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FutunnOpen / py-futu-api

富途 OpenAPI Python SDK
Apache License 2.0
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做的真烂！下单造成的损失要找谁负责？我要去APP上@你们老板！onPush_UpdateTicker 收到报价异常，TSLA和XLK报价低于实际价格10元以上，NVDA报价比实际价格高15块，用了一周多，发现出现了4次。难道没人用这个功能吗？还有这么严重的报价问题？真不靠谱！ #175

Closed solarcult closed 4 months ago

solarcult commented 5 months ago

XLK: XLK 美国时间：2024-06-26 11:04:06, XLK 实际价格是225.45，onPush_UpdateTicker 报价 213.39，相差竟然超过10块钱，造成程序下单卖出股票，做的真烂！我损失要找谁负责？

以下是日志： 2024-06-26 10:56:29, XLK : I am in onPush_UpdateTicker, I am alive. Don't worry. :). now stockQty is : 17 , and now price is : 226.11 2024-06-26 11:04:06, XLK NOW Hit Sell position hit price: 213.39 2024-06-26 11:04:06, Calc Sell sellQty: 8 2024-06-26 11:04:06, Submit Sell order XLK, qty: 8, price: 212.75 2024-06-26 11:04:06, XLK Sad :( Sell order Not complete finished. FilledOrderQty: 0.0 and fillAvgPrice is: 0.0. now stockQty is : 17, waitingSell : 8 2024-06-26 11:04:07, XLK Sad :( Sell order Not complete finished. FilledOrderQty: 0.0 and fillAvgPrice is: 0.0. now stockQty is : 17, waitingSell : 8 2024-06-26 11:09:18, XLK Sad :( Sell order Not complete finished. FilledOrderQty: 0.0 and fillAvgPrice is: 0.0. now stockQty is : 17, waitingSell : 8 2024-06-26 11:09:19, XLK Happy :) Sell order finished filledOrderQty: 6.0 And FillAvgPrice is: 225.1416. now stockQty is : 11, waitingSell : 2 XLK mount is all right: 11 2024-06-26 11:09:31, XLK Sad :( Sell order Not complete finished. FilledOrderQty: 0.0 and fillAvgPrice is: 0.0. now stockQty is : 11, waitingSell : 2 2024-06-26 11:09:32, XLK Happy :) Sell order finished filledOrderQty: 12.0 And FillAvgPrice is: 225.0413. now stockQty is : -1, waitingSell : -10 XLK mount is all right: -1

xlkerror

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TSLA: TSLA 美国时间 2024-06-26 11:59:27, TSLA 是价格是194.35 onPush_UpdateTicker 报价 178.5291，差的离谱。

2024-06-26 11:34:09, TSLA : I am in onPush_UpdateTicker, I am alive. Don't worry. :). now stockQty is : 53 , and now price is : 193.22 2024-06-26 11:59:27, TSLA NOW Hit Sell position hit price: 178.5291 2024-06-26 11:59:27, Calc Sell sellQty: 23 2024-06-26 11:59:27, Submit Sell order TSLA, qty: 23, price: 178.18

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NVDA: NVDA美国时间2024-06-26 13:44:49, NVDA是价格是123.9 onPush_UpdateTicker 报价 139.0844，多了15块钱！

2024-06-26 13:31:52, NVDA : I am in onPush_UpdateTicker, I am alive. Don't worry. :). now stockQty is : 26 , and now price is : 123.8 2024-06-26 13:44:49, NVDA NOW Hit Buy position hit price: 139.0844 2024-06-26 13:44:49, Calc buy status result: 3 2024-06-26 13:44:49, Calc Buy buyQty: 39 2024-06-26 13:44:49, Submit buy order NVDA, qty: 39, price: 139.37

solarcult commented 5 months ago

我就不明白了，时间点都给了，回看日志，查找到原因很难吗？难道这点技术水平和日志分析都没有？还说富途自己去对接美股数据源了？就这样吗? [叹气]

byblehua commented 5 months ago

你好，你的问题我们在查了

lijian522904020 commented 5 months ago

您好，找相关同事排查了一下。这几个时间点确实都存在偏离市价较多的碎股逐笔成交的。我把相关的数据截图发给您。我们也在彭博机上做了二次比对，也是没问题的哈，截图我一并发出来。这些逐笔因为是碎股成交，所以K线上不会体现出来。纳斯达克逐笔还包含报告到finra nasdaq trf的场外成交，这种现象在美股正股是普遍存在的。抱歉github看得不是很及时，给您造成不好的体验了，下次遇到这类紧急问题，建议与我们的24小时客服联系，响应会更快一些。或者直接在微信群或者qq群反馈给我们的产品研发同事。 20240627-124544 20240627-124550 20240627-124553 20240627-124558 20240627-124602 20240627-124606 20240627-124609

solarcult commented 5 months ago

您好，找相关同事排查了一下。这几个时间点确实都存在偏离市价较多的碎股逐笔成交的。我把相关的数据截图发给您。我们也在彭博机上做了二次比对，也是没问题的哈，截图我一并发出来。这些逐笔因为是碎股成交，所以K线上不会体现出来。纳斯达克逐笔还包含报告到finra nasdaq trf的场外成交，这种现象在美股正股是普遍存在的。抱歉github看得不是很及时，给您造成不好的体验了，下次遇到这类紧急问题，建议与我们的24小时客服联系，响应会更快一些。或者直接在微信群或者qq群反馈给我们的产品研发同事。 )

所以用你们这个ticker方案，一定会遇到这种上下跳跃不连贯的数据了？你们也不进行这种不连贯无意义数据的过滤？完全传给客户？

solarcult commented 4 months ago

懂了，就是别用这两个方案，用了就要自己处理异常情况，我建议在api里写清楚有可能出现波动交易数据，给使用者提个醒。还有这些：逐笔回调，分时回调，K线回调，摆盘回调，实时报价回调，每一分钟所产生的次数比例最好也能提供一下，我自己测过，ticker的数据会比rt的要多3倍，但这也不能每次都让用户自己对比啊。api上写清楚比较好，也显得专业点。你说呢？