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futu-sdk

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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。

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import { WebSocket as WebSocket$1 } from 'ws'; import * as proto from 'futu-proto'; type Message = { protobuf: Uint8Array; errorCode: number; errorMessage: string; }; type ReqFn = (cmd: number, buf: Uint8Array, callback: (message: Message) => void) => () => void; type SubFn = (cmd: number, callback: (message: Message) => void) => () => void; declare class WebRequest { private reqFn; private subFn; constructor(reqFn: Promise<ReqFn>, subFn: SubFn); /** 初始化连接 */ InitWebSocket: (c2s: proto.InitWebSocket.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.InitWebSocket.IResponse["s2c"]>>; /** 请求全局状态 */ GetGlobalState: (c2s: proto.GetGlobalState.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.GetGlobalState.IResponse["s2c"]>>; /** 心跳 */ KeepAlive: (c2s: proto.KeepAlive.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.KeepAlive.IResponse["s2c"]>>; /** 获取用户信息 */ GetUserInfo: (c2s: proto.GetUserInfo.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.GetUserInfo.IResponse["s2c"]>>; /** 获取延迟统计 */ GetDelayStatistics: (c2s: proto.GetDelayStatistics.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.GetDelayStatistics.IResponse["s2c"]>>; /** 订阅或者反订阅 */ Sub: (c2s: proto.Qot_Sub.IRequest["c2s"]) => Promise<NonNullable<proto.Qot_Sub.IResponse["s2c"]>>; /** 注册推送 */ RegQotPush: (c2s: proto.Qot_RegQotPush.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_RegQotPush.IResponse["s2c"]>>; /** 获取订阅信息 */ GetSubInfo: (c2s: proto.Qot_GetSubInfo.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetSubInfo.IResponse["s2c"]>>; /** 获取基本行情 */ GetBasicQot: (c2s: proto.Qot_GetBasicQot.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetBasicQot.IResponse["s2c"]>>; /** 获取K线 */ GetKL: (c2s: proto.Qot_GetKL.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetKL.IResponse["s2c"]>>; /** 获取分时 */ GetRT: (c2s: proto.Qot_GetRT.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetRT.IResponse["s2c"]>>; /** 获取逐笔 */ GetTicker: (c2s: proto.Qot_GetTicker.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetTicker.IResponse["s2c"]>>; /** 获取摆盘 */ GetOrderBook: (c2s: proto.Qot_GetOrderBook.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetOrderBook.IResponse["s2c"]>>; /** 获取经纪队列 */ GetBroker: (c2s: proto.Qot_GetBroker.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetBroker.IResponse["s2c"]>>; /** 获取历史K线 */ GetHistoryKL: (c2s: proto.Qot_GetHistoryKL.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetHistoryKL.IResponse["s2c"]>>; /** 获取多只股票历史单点K线 */ GetHistoryKLPoints: (c2s: proto.Qot_GetHistoryKLPoints.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetHistoryKLPoints.IResponse["s2c"]>>; /** 获取复权信息 */ GetRehab: (c2s: proto.Qot_GetRehab.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetRehab.IResponse["s2c"]>>; /** 在线拉取历史K线,不读本地历史数据DB */ RequestHistoryKL: (c2s: proto.Qot_RequestHistoryKL.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_RequestHistoryKL.IResponse["s2c"]>>; /** 拉取历史K线已经用掉的额度 */ RequestHistoryKLQuota: (c2s: proto.Qot_RequestHistoryKLQuota.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_RequestHistoryKLQuota.IResponse["s2c"]>>; /** 在线拉取复权信息,不读本地历史数据DB */ RequestRehab: (c2s: proto.Qot_RequestRehab.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_RequestRehab.IResponse["s2c"]>>; /** 获取股票停牌信息 */ GetSuspend: (c2s: proto.Qot_GetSuspend.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetSuspend.IResponse["s2c"]>>; /** 获取静态信息 */ GetStaticInfo: (c2s: proto.Qot_GetStaticInfo.