def pack_req(cls, order_type, code, price, order_id, adjust_limit,
sec_mkt_str, trd_env, acc_id, trd_mkt, conn_id):
from futu.common.pb.Trd_GetMaxTrdQtys_pb2 import Request
req = Request()
_, req.c2s.header.trdEnv = TrdEnv.to_number(trd_env)
req.c2s.header.accID = acc_id
_, req.c2s.header.trdMarket = TrdMarket.to_number(trd_mkt)
_, req.c2s.orderType = OrderType.to_number(order_type)
req.c2s.code = code
req.c2s.price = price
if order_id is not None:
req.c2s.orderID = int(order_id)
if adjust_limit == 0:
req.c2s.adjustPrice = False
else:
req.c2s.adjustPrice = True
req.c2s.adjustSideAndLimit = adjust_limit
r, proto_qot_mkt = Market.to_number(sec_mkt_str)
if not r:
proto_qot_mkt = Qot_Common_pb2.QotMarket_Unknown
proto_trd_sec_mkt = QOT_MARKET_TO_TRD_SEC_MARKET_MAP.get(
proto_qot_mkt, Trd_Common_pb2.TrdSecMarket_Unknown)
req.c2s.secMarket = proto_trd_sec_mkt
return pack_pb_req(req, ProtoId.Trd_GetMaxTrdQtys, conn_id)
def pack_req(cls, acc_id_list, conn_id):
from futu.common.pb.Trd_SubAccPush_pb2 import Request
req = Request()
for x in acc_id_list:
req.c2s.accIDList.append(x)
return pack_pb_req(req, ProtoId.Trd_SubAccPush, conn_id)
def pack_req(cls, trd_side, order_type, price, qty, code, adjust_limit,
trd_env, sec_mkt_str, acc_id, trd_mkt, conn_id, remark):
"""Convert from user request for place order to PLS request"""
from futu.common.pb.Trd_PlaceOrder_pb2 import Request
req = Request()
serial_no = get_unique_id32()
req.c2s.packetID.serialNo = serial_no
req.c2s.packetID.connID = conn_id
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
req.c2s.trdSide = TRD_SIDE_MAP[trd_side]
req.c2s.orderType = ORDER_TYPE_MAP[order_type]
req.c2s.code = code
req.c2s.qty = qty
req.c2s.price = price
req.c2s.adjustPrice = adjust_limit != 0
req.c2s.adjustSideAndLimit = adjust_limit
if remark is not None:
req.c2s.remark = remark
proto_qot_mkt = MKT_MAP.get(sec_mkt_str,
Qot_Common_pb2.QotMarket_Unknown)
proto_trd_sec_mkt = QOT_MARKET_TO_TRD_SEC_MARKET_MAP.get(
proto_qot_mkt, Trd_Common_pb2.TrdSecMarket_Unknown)
req.c2s.secMarket = proto_trd_sec_mkt
return pack_pb_req(req, ProtoId.Trd_PlaceOrder, conn_id, serial_no)
def pack_req(cls, modify_order_op, order_id, price, qty, adjust_limit,
trd_env, acc_id, trd_mkt, conn_id, aux_price, trail_type,
trail_value, trail_spread):
"""Convert from user request for place order to PLS request"""
from futu.common.pb.Trd_ModifyOrder_pb2 import Request
req = Request()
serial_no = get_unique_id32()
req.c2s.packetID.serialNo = serial_no
req.c2s.packetID.connID = conn_id
_, req.c2s.header.trdEnv = TrdEnv.to_number(trd_env)
req.c2s.header.accID = acc_id
_, req.c2s.header.trdMarket = TrdMarket.to_number(trd_mkt)
req.c2s.orderID = int(order_id)
_, req.c2s.modifyOrderOp = ModifyOrderOp.to_number(modify_order_op)
req.c2s.forAll = False
if modify_order_op == ModifyOrderOp.NORMAL:
req.c2s.qty = qty
req.c2s.price = price
req.c2s.adjustPrice = adjust_limit != 0
req.c2s.adjustSideAndLimit = adjust_limit
if aux_price is not None:
req.c2s.auxPrice = float(aux_price)
if trail_type is not None:
_, req.c2s.trailType = TrailType.to_number(trail_type)
if trail_value is not None:
req.c2s.trailValue = float(trail_value)
if trail_spread is not None:
req.c2s.trailSpread = float(trail_spread)
return pack_pb_req(req, ProtoId.Trd_ModifyOrder, conn_id, serial_no)
def pack_req(cls, order_type, code, price, order_id, adjust_limit,
sec_mkt_str, trd_env, acc_id, trd_mkt, conn_id):
from futu.common.pb.Trd_GetMaxTrdQtys_pb2 import Request
req = Request()
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
