Merge branch 'v3.21'

fjfd · May 21, 2020 · ae25f87 · ae25f87
2 parents 8ef6a56 + 0f2b922
commit ae25f87
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Showing 17 changed files with 433 additions and 769 deletions.
diff --git a/futu/VERSION.txt b/futu/VERSION.txt
@@ -1 +1 @@
-3.20.0
+3.21.0
diff --git a/futu/common/constant.py b/futu/common/constant.py
@@ -249,7 +249,13 @@ class MarketState:
     FUTURE_DAY_CLOSE = "FUTURE_DAY_CLOSE"           # 期指日市收盘
     FUTURE_DAY_WAIT_OPEN = "FUTURE_DAY_WAIT_OPEN"   # 期指日市等待开盘
     HK_CAS = "HK_CAS"                               # 盘后竞价, 港股市场增加CAS机制对应的市场状态
-
+    FUTURE_NIGHT_WAIT = "FUTURE_NIGHT_WAIT"         # 夜市等待开盘
+    FUTURE_AFTERNOON = "FUTURE_AFTERNOON"           # 期货下午开盘
+    FUTURE_SWITCH_DATE = "FUTURE_SWITCH_DATE"       # 期货切交易日
+    FUTURE_OPEN = "FUTURE_OPEN"                     # 期货开盘
+    FUTURE_BREAK = "FUTURE_BREAK"                   # 期货中盘休息
+    FUTURE_BREAK_OVER = "FUTURE_BREAK_OVER"         # 期货休息后开盘
+    FUTURE_CLOSE = "FUTURE_CLOSE"                   # 期货收盘
 
 MARKET_STATE_MAP = {
     MarketState.NONE: 0,
@@ -270,6 +276,13 @@ class MarketState:
     MarketState.FUTURE_DAY_CLOSE: 17,
     MarketState.FUTURE_DAY_WAIT_OPEN: 18,
     MarketState.HK_CAS: 19,
+    MarketState.FUTURE_NIGHT_WAIT: 20,
+    MarketState.FUTURE_AFTERNOON: 21,
+    MarketState.FUTURE_SWITCH_DATE: 22,
+    MarketState.FUTURE_OPEN: 23,
+    MarketState.FUTURE_BREAK: 24,
+    MarketState.FUTURE_BREAK_OVER: 25,
+    MarketState.FUTURE_CLOSE: 26,
 }
 
 
@@ -805,11 +818,11 @@ class ProtoId(object):
     Qot_GetBroker = 3014  # 获取经纪队列
     Qot_UpdateBroker = 3015  # 推送经纪队列
     Qot_UpdatePriceReminder = 3019 #到价提醒通知
-	
+
     # 历史数据
-    Qot_GetHistoryKL = 3100  # 获取历史K线
-    Qot_GetHistoryKLPoints = 3101  # 获取多只股票历史单点K线
-    Qot_GetRehab = 3102  # 获取复权信息
+    # Qot_GetHistoryKL = 3100  # 获取历史K线
+    # Qot_GetHistoryKLPoints = 3101  # 获取多只股票历史单点K线
+    # Qot_GetRehab = 3102  # 获取复权信息
     Qot_RequestHistoryKL = 3103  # 拉取历史K线
     Qot_RequestHistoryKLQuota = 3104  # 拉取历史K线已经用掉的额度
     Qot_RequestRehab = 3105  # 获取除权信息

diff --git a/futu/common/open_context_base.py b/futu/common/open_context_base.py
@@ -306,7 +306,8 @@ def get_global_state(self):
                 market_us               str            美国市场状态，参见MarketState
                 market_sh               str            上海市场状态，参见MarketState
                 market_hk               str            香港市场状态，参见MarketState
-                market_future           str            香港期货市场状态，参见MarketState
+                market_hkfuture         str            香港期货市场状态，参见MarketState
+                market_usfuture         str            美国期货市场状态，参见MarketState
                 server_ver              str            FutuOpenD版本号
                 trd_logined             str            '1'：已登录交易服务器，'0': 未登录交易服务器
                 qot_logined             str            '1'：已登录行情服务器，'0': 未登录行情服务器

diff --git a/futu/common/pb/GetGlobalState.proto b/futu/common/pb/GetGlobalState.proto
@@ -18,7 +18,8 @@ message S2C
 	required int32 marketUS = 2; //Qot_Common.QotMarketState,美股Nasdaq市场状态 
 	required int32 marketSH = 3; //Qot_Common.QotMarketState,沪市状态 
 	required int32 marketSZ = 4; //Qot_Common.QotMarketState,深市状态 
-	required int32 marketHKFuture = 5; 	//Qot_Common.QotMarketState,港股期货市场状态 
+	required int32 marketHKFuture = 5; //Qot_Common.QotMarketState,港股期货市场状态 
+	optional int32 marketUSFuture = 15; //Qot_Common.QotMarketState,美国期货市场状态 
 	required bool qotLogined = 6; //是否登陆行情服务器
 	required bool trdLogined = 7; //是否登陆交易服务器
 	required int32 serverVer = 8; //版本号

