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billpwchan / futu_algo

Futu Algorithmic Trading Solution (Python) 基於富途OpenAPI所開發量化交易程序
Apache License 2.0
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[MAJOR UPDATE] Data Retrieval Logic Change #26

Closed billpwchan closed 2 years ago

billpwchan commented 3 years ago

Instead of subscribing to the data and rely on the data push from the Futu side, use multi-threads to retrieve the latest data from the Futu OpenD with no frequency limit.

Check out https://openapi.futunn.com/futu-api-doc/qa/quote.html for more details.

The implementation should take around 2 weeks to finish. It's a major one, should be tested thoroughly before merging to the Master

billpwchan commented 3 years ago

Update: Definitely worth the effort. Each update on three technical indicators for a single stock only takes 0.01 seconds. With multi-threading, scale the solution to 300 stocks trading at the same time won't be an issue.

billpwchan commented 3 years ago

Done. Just need to tidy up the code in main_backend.py.

billpwchan commented 2 years ago

Code updated. The focus of this futu_algo system has been shifted from High-Frequency Trading to Algorithmic Trading due to the limited computing power available.