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TQSDK - JS

天勤 DIFF 协议 (https://www.shinnytech.com/diff/) 的封装（JavaScript 语言版本）。

kuaiqi logo

js-standard-style Downloads Version License

TQSDK-JS 支持以下功能，详情参见 API Reference：

  • 查询合约行情。
  • 查询合约 K线图，Tick图，盘口报价。
  • 登录期货交易账户。
  • 查看账户资金、持仓记录、委托单记录。
  • 多账户查询。
  • 支持穿透视监管。
  • 查询历史结算单。

1. 安装

方案一

Html 文件添加

<script src="dist/umd/tqsdk.min.js"></script>

JavaScript 文件中可以直接使用：

var tqsdk = new TQSDK();

方案二

采用 es6 开发，项目根目录下运行

npm install tqsdk

js 中引用

import TQSDK from 'tqsdk'
let tqsdk = new TQSDK()

2. 使用

2.1 初始化

// 建议全局只初始化一次，后面只使用实例 tqsdk
const tqsdk = new TQSDK()

// or 使用指定参数初始化
const tqsdk = new TQSDK({
  symbolsServerUrl: 'https://openmd.shinnytech.com/t/md/symbols/latest.json',
  wsQuoteUrl: 'wss://openmd.shinnytech.com/t/md/front/mobile',
  autoInit: true
})

2.2 on 事件监听

// 添加事件监听
tqsdk.on(eventName, cb)

// 取消事件监听
tqsdk.off(eventName, cb)

支持的事件：

eventName cb 回调函数参数 事件触发说明
ready 收到合约基础数据
rtn_brokers [] 期货公司列表 收到期货公司列表
notify {} 单个通知对象 收到通知对象
rtn_data 数据更新（每一次数据更新触发）
error error 发生错误(目前只有一种：合约服务下载失败)

⚠️ 监听 rtn_data 事件，可以实时对行情数据变化作出响应。但是需要在相应组件 destory 的时候取消监听对应事件。

3. API Reference

Tqsdk ⇐ EventEmitter ⏏

Kind: Exported class
Extends: EventEmitter
Emits: ready, rtn_data, rtn_brokers, notify, error

new Tqsdk([opts], [wsOption])
Param Type Default Description
[opts] object {} 描述 TQSDK 构造参数
[opts.symbolsServerUrl] string "https://openmd.shinnytech.com/t/md/symbols/latest.json" 合约服务地址
[opts.wsQuoteUrl] string "wss://openmd.shinnytech.com/t/md/front/mobile" 行情连接地址
[opts.autoInit] boolean true TQSDK 初始化后立即开始行情连接
[opts.clientSystemInfo=] string 客户端信息
[opts.clientAppId=] string 客户端信息
[opts.data] object {} 存储数据对象
[wsOption] object {} 描述 TQSDK 构造参数
[wsOption.reconnectInterval] number 3000 websocket 自动重连时间间隔
[wsOption.reconnectMaxTimes] number 2 websocket 自动重连最大次数
[wsOption.WebSocket] object WebSocket 浏览器 WebSocket 对象，在 nodejs 运行时，需要传入 WebSocket

Example

// 浏览器
const tqsdk = new TQSDK()
tqsdk.on('ready', function () {
  console.log(tqsdk.getQuote('SHFE.au2006'))
})
tqsdk.on('rtn_brokers', function (brokers) {
  console.log(brokers)
})

Example

// nodejs
const TQSDK = require('./dist/umd/tqsdk-nocache')
const WebSocket = require('ws')
const tqsdk = new TQSDK({}, {WebSocket})
tqsdk.on('ready', function () {
  console.log(tqsdk.getQuote('SHFE.au2006'))
})
tqsdk.on('rtn_brokers', function (brokers) {
  console.log(brokers)
})

Example

// 1 autoInit 为 true，构造函数会执行 tqsdk.initMdWebsocket(), tqsdk.initTdWebsocket(), 代码中不需要再运行
// 推荐使用这种初始化方式
const tqsdk = new TQSDK({autoInit: true}) // 等价于 const tqsdk = new TQSDK()
tqsdk.on('ready', function(){
  console.log(tqsdk.getQuote('DCE.m2009'))
})

