Architecture

Built on the Futu OpenAPI Python SDK. 97 standalone examples organized as a reference library, not a framework.

Codebase at a Glance (Knowledge Graph)

Metric	Value
Files	155
Python modules	136 (99 main.py, 37 supporting modules)
Code symbols	3,180
Relationships	4,390
Functional communities	59
Execution flows	99

Layer architecture:

┌────────────────────────────────────────────────────────┐
│                  97 Example Scripts                     │
│  (00_connect_ha/  →  examples/97_vwap_anchored/)       │
│  Each: import connect → call SDK → log → ctx.close()   │
└──────────────────────┬─────────────────────────────────┘
                       │ imports from
┌──────────────────────▼─────────────────────────────────┐
│              examples/connect.py                        │
│  HA gateway probe │ RSA config │ connection cache       │
└───────┬──────────────────────────────┬──────────────────┘
        │ create_quote_context         │ create_trade_context
┌───────▼──────────┐          ┌───────▼──────────┐
│ OpenQuoteContext │          │OpenSecTradeContext│
│ (quote/trade ctx)│          │  (trade ctx only) │
└───────┬──────────┘          └───────┬──────────┘
        │                              │
┌───────▼──────────────────────────────▼──────────────────┐
│              Futu OpenD Gateway (TCP :11111)             │
│  Market data │ Push streams │ Order execution │ Admin   │
└─────────────────────────────────────────────────────────┘

Overview

The repo has two distinct layers:

Layer	Contents	KG Evidence
SDK Examples	97 example scripts (`examples/00`–`examples/97`), each demonstrating one Futu API feature	99 `main.py` files indexed as separate communities
Shared Infrastructure	`examples/connect.py` — HA gateway selection, connection caching, env-var loading	`create_quote_context` has 30+ callers across the example graph

All 97 examples follow the same pattern:

Import connect.py (loads .env, populates environment)
Create context(s) via create_quote_context() / create_trade_context() (triggers TCP probe, RSA setup)
Call SDK API — one or more Futu OpenAPI methods
Log all response fields
Clean up — ctx.close() in try/finally

The knowledge graph confirms this as the dominant execution flow: all 99 processes follow the Main → Configure_rsa chain.

System Architecture (Mermaid)

graph TB
    subgraph Environment[Configuration Layer]
        ENV[".env file"]
    end

    subgraph Shared["Shared Infrastructure<br/>examples/connect.py"]
        LP["load_dotenv()"]
        PH["_parse_hosts()<br/>FUTU_OPEND_HOSTS"]
        TCP["tcp_connect() × N<br/>ThreadPoolExecutor"]
        CO["connect_opend()<br/>RSA auto-fallback"]
        CR["configure_rsa()"]
        CACHE["_cached_probe_result<br/>module-level cache"]
        QC["create_quote_context()"]
        TC["create_trade_context()"]
        PWD["get_demo_trade_password()"]
    end

    subgraph Examples["97 Examples<br/>(00–97)"]
        direction LR
        M00["00_connect_ha"]
        M01["01_snapshot"]
        M02["02_quote_push"]
        M03["03_filter"]
        MDOTS["..."]
        M97["97_vwap_anchored"]
    end

    subgraph SDK["Futu OpenAPI SDK"]
        OQC["OpenQuoteContext"]
        OSTC["OpenSecTradeContext"]
    end

    subgraph Gateway["OpenD Gateway<br/>TCP :11111"]
        MD["Market Data"]
        PS["Push Streams"]
        TR["Trade Execution"]
        AD["Admin"]
    end

    ENV --> LP
    LP --> PH
    PH --> TCP
    TCP -- fastest host --> CO
    CO --> CR
    CR --> CACHE
    CACHE --> QC
    CACHE --> TC
    QC --> OQC
    TC --> OSTC
    OQC --> MD
    OQC --> PS
    OSTC --> TR
    OSTC --> AD
    Examples --> QC
    Examples --> TC
    Examples --> PWD

    style Environment fill:#f0f0f0,stroke:#666
    style Shared fill:#e1f5fe,stroke:#0288d1
    style Examples fill:#e8f5e9,stroke:#388e3c
    style SDK fill:#fff3e0,stroke:#f57c00
    style Gateway fill:#fce4ec,stroke:#d32f2f

Functional Areas

1. Shared Infrastructure — HA Gateway Connection

Files: examples/connect.py, examples/00_connect_ha/main.py

connect.py is the backbone — every example (except 00) imports it. The knowledge graph shows it's the single most-impacted module with 30+ direct callers.

