期货

获取期货交易所

功能说明

获取期货交易所列表。

方法签名

func (c *QuoteClient) GetFutureExchange() ([]model.FutureExchange, error)

参数

无参数。

([]model.FutureExchange, error)。关键字段来自 model.FutureExchange：

字段	类型	JSON 字段
`Code`	`string`	`code`
`Name`	`string`	`name`
`ZoneID`	`string`	`zoneId`

示例

result, err := qc.GetFutureExchange()
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

[
  {
    "code": "CME",
    "name": "Chicago Mercantile Exchange",
    "market": "US",
    "zone": "America/Chicago"
  },
  {
    "code": "NYMEX",
    "name": "New York Mercantile Exchange",
    "market": "US",
    "zone": "America/New_York"
  },
  {
    "code": "HKEX",
    "name": "Hong Kong Exchanges",
    "market": "HK",
    "zone": "Asia/Hong_Kong"
  }
]

获取期货合约列表

功能说明

获取某交易所的期货合约列表。

方法签名

func (c *QuoteClient) GetFutureContracts(exchange string) ([]model.FutureContractInfo, error)

参数

参数	类型	必填	SDK 默认值	约束
`exchange`	`string`	是	无	见方法签名；SDK 不提供额外默认值

([]model.FutureContractInfo, error)。关键字段来自 model.FutureContractInfo：

字段	类型	JSON 字段
`Continuous`	`bool`	`continuous`
`Trade`	`bool`	`trade`
`Type`	`string`	`type`
`ContractCode`	`string`	`contractCode`
`IbCode`	`string`	`ibCode`
`Name`	`string`	`name`
`ContractMonth`	`string`	`contractMonth`
`LastTradingDate`	`string`	`lastTradingDate`
`FirstNoticeDate`	`string`	`firstNoticeDate`
`LastBiddingCloseTime`	`int64`	`lastBiddingCloseTime`
`Currency`	`string`	`currency`
`ExchangeCode`	`string`	`exchangeCode`
`Multiplier`	`float64`	`multiplier`
`MinTick`	`float64`	`minTick`

示例

result, err := qc.GetFutureContracts("value")
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

[
  {
    "contractCode": "ES2609",
    "symbol": "ES",
    "name": "E-mini S&P 500",
    "exchange": "CME",
    "exchangeCode": "CME",
    "market": "US",
    "currency": "USD",
    "multiplier": 50.0,
    "lastTradingDate": "2025-09-19",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0
  },
  {
    "contractCode": "ES2612",
    "symbol": "ES",
    "name": "E-mini S&P 500",
    "exchange": "CME",
    "exchangeCode": "CME",
    "market": "US",
    "currency": "USD",
    "multiplier": 50.0,
    "lastTradingDate": "2025-12-19",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0
  }
]

获取期货合约

功能说明

按 contract_code 查单个期货合约。服务端可能返回单个对象或列表，此处统一展开为 []FutureContractInfo。

方法签名

func (c *QuoteClient) GetFutureContract(req model.FutureContractSingleRequest) ([]model.FutureContractInfo, error)

参数

model.FutureContractSingleRequest

参数	类型	必填	默认值	说明
`Type`	`string`	否	空值省略	无；可选值：Exercise or Expire for option exercise requests; product type for futures requests
`Lang`	`string`	否	空值省略	无；可选值：zh_CN, zh_TW, en_US

([]model.FutureContractInfo, error)。关键字段来自 model.FutureContractInfo：

字段	类型	JSON 字段
`Continuous`	`bool`	`continuous`
`Trade`	`bool`	`trade`
`Type`	`string`	`type`
`ContractCode`	`string`	`contractCode`
`IbCode`	`string`	`ibCode`
`Name`	`string`	`name`
`ContractMonth`	`string`	`contractMonth`
`LastTradingDate`	`string`	`lastTradingDate`
`FirstNoticeDate`	`string`	`firstNoticeDate`
`LastBiddingCloseTime`	`int64`	`lastBiddingCloseTime`
`Currency`	`string`	`currency`
`ExchangeCode`	`string`	`exchangeCode`
`Multiplier`	`float64`	`multiplier`
`MinTick`	`float64`	`minTick`

