options_codes = sys.argv[1].split(',')
# get snapshots and caculate APY
stock_price = 0
sort_options = []
page_size = 300 # futu api level2 limit
now = datetime.now() + TIMEZONE_OFFSET
today = datetime(now.year, now.month, now.day)
page_options_codes = []
while len(options_codes) > 0:
page_options_codes.append(options_codes.pop(0))
if len(page_options_codes) == page_size or len(
options_codes) == 0: # full pagination or last page
while True: # insure this pagination request processing successfully
ret_code, snapshots = quote_ctx.get_market_snapshot(
page_options_codes)
if ret_code != RET_OK:
print("get_market_snapshot, ret_code: %s, error: %s" %
(ret_code, snapshots))
time.sleep(
1.5
) # error before maybe because of futu api level2 limit, 20 snapshots requests per 30s
continue
page_options_codes.clear()
for i, snapshot in snapshots.iterrows(
): # here each row is a tuple
if snapshot["option_valid"] == False:
stock_price = snapshot["last_price"]
continue
price = snapshot["bid_price"]
def deep_print(obj):
sep = '=' * 20 + '\n'
print(sep)
print(obj)
print(sep)
for item in dir(obj):
if not item.startswith('__'):
print(item, sep='\t')
if isinstance(obj, Iterable):
for item in obj:
if isinstance(item, list):
for _item in item:
print(_item)
elif isinstance(item, dict):
for k, v in item.items():
print(k, ' : ', v)
else:
print(item)
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111)
data = quote_ctx.get_market_snapshot('HK.01024')
deep_print(data)
status = quote_ctx.get_global_state()
deep_print(status)
quote_ctx.close()
print('program end')
from futu import OpenQuoteContext, OpenHKTradeContext, TrdSide, TrdEnv
quote_ctx = OpenQuoteContext(host='127.0.0.1', port=11111) # 创建行情对象
print(quote_ctx.get_market_snapshot('HK.00700')) # 获取港股 HK.00700 的快照数据
quote_ctx.close() # 关闭对象，防止连接条数用尽
trd_ctx = OpenHKTradeContext(host='127.0.0.1', port=11111) # 创建交易对象
print(
trd_ctx.place_order(price=500.0,
qty=100,
code="HK.00700",
trd_side=TrdSide.BUY,
trd_env=TrdEnv.SIMULATE))
# 模拟交易，下单（如果是真实环境交易，在此之前需要先解锁交易密码）
trd_ctx.close() # 关闭对象，防止连接条数用尽