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetStaticInfo.IResponse["s2c"]>>; /** 获取股票快照 */ GetSecuritySnapshot: (c2s: proto.Qot_GetSecuritySnapshot.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetSecuritySnapshot.IResponse["s2c"]>>; /** 获取板块集合下的板块 */ GetPlateSet: (c2s: proto.Qot_GetPlateSet.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetPlateSet.IResponse["s2c"]>>; /** 获取板块下的股票 */ GetPlateSecurity: (c2s: proto.Qot_GetPlateSecurity.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetPlateSecurity.IResponse["s2c"]>>; /** 获取相关股票 */ GetReference: (c2s: proto.Qot_GetReference.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetReference.IResponse["s2c"]>>; /** 获取股票所属的板块 */ GetOwnerPlate: (c2s: proto.Qot_GetOwnerPlate.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetOwnerPlate.IResponse["s2c"]>>; /** 获取大股东持股变化列表 */ GetHoldingChangeList: (c2s: proto.Qot_GetHoldingChangeList.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetHoldingChangeList.IResponse["s2c"]>>; /** 筛选期权 */ GetOptionChain: (c2s: proto.Qot_GetOptionChain.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetOptionChain.IResponse["s2c"]>>; /** 筛选窝轮 */ GetWarrant: (c2s: proto.Qot_GetWarrant.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetWarrant.IResponse["s2c"]>>; /** 获取资金流向 */ GetCapitalFlow: (c2s: proto.Qot_GetCapitalFlow.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetCapitalFlow.IResponse["s2c"]>>; /** 获取资金分布 */ GetCapitalDistribution: (c2s: proto.Qot_GetCapitalDistribution.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetCapitalDistribution.IResponse["s2c"]>>; /** 获取自选股分组下的股票 */ GetUserSecurity: (c2s: proto.Qot_GetUserSecurity.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetUserSecurity.IResponse["s2c"]>>; /** 修改自选股分组下的股票 */ ModifyUserSecurity: (c2s: proto.Qot_ModifyUserSecurity.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_ModifyUserSecurity.IResponse["s2c"]>>; /** 条件选股 */ StockFilter: (c2s: proto.Qot_StockFilter.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_StockFilter.IResponse["s2c"]>>; /** 获取股票代码变化信息 */ GetCodeChange: (c2s: proto.Qot_GetCodeChange.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetCodeChange.IResponse["s2c"]>>; /** 新股IPO */ GetIpoList: (c2s: proto.Qot_GetIpoList.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetIpoList.IResponse["s2c"]>>; /** 期货合约资料 */ GetFutureInfo: (c2s: proto.Qot_GetFutureInfo.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetFutureInfo.IResponse["s2c"]>>; /** 获取市场交易日 */ RequestTradeDate: (c2s: proto.Qot_RequestTradeDate.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_RequestTradeDate.IResponse["s2c"]>>; /** 设置到价提醒 */ SetPriceReminder: (c2s: proto.Qot_SetPriceReminder.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_SetPriceReminder.IResponse["s2c"]>>; /** 获取到价提醒 */ GetPriceReminder: (c2s: proto.Qot_GetPriceReminder.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetPriceReminder.IResponse["s2c"]>>; /** 获取自选股分组列表 */ GetUserSecurityGroup: (c2s: proto.Qot_GetUserSecurityGroup.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetUserSecurityGroup.IResponse["s2c"]>>; /** 获取股票对应市场状态 */ GetMarketState: (c2s: proto.Qot_GetMarketState.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetMarketState.IResponse["s2c"]>>; /** 获取期权链到期日 */ GetOptionExpirationDate: (c2s: proto.Qot_GetOptionExpirationDate.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Qot_GetOptionExpirationDate.IResponse["s2c"]>>; /** 获取交易帐号列表 */ GetAccList: (c2s: proto.Trd_GetAccList.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_GetAccList.IResponse["s2c"]>>; /** 解锁,针对OpenD解锁一次即可 */ UnlockTrade: (c2s: proto.Trd_UnlockTrade.