/java-for-FutuOpenD

java-for-FutuOpenD 富途的开源量化框架futuquant的java接口

Primary LanguageJavaApache License 2.0Apache-2.0

java-for-FutuOpenD

FutuQuant量化接口的Java版本

运行

  • jdk1.8+
  • 导入eclipse
  • 运行TestCase

功能

  • FutuOpenD客户端为1.0.8
  • 完成基础定义与行情协议部分
  • 完成交易协议

更新

  • 2018-12-14 Api升级到FutuOpenD-1.08(1.08取消了历史数据全量下载功能,增加新的qotRequestHistoryKL直接调用,请升级到1.08)
  • 2018-08-11 完成交易协议接口
  • 2018-08-09 完成基础定义与行情协议接口
  • 2018-08-06 完成基础功能，跑通流程

API举例

API行情接口详细调用例程参见 com.test.TestCase
API交易接口详细调用例程参见 com.test.TraderTestCase

行情api

Session session = FutuOpenD.openSession("localhost", 11111);
//订阅股票
session.qotSub(QotMarket.QotMarket_HK_Security, new String[]{"00700","00005"},new SubType[]	{SubType.SubType_Basic,SubType.SubType_Ticker,SubType.SubType_KL_1Min,SubType.SubType_KL_Day,SubType.SubType_RT,SubType.SubType_OrderBook,SubType.SubType_Broker});
//订阅推送
session.qotRegQotPush(QotMarket.QotMarket_HK_Security, new String[]{"00700"}, new SubType[]{SubType.SubType_Basic,SubType.SubType_Ticker,SubType.SubType_KL_1Min,SubType.SubType_KL_Day,SubType.SubType_RT,SubType.SubType_OrderBook,SubType.SubType_Broker});
//分时(含回调)
session.qotGetRT(QotMarket.QotMarket_HK_Security, "00700", new IUpdateCallBack<List<TimeShare>>(){
	@Override
	public void callback(List<TimeShare> res) {
	}
});		
session.close();

交易api

Session session = FutuOpenD.openSession("localhost", 11111);
//解锁交易，自动打开交易推送功能
//TraderSession traderSession =  session.trdUnlockTradeForReal(this.futuUserID,pwdMD5);//实盘交易
//模拟交易
TraderSession traderSession =  session.trdUnlockTradeForSimulate(this.futuUserID,pwdMD5);
//下单
traderSession.trdPlaceOrder(TrdMarket.TrdMarket_HK,TrdSide.TrdSide_Buy,OrderType.OrderType_Normal,"00700",100,200,null,null,null);
session.close();

参考

FutuQuant富途量化投资平台官方python版
FutuQuant协议接口指南