInfo.IResponse["s2c"]>;
/**
* @brief 获取逐笔
* @praram 具体字段请参考Qot_GetTicker.proto协议
*/
GetTicker: (c2s: proto.Qot_GetTicker.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetTicker.IResponse["s2c"]>;
/**
* @brief 获取报价
* @praram 具体字段请参考Qot_GetBasicQot.proto协议
*/
GetBasicQot: (c2s: proto.Qot_GetBasicQot.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetBasicQot.IResponse["s2c"]>;
/**
* @brief 获取摆盘
* @praram 具体字段请参考Qot_GetOrderBook.proto协议
*/
GetOrderBook: (c2s: proto.Qot_GetOrderBook.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetOrderBook.IResponse["s2c"]>;
/**
* @brief 获取K线
* @praram 具体字段请参考Qot_GetKL.proto协议
*/
GetKL: (c2s: proto.Qot_GetKL.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetKL.IResponse["s2c"]>;
/**
* @brief 获取分时
* @praram 具体字段请参考Qot_GetRT.proto协议
*/
GetRT: (c2s: proto.Qot_GetRT.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetRT.IResponse["s2c"]>;
/**
* @brief 获取经纪队列
* @praram 具体字段请参考Qot_GetBroker.proto协议
*/
GetBroker: (c2s: proto.Qot_GetBroker.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetBroker.IResponse["s2c"]>;
/**
* @brief 在线请求历史复权信息，不读本地历史数据DB
* @praram 具体字段请参考Qot_RequestRehab.proto协议
*/
RequestRehab: (c2s: proto.Qot_RequestRehab.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_RequestRehab.IResponse["s2c"]>;
/**
* @brief 在线请求历史K线，不读本地历史数据DB
* @praram 具体字段请参考Qot_RequestHistoryKL.proto协议
*/
RequestHistoryKL: (c2s: proto.Qot_RequestHistoryKL.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_RequestHistoryKL.IResponse["s2c"]>;
/**
* @brief 获取历史K线已经用掉的额度
* @praram 具体字段请参考Qot_RequestHistoryKLQuota.proto协议
*/
RequestHistoryKLQuota: (c2s: proto.Qot_RequestHistoryKLQuota.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_RequestHistoryKLQuota.IResponse["s2c"]>;
/**
* @brief 获取静态信息
* @praram 具体字段请参考Qot_GetStaticInfo.proto协议
*/
GetStaticInfo: (c2s: proto.Qot_GetStaticInfo.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetStaticInfo.IResponse["s2c"]>;
/**
* @brief 获取股票快照
* @praram 具体字段请参考Qot_GetSecuritySnapshot.proto协议
*/
GetSecuritySnapshot: (c2s: proto.Qot_GetSecuritySnapshot.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetSecuritySnapshot.IResponse["s2c"]>;
/**
* @brief 获取板块集合下的板块
* @praram 具体字段请参考Qot_GetPlateSet.proto协议
*/
GetPlateSet: (c2s: proto.Qot_GetPlateSet.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetPlateSet.IResponse["s2c"]>;
/**
* @brief 获取板块下的股票
* @praram 具体字段请参考Qot_GetPlateSecurity.proto协议
*/
GetPlateSecurity: (c2s: proto.Qot_GetPlateSecurity.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetPlateSecurity.IResponse["s2c"]>;
/**
* @brief 获取相关股票
* @praram 具体字段请参考Qot_GetReference.proto协议
*/
GetReference: (c2s: proto.Qot_GetReference.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetReference.IResponse["s2c"]>;
/**
* @brief 获取股票所属的板块
* @praram 具体字段请参考Qot_GetOwnerPlate.proto协议
*/
GetOwnerPlate: (c2s: proto.Qot_GetOwnerPlate.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetOwnerPlate.IResponse["s2c"]>;
/**
* @brief 获取大股东持股变化列表
* @praram 具体字段请参考Qot_GetHoldingChangeList.proto协议
*/
GetHoldingChangeList: (c2s: proto.Qot_GetHoldingChangeList.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetHoldingChangeList.IResponse["s2c"]>;
/**
* @brief 筛选期权
* @praram 具体字段请参考Qot_GetOptionChain.proto协议
*/
GetOptionChain: (c2s: proto.Qot_GetOptionChain.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetOptionChain.IResponse["s2c"]>;
/**
* @brief 筛选窝轮
* @praram 具体字段请参考Qot_GetWarrant.proto协议
*/
GetWarrant: (c2s: proto.Qot_GetWarrant.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetWarrant.IResponse["s2c"]>;
/**
* @brief 获取资金流向
* @praram 具体字段请参考Qot_GetCapitalFlow.proto协议
*/
GetCapitalFlow: (c2s: proto.Qot_GetCapitalFlow.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetCapitalFlow.IResponse["s2c"]>;
/**
* @brief 获取资金分布
* @praram 具体字段请参考Qot_GetCapitalDistribution.proto协议
