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。

CLI

# 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	longbridge.openapi.GridContext.submit
Rust	longbridge::grid::GridContext#submit
Node.js	GridContext#submit
Java	GridContext.getSubmit
C++	longbridge::grid::GridContext::submit

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