req.c2s.orderType = ORDER_TYPE_MAP[order_type]
req.c2s.code = code
req.c2s.price = price
if order_id is not None:
req.c2s.orderID = int(order_id)
if adjust_limit == 0:
req.c2s.adjustPrice = False
else:
req.c2s.adjustPrice = True
req.c2s.adjustSideAndLimit = adjust_limit
proto_qot_mkt = MKT_MAP.get(sec_mkt_str,
Qot_Common_pb2.QotMarket_Unknown)
proto_trd_sec_mkt = QOT_MARKET_TO_TRD_SEC_MARKET_MAP.get(
proto_qot_mkt, Trd_Common_pb2.TrdSecMarket_Unknown)
req.c2s.secMarket = proto_trd_sec_mkt
return pack_pb_req(req, ProtoId.Trd_GetAccTradingInfo, conn_id)
def pack_req(cls, order_id, status_filter_list, code, start, end, trd_env,
acc_id, trd_mkt, conn_id, refresh_cache):
"""Convert from user request for trading days to PLS request"""
from futu.common.pb.Trd_GetOrderList_pb2 import Request
req = Request()
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
if code:
req.c2s.filterConditions.codeList.append(code)
if order_id:
req.c2s.filterConditions.idList.append(int(order_id))
if start:
req.c2s.filterConditions.beginTime = start
if end:
req.c2s.filterConditions.endTime = end
if refresh_cache:
req.c2s.refreshCache = refresh_cache
if len(status_filter_list):
for order_status in status_filter_list:
req.c2s.filterStatusList.append(ORDER_STATUS_MAP[order_status])
return pack_pb_req(req, ProtoId.Trd_GetOrderList, conn_id)
def pack_req(cls, code_list, conn_id, acc_id, trd_mkt):
"""Convert from user request for place order to PLS request"""
stock_tuple_list = []
failure_tuple_list = []
for stock_str in code_list:
ret_code, content = split_stock_str(stock_str)
if ret_code != RET_OK:
error_str = content
failure_tuple_list.append((ret_code, error_str))
continue
market_code, stock_code = content
stock_tuple_list.append((market_code, stock_code))
if len(failure_tuple_list) > 0:
error_str = '\n'.join([x[1] for x in failure_tuple_list])
return RET_ERROR, error_str, None
from futu.common.pb.Trd_GetMarginRatio_pb2 import Request
req = Request()
req.c2s.header.trdEnv = 1
req.c2s.header.accID = acc_id
_, req.c2s.header.trdMarket = TrdMarket.to_number(trd_mkt)
for market, code in stock_tuple_list:
stock_inst = req.c2s.securityList.add()
stock_inst.market = market
stock_inst.code = code
return pack_pb_req(req, ProtoId.Trd_GetMarginRatio, conn_id)
def pack_req(cls, user_id, conn_id, trd_category, need_general_sec_acc):
from futu.common.pb.Trd_GetAccList_pb2 import Request
req = Request()
req.c2s.userID = user_id
_, req.c2s.trdCategory = TrdCategory.to_number(trd_category)
req.c2s.needGeneralSecAccount = need_general_sec_acc
return pack_pb_req(req, ProtoId.Trd_GetAccList, conn_id)
def pack_req(cls, acc_id, trd_market, trd_env, conn_id):
from futu.common.pb.Trd_GetFunds_pb2 import Request
req = Request()
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_market]
return pack_pb_req(req, ProtoId.Trd_GetFunds, conn_id)
def pack_req(cls, is_unlock, password_md5, conn_id):
"""Convert from user request for trading days to PLS request"""
from futu.common.pb.Trd_UnlockTrade_pb2 import Request
req = Request()
req.c2s.unlock = is_unlock
req.c2s.pwdMD5 = password_md5
return pack_pb_req(req, ProtoId.Trd_UnlockTrade, conn_id)
def pack_req(cls, acc_id, trd_market, trd_env, conn_id, refresh_cache, currency):
from futu.common.pb.Trd_GetFunds_pb2 import Request
req = Request()
_, req.c2s.header.trdEnv = TrdEnv.to_number(trd_env)
req.c2s.header.accID = acc_id
_, req.c2s.header.trdMarket = TrdMarket.to_number(trd_market)
if refresh_cache:
req.c2s.refreshCache = refresh_cache
req.c2s.currency = Currency.to_number(currency)[1]