// 2 autoInit 为 false，构造函数不会去执行 tqsdk.initMdWebsocket(), tqsdk.initTdWebsocket()
// 在代码中需要的地方再执行
const tqsdk = new TQSDK({autoInit: false})
tqsdk.initMdWebsocket()
// 如果不运行 tqsdk.initMdWebsocket()， 则不会有 ready 事件发生
tqsdk.on('ready', function(){
  console.log(tqsdk.getQuote('DCE.m2009'))
})

tqsdk.initMdWebsocket()

初始化行情链接

Kind: instance method of Tqsdk
Emits: ready
Example

const tqsdk = new TQSDK({autoInit: false})
tqsdk.initMdWebsocket()
tqsdk.on('ready', function(){
  console.log(tqsdk.getQuote('DCE.m2009'))
})

tqsdk.initTdWebsocket()

初始化交易链接

Kind: instance method of Tqsdk
Emits: rtn_brokers
Example

const tqsdk = new TQSDK({autoInit: false})
tqsdk.initMdWebsocket()
tqsdk.initTdWebsocket()
tqsdk.on('rtn_brokers', function(brokers){
  console.log(brokers)
})

tqsdk.get(payload) ⇒ object | null

获取数据

Kind: instance method of Tqsdk

Param Type Default Description
payload object
[payload.name] string "users"
[payload.bid] string 当 name in ['user', 'session', 'accounts', 'account', 'positions', 'position', 'orders', 'order', 'trades', 'trade']
[payload.user_id] string 当 name in ['user', 'session', 'accounts', 'account', 'positions', 'position', 'orders', 'order', 'trades', 'trade']
[payload.currency] string 当 name='account'
[payload.symbol] string 当 name in ['position', 'quote', 'ticks', 'klines']
[payload.order_id] string 当 name='order'
[payload.trade_id] string 当 name='trade'
[payload.trading_day] string 当 name='his_settlement'
[payload.chart_id] string 当 name='chart'
[payload.input] string 当 name='quotes'
[payload.duration] string 当 name='klines'

tqsdk.getByPath(pathArray, dm) ⇒ object | null

获取数据对象

Kind: instance method of Tqsdk

Param Type Description
pathArray list
dm object 获取对象数据源，默认为当前实例的 datamanager

Example

// 获取某个合约下市时间
// 推荐使用这种方式，先获取 quote 对象的引用
let quote = tqdsk.getQuote('SHFE.au2006')
let dt = quote.expire_datetime

// 以上代码等价于
let dt = tqsdk.getByPath(['quotes', 'SHFE.au2006', 'expire_datetime'])

tqsdk.getQuotesByInput(input, filterOption) ⇒ list

根据输入字符串查询合约列表

Kind: instance method of Tqsdk
Returns: list - [symbol, ...]

Param Type Default Description
input string
filterOption object 查询合约列表条件限制
[filterOption.symbol] boolean true 是否根据合约ID匹配
[filterOption.pinyin] boolean true 是否根据拼音匹配
[filterOption.include_expired] boolean false 匹配结果是否包含已下市合约
[filterOption.future] boolean true 匹配结果是否包含期货合约
[filterOption.future_index] boolean false 匹配结果是否包含期货指数
[filterOption.future_cont] boolean false 匹配结果是否包含期货主连
[filterOption.option] boolean false 匹配结果是否包含期权
[filterOption.combine] boolean false 匹配结果是否包含组合

Example

const tqsdk = new TQSDK()
const quote = tqsdk.getQuote('SHFE.au2006')
tqsdk.on('ready', function () {
  console.log(tqsdk.getQuotesByInput('huangjin'))
  console.log(tqsdk.getQuotesByInput('doupo', { future_index: true, future_cont: true }))
})

tqsdk.getQuote(symbol) ⇒ Quote

根据合约代码获取合约对象

Kind: instance method of Tqsdk

Param Type Description
symbol string 合约代码

Example

const tqsdk = new TQSDK()
const quote = tqsdk.getQuote('SHFE.au2006')
tqsdk.on('rtn_data', function () {
  console.log(quote.last_price, quote.pre_settlement)
})

tqsdk.setChart(payload) ⇒ object

请求 K 线图表

Kind: instance method of Tqsdk
Returns: object - chart

Param Type Description
payload object
payload.chart_id string 图表 id
payload.symbol string 合约代码
payload.duration number 图表周期，0 表示 tick, 1e9 表示 1s, UnixNano 时间
[payload.view_width] number 图表柱子宽度
[payload.left_kline_id] number 指定一个K线id，向右请求view_width个数据
[payload.trading_day_start] number 指定交易日，返回对应的数据
[payload.trading_day_count] number 请求交易日天数
[payload.focus_datetime] number 使得指定日期的K线位于屏幕第M个柱子的位置
[payload.focus_position] number 使得指定日期的K线位于屏幕第M个柱子的位置