Symbol	Role	KG Stats
`load_dotenv()`	Auto-loads `.env` on import	Runs at module import time
`_parse_hosts()`	Parse `FUTU_OPEND_HOSTS` → `[(host, port, is_rsa), ...]`	Called once at module init
`tcp_connect()`	Parallel TCP probe via `ThreadPoolExecutor`	Returns latency in ms
`connect_opend()`	Sort by latency, connect fastest, RSA auto-fallback	Core orchestrator — called by both context creators
`configure_rsa()`	Set `SysConfig.enable_proto_encrypt()` before each connect	Terminal step in every execution flow
`_cached_probe_result`	Module-global cache shared between quote and trade contexts	Eliminates redundant probes
`create_quote_context()`	Returns connected `OpenQuoteContext` — probes if no cache hit	Called by 30+ examples
`create_trade_context()`	Returns `OpenSecTradeContext` — reuses cached probe	Called by 19 trade examples
`get_demo_trade_password()`	Returns `FUTU_TRADE_PWD` from env	Called by 14 trade examples

KG-verified connection flow (step-by-step from 99 processes):

1. import connect                  → triggers load_dotenv(), _parse_hosts()
2. create_quote_context()           → checks _cached_probe_result
3.   ├── cache hit → reuse existing host info, configure_rsa(), return ctx
4.   └── cache miss → connect_opend()
5.         ├── tcp_connect() × N    → parallel probe all hosts
6.         ├── sort by TCP latency  → pick fastest
7.         ├── try_connect(RSA)     → attempt with RSA
8.         ├── [if fails & auto]    → try_connect(no RSA)
9.         └── cache result         → save for trade context reuse
10. configure_rsa()                 → SysConfig.set_init_rsa_file()
11. OpenQuoteContext(host, port)    → return connected ctx

2. Market Data — Snapshot, K-Line, Ticker, Order Book

Examples: 01, 07, 08, 10, 14, 16, 36, 42, 44, 55

Core quote APIs for price/volume/depth data. All use OpenQuoteContext.

API	KG Callers Count	Used By
`get_market_snapshot()`	~10	01_snapshot, 44_multi_market, 55_momentum
`get_stock_quote()`	~20	16_stock_quote, 62_portfolio_risk, 90_ah_premium
`request_history_kline()`	~8	07_kline, 64_backtesting, 94_earnings_analyzer
`get_cur_kline()`	~6	14_cur_kline, 69_bollinger_bounce
`get_rt_ticker()`	~4	08_rt_ticker, 59_dark_pool_detector
`get_order_book()`	~8	10_orderbook, 61_twap_slicer, 74_orderflow_viz
`get_stock_basicinfo()`	~5	36_stock_basicinfo, 20_ipo_list

Subscription model:

subscribe(code, SubType.QUOTE)       → real-time push
subscribe(code, SubType.ORDER_BOOK)  → order book depth
subscribe(code, SubType.TICKER)      → tick-by-tick trades
subscribe(code, SubType.BROKER)      → broker queue
subscribe(code, SubType.K_DAY)       → daily K-line push
query_subscription()                 → list active subs
unsubscribe(code_list, subtype_list) → tear down

3. Push Handlers — Real-Time Streaming

Examples: 02, 05, 14, 39, 40, 45–48, 56, 71, 72, 74, 77

Two handler patterns verified by the knowledge graph:

Pattern A — Quote handlers (protobuf → on_recv_rsp(rsp_pb)):

Handler	Push Content	Examples
`StockQuoteHandlerBase`	Real-time quote fields	02, 05, 60, 62
`CurKlineHandlerBase`	Live K-line bar updates	14, 46, 54
`TickerHandlerBase`	Tick-by-tick trades	02, 05, 45b
`OrderBookHandlerBase`	Bid/ask depth ladder	02, 56, 74
`BrokerHandlerBase`	Broker queue changes	45, 59
`SysNotifyHandlerBase`	Login/disconnect events	39
`PriceReminderHandlerBase`	Price alert triggers	47

