Securities and Futures

Futu Securities

Futu NiuNiu live trading and paper trading are supported. FutuOpenD must run on the docker's machine. For configuring the exchange object and running FutuOpenD, see the Futu Securities configuration guide.

When FutuOpenD is used for paper trading, some stock codes are not supported and cannot be traded (paper trading works in the Futu NiuNiu mobile app).

• Call frequency
  GetOrder, GetOrders, GetPositions and GetAccount use cached data by default, so their call frequency is not limited; FutuOpenD updates the cache automatically when new data arrives.
  exchange.IO("refresh", true) disables the cache; without the cache the limit is at most 10 queries every 30 seconds, and exceeding it returns an error.

• Stock codes
  The format is code.market, e.g. 600519.SH. Market suffixes:

  • HK: Hong Kong stocks
  • US: US stocks
  • SH: Shanghai
  • SZ: Shenzhen
  • SG: Singapore futures
  • JP: Japan futures

  Set the stock code with exchange.SetContractType() in the strategy, for example:

  • Javascript
  • Python
  • Rust

  
              javascript
              
              
  function main() {
      var info = exchange.SetContractType("600519.SH")    // set the stock 600519.SH (Moutai); the account switches to the mainland market
      Log(info)
      Log(exchange.GetAccount())                          // the current stock is Moutai, so GetAccount returns the mainland market assets
      Log(exchange.GetTicker())                           // current quote of Moutai
  }
  

  
              python
              
              
  def main():
      info = exchange.SetContractType("600519.SH")
      Log(info)
      Log(exchange.GetAccount())
      Log(exchange.GetTicker())
  

  
              rust
              
              
  fn main() {
      let info = exchange.SetContractType("600519.SH");    // set the stock 600519.SH (Moutai); the account switches to the mainland market
      Log!(info);
      Log!(exchange.GetAccount());                          // the current stock is Moutai, so GetAccount returns the mainland market assets
      Log!(exchange.GetTicker(None));                       // current quote of Moutai
  }
  

  exchange.SetDirection (trade direction), exchange.Buy/exchange.Sell (orders), exchange.CancelOrder (cancellation), exchange.GetOrder (order query) and the like are used the same way as in futures markets.

• Account information
  Futu uses TrdMarket to tell the Hong Kong, US, mainland and other markets apart. From the Futu API documentation:

  
              mylang
              
              
  const (
      TrdMarket_TrdMarket_Unknown TrdMarket = 0 // unknown market
      TrdMarket_TrdMarket_HK      TrdMarket = 1 // Hong Kong market
      TrdMarket_TrdMarket_US      TrdMarket = 2 // US market
      TrdMarket_TrdMarket_CN      TrdMarket = 3 // mainland market
      TrdMarket_TrdMarket_HKCC    TrdMarket = 4 // Hong Kong Stock Connect market
      TrdMarket_TrdMarket_Futures TrdMarket = 5 // futures market
  )
  

  Data returned by exchange.GetAccount():

  
              json
              
              
  {
      "Info": [{
          "Header": {
              ...                 // omitted
              "TrdMarket": 1      // market ID in the raw Info data: assets of the Hong Kong market
          },
          "Funds": {              // account assets in this market
              ...
          }
      }, ...],
      "Stocks": 0,
      "FrozenStocks": 0,
      "Balance": 1000000,         // assets in the current market
      "FrozenBalance": 0
  }
  

• FutuOpenD decides the region by the IP address it logs in from; accounts logged in from outside mainland China have some market data restrictions. See the official FutuOpenD (Futu) documentation.

Interactive Brokers

• Configure the exchange
  Run "IB Gateway" or "TWS (Trader Workstation)" on the docker's machine. With TWS: after logging in, click the configuration button at the top right, open "Configure" → "API" → "Settings", uncheck "Read-Only API", check "Enable ActiveX and Socket Clients", and note the "Socket port" (TWS defaults to 7496 for live and 7497 for paper; IB Gateway to 4001 for live and 4002 for paper).
  Then choose Interactive Brokers on the platform's add exchange page:

  • Server address: the address and port of TWS or IB Gateway, e.g. localhost:7496.
  • Market data type: realtime, frozen, delayed or delayed frozen. Accounts without a realtime market data subscription can choose delayed data. It can also be switched at run time with exchange.IO("marketDataType", n) (n from 1 to 4, in the order above).

