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。
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text/typescript
import * as proto from 'futu-proto';
export default {
// 全局协议
InitWebSocket: { cmd: 1, name: proto.InitWebSocket, description: '初始化连接' },
GetGlobalState: { cmd: 1002, name: proto.GetGlobalState, description: '获取全局状态' },
// Notify: { cmd: 1003, name: proto.Notify, description: '推送通知' },
KeepAlive: { cmd: 1004, name: proto.KeepAlive, description: '心跳' },
GetUserInfo: { cmd: 1005, name: proto.GetUserInfo, description: '获取用户信息' },
GetDelayStatistics: { cmd: 1007, name: proto.GetDelayStatistics, description: '获取延迟统计' },
// 行情-实时数据协议
QotSub: { cmd: 3001, name: proto.Qot_Sub, description: '订阅或者反订阅' },
QotRegQotPush: { cmd: 3002, name: proto.Qot_RegQotPush, description: '注册推送' },
QotGetSubInfo: { cmd: 3003, name: proto.Qot_GetSubInfo, description: '获取订阅信息' },
QotGetBasicQot: { cmd: 3004, name: proto.Qot_GetBasicQot, description: '获取基本行情' },
// QotUpdateBasicQot: { cmd: 3005, name: proto.Qot_UpdateBasicQot, description: '推送基本行情' },
QotGetKL: { cmd: 3006, name: proto.Qot_GetKL, description: '获取K线' },
// QotUpdateKL: { cmd: 3007, name: proto.Qot_UpdateKL, description: '推送K线' },
QotGetRT: { cmd: 3008, name: proto.Qot_GetRT, description: '获取分时' },
// QotUpdateRT: { cmd: 3009, name: proto.Qot_UpdateRT, description: '获取分时' },
QotGetTicker: { cmd: 3010, name: proto.Qot_GetTicker, description: '获取逐笔' },
// QotUpdateTicker: { cmd: 3011, name: proto.Qot_UpdateTicker, description: '推送逐笔' },
QotGetOrderBook: { cmd: 3012, name: proto.Qot_GetOrderBook, description: '获取买卖盘' },
// QotUpdateOrderBook: { cmd: 3013, name: proto.Qot_UpdateOrderBook, description: '推送买卖盘' },
QotGetBroker: { cmd: 3014, name: proto.Qot_GetBroker, description: '获取经纪队列' },
// QotUpdateBroker: { cmd: 3015, name: proto.Qot_UpdateBroker, description: '推送经纪队列' },
// QotUpdatePriceReminder: { cmd: 3019, name: proto.Qot_UpdatePriceReminder, description: '推送到价提醒' },
// 行情-历史数据协议
QotGetHistoryKL: { cmd: 3100, name: proto.Qot_GetHistoryKL, description: '获取历史K线' },
QotGetHistoryKLPoints: { cmd: 3101, name: proto.Qot_GetHistoryKLPoints, description: '获取多只股票历史单点K线' },
QotGetRehab: { cmd: 3102, name: proto.Qot_GetRehab, description: '获取复权信息' },
QotRequestHistoryKL: { cmd: 3103, name: proto.Qot_RequestHistoryKL, description: '在线拉取历史K线,不读本地历史数据DB' },
QotRequestHistoryKLQuota: { cmd: 3104, name: proto.Qot_RequestHistoryKLQuota, description: '拉取历史K线已经用掉的额度' },
QotRequestRehab: { cmd: 3105, name: proto.Qot_RequestRehab, description: '在线拉取复权信息,不读本地历史数据DB' },
// 行情-其他数据协议
QotGetSuspend: { cmd: 3201, name: proto.Qot_GetSuspend, description: '获取股票停牌信息' },
QotGetStaticInfo: { cmd: 3202, name: proto.Qot_GetStaticInfo, description: '获取股票静态信息' },
QotGetSecuritySnapshot: { cmd: 3203, name: proto.Qot_GetSecuritySnapshot, description: '获取股票快照' },
QotGetPlateSet: { cmd: 3204, name: proto.Qot_GetPlateSet, description: '获取板块集合下的板块' },
QotGetPlateSecurity: { cmd: 3205, name: proto.Qot_GetPlateSecurity, description: '获取板块下的股票' },
QotGetReference: { cmd: 3206, name: proto.Qot_GetReference, description: '获取正股相关股票,暂时只有窝轮' },