Pattern B — Trade handlers (string → on_recv(rsp_str)):

Handler	Push Content	Examples
`TradeOrderHandlerBase`	Order status changes	40, 88
`TradeDealHandlerBase`	Trade execution confirmations	40
`KeepAliveHandlerBase`	Connection heartbeat	48

Handler lifecycle (common across all):

ctx.set_handler(HandlerClass())  → register
ctx.subscribe(code, subtype)     → activate
# OpenD pushes as events occur
ctx.close()                      → deregister

4. Stock Screener

Examples: 03, 29, 52, 55, 82, 85, 86

Filter Component	Purpose	Examples
`SimpleFilter`	Price, volume, turnover, amplitude ranges	03, 86
`FinancialFilter`	P/E, P/B, market cap, dividend yield	03
`AccumulateFilter`	Unusual volume/price spike detection	29, 82
`CustomIndicatorFilter`	RSI, MACD, technical indicators	55
`OptionDataFilter`	Delta, IV, moneyness, OI	52
`get_stock_filter()`	Combined screener (paginated)	03

5. Trade Execution (SIMULATE Only)

Examples: 04, 06, 11, 32–35, 37–40, 54, 57, 61, 66, 68, 69, 76, 78–81, 88, 92, 93, 96

All trade examples use SIMULATE account exclusively. The knowledge graph shows get_demo_trade_password() is called by 14 examples.

API	Purpose	Called From
`unlock_trade(pwd)`	Unlock SIMULATE trading	04, 06, 11, 61, 66, 68, 78, 88
`place_order()`	Submit buy/sell (SIMULATE)	06, 61, 66, 78, 79, 88
`modify_order()`	Update price/qty	06, 32
`cancel_order()`	Cancel single order	32, 88
`cancel_all_order()`	Emergency cleanup	34, 66, 88
`order_list_query()`	Query open/historical orders	32, 50, 66, 88
`deal_list_query()`	Query trade executions	32, 50
`accinfo_query()`	Account cash/buying power	11, 62, 81
`position_list_query()`	Current holdings	11, 62, 79, 81
`acctradinginfo_query()`	Max buy/sell quantity	33
`order_fee_query()`	Fee calculation	38

6. Market Reference Data

Examples: 09, 12, 13, 17–22, 25–28, 31, 41, 70, 75, 83

API	Data Returned	Examples
`get_broker_queue()`	Broker bid/ask depth by level	09, 59
`get_trading_days()`	Market open days calendar	12
`get_plate_list()`	All sectors/industries per market	13, 91
`get_plate_stock()`	Stocks belonging to a plate	13, 91
`get_owner_plate()`	Which plate owns a stock	17
`get_capital_flow()`	Intraday/daily money flow heatmap	19, 42
`get_option_chain()`	Option strikes + Greeks by expiry	25, 52, 58, 65, 85
`get_warrant()`	Warrant data by underlying	28, 70
`get_future_info()`	Futures specs (size, tick, hours)	21, 75
`get_market_state()`	Pre-open/open/closed per market	22
`get_history_kl_quota()`	Daily K-line quota remaining	26
`get_code_change()`	Stock rename/split history	27
`get_rehab()`	Ex-dividend/ex-right dates	41
`get_ipo_list()`	Upcoming IPOs per market	20

7. User & Watchlist Management

Examples: 23, 24, 30, 31, 51, 87

API	Purpose
`set_price_reminder()`	Create price alert
`get_price_reminder()`	List all price alerts
`update_price_reminder()`	Enable/disable alert
`get_user_security_group()`	List watchlist groups
`modify_user_security()`	Add/remove stocks from watchlist
`get_account_list()`	List all trading accounts
`get_user_info()`	User info and broker firm

8. Advanced Analytics & Computation

Examples: 58, 64, 65, 85, 92

These examples perform server-side computation without placing orders:

Example	Computation	Libraries
58 — Options Greeks	Black-Scholes delta/gamma/theta/vega/rho	`math.erf`, stdlib only
64 — Backtesting	SMA/RSI/MACD strategies, Sharpe, drawdown	`pandas`, stdlib
65 — Vol Surface	Moneyness × expiry IV matrix	`pandas`
85 — Vol Skew	Newton-Raphson IV solver	`math`, stdlib
92 — Monte Carlo	10K path VaR simulation	`random`, stdlib