• Contract codes
  Set with exchange.SetContractType() in the form symbol.currency[.type[.exchange]]; the type defaults to stock STK and the exchange to SMART:

  • US stocks: AAPL.US, TSLA.US (US means priced in USD).
  • Hong Kong stocks: symbol.HK (HK means priced in HKD).
  • Futures (FUT): symbol-expiry[-multiplier].currency.FUT.exchange, with the expiry month written as YYYYMM and the exchange as IB's exchange code.
  • Options (OPT) and futures options (FOP): symbol-expiry-C or P-strike×100[-multiplier].currency.OPT or FOP.exchange, with the strike multiplied by 100 and written as an integer.
  • A plain number: used directly as the IB contract ID (conId).

• Other notes

  • The docker connects to TWS with the live trading ID as its client ID (clientId), so the client ID stays the same across restarts and orders placed earlier can still be cancelled or modified. TWS only lets the client ID that placed an order (or the master client) modify or cancel it.
  • Symbol in positions and orders is the short form (e.g. Z74.SGD); exchange.GetPositions() and exchange.GetOrders() accept either the short form or the full code used when ordering (e.g. Z74.SGD.STK.SGX).
  • When the gateway rejects an order, the Reject field in the order's Info holds the reason.
  • After exchange.IO("debug", true), every frame sent to or received from TWS is logged in the TWS API log format, so it can be matched against the gateway's own log.

Crypto

• Futures_Binance
  Binance trading pairs with Chinese names are supported:

  
              javascript
              
              
  function main() {
      let ticker = exchange.GetTicker("币安人生_USDT.swap")
      Log("ticker:", ticker)   // {"Info":{...},"Symbol":"币安人生_USDT.swap","Open":0.29622,"High":0.31661, ...}
  }
  

  For the exchange.IO() switches of Binance Futures (dual-side position mode, isolated/cross margin, unified account, STP mode, etc.), see exchange.IO.

• Futures_HuobiDM
  Use exchange.IO("base", "https://xxx.xxx.xxx") or exchange.SetBase("https://xxx.xxx.xxx") to switch the base address of the exchange API.

  For the exchange.IO() switches of Huobi Futures (signHost, isolated/cross margin, one-way/two-way position mode, unified account, etc.), see exchange.IO.

  Condition orders of the OCO type (ORDER_CONDITION_TYPE_OCO) are not supported; condition orders also work in multi-asset margin mode.

• Huobi
  Huobi trading pairs with Chinese names are supported:

  
              javascript
              
              
  function main() {
      let ticker = exchange.GetTicker("币安人生_USDT")
      Log("ticker:", ticker)   // {"Info":{...},"Symbol":"币安人生_USDT","Open":0.29622,"High":0.31661, ...}
  }
  

• Bitfinex
  The amount of a spot market buy order is the quantity of the traded coin, not the quote amount.

• AscendEx
  The amount of a spot market buy order is the quantity of the traded coin, not the quote amount.

• Futures_Hyperliquid
  See the Hyperliquid guide.

  For the exchange.IO() switches of Hyperliquid Futures (isolated/cross margin, mainnet/testnet, vaultAddress, walletAddress, expiresAfter, etc.), see exchange.IO.

• Futures_Lighter
  The test environment can be selected when configuring the exchange object, or reached by changing the REST API endpoint with exchange.SetBase().

  For the exchange.IO() switches of Futures_Lighter (isolated/cross margin, order expiry, etc.), see exchange.IO.

  Buy and Sell returned by exchange.GetTickers() are each instrument's last trade price (the exchange has no batch order book endpoint); use exchange.GetTicker() or exchange.GetDepth() when you need the best bid and ask.

• Futures_edgeX
  All edgeX perpetuals are quoted in USDC: write the trading pair as BTC_USDC and so on, with full symbols such as BTC_USDC.swap; BTC_USDT or BTC_USD is reported as a contract that does not exist.

• Poloniex
  Spot condition orders support stop-loss only (ORDER_CONDITION_TYPE_SL): a buy triggers when the price rises to the trigger price, a sell when it falls to the trigger price. Take-profit (ORDER_CONDITION_TYPE_TP) and OCO condition orders return an error and no order is placed.