*/
GetCapitalDistribution: (c2s: proto.Qot_GetCapitalDistribution.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetCapitalDistribution.IResponse["s2c"]>;
/**
* @brief 获取自选股分组下的股票
* @praram 具体字段请参考Qot_GetUserSecurity.proto协议
*/
GetUserSecurity: (c2s: proto.Qot_GetUserSecurity.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetUserSecurity.IResponse["s2c"]>;
/**
* @brief 修改自选股分组下的股票
* @praram 具体字段请参考Qot_ModifyUserSecurity.proto协议
*/
ModifyUserSecurity: (c2s: proto.Qot_ModifyUserSecurity.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_ModifyUserSecurity.IResponse["s2c"]>;
/**
* @brief 条件选股
* @praram 具体字段请参考Qot_StockFilter.proto协议
*/
StockFilter: (c2s: proto.Qot_StockFilter.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_StockFilter.IResponse["s2c"]>;
/**
* @brief 获取股票代码变化信息
* @praram 具体字段请参考Qot_GetCodeChange.proto协议
*/
GetCodeChange: (c2s: proto.Qot_GetCodeChange.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetCodeChange.IResponse["s2c"]>;
/**
* @brief 新股IPO
* @praram 具体字段请参考Qot_GetIpoList.proto协议
*/
GetIpoList: (c2s: proto.Qot_GetIpoList.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetIpoList.IResponse["s2c"]>;
/**
* @brief 期货合约资料
* @praram 具体字段请参考Qot_GetFutureInfo.proto协议
*/
GetFutureInfo: (c2s: proto.Qot_GetFutureInfo.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetFutureInfo.IResponse["s2c"]>;
/**
* @brief 获取市场交易日
* @praram 具体字段请参考QotRequestTradeDate.proto协议
*/
RequestTradeDate: (c2s: proto.Qot_RequestTradeDate.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_RequestTradeDate.IResponse["s2c"]>;
/**
* @brief 设置到价提醒
* @praram 具体字段请参考QotSetPriceReminder.proto协议
*/
SetPriceReminder: (c2s: proto.Qot_SetPriceReminder.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_SetPriceReminder.IResponse["s2c"]>;
/**
* @brief 获取到价提醒
* @praram 具体字段请参考QotGetPriceReminder.proto协议
*/
GetPriceReminder: (c2s: proto.Qot_GetPriceReminder.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetPriceReminder.IResponse["s2c"]>;
/**
* @brief 获取自选股分组列表
* @praram 具体字段请参考QotGetUserSecurityGroup.proto协议
*/
GetUserSecurityGroup: (c2s: proto.Qot_GetUserSecurityGroup.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetUserSecurityGroup.IResponse["s2c"]>;
/**
* @brief 获取股票对应市场状态
* @praram 具体字段请参考QotGetMarketState.proto协议
*/
GetMarketState: (c2s: proto.Qot_GetMarketState.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetMarketState.IResponse["s2c"]>;
/**
* @brief 获取期权链到期日
* @praram 具体字段请参考QotGetOptionExpirationDate.proto协议
*/
GetOptionExpirationDate: (c2s: proto.Qot_GetOptionExpirationDate.IRequest["c2s"], timeout?: number) => Promise<proto.Qot_GetOptionExpirationDate.IResponse["s2c"]>;
}
interface IWebRequest extends Omit<WebRequest, 'InitWebSocket'> {
}
/**
* getFutuApi 内部实例化 WebSocket 连接，并基于 WebSocket 封装了的查询对象 WebRequest, 你可以使用 `webRequest` 查询各种接口，
* 也可以使用 `webSocket` 来关闭连接(`webSocket.close()`)和实现事件监听(如 onclose/onopen/onmessage等)
*
* Example:
*
* ```ts
* import { getFutuApi } from 'futu-sdk';
* // import { Trd_Common } from 'futu-sdk/proto';
*
* const { webRequest, webSocket } = getFutuApi('ws://127.0.0.1:33333', '9d261112869397f0');
* try {
* const { accList } = (await webRequest.GetAccList({ userID: 0, needGeneralSecAccount: true })) || {};
* console.log({ accList });
* } finally {
* webSocket.close();
* }
* ```
* @param wsUrl 连接本地 WebSocket 的地址，如 `ws://127.0.0.1:33333`
* @param key WebSocket 密钥，每次启动 OpenD 可能都不一样
* @returns `{ webRequest: WebRequest, webSocket: WebSocket }`
*/
declare const getFutuApi: (wsUrl: string, key: string) => {
webSocket: WebSocket;
webRequest: IWebRequest;
};
/**
* @deprecated 已废弃，请使用 `const { webRequest } = getFutuApi(`ws://${host}:${port}`, key);`
*/
declare const getWebRequest: ({ host, port, key }: WsUrl) => IWebRequest;
export { type IWebRequest, getFutuApi, getWebRequest };