示例

result, err := qc.GetFutureContract(model.FutureContractSingleRequest{
	ContractCode: "ES2609",
	Type: "Exercise",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

{
  "contractCode": "ES2609",
  "symbol": "ES",
  "name": "E-mini S&P 500",
  "exchange": "CME",
  "exchangeCode": "CME",
  "market": "US",
  "currency": "USD",
  "multiplier": 50.0,
  "lastTradingDate": "2025-09-19",
  "firstNoticeDate": "",
  "lastBiddingCloseTime": 0
}

获取所有期货合约

功能说明

查询所有期货合约。

方法签名

func (c *QuoteClient) GetAllFutureContracts(req model.AllFutureContractsRequest) ([]model.FutureContractInfo, error)

参数

model.AllFutureContractsRequest

参数	类型	必填	默认值	说明
`Type`	`string`	否	空值省略	无；可选值：Exercise or Expire for option exercise requests; product type for futures requests
`Lang`	`string`	否	空值省略	无；可选值：zh_CN, zh_TW, en_US

([]model.FutureContractInfo, error)。关键字段来自 model.FutureContractInfo：

字段	类型	JSON 字段
`Continuous`	`bool`	`continuous`
`Trade`	`bool`	`trade`
`Type`	`string`	`type`
`ContractCode`	`string`	`contractCode`
`IbCode`	`string`	`ibCode`
`Name`	`string`	`name`
`ContractMonth`	`string`	`contractMonth`
`LastTradingDate`	`string`	`lastTradingDate`
`FirstNoticeDate`	`string`	`firstNoticeDate`
`LastBiddingCloseTime`	`int64`	`lastBiddingCloseTime`
`Currency`	`string`	`currency`
`ExchangeCode`	`string`	`exchangeCode`
`Multiplier`	`float64`	`multiplier`
`MinTick`	`float64`	`minTick`

示例

result, err := qc.GetAllFutureContracts(model.AllFutureContractsRequest{
	Type: "Exercise",
	Exchange: "CME",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

[
  {
    "contractCode": "ES2609",
    "symbol": "ES",
    "name": "E-mini S&P 500",
    "exchange": "CME",
    "exchangeCode": "CME",
    "market": "US",
    "currency": "USD",
    "multiplier": 50.0,
    "lastTradingDate": "2025-09-19",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0
  },
  {
    "contractCode": "ES2612",
    "symbol": "ES",
    "name": "E-mini S&P 500",
    "exchange": "CME",
    "exchangeCode": "CME",
    "market": "US",
    "currency": "USD",
    "multiplier": 50.0,
    "lastTradingDate": "2025-12-19",
    "firstNoticeDate": "",
    "lastBiddingCloseTime": 0
  }
]

获取当前合约

功能说明

当前主力合约。

方法签名

func (c *QuoteClient) GetCurrentFutureContract(req model.FutureContractSingleRequest) (*model.FutureContractInfo, error)

参数

model.FutureContractSingleRequest

参数	类型	必填	默认值	说明
`Type`	`string`	否	空值省略	无；可选值：Exercise or Expire for option exercise requests; product type for futures requests
`Lang`	`string`	否	空值省略	无；可选值：zh_CN, zh_TW, en_US

(*model.FutureContractInfo, error)。关键字段来自 model.FutureContractInfo：

字段	类型	JSON 字段
`Continuous`	`bool`	`continuous`
`Trade`	`bool`	`trade`
`Type`	`string`	`type`
`ContractCode`	`string`	`contractCode`
`IbCode`	`string`	`ibCode`
`Name`	`string`	`name`
`ContractMonth`	`string`	`contractMonth`
`LastTradingDate`	`string`	`lastTradingDate`
`FirstNoticeDate`	`string`	`firstNoticeDate`
`LastBiddingCloseTime`	`int64`	`lastBiddingCloseTime`
`Currency`	`string`	`currency`
`ExchangeCode`	`string`	`exchangeCode`
`Multiplier`	`float64`	`multiplier`
`MinTick`	`float64`	`minTick`

示例

result, err := qc.GetCurrentFutureContract(model.FutureContractSingleRequest{
	ContractCode: "ES2609",
	Type: "Exercise",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

