提交网格订单
提交网格策略订单。网格以 submitted_base_price 为基准价,在 [lower_limit_price, upper_limit_price] 区间内,价格下跌时挂买单、价格上涨时挂卖单。
使用网格交易前,你需要先记录一次策略风险揭示的同意确认,详见提交策略问卷。
# 在 700.HK 上提交按百分比触发的网格
longbridge grid submit 700.HK --currency HKD --base-price 300 --upper-price 360 --lower-price 240 --trigger-type percent --trigger-up 2 --trigger-down 2 --quantity 100 --upper-quantity 200 --lower-quantity 100 --order-type GMO --tif gtc
# 仅校验规则,不实际提交
longbridge grid submit 700.HK --currency HKD --base-price 300 --upper-price 360 --lower-price 240 --trigger-type percent --trigger-up 2 --trigger-down 2 --quantity 100 --upper-quantity 200 --lower-quantity 100 --order-type GMO --tif gtc --dry-run
SDK Links
Python |
Rust |
Node.js |
Java |
C++ |
Request
| HTTP Method | POST |
| HTTP URL | /v1/gridtrading/submit |
Parameters
Content-Type: application/json; charset=utf-8
| Name | Type | Required | Description |
|---|---|---|---|
| symbol | string | YES | 标的代码,ticker.region 格式,例如:700.HK |
| settlement_currency | string | YES | 结算货币,例如:HKD |
| grid_trading_rule | object | YES | 网格规则,字段见下方。 |
grid_trading_rule
| Name | Type | Required | Description |
|---|---|---|---|
| submitted_base_price | string | YES | 网格锚定的基准价 |
| upper_limit_price | string | YES | 价格上边界 |
| lower_limit_price | string | YES | 价格下边界 |
| trigger_price_type | int32 | YES | 触发阈值的解释方式 可选值: 1 - spread(绝对价差)2 - percent(百分比) |
| trigger_spread_up | string | NO | 上涨触发价差,trigger_price_type 为 1 时必填 |
| trigger_spread_down | string | NO | 下跌触发价差,trigger_price_type 为 1 时必填 |
| trigger_percent_up | string | NO | 上涨触发百分比,trigger_price_type 为 2 时必填 |
| trigger_percent_down | string | NO | 下跌触发百分比,trigger_price_type 为 2 时必填 |
| trigger_quantity | string | YES | 每次触发的数量 |
| upper_limit_quantity | string | YES | 达到上边界时处理的数量 |
| lower_limit_quantity | string | YES | 达到下边界时处理的数量 |
| time_in_force | int32 | YES | 订单有效期 可选值: 0 - Day(当日有效)1 - GTC(撤单前有效)6 - GTD(到期前有效) |
| expire_time | int64 | NO | 到期时间(Unix 时间戳,单位秒),time_in_force 为 6(GTD)时必填 |
| upper_limit_event | int32 | NO | 达到上边界时的动作 可选值: 1 - ignore(继续运行)2 - 按最新价平仓 |
| lower_limit_event | int32 | NO | 达到下边界时的动作 可选值: 1 - ignore(继续运行)2 - 按最新价平仓 |
| trigger_sell_depth | int32 | NO | 卖盘盘口档位(-5 ~ 5)。0 表示改用 grid_order_type_up 而非档位 |
| trigger_buy_depth | int32 | NO | 买盘盘口档位(-5 ~ 5)。0 表示改用 grid_order_type_down 而非档位 |
| grid_order_type_up | string | NO | trigger_sell_depth 为 0 时的卖盘订单类型可选值: GMO / GLO / GTG |
| grid_order_type_down | string | NO | trigger_buy_depth 为 0 时的买盘订单类型可选值: GMO / GLO / GTG |
| multiple_trigger | boolean | NO | 单个网格档位是否允许多次触发 |
| support_shortsell | boolean | NO | 是否允许卖空 |
| rth | int32 | NO | 常规交易时段标志(0 / 1 / 2) |
Request Example
from decimal import Decimal
from longbridge.openapi import (
GridContext, Config, OAuthBuilder,
GridTradeRule, TriggerPriceType, GridTimeInForce, GridLimitEvent,
)
oauth = OAuthBuilder("your-client-id").build(lambda url: print("Visit:", url))
config = Config.from_oauth(oauth)
# Grid REST calls go through the standalone GridContext
ctx = GridContext(config)
rule = GridTradeRule(
Decimal(300), Decimal(360), Decimal(240), # base, upper, lower price
TriggerPriceType.Percent, Decimal(2), Decimal(2), # trigger type, up, down
Decimal(100), Decimal(200), Decimal(100), # quantity, upper qty, lower qty
GridTimeInForce.GoodTilCanceled,
upper_limit_event=GridLimitEvent.Ignore,
lower_limit_event=GridLimitEvent.Ignore,
grid_order_type_up="GMO",
grid_order_type_down="GMO",
)
resp = ctx.submit("700.HK", "HKD", rule)
print(resp)const { Config, GridContext, OAuth, Decimal, TriggerPriceType, GridTimeInForce, GridLimitEvent } = require('longbridge')
async function main() {
const oauth = await OAuth.build('your-client-id', (_, url) => {
console.log('Open this URL to authorize: ' + url)
})
const config = Config.fromOAuth(oauth)
const ctx = GridContext.new(config)
const resp = await ctx.submit({
symbol: '700.HK',
settlementCurrency: 'HKD',
gridTradingRule: {
submittedBasePrice: new Decimal(300),
upperLimitPrice: new Decimal(360),
lowerLimitPrice: new Decimal(240),
triggerPriceType: TriggerPriceType.Percent,
triggerPercentUp: new Decimal(2),