9. Screening & Detection

Examples: 63, 72, 73, 82, 83, 86, 89, 91, 94, 95

Signal generation and anomaly detection:

Example	Method
63 — Earnings Screener	Pre-earnings IV/HV ratio, post-earnings unusual activity
72 — Candlestick Scanner	9 classic candlestick patterns with confidence scoring
73 — Correlation Tracker	Rolling Pearson matrix, spike detection
82 — Unusual Options	Volume anomaly flagging
86 — Market Breadth	Adv/Decline, McClellan Oscillator
89 — Gap Scanner	Overnight gap with volume confirmation
91 — Sector Rotation	RSI-based sector ranking
94 — Earnings Analyzer	EPS surprise detection + post-earnings activity
95 — 52-Week Scanner	Proximity to yearly extremes with volume

10. Algorithmic Execution (SIMULATE)

Examples: 61, 66, 68, 69, 76, 78, 79, 80, 81, 88, 93, 97

Automated execution strategies — all SIMULATE-only:

Example	Strategy
61 — TWAP Slicer	Time-weighted average price execution
66 — Multi-Leg Order	Vertical call spread
68 — Trailing Stop	Dynamic stop-loss following price
69 — Bollinger Bounce	Mean reversion via pure-Python Bollinger Bands
76 — Kelly Sizer	Kelly Criterion position sizing
78 — Grid Trading	Automated buy-low/sell-high grid
79 — Pairs Trading	Engle-Granger cointegration stat-arb
80 — Multi-Leg Options	Straddle, strangle, iron condor
81 — Portfolio Rebalance	Periodic target-allocation rebalancing
88 — SL/TP Engine	Dual stop-loss/take-profit with partial exits
93 — Calendar Spread	Neutral theta plays via vol differential
97 — VWAP Anchored	VWAP-based support/resistance signals

Key Execution Flows

Flow 1: HA Gateway Connection (99 processes follow this)

The knowledge graph shows this is the universal entry point — every example process follows the Main → Configure_rsa chain.

sequenceDiagram
    participant Example
    participant connect.py
    participant OpenD Gateway
    participant futu SDK

    Example->>connect.py: import (loads .env)
    connect.py->>connect.py: load_dotenv() → os.environ populated
    Example->>connect.py: create_quote_context() or create_trade_context()
    connect.py->>connect.py: check _cached_probe_result
    alt cache miss
        connect.py->>connect.py: connect_opend(is_rsa=None)
        connect.py->>OpenD Gateway: tcp_connect() × N in parallel
        OpenD Gateway-->>connect.py: latency ms per host
        connect.py->>connect.py: sort by latency, pick fastest
        connect.py->>connect.py: configure_rsa(enable=True) [RSA mode]
        connect.py->>OpenD Gateway: try_connect(fastest, is_rsa=True)
        alt RSA fails
            connect.py->>connect.py: configure_rsa(enable=False) [fallback]
            connect.py->>OpenD Gateway: try_connect(fastest, is_rsa=False)
        end
        OpenD Gateway-->>connect.py: ret=RET_OK, global_state
        connect.py->>connect.py: _cached_probe_result = (info, actual_rsa)
    else cache hit
        connect.py->>connect.py: reuse cached host info
    end
    connect.py-->>Example: OpenQuoteContext / OpenSecTradeContext connected
    Example->>Example: call SDK API(s) and log results
    Example->>futu SDK: ctx.close()

Flow 2: Real-Time Quote Push

sequenceDiagram
    participant Example
    participant QuoteCtx
    participant OpenD

    Example->>QuoteCtx: create_quote_context()
    QuoteCtx-->>Example: OpenQuoteContext connected
    Example->>QuoteCtx: ctx.set_handler(StockQuoteHandlerBase())
    Example->>QuoteCtx: ctx.subscribe("HK.00700", SubType.QUOTE)
    QuoteCtx->>OpenD: subscribe request
    OpenD-->>QuoteCtx: subscription confirmed
    loop OpenD pushes data every update interval
        OpenD-->>QuoteCtx: quote push (on_recv_rsp)
        QuoteCtx->>Example: logger.info(all fields)
    end
    Example->>QuoteCtx: ctx.close()