{
  "contractCode": "ES2609",
  "symbol": "ES",
  "name": "E-mini S&P 500",
  "exchange": "CME",
  "exchangeCode": "CME",
  "market": "US",
  "currency": "USD",
  "multiplier": 50.0,
  "lastTradingDate": "2025-09-19",
  "firstNoticeDate": "",
  "lastBiddingCloseTime": 0
}

获取连续合约

功能说明

连续主力合约。

方法签名

func (c *QuoteClient) GetFutureContinuousContracts(req model.FutureContinuousContractsRequest) ([]model.FutureContractInfo, error)

参数

model.FutureContinuousContractsRequest

参数	类型	必填	默认值	说明
`Type`	`string`	否	空值省略	无；可选值：Exercise or Expire for option exercise requests; product type for futures requests
`Lang`	`string`	否	空值省略	无；可选值：zh_CN, zh_TW, en_US

([]model.FutureContractInfo, error)。关键字段来自 model.FutureContractInfo：

字段	类型	JSON 字段
`Continuous`	`bool`	`continuous`
`Trade`	`bool`	`trade`
`Type`	`string`	`type`
`ContractCode`	`string`	`contractCode`
`IbCode`	`string`	`ibCode`
`Name`	`string`	`name`
`ContractMonth`	`string`	`contractMonth`
`LastTradingDate`	`string`	`lastTradingDate`
`FirstNoticeDate`	`string`	`firstNoticeDate`
`LastBiddingCloseTime`	`int64`	`lastBiddingCloseTime`
`Currency`	`string`	`currency`
`ExchangeCode`	`string`	`exchangeCode`
`Multiplier`	`float64`	`multiplier`
`MinTick`	`float64`	`minTick`

示例

result, err := qc.GetFutureContinuousContracts(model.FutureContinuousContractsRequest{
	Type: "Exercise",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

[
  {
    "contractCode": "ESmain",
    "symbol": "ES",
    "name": "E-mini S&P 500 Continuous",
    "exchange": "CME",
    "exchangeCode": "CME",
    "market": "US",
    "currency": "USD",
    "multiplier": 50.0,
    "type": "main"
  }
]

获取历史主力合约

功能说明

期货主力合约历史。

方法签名

func (c *QuoteClient) GetFutureHistoryMainContract(req model.FutureHistoryMainContractRequest) ([]model.FutureMainContractHistory, error)

参数

model.FutureHistoryMainContractRequest

参数	类型	必填	默认值	说明
`Lang`	`string`	否	空值省略	无；可选值：zh_CN, zh_TW, en_US

([]model.FutureMainContractHistory, error)。关键字段来自 model.FutureMainContractHistory：

字段	类型	JSON 字段
`ContractCode`	`string`	`contractCode`
`Symbol`	`string`	`symbol`
`BeginDate`	`string`	`beginDate`
`EndDate`	`string`	`endDate`

示例

result, err := qc.GetFutureHistoryMainContract(model.FutureHistoryMainContractRequest{
	ContractCodes: []string{"ES2609"},
	BeginTime: 1735689600000,
	EndTime: 1738281600000,
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

[
  {
    "contractCode": "ES2609",
    "symbol": "ES",
    "beginDate": "2025-06-20",
    "endDate": "2025-09-19"
  },
  {
    "contractCode": "ES2606",
    "symbol": "ES",
    "beginDate": "2025-03-21",
    "endDate": "2025-06-19"
  }
]

获取期货实时行情

功能说明

获取期货实时行情。

方法签名

func (c *QuoteClient) GetFutureRealTimeQuote(req model.FutureBriefRequest) ([]model.FutureQuote, error)

参数

model.FutureBriefRequest

参数	类型	必填	默认值	说明
`Lang`	`string`	否	空值省略	无；可选值：zh_CN, zh_TW, en_US

([]model.FutureQuote, error)。关键字段来自 model.FutureQuote：

字段	类型	JSON 字段
`ContractCode`	`string`	`contractCode`
`LatestPrice`	`float64`	`latestPrice`
`LatestSize`	`int64`	`latestSize`
`LatestTime`	`int64`	`latestTime`
`BidPrice`	`float64`	`bidPrice`
`AskPrice`	`float64`	`askPrice`
`BidSize`	`int64`	`bidSize`
`AskSize`	`int64`	`askSize`
`OpenInterest`	`int64`	`openInterest`
`OpenInterestChange`	`int64`	`openInterestChange`
`Volume`	`int64`	`volume`
`Open`	`float64`	`open`
`High`	`float64`	`high`
`Low`	`float64`	`low`