Example

let tqsdk = new TQSDK()
let chart = tqsdk.setChart({symbol: 'SHFE.au2006', duration: 60 * 1e9, view_width: 100})
tqsdk.on('rtn_data', function(){
  console.log('chart.right_id', chart && chart.right_id)
})

tqsdk.getChart(chart_id) ⇒ object

获取 chart 对象

Kind: instance method of Tqsdk
Returns: object - {}

Param Type
chart_id string

tqsdk.getKlines(symbol, dur) ⇒ object

获取 K 线序列

Kind: instance method of Tqsdk
Returns: object - {data, last_id}

Param Type
symbol string
dur number

tqsdk.getTicks(symbol) ⇒ object

获取 Ticks 序列

Kind: instance method of Tqsdk
Returns: object - {data, last_id}

Param Type
symbol string

tqsdk.isChanging(target|pathArray) ⇒ boolean

判断某个对象是否最近一次有变动

Kind: instance method of Tqsdk

Param Type Description
target pathArray object | list

Example

let tqsdk = new TQSDK()
let quote = tqsdk.getQuote('DCE.m2006')
let quote1 = tqsdk.getQuote('DCE.cs2006')
tqsdk.on('rtn_data', function(){
  if (tqsdk.isChanging(quote)) {
    console.log('DCE.m2006 updated', quote.datetime, quote.last_price, quote.volume)
  }
  if (tqsdk.isChanging(['quotes', 'DCE.cs2006'])) {
    console.log('DCE.cs2006 updated', quote1.datetime, quote1.last_price, quote1.volume)
  }
})

tqsdk.subscribeQuote(quotes)

订阅合约, 手动订阅合约

Kind: instance method of Tqsdk

Param Type Default
quotes list | string [

Example

let tqsdk = new TQSDK()
tqsdk.subscribeQuote('SHFE.au2006')
tqsdk.subscribeQuote(['SHFE.au2006', 'DCE.m2008'])

tqsdk.addAccount(payload) ⇒ object

添加期货账户

Kind: instance method of Tqsdk
Returns: object - account {bid, user_id, password, ws, dm}

Param Type Description
payload object
payload.bid string 期货公司
payload.user_id string 账户名
payload.password string 密码

Example

const tqsdk = new TQSDK()
const account = { bid: '快期模拟', user_id: 'test123', password: '123456' }
tqsdk.on('rtn_brokers', function(brokers){
  tqsdk.addAccount(account) // 仅添加期货账户信息并建立链接，不会登录账户
  tqsdk.login(account) // 发送登录期货账户的请求
})
tqsdk.on('rtn_data', function(){
  console.log(tqsdk.isLogined(account))
})

tqsdk.removeAccount(payload)

删除期货账户

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名

tqsdk.login(payload)

登录期货账户

Kind: instance method of Tqsdk

Param Type Description
payload object
payload.bid string 期货公司
payload.user_id string 账户名
payload.password string 密码

Example

const tqsdk = new TQSDK()
const account = { bid: '快期模拟', user_id: 'test123', password: '123456' }
tqsdk.on('rtn_brokers', function(brokers){
  tqsdk.login(account) // 发送登录期货账户的请求
})
tqsdk.on('rtn_data', function(){
  console.log(tqsdk.isLogined(account))
})

tqsdk.isLogined(payload) ⇒ boolean

判断账户是否登录 [x]

Kind: instance method of Tqsdk

Param Type
payload object
[payload.bid] string
payload.user_id string

tqsdk.refreshAccount(payload)

刷新账户信息，用于账户资金没有同步正确

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名

tqsdk.refreshAccounts()