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_UnlockTrade.IResponse["s2c"]>>; /** 订阅接收推送数据的交易账户 */ SubAccPush: (c2s: proto.Trd_SubAccPush.IRequest["c2s"]) => Promise<NonNullable<proto.Trd_SubAccPush.IResponse["s2c"]>>; /** 获取账户资金 */ GetFunds: (c2s: proto.Trd_GetFunds.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_GetFunds.IResponse["s2c"]>>; /** 获取账户持仓 */ GetPositionList: (c2s: proto.Trd_GetPositionList.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_GetPositionList.IResponse["s2c"]>>; /** 获取最大交易数量 */ GetMaxTrdQtys: (c2s: proto.Trd_GetMaxTrdQtys.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_GetMaxTrdQtys.IResponse["s2c"]>>; /** 获取当日订单列表 */ GetOrderList: (c2s: proto.Trd_GetOrderList.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_GetOrderList.IResponse["s2c"]>>; /** 下单 */ PlaceOrder: (c2s: proto.Trd_PlaceOrder.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_PlaceOrder.IResponse["s2c"]>>; /** 修改订单 */ ModifyOrder: (c2s: proto.Trd_ModifyOrder.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_ModifyOrder.IResponse["s2c"]>>; /** 获取当日成交列表 */ GetOrderFillList: (c2s: proto.Trd_GetOrderFillList.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_GetOrderFillList.IResponse["s2c"]>>; /** 获取历史订单列表 */ GetHistoryOrderList: (c2s: proto.Trd_GetHistoryOrderList.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_GetHistoryOrderList.IResponse["s2c"]>>; /** 获取历史成交列表 */ GetHistoryOrderFillList: (c2s: proto.Trd_GetHistoryOrderFillList.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_GetHistoryOrderFillList.IResponse["s2c"]>>; /** 获取融资融券数据 */ GetMarginRatio: (c2s: proto.Trd_GetMarginRatio.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_GetMarginRatio.IResponse["s2c"]>>; /** 获取订单收费明细数据 */ GetOrderFee: (c2s: proto.Trd_GetOrderFee.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_GetOrderFee.IResponse["s2c"]>>; /** 获取资金流水 */ FlowSummary: (c2s: proto.Trd_FlowSummary.IRequest["c2s"], timeout?: number) => Promise<NonNullable<proto.Trd_FlowSummary.IResponse["s2c"]>>; /** 推送通知 */ Notify: (callback: (res: NonNullable<proto.Notify.IResponse["s2c"]>) => void) => () => void; /** 推送基本行情 */ UpdateBasicQot: (callback: (res: NonNullable<proto.Qot_UpdateBasicQot.IResponse["s2c"]>) => void) => () => void; /** 推送K线 */ UpdateKL: (callback: (res: NonNullable<proto.Qot_UpdateKL.IResponse["s2c"]>) => void) => () => void; /** 获取分时 */ UpdateRT: (callback: (res: NonNullable<proto.Qot_UpdateRT.IResponse["s2c"]>) => void) => () => void; /** 推送逐笔 */ UpdateTicker: (callback: (res: NonNullable<proto.Qot_UpdateTicker.IResponse["s2c"]>) => void) => () => void; /** 推送买卖盘 */ UpdateOrderBook: (callback: (res: NonNullable<proto.Qot_UpdateOrderBook.IResponse["s2c"]>) => void) => () => void; /** 推送经纪队列 */ UpdateBroker: (callback: (res: NonNullable<proto.Qot_UpdateBroker.IResponse["s2c"]>) => void) => () => void; /** 推送到价提醒 */ UpdatePriceReminder: (callback: (res: NonNullable<proto.Qot_UpdatePriceReminder.IResponse["s2c"]>) => void) => () => void; /** 订单状态变动通知(推送) */ UpdateOrder: (callback: (res: NonNullable<proto.Trd_UpdateOrder.IResponse["s2c"]>) => void) => () => void; /** 成交通知(推送) */ UpdateOrderFill: (callback: (res: NonNullable<proto.Trd_UpdateOrderFill.IResponse["s2c"]>) => void) => () => void; } 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-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_GUI 不设置都会随机生成,CLI 暂不清楚如何获取这个密钥 * @returns `{ webRequest: WebRequest, webSocket: WebSocket }` */ declare const getFutuApi: (wsUrl: string, key: string) => { webSocket: WebSocket$1 | WebSocket; webRequest: IWebRequest; }; export { type IWebRequest, getFutuApi };