示例

result, err := qc.GetFutureRealTimeQuote(model.FutureBriefRequest{
	ContractCodes: []string{"ES2609"},
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

[
  {
    "symbol": "ES2609",
    "open": 5620.25,
    "high": 5658.50,
    "low": 5605.00,
    "close": 5645.75,
    "preClose": 5618.00,
    "latestPrice": 5645.75,
    "latestTime": 1785528000000,
    "askPrice": 5646.00,
    "askSize": 125,
    "bidPrice": 5645.75,
    "bidSize": 98,
    "volume": 1523400,
    "status": "NORMAL"
  }
]

获取期货 K 线

功能说明

获取期货 K 线数据。beginTimeMs/endTimeMs 为 13 位毫秒时间戳，-1 表示不限。

方法签名

func (c *QuoteClient) GetFutureKline(req model.FutureKlineRequest) ([]model.FutureKline, error)

参数

model.FutureKlineRequest

参数	类型	必填	默认值	说明
`Period`	`string`	否	空值省略	无；可选值：day, week, month, year, 1min, 5min, 15min, 30min, 60min
`Lang`	`string`	否	空值省略	无；可选值：zh_CN, zh_TW, en_US

([]model.FutureKline, error)。关键字段来自 model.FutureKline：

字段	类型	JSON 字段
`NextPageToken`	`string`	`nextPageToken`
`Items`	`[]FutureKlineItem`	`items`

示例

result, err := qc.GetFutureKline(model.FutureKlineRequest{
	ContractCodes: []string{"ES2609"},
	ContractCode: "ES2609",
	Period: "day",
	BeginTime: 1735689600000,
	EndTime: 1738281600000,
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

[
  {
    "symbol": "ES2609",
    "period": "day",
    "nextPageToken": null,
    "items": [
      {
        "time": 1785384000000,
        "volume": 1234567,
        "open": 5618.00,
        "close": 5620.25,
        "high": 5635.50,
        "low": 5598.75,
        "amount": 0
      },
      {
        "time": 1785470400000,
        "volume": 1523400,
        "open": 5620.25,
        "close": 5645.75,
        "high": 5658.50,
        "low": 5605.00,
        "amount": 0
      }
    ]
  }
]

分页获取期货 K 线

功能说明

分页获取期货 K 线，客户端循环直到收集足够数据后合并返回。

方法签名

func (c *QuoteClient) GetFutureKlineByPage(req model.FutureKlineByPageRequest) ([]model.FutureKlineItem, error)

参数

model.FutureKlineByPageRequest

参数	类型	必填	默认值	说明
`Period`	`string`	否	空值省略	无；可选值：day, week, month, year, 1min, 5min, 15min, 30min, 60min
`Lang`	`string`	否	空值省略	无；可选值：zh_CN, zh_TW, en_US

([]model.FutureKlineItem, error)。关键字段来自 model.FutureKlineItem：

字段	类型	JSON 字段
`Time`	`int64`	`time`
`Volume`	`int64`	`volume`
`Open`	`float64`	`open`
`Close`	`float64`	`close`
`High`	`float64`	`high`
`Low`	`float64`	`low`
`LastTime`	`int64`	`lastTime`
`OpenInterest`	`int64`	`openInterest`
`Settlement`	`float64`	`settlement`

示例

result, err := qc.GetFutureKlineByPage(model.FutureKlineByPageRequest{
	ContractCode: "ES2609",
	Period: "day",
	BeginTime: 1735689600000,
	EndTime: 1738281600000,
	TotalSize: 100,
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

[
  {
    "time": 1785384000000,
    "volume": 1234567,
    "open": 5618.00,
    "close": 5620.25,
    "high": 5635.50,
    "low": 5598.75,
    "amount": 0
  },
  {
    "time": 1785470400000,
    "volume": 1523400,
    "open": 5620.25,
    "close": 5645.75,
    "high": 5658.50,
    "low": 5605.00,
    "amount": 0
  }
]