return pack_pb_req(req, ProtoId.Trd_GetFunds, conn_id)
def pack_req(cls, code, trd_env, acc_id, trd_mkt, conn_id):
"""Convert from user request for place order to PLS request"""
from futu.common.pb.Trd_GetOrderFillList_pb2 import Request
req = Request()
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
if code:
req.c2s.filterConditions.codeList.append(code)
return pack_pb_req(req, ProtoId.Trd_GetOrderFillList, conn_id)
def pack_req(cls, trd_side, order_type, price, qty, code, adjust_limit,
trd_env, sec_mkt_str, acc_id, trd_mkt, conn_id, remark,
time_in_force, fill_outside_rth, aux_price, trail_type,
trail_value, trail_spread):
"""Convert from user request for place order to PLS request"""
from futu.common.pb.Trd_PlaceOrder_pb2 import Request
req = Request()
serial_no = get_unique_id32()
req.c2s.packetID.serialNo = serial_no
req.c2s.packetID.connID = conn_id
_, req.c2s.header.trdEnv = TrdEnv.to_number(trd_env)
req.c2s.header.accID = acc_id
_, req.c2s.header.trdMarket = TrdMarket.to_number(trd_mkt)
_, req.c2s.trdSide = TrdSide.to_number(trd_side)
_, req.c2s.orderType = OrderType.to_number(order_type)
req.c2s.code = code
req.c2s.qty = qty
req.c2s.price = price
req.c2s.adjustPrice = adjust_limit != 0
req.c2s.adjustSideAndLimit = adjust_limit
if remark is not None:
req.c2s.remark = remark
r, proto_qot_mkt = Market.to_number(sec_mkt_str)
if not r:
proto_qot_mkt = Qot_Common_pb2.QotMarket_Unknown
proto_trd_sec_mkt = QOT_MARKET_TO_TRD_SEC_MARKET_MAP.get(
proto_qot_mkt, Trd_Common_pb2.TrdSecMarket_Unknown)
req.c2s.secMarket = proto_trd_sec_mkt
ret, val = TimeInForce.to_number(time_in_force)
if not ret:
return RET_ERROR, val, None
else:
req.c2s.timeInForce = val
if aux_price is not None:
req.c2s.auxPrice = aux_price
if trail_type is not None:
ret, val = TrailType.to_number(trail_type)
if not ret:
return RET_ERROR, val, None
else:
req.c2s.trailType = val
if trail_value is not None:
req.c2s.trailValue = trail_value
if trail_spread is not None:
req.c2s.trailSpread = trail_spread
req.c2s.fillOutsideRTH = fill_outside_rth
return pack_pb_req(req, ProtoId.Trd_PlaceOrder, conn_id, serial_no)
def pack_req(cls, code, start, end, trd_env, acc_id, trd_mkt, conn_id):
from futu.common.pb.Trd_GetHistoryOrderFillList_pb2 import Request
req = Request()
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
if code:
req.c2s.filterConditions.codeList.append(code)
req.c2s.filterConditions.beginTime = start
req.c2s.filterConditions.endTime = end
return pack_pb_req(req, ProtoId.Trd_GetHistoryOrderFillList, conn_id)
def pack_req(cls, code, trd_env, acc_id, trd_mkt, conn_id, refresh_cache):
"""Convert from user request for place order to PLS request"""
from futu.common.pb.Trd_GetOrderFillList_pb2 import Request
req = Request()
_, req.c2s.header.trdEnv = TrdEnv.to_number(trd_env)
req.c2s.header.accID = acc_id
_, req.c2s.header.trdMarket = TrdMarket.to_number(trd_mkt)
if code:
req.c2s.filterConditions.codeList.append(code)
if refresh_cache:
req.c2s.refreshCache = refresh_cache
return pack_pb_req(req, ProtoId.Trd_GetOrderFillList, conn_id)
def pack_req(cls, trd_env, acc_id, trd_mkt, conn_id):
"""Convert from user request for place order to PLS request"""
from futu.common.pb.Trd_ModifyOrder_pb2 import Request
req = Request()
serial_no = get_unique_id32()
req.c2s.packetID.serialNo = serial_no
req.c2s.packetID.connID = conn_id
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
req.c2s.orderID = 0
req.c2s.modifyOrderOp = MODIFY_ORDER_OP_MAP[ModifyOrderOp.CANCEL]
req.c2s.forAll = True
return pack_pb_req(req, ProtoId.Trd_ModifyOrder, conn_id, serial_no)