Flow 3: Trade Order Lifecycle (SIMULATE)

sequenceDiagram
    participant Example
    participant TrdCtx
    participant OpenD

    Example->>TrdCtx: create_trade_context()
    TrdCtx-->>Example: OpenSecTradeContext connected
    Example->>TrdCtx: trd_ctx.unlock_trade(FUTU_TRADE_PWD)
    TrdCtx->>OpenD: unlock_trade request
    OpenD-->>TrdCtx: ret=RET_OK
    Example->>TrdCtx: trd_ctx.set_handler(TradeOrderHandlerBase())
    Example->>TrdCtx: trd_ctx.place_order(...)
    TrdCtx->>OpenD: place_order
    OpenD-->>TrdCtx: order_id
    loop Push updates
        OpenD-->>TrdCtx: order status (on_recv)
        TrdCtx->>Example: logger.info(order status)
    end
    Example->>TrdCtx: trd_ctx.cancel_all_order(trd_env=SIMULATE)
    Example->>TrdCtx: ctx.close()

Flow 4: MACD Strategy (Backtest + Trade)

sequenceDiagram
    participant Example
    participant QuoteCtx
    participant TrdCtx

    Example->>QuoteCtx: create_quote_context()
    Example->>TrdCtx: create_trade_context() (reuses probe)
    Example->>QuoteCtx: request_history_kline("HK.00700", K_DAY, QFQ)
    QuoteCtx-->>Example: DataFrame with OHLCV
    Example->>Example: pandas.ewm → MACD line, signal, histogram
    Example->>Example: detect golden cross / death cross
    alt BUY signal
        Example->>TrdCtx: accinfo_query() → buying power
        Example->>QuoteCtx: get_market_snapshot() → price, lot_size
        Example->>TrdCtx: place_order(price, qty, BUY)
    else SELL signal
        Example->>TrdCtx: position_list_query() → qty
        Example->>QuoteCtx: get_market_snapshot() → last_price
        Example->>TrdCtx: place_order(price, qty, SELL)
    end
    Example->>QuoteCtx: quote_ctx.close()
    Example->>TrdCtx: trd_ctx.close()

Flow 5: Stock Screener

sequenceDiagram
    participant Example
    participant QuoteCtx

    Example->>QuoteCtx: create_quote_context()
    Example->>QuoteCtx: SimpleFilter(CUR_PRICE, min=2, max=1000)
    Example->>QuoteCtx: FinancialFilter(CURRENT_RATIO, min=0.5, max=50)
    Example->>QuoteCtx: get_stock_filter(Market.HK, [simple, financial])
    alt results available
        QuoteCtx-->>Example: (last_page, total_count, [FilterStockData...])
        Example->>Example: log all fields
    else no results
        QuoteCtx-->>Example: empty list
        Example->>Example: log "no matches"
    end
    Example->>QuoteCtx: quote_ctx.close()