diff --git a/futu/common/pb/GetGlobalState_pb2.py b/futu/common/pb/GetGlobalState_pb2.py
diff --git a/futu/common/pb/InitConnect.proto b/futu/common/pb/InitConnect.proto
@@ -14,6 +14,7 @@ message C2S
 	//如果配置了RSA密钥且指定的加密算法不为PacketEncAlgo_None则加密(即便这里不设置，配置了RSA密钥，也会采用默认加密方式)，默认采用FTAES_ECB算法
 	optional int32 packetEncAlgo = 4; //指定包加密算法，参见Common.PacketEncAlgo的枚举定义
 	optional int32 pushProtoFmt = 5; //指定这条连接上的推送协议格式，若不指定则使用push_proto_type配置项
+	optional string programmingLanguage = 6; //接口编程语言，用于统计语言偏好
 }
 
 message S2C

diff --git a/futu/common/pb/InitConnect_pb2.py b/futu/common/pb/InitConnect_pb2.py
diff --git a/futu/common/pb/Qot_Common.proto b/futu/common/pb/Qot_Common.proto
@@ -86,11 +86,19 @@ enum QotMarketState
 	QotMarketState_AfterHoursEnd = 11; // 盘后结束 
 	QotMarketState_NightOpen = 13; // 夜市开盘 
 	QotMarketState_NightEnd = 14; // 夜市收盘 
-	QotMarketState_FutureDayOpen = 15; // 期指日市开盘 
-	QotMarketState_FutureDayBreak = 16; // 期指日市休市 
-	QotMarketState_FutureDayClose = 17; // 期指日市收盘 
-	QotMarketState_FutureDayWaitForOpen = 18; // 期指日市等待开盘 
-	QotMarketState_HkCas = 19; // 盘后竞价,港股市场增加CAS机制对应的市场状态
+	QotMarketState_FutureDayOpen = 15; // 期货日市开盘 
+	QotMarketState_FutureDayBreak = 16; // 期货日市休市 
+	QotMarketState_FutureDayClose = 17; // 期货日市收盘 
+	QotMarketState_FutureDayWaitForOpen = 18; // 期货日市等待开盘 
+	QotMarketState_HkCas = 19; // 盘后竞价,港股市场增加CAS机制对应的市场状态	
+	QotMarketState_FutureNightWait = 20; // 夜市等待开盘
+	QotMarketState_FutureAfternoon = 21; // 期货下午开盘
+	//美国期货新增加状态
+	QotMarketState_FutureSwitchDate = 22; // 期货切交易日
+	QotMarketState_FutureOpen = 23; // 期货开盘
+	QotMarketState_FutureBreak = 24; // 期货中盘休息
+	QotMarketState_FutureBreakOver = 25; // 期货休息后开盘
+	QotMarketState_FutureClose = 26; // 期货收盘
 }
 
 //交易日查询市场
@@ -418,13 +426,13 @@ enum PriceReminderType
 	PriceReminderType_Unknown = 0; // 未知
     PriceReminderType_PriceUp = 1; // 价格涨到
 	PriceReminderType_PriceDown = 2; // 价格跌到
-	PriceReminderType_ChangeRateUp = 3; // 日涨幅超
-	PriceReminderType_ChangeRateDown = 4; // 日跌幅超
-	PriceReminderType_5MinChangeRateUp = 5; // 5分钟涨幅超
-	PriceReminderType_5MinChangeRateDown = 6; // 5分钟跌幅超
+	PriceReminderType_ChangeRateUp = 3; // 日涨幅超，该字段为百分比字段，设置时填20表示20%
+	PriceReminderType_ChangeRateDown = 4; // 日跌幅超，该字段为百分比字段，设置时填20表示20%
+	PriceReminderType_5MinChangeRateUp = 5; // 5分钟涨幅超，该字段为百分比字段，设置时填20表示20%
+	PriceReminderType_5MinChangeRateDown = 6; // 5分钟跌幅超，该字段为百分比字段，设置时填20表示20%
 	PriceReminderType_VolumeUp = 7; // 成交量超过
 	PriceReminderType_TurnoverUp = 8; // 成交额超过
-	PriceReminderType_TurnoverRateUp = 9; // 换手率超过
+	PriceReminderType_TurnoverRateUp = 9; // 换手率超过，该字段为百分比字段，设置时填20表示20%
 	PriceReminderType_BidPriceUp = 10; // 买一价高于
 	PriceReminderType_AskPriceDown = 11; // 卖一价低于
 	PriceReminderType_BidVolUp = 12; // 买一量高于	
@@ -618,11 +626,18 @@ message Ticker
 	optional double timestamp = 11; //时间戳
 }
 
+message OrderBookDetail
+{
+	required int64 orderID = 1; //交易所订单ID，与交易接口返回的订单ID并不一样
+	required int64 volume = 2; //订单股数
+}
+
 message OrderBook
 {
 	required double price = 1; //委托价格
 	required int64 volume = 2; //委托数量
 	required int32 orederCount = 3; //委托订单个数
+	repeated OrderBookDetail detailList = 4; //订单信息，SF行情特有
 }
 
 message OrderDetail

diff --git a/futu/common/pb/Qot_Common_pb2.py b/futu/common/pb/Qot_Common_pb2.py
diff --git a/futu/common/pb/Qot_GetSecuritySnapshot.proto b/futu/common/pb/Qot_GetSecuritySnapshot.proto
@@ -59,6 +59,7 @@ message WarrantSnapshotExData
 	optional double upperStrikePrice = 22; //上限价，仅界内证支持该字段
 	optional double lowerStrikePrice = 23; //下限价，仅界内证支持该字段
 	optional int32 inLinePriceStatus = 24; //Qot_Common.PriceType, 界内界外，仅界内证支持该字段
+	optional string issuerCode = 25; //发行人代码
 }
 
  // 期权类型额外数据