def pack_req(cls, trd_env, acc_id, trd_mkt, conn_id):
"""Convert from user request for place order to PLS request"""
from futu.common.pb.Trd_ModifyOrder_pb2 import Request
req = Request()
serial_no = get_unique_id32()
req.c2s.packetID.serialNo = serial_no
req.c2s.packetID.connID = conn_id
_, req.c2s.header.trdEnv = TrdEnv.to_number(trd_env)
req.c2s.header.accID = acc_id
_, req.c2s.header.trdMarket = TrdMarket.to_number(trd_mkt)
req.c2s.orderID = 0
req.c2s.modifyOrderOp = Trd_Common_pb2.ModifyOrderOp_Cancel
req.c2s.forAll = True
return pack_pb_req(req, ProtoId.Trd_ModifyOrder, conn_id, serial_no)
def pack_req(cls, code, pl_ratio_min, pl_ratio_max, trd_env, acc_id,
trd_mkt, conn_id):
"""Convert from user request for trading days to PLS request"""
from futu.common.pb.Trd_GetPositionList_pb2 import Request
req = Request()
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
if code:
req.c2s.filterConditions.codeList.append(code)
if pl_ratio_min is not None:
req.c2s.filterPLRatioMin = float(pl_ratio_min) / 100.0
if pl_ratio_max is not None:
req.c2s.filterPLRatioMax = float(pl_ratio_max) / 100.0
return pack_pb_req(req, ProtoId.Trd_GetPositionList, conn_id)
def pack_req(cls, code, pl_ratio_min, pl_ratio_max, trd_env, acc_id,
trd_mkt, conn_id, refresh_cache):
"""Convert from user request for trading days to PLS request"""
from futu.common.pb.Trd_GetPositionList_pb2 import Request
req = Request()
_, req.c2s.header.trdEnv = TrdEnv.to_number(trd_env)
req.c2s.header.accID = acc_id
_, req.c2s.header.trdMarket = TrdMarket.to_number(trd_mkt)
if code:
req.c2s.filterConditions.codeList.append(code)
if pl_ratio_min is not None:
req.c2s.filterPLRatioMin = float(pl_ratio_min) / 100.0
if pl_ratio_max is not None:
req.c2s.filterPLRatioMax = float(pl_ratio_max) / 100.0
if refresh_cache:
req.c2s.refreshCache = refresh_cache
return pack_pb_req(req, ProtoId.Trd_GetPositionList, conn_id)
def pack_req(cls, status_filter_list, code, start, end, trd_env, acc_id,
trd_mkt, conn_id):
from futu.common.pb.Trd_GetHistoryOrderList_pb2 import Request
req = Request()
_, req.c2s.header.trdEnv = TrdEnv.to_number(trd_env)
req.c2s.header.accID = acc_id
_, req.c2s.header.trdMarket = TrdMarket.to_number(trd_mkt)
if code:
req.c2s.filterConditions.codeList.append(code)
req.c2s.filterConditions.beginTime = start
req.c2s.filterConditions.endTime = end
if status_filter_list:
for order_status in status_filter_list:
r, v = OrderStatus.to_number(order_status)
if r:
req.c2s.filterStatusList.append(v)
return pack_pb_req(req, ProtoId.Trd_GetHistoryOrderList, conn_id)
def pack_req(cls, modify_order_op, order_id, price, qty, adjust_limit,
trd_env, acc_id, trd_mkt, conn_id):
"""Convert from user request for place order to PLS request"""
from futu.common.pb.Trd_ModifyOrder_pb2 import Request
req = Request()
serial_no = get_unique_id32()
req.c2s.packetID.serialNo = serial_no
req.c2s.packetID.connID = conn_id
req.c2s.header.trdEnv = TRD_ENV_MAP[trd_env]
req.c2s.header.accID = acc_id
req.c2s.header.trdMarket = TRD_MKT_MAP[trd_mkt]
req.c2s.orderID = int(order_id)
req.c2s.modifyOrderOp = MODIFY_ORDER_OP_MAP[modify_order_op]
req.c2s.forAll = False
if modify_order_op == ModifyOrderOp.NORMAL:
req.c2s.qty = qty
req.c2s.price = price
req.c2s.adjustPrice = adjust_limit != 0
req.c2s.adjustSideAndLimit = adjust_limit
return pack_pb_req(req, ProtoId.Trd_ModifyOrder, conn_id, serial_no)
def pack_req(cls, user_id, conn_id):
from futu.common.pb.Trd_GetAccList_pb2 import Request
req = Request()
req.c2s.userID = user_id
return pack_pb_req(req, ProtoId.Trd_GetAccList, conn_id)