刷新全部账户信息，用于账户资金没有同步正确

Kind: instance method of Tqsdk

tqsdk.getAllAccounts() ⇒ list

获取全部账户信息

Kind: instance method of Tqsdk
Example

const tqsdk = new TQSDK()
const account = { bid: '快期模拟', user_id: 'test123', password: '123456' }
const account1 = { bid: '快期模拟', user_id: 'test1234', password: '123456' }
tqsdk.on('rtn_brokers', function(brokers){
  tqsdk.login(account) // 发送登录期货账户的请求
  tqsdk.login(account1) // 发送登录期货账户的请求
  // ........
  const accounts = tqsdk.getAllAccounts()
  console.log(accounts)
})

tqsdk.getAccount(payload) ⇒ object | null

获取账户资金信息

Kind: instance method of Tqsdk

Param Type
payload object
[payload.bid] string
payload.user_id string

Example

const tqsdk = new TQSDK()
const account = { bid: '快期模拟', user_id: 'test123', password: '123456' }
tqsdk.on('rtn_brokers', function(brokers){
  tqsdk.addAccount(account) // 仅添加期货账户信息并建立链接，不会登录账户
  tqsdk.login(account) // 发送登录期货账户的请求
})
tqsdk.on('rtn_data', function(){
  if (tqsdk.isLogined(account)) {
    let account = tqsdk.getAccount(account)
    console.log(account.balance, account.risk_ratio)
  }
})

tqsdk.insertOrder(payload) ⇒ object

下单

Kind: instance method of Tqsdk
Returns: object - order={order_id, status, ...}

Param Type Default Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名
payload.exchange_id string 交易所
payload.instrument_id string 合约名称
payload.direction string 方向 [BUY
payload.offset string 开平 [OPEN
payload.price_type string "LIMIT" 限价 [LIMIT
payload.limit_price number 价格
payload.volume number 手数

Example

let tqsdk = new TQSDK()
const account = { bid: '快期模拟', user_id: 'test123', password: '123456' }
tqsdk.on('rtn_brokers', function(brokers){
  tqsdk.addAccount(account) // 仅添加期货账户信息并建立链接，不会登录账户
  tqsdk.login(account) // 发送登录期货账户的请求
})
tqsdk.on('rtn_data', function(){
  if (!tqsdk.isLogined(account)) return
  let order = tqsdk.insertOrder(Object.assign({
      exchange_id: 'SHFE',
      instrument_id: 'au2006',
      direction: 'BUY',
      offset: 'OPEN',
      price_type: 'LIMIT',
      limit_price: 359.62,
      volume: 2
  }, account))
  console.log(order.orderId, order.status, order.volume_left)
})

tqsdk.autoInsertOrder(payload) ⇒ list

下单，但是平仓单会自动先平今再平昨，不需要用户区分 CLOSE | CLOSETODAY

Kind: instance method of Tqsdk
Returns: list - list=[{order_id, status, ...}, ...] 返回委托单数组，可能拆分为多个单

Param Type Default Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名
payload.exchange_id string 交易所
payload.instrument_id string 合约名称
payload.direction string 方向 [BUY
payload.offset string 开平 [OPEN
payload.price_type string "LIMIT" 限价 [LIMIT
payload.limit_price number 价格
payload.volume number 手数

tqsdk.cancelOrder(payload)

撤销委托单

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名
payload.order_id string 委托单 id

tqsdk.getPosition(payload) ⇒ object | null

获取账户某个合约的持仓信息

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string
payload.user_id string
payload.symbol string 合约名称

Example

const tqsdk = new TQSDK()
const account = { bid: '快期模拟', user_id: 'test123', password: '123456' }
tqsdk.on('rtn_brokers', function(brokers){
  tqsdk.addAccount(account) // 仅添加期货账户信息并建立链接，不会登录账户
  tqsdk.login(account) // 发送登录期货账户的请求
})
tqsdk.on('rtn_data', function(){
  if (tqsdk.isLogined(account)) {
    let pos = tqsdk.getPosition(Object.assign({ symbol: 'SHFE.au2006' }, account))
    console.log(pos)
  }
})

tqsdk.getPositions(payload) ⇒ object | null

获取账户全部持仓信息

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名

Example

const tqsdk = new TQSDK()
const account = { bid: '快期模拟', user_id: 'test123', password: '123456' }
tqsdk.on('rtn_brokers', function(brokers){
  tqsdk.addAccount(account) // 仅添加期货账户信息并建立链接，不会登录账户
  tqsdk.login(account) // 发送登录期货账户的请求
})
tqsdk.on('rtn_data', function(){
  if (tqsdk.isLogined(account)) {
    let pos = tqsdk.getPositions(account)
    console.log(pos)
  }
})

tqsdk.getOrder(payload) ⇒ object | null

获取账户某个合约的委托单信息

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string
payload.user_id string
payload.order_id string 委托单 id

tqsdk.getOrders(payload) ⇒ object | null

获取账户全部委托单信息

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名

tqsdk.getOrdersBySymbol(payload) ⇒ object | null

获取账户下某个合约对应的全部委托单信息

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名
payload.symbol string 合约名称