获取期货逐笔

功能说明

期货逐笔。服务端返回 {contractCode, items:[...]} 对象，需解包 items 并回填 contractCode。 end_index 服务端要求必须 >= 0；未设置时默认 30（与 Python SDK 一致）。

方法签名

func (c *QuoteClient) GetFutureTradeTicks(req model.FutureTradeTicksRequest) ([]model.FutureTradeTickItem, error)

参数

model.FutureTradeTicksRequest

参数	类型	必填	默认值	说明
`Lang`	`string`	否	空值省略	无；可选值：zh_CN, zh_TW, en_US

([]model.FutureTradeTickItem, error)。关键字段来自 model.FutureTradeTickItem：

字段	类型	JSON 字段
`ContractCode`	`string`	`contractCode`
`Index`	`int64`	`index`
`Time`	`int64`	`time`
`Price`	`float64`	`price`
`Volume`	`int64`	`volume`
`Direction`	`string`	`direction`

示例

result, err := qc.GetFutureTradeTicks(model.FutureTradeTicksRequest{
	ContractCode: "ES2609",
	Limit: 20,
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

[
  {
    "symbol": "ES2609",
    "beginIndex": 98200,
    "endIndex": 98202,
    "items": [
      {"time": 1785527990000, "volume": 5, "price": 5645.50, "type": "+"},
      {"time": 1785527995000, "volume": 12, "price": 5645.75, "type": "-"}
    ]
  }
]

获取期货深度

功能说明

期货盘口。

方法签名

func (c *QuoteClient) GetFutureDepth(req model.FutureDepthRequest) ([]model.FutureDepth, error)

参数

model.FutureDepthRequest

参数	类型	必填	默认值	说明
`Lang`	`string`	否	空值省略	无；可选值：zh_CN, zh_TW, en_US

([]model.FutureDepth, error)。关键字段来自 model.FutureDepth：

字段	类型	JSON 字段
`ContractCode`	`string`	`contractCode`
`Timestamp`	`int64`	`timestamp`
`Asks`	`[]DepthLevel`	`asks`
`Bids`	`[]DepthLevel`	`bids`

示例

result, err := qc.GetFutureDepth(model.FutureDepthRequest{
	ContractCodes: []string{"ES2609"},
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

[
  {
    "symbol": "ES2609",
    "asks": [
      {"price": 5646.00, "volume": 125, "count": 0},
      {"price": 5646.25, "volume": 200, "count": 0},
      {"price": 5646.50, "volume": 350, "count": 0}
    ],
    "bids": [
      {"price": 5645.75, "volume": 98, "count": 0},
      {"price": 5645.50, "volume": 180, "count": 0},
      {"price": 5645.25, "volume": 275, "count": 0}
    ]
  }
]

获取期货交易时间

功能说明

期货交易时段。服务端返回单个对象（{timeSection/tradingTimes/biddingTimes}）。

方法签名

func (c *QuoteClient) GetFutureTradingTimes(req model.FutureTradingTimesRequest) (*model.FutureTradingTime, error)

参数

model.FutureTradingTimesRequest

参数	类型	必填	默认值	说明
`Lang`	`string`	否	空值省略	无；可选值：zh_CN, zh_TW, en_US

(*model.FutureTradingTime, error)。关键字段来自 model.FutureTradingTime：

字段	类型	JSON 字段
`ContractCode`	`string`	`contractCode`
`BizDate`	`string`	`bizDate`
`Zone`	`string`	`zone`
`TradingTimes`	`[]FutureTradingSegment`	`tradingTimes`

示例

result, err := qc.GetFutureTradingTimes(model.FutureTradingTimesRequest{
	ContractCode: "ES2609",
	TradingDate: "2025-01-15",
	Lang: "en_US",
})
if err != nil {
	log.Fatal(err)
}
fmt.Printf("%#v\n", result)

返回示例

[
  {
    "symbol": "ES",
    "tradingTimes": [
      {"start": "18:00:00", "end": "17:00:00", "zone": "America/Chicago", "tradingSession": "Electronic"}
    ]
  }
]