QotGetOwnerPlate: { cmd: 3207, name: proto.Qot_GetOwnerPlate, description: '获取股票所属板块' },
QotGetHoldingChangeList: { cmd: 3208, name: proto.Qot_GetHoldingChangeList, description: '获取大股东持股变化列表' },
QotGetOptionChain: { cmd: 3209, name: proto.Qot_GetOptionChain, description: '获取期权链' },
QotGetWarrant: { cmd: 3210, name: proto.Qot_GetWarrant, description: '获取涡轮' },
QotGetCapitalFlow: { cmd: 3211, name: proto.Qot_GetCapitalFlow, description: '获取资金流向' },
QotGetCapitalDistribution: { cmd: 3212, name: proto.Qot_GetCapitalDistribution, description: '获取资金分布' },
QotGetUserSecurity: { cmd: 3213, name: proto.Qot_GetUserSecurity, description: '获取自选股分组下的股票' },
QotModifyUserSecurity: { cmd: 3214, name: proto.Qot_ModifyUserSecurity, description: '修改自选股分组下的股票' },
QotStockFilter: { cmd: 3215, name: proto.Qot_StockFilter, description: '条件选股' },
QotGetCodeChange: { cmd: 3216, name: proto.Qot_GetCodeChange, description: '获取股票代码变化信息' },
QotGetIpoList: { cmd: 3217, name: proto.Qot_GetIpoList, description: '获取新股IPO' },
QotGetFutureInfo: { cmd: 3218, name: proto.Qot_GetFutureInfo, description: '获取期货合约资料' },
QotRequestTradeDate: { cmd: 3219, name: proto.Qot_RequestTradeDate, description: '获取市场交易日' },
QotSetPriceReminder: { cmd: 3220, name: proto.Qot_SetPriceReminder, description: '设置到价提醒' },
QotGetPriceReminder: { cmd: 3221, name: proto.Qot_GetPriceReminder, description: '获取到价提醒' },
QotGetUserSecurityGroup: { cmd: 3222, name: proto.Qot_GetUserSecurityGroup, description: '获取自选股分组列表' },
QotGetMarketState: { cmd: 3223, name: proto.Qot_GetMarketState, description: '获取股票对应市场状态' },
QotGetOptionExpirationDate: { cmd: 3224, name: proto.Qot_GetOptionExpirationDate, description: '获取期权链到期日' },
// 交易协议
TrdGetAccList: { cmd: 2001, name: proto.Trd_GetAccList, description: '获取交易账户列表' },
TrdUnlockTrade: { cmd: 2005, name: proto.Trd_UnlockTrade, description: '解锁或锁定交易' },
TrdSubAccPush: { cmd: 2008, name: proto.Trd_SubAccPush, description: '订阅接收推送数据的交易账户' },
TrdGetFunds: { cmd: 2101, name: proto.Trd_GetFunds, description: '获取账户资金' },
TrdGetPositionList: { cmd: 2102, name: proto.Trd_GetPositionList, description: '获取账户持仓' },
TrdGetMaxTrdQtys: { cmd: 2111, name: proto.Trd_GetMaxTrdQtys, description: '获取最大交易数量' },
TrdGetOrderList: { cmd: 2201, name: proto.Trd_GetOrderList, description: '获取订单列表' },
TrdPlaceOrder: { cmd: 2202, name: proto.Trd_PlaceOrder, description: '下单' },
TrdModifyOrder: { cmd: 2205, name: proto.Trd_ModifyOrder, description: '修改订单' },
// TrdUpdateOrder: { cmd: 2208, name: proto.Trd_UpdateOrder, description: '订单状态变动通知(推送)' } ,
TrdGetOrderFillList: { cmd: 2211, name: proto.Trd_GetOrderFillList, description: '获取成交列表' },
// TrdUpdateOrderFill: { cmd: 2218, name: proto.Trd_UpdateOrderFill, description: '成交通知(推送)' } ,
TrdGetHistoryOrderList: { cmd: 2221, name: proto.Trd_GetHistoryOrderList, description: '获取历史订单列表' },
TrdGetHistoryOrderFillList: { cmd: 2222, name: proto.Trd_GetHistoryOrderFillList, description: '获取历史成交列表' },
TrdGetMarginRatio: { cmd: 2223, name: proto.Trd_GetMarginRatio, description: '获取融资融券数据' },
TrdGetOrderFee: { cmd: 2225, name: proto.Trd_GetOrderFee, description: '获取订单收费明细数据' },
TrdFlowSummary: { cmd: 2226, name: proto.Trd_FlowSummary, description: '获取资金流水' },
};