tqsdk.getTrade(payload) ⇒ object | null

获取账户某个合约的成交记录

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string
payload.user_id string
payload.trade_id string 成交记录 id

tqsdk.getTrades(payload) ⇒ object | null

获取账户全部成交记录

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名

tqsdk.getTradesByOrder(payload) ⇒ object | null

获取账户下某个委托单对应的全部成交记录

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名
payload.order_id string 委托单 id

tqsdk.getTradesBySymbol(payload) ⇒ object | null

获取账户下某个合约对应的全部成交记录

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名
payload.symbol string 合约名称

tqsdk.getHisSettlements(payload) ⇒ object | null

获取账户的历史结算单

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名

tqsdk.getHisSettlement(payload) ⇒ object | null

获取账户某一日历史结算单

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名
payload.trading_day string 查询日期

tqsdk.confirmSettlement(payload)

确认结算单， 每个交易日需要确认一次

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名

Example

const tqsdk = new TQSDK()
const account = { bid: '快期模拟', user_id: 'test123', password: '123456' }
tqsdk.on('rtn_brokers', function(brokers){
  tqsdk.addAccount(account) // 仅添加期货账户信息并建立链接，不会登录账户
  tqsdk.login(account) // 发送登录期货账户的请求
})
tqsdk.on('rtn_data', function(){
  if (tqsdk.isLogined(account)) {
    tqsdk.confirmSettlement(account) // 每个交易日都需要在确认结算单后才可以下单
    // tqsdk.insertOrder({....})
  }
})

tqsdk.transfer(payload)

银期转账

Kind: instance method of Tqsdk

Param Type Default Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名
payload.bank_id string 银行ID
payload.bank_password string 银行账户密码
payload.future_account string 期货账户
payload.future_password string 期货账户密码
payload.currency string "CNY" 币种代码
payload.amount string 转账金额 >0 表示转入期货账户, <0 表示转出期货账户

tqsdk.hisSettlement(payload)

查询历史结算单

Kind: instance method of Tqsdk

Param Type Description
payload object
[payload.bid] string 期货公司
payload.user_id string 账户名
payload.trading_day string 交易日

Vue Plugin

TQSDK - JS 封装为 Vue 插件，可以在组件中监听事件，不需要在单独取消监听。

import Vue from 'vue'
import TQSDK from 'tqsdk'

let tqsdk = new TQSDK()

const NOOP = () => {}
let tqVmEventMap = {}
let tqsdkRE = /^tqsdk:/

function mixinEvents(Vue) {
  let on = Vue.prototype.$on
  let emit = Vue.prototype.$emit

  Vue.prototype.$on = function proxyOn(eventName, fn = NOOP) {
    const vm = this
    if (Array.isArray(eventName)) {
      eventName.forEach((item) => vm.$on(item, fn));
    } else if (tqsdkRE.test(eventName)) {
      if (!tqVmEventMap[vm._uid]) tqVmEventMap[vm._uid] = {}
      let tq_eventName = eventName.match(/^tqsdk:(.*)/)[1]
      if (!tqVmEventMap[vm._uid][tq_eventName]) tqVmEventMap[vm._uid][tq_eventName] = []
      tqVmEventMap[vm._uid][tq_eventName].push(fn)
      tqsdk.on(tq_eventName, fn.bind(vm))
    } else {
      on.call(vm, eventName, fn)
    }
    return vm
  }
}

function applyMixin(Vue) {
  Vue.mixin({
    beforeDestroy() {
      const vm = this
      const tqevents = tqVmEventMap[vm._uid] || {};
      for (let eventName in tqevents) {
        let eventsArr = tqevents[eventName]
        eventsArr.forEach((fn) => {
          tqsdk.removeEventListener(eventName, fn)
        })
      }
      delete tqVmEventMap[vm._uid];
    }
  })
}

function plugin(Vue) {
  if (VERSION < 2) {
    console.error('[vue-event-proxy] only support Vue 2.0+');
    return;
  }
  // Exit if the plugin has already been installed.
  if (plugin.installed) return
  plugin.installed = true
  mixinEvents(Vue)
  applyMixin(Vue)
}

Vue.use(plugin)

Vue.$tqsdk = tqsdk
Vue.prototype.$tqsdk = tqsdk

export default tqsdk;

© 2017-2022 Shinnytech. Documented by jsdoc-to-markdown.

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期货行情/历史数据/交易 开发包

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