moomoo API
Introduction
moomoo API is an open-source project for quantitative investment using moomoo API, providing market data and trading interfaces via Python and Json/Protobuf protocols.
Installation
pip install moomoo-api
Note: This API supports Python 2.7/Python 3.x.
Quick Start
# Import moomoo-api
import moomoo as ft
# Create a quote context object
quote_ctx = ft.OpenQuoteContext(host="127.0.0.1", port=11111)
# Context control
quote_ctx.start() # Start asynchronous data reception
quote_ctx.set_handler(ft.TickerHandlerBase()) # Set callback handler for async data processing (subclass to customize)
# Low-frequency data interfaces
market = ft.Market.HK
code = 'HK.00123'
code_list = [code]
plate = 'HK.BK1107'
print(quote_ctx.get_stock_basicinfo(market, stock_type=ft.SecurityType.STOCK)) # Get stock basic info
print(quote_ctx.get_market_snapshot(code_list)) # Get market snapshot
print(quote_ctx.get_plate_list(market, ft.Plate.ALL)) # Get sub-plate list
print(quote_ctx.get_plate_stock(plate)) # Get stocks under a plate
# High-frequency data interfaces
quote_ctx.subscribe(code, [ft.SubType.QUOTE, ft.SubType.TICKER, ft.SubType.K_DAY, ft.SubType.ORDER_BOOK, ft.SubType.RT_DATA, ft.SubType.BROKER])
print(quote_ctx.get_stock_quote(code)) # Get quote
print(quote_ctx.get_rt_ticker(code)) # Get ticker
print(quote_ctx.get_cur_kline(code, num=100, ktype=ft.KLType.K_DAY)) # Get current K-line
print(quote_ctx.get_order_book(code)) # Get order book
print(quote_ctx.get_rt_data(code)) # Get real-time data
print(quote_ctx.get_broker_queue(code)) # Get broker queue
# Stop asynchronous data reception
quote_ctx.stop()
# Close the context
quote_ctx.close()
# Create an HK trade context object
trade_hk_ctx = ft.OpenSecTradeContext(host="127.0.0.1", port=11111)
# Trading interfaces
print(trade_hk_ctx.unlock_trade(password='123456')) # Unlock trading
print(trade_hk_ctx.accinfo_query(trd_env=ft.TrdEnv.SIMULATE)) # Query account info
print(trade_hk_ctx.place_order(price=1.1, qty=2000, code=code, trd_side=ft.TrdSide.BUY, order_type=ft.OrderType.NORMAL, trd_env=ft.TrdEnv.SIMULATE)) # Place order
print(trade_hk_ctx.order_list_query(trd_env=ft.TrdEnv.SIMULATE)) # Query order list
print(trade_hk_ctx.position_list_query(trd_env=ft.TrdEnv.SIMULATE)) # Query position list
trade_hk_ctx.close()
Example Strategies
- Example strategy files are located at: (moomoo-api install directory)/py-moomoo-api/examples. You can refer to these examples to learn how to use the API.
Debug Switch and Push Logs
- The
set_futu_debug_modelfunction can enable or disable debug-level logging. - When enabled, it records info-level logs along with all ticker, order book, and broker push records for troubleshooting. Log files are stored in %appdata%(%HOME%)\com.moomoonn.FutuOpenD\Log.
- Analysis scripts for ticker, order book, and broker push records are available in moomoo/tools/analysis. Contact us to obtain raw exchange data for comparison (beta feature).
Project Structure
moomoo/
├── common/ # Core module (networking, constants, Protobuf, etc.)
│ └── pb/ # Protobuf definitions and generated files
├── quote/ # Market data module
├── trade/ # Trading module
├── tools/ # Utility tools
│ └── analysis/ # Push log analysis scripts
└── examples/ # Example code
Prerequisites
- Before running Python scripts, you must first start the moomoo OpenD gateway client.
API and moomoo OpenD Gateway Architecture
Usage
- Feel free to submit questions via Issues and we will respond promptly.
- Please read the API documentation carefully when using a new version. Most questions can be answered there.
- Suggestions and feature requests are welcome. We will do our best to meet your needs.
1 maintainer
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