triggerPercentDown: new Decimal(2),
triggerQuantity: new Decimal(100),
upperLimitQuantity: new Decimal(200),
lowerLimitQuantity: new Decimal(100),
timeInForce: GridTimeInForce.GoodTilCanceled,
upperLimitEvent: GridLimitEvent.Ignore,
lowerLimitEvent: GridLimitEvent.Ignore,
gridOrderTypeUp: 'GMO',
gridOrderTypeDown: 'GMO',
},
})
console.log(resp)
}
main().catch(console.error)import com.longbridge.*;
import com.longbridge.grid.*;
import java.math.BigDecimal;
class Main {
public static void main(String[] args) throws Exception {
try (OAuth oauth = new OAuthBuilder("your-client-id").build(url -> System.out.println("Open to authorize: " + url)).get();
Config config = Config.fromOAuth(oauth);
GridContext ctx = GridContext.create(config)) {
GridTradeRule rule = new GridTradeRule(
new BigDecimal("300"), new BigDecimal("360"), new BigDecimal("240"),
GridTrigger.percent(new BigDecimal("2"), new BigDecimal("2")),
new BigDecimal("100"), new BigDecimal("200"), new BigDecimal("100"),
GridTimeInForce.GoodTilCanceled)
.orderTypes("GMO", "GMO")
.limitEvents(GridLimitEvent.Ignore, GridLimitEvent.Ignore);
SubmitGridOrderResponse resp = ctx.submit(new SubmitGridOrderOptions("700.HK", "HKD", rule)).get();
System.out.println(resp.getOrderId());
}
}
}use std::sync::Arc;
use longbridge::{
Config,
grid::{GridContext, GridTradeRule, SubmitGridOrderOptions},
oauth::OAuthBuilder,
};
use rust_decimal::Decimal;
#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
let oauth = OAuthBuilder::new("your-client-id").build(|url| println!("Open this URL to authorize: {url}")).await?;
let config = Arc::new(Config::from_oauth(oauth));
let ctx = GridContext::new(config);
let rule = GridTradeRule {
submitted_base_price: Some(Decimal::new(300, 0)),
upper_limit_price: Some(Decimal::new(360, 0)),
lower_limit_price: Some(Decimal::new(240, 0)),
trigger_price_type: Some(2.into()), // 1 = spread, 2 = percent
trigger_percent_up: Some(Decimal::new(2, 0)),
trigger_percent_down: Some(Decimal::new(2, 0)),
trigger_quantity: Some(Decimal::new(100, 0)),
upper_limit_quantity: Some(Decimal::new(200, 0)),
lower_limit_quantity: Some(Decimal::new(100, 0)),
time_in_force: Some(1.into()), // GTC
grid_order_type_up: Some("GMO".to_string()),
grid_order_type_down: Some("GMO".to_string()),
upper_limit_event: Some(1.into()),
lower_limit_event: Some(1.into()),
..Default::default()
};
let resp = ctx.submit(SubmitGridOrderOptions::new("700.HK", "HKD", rule)).await?;
println!("submitted grid order: {}", resp.order_id);
Ok(())
}#include <iostream>
#include <longbridge.hpp>
using namespace longbridge;
using namespace longbridge::grid;
static void
run(const OAuth& oauth)
{
Config config = Config::from_oauth(oauth);
GridContext ctx = GridContext::create(config);
GridTradeRule rule;
rule.submitted_base_price = Decimal("300");
rule.upper_limit_price = Decimal("360");
rule.lower_limit_price = Decimal("240");
rule.trigger_price_type = TriggerPriceType::Percent;
rule.trigger_percent_up = Decimal("2");
rule.trigger_percent_down = Decimal("2");
rule.trigger_quantity = Decimal("100");
rule.upper_limit_quantity = Decimal("200");
rule.lower_limit_quantity = Decimal("100");
rule.time_in_force = GridTimeInForce::GoodTilCanceled;
rule.grid_order_type_up = "GMO";
rule.grid_order_type_down = "GMO";
SubmitGridOrderOptions opts{ "700.HK", "HKD", rule };
ctx.submit(opts, [](auto res) {
if (!res) {
std::cout << "failed" << std::endl;
return;
}
std::cout << "order_id: " << res->order_id << std::endl;
});
}
int main(int argc, char const* argv[]) {
const std::string client_id = "your-client-id";
OAuthBuilder(client_id).build(
[](const std::string& url) {
std::cout << "Open this URL to authorize: " << url << std::endl;
},
[](auto res) {
if (!res) {
std::cout << "authorization failed" << std::endl;
return;
}
run(*res);
});
std::cin.get();
return 0;
}Response
Response Headers
- Content-Type: application/json
Response Example
{
"code": 0,
"message": "success",
"data": {
"order_id": "764609681686573056"
}
}
Response Status
| Status | Description | Schema |
|---|---|---|
| 200 | 网格订单提交成功。 | None |
| 400 | 下单被拒绝,请求参数错误。 | None |