Directory Structure

futu-python-samples/
├── .env.example                     ← config template (copy to .env)
├── CHANGELOG.md                     ← version history v1.0.0–v1.5.0
├── ARCHITECTURE.md                  ← this file
├── CONTRIBUTING.md                  ← how to add examples
├── TROUBLESHOOTING.md               ← common problems and fixes
├── AGENTS.md                        ← AI coding tool reference
├── PLANS.md                         ← implementation plans (all complete)
│
├── examples/
│   ├── connect.py                   ← HA gateway helper (shared by all examples)
│   ├── README.md                    ← full 97-example categorized index
│   │
│   ├── 00_connect_ha/               ← standalone HA algorithm
│   ├── 01_snapshot/                 ← get_market_snapshot
│   ├── 02_quote_push/               ← all quote push handlers
│   ├── 03_filter/                   ← get_stock_filter
│   ├── 04_macd_strategy/            ← MACD + simulated orders
│   ├── 05_quote_trade/              ← all push handlers combined
│   │...
│   ├── 58_options_greeks/           ← Black-Scholes Greeks dashboard
│   ├── 59_dark_pool_detector/       ← TICKER+BROKER cross-reference
│   ├── 60_cross_market_arb/         ← HK/US dual-listing spread
│   ├── 61_twap_slicer/              ← TWAP algorithmic execution
│   ├── 62_portfolio_risk/           ← 6 risk metrics monitor
│   ├── 63_earnings_screener/        ← IV/HV + unusual activity
│   ├── 64_backtesting/              ← SMA/RSI/MACD backtest framework
│   ├── 65_vol_surface/              ← volatility surface matrix
│   ├── 66_multi_leg_order/          ← vertical call spread
│   ├── 67_health_monitor/           ← connection watchdog
│   │
│   ├── 68_trailing_stop/            ← dynamic trailing stop-loss
│   ├── 69_bollinger_bounce/         ← Bollinger Band mean reversion
│   ├── 70_warrant_valuation/        ← BSM implied vol + mispricing
│   ├── 71_market_regime/            ← ADX + rolling vol classification
│   ├── 72_candlestick_scanner/      ← 9 classic pattern detectors
│   ├── 73_correlation_tracker/      ← rolling Pearson matrix
│   ├── 74_orderflow_viz/            ← ASCII order flow imbalance chart
│   ├── 75_futures_term_structure/   ← dynamic futures discovery
│   ├── 76_kelly_sizer/              ← Kelly Criterion position sizing
│   ├── 77_iceberg_detector/         ← heuristic iceberg detection
│   ├── 78_grid_trading/             ← automated buy-low/sell-high grid
│   ├── 79_pairs_trading/            ← Engle-Granger cointegration
│   ├── 80_multi_leg_options/        ← straddle/strangle/iron condor
│   ├── 81_portfolio_rebalance/      ← target allocation rebalancing
│   ├── 82_unusual_options/          ← volume anomaly scanner
│   ├── 83_dividend_tracker/         ← dividends/corporate actions
│   ├── 84_vwap_analysis/            ← execution quality vs VWAP
│   ├── 85_vol_skew/                 ← IV skew surface Newton-Raphson
│   ├── 86_market_breadth/           ← Adv/Dec/McClellan oscillator
│   ├── 87_watchlist_alerts/         ← price/RSI/Bollinger alerts
│   ├── 88_sl_tp_engine/             ← SL/TP with partial exits
│   ├── 89_gap_scanner/              ← overnight gap detection
│   ├── 90_ah_premium/               ← A-share vs H-share premium
│   ├── 91_sector_rotation/          ← RSI-based sector ranking
│   ├── 92_monte_carlo/              ← 10K path VaR simulation
│   ├── 93_calendar_spread/          ← options calendar spread
│   ├── 94_earnings_analyzer/        ← EPS surprise analysis
│   ├── 95_52week_scanner/           ← 52-week extreme proximity
│   ├── 96_margin_monitor/           ← margin utilization monitor
│   └── 97_vwap_anchored/            ← VWAP support/resistance signals
│
└── scripts/
    ├── run_all.py                   ← automated PASS/FAIL test runner
    └── test_all.sh                  ← quick smoke test

SDK Reference

Docs: https://openapi.futunn.com/futu-api-doc/
Package: futu-api (PyPI)
Version: 10.5.6508

Key Handler Base Classes

Class	Push type	Callback signature	Prototype
`StockQuoteHandlerBase`	Real-time quote	`on_recv_rsp(rsp_pb)`	Protobuf
`CurKlineHandlerBase`	K-line bar	`on_recv_rsp(rsp_pb)`	Protobuf
`RTDataHandlerBase`	Intraday minute data	`on_recv_rsp(rsp_pb)`	Protobuf
`TickerHandlerBase`	Tick-by-tick	`on_recv_rsp(rsp_pb)`	Protobuf
`OrderBookHandlerBase`	Order book depth	`on_recv_rsp(rsp_pb)`	Protobuf
`BrokerHandlerBase`	Broker queue	`on_recv_rsp(rsp_pb)`	Protobuf
`SysNotifyHandlerBase`	System notification	`on_recv_rsp(rsp_pb)`	Protobuf
`PriceReminderHandlerBase`	Price alert	`on_recv_rsp(rsp_pb)`	Protobuf
`TradeOrderHandlerBase`	Order status	`on_recv(rsp_str)`	String
`TradeDealHandlerBase`	Trade execution	`on_recv(rsp_str)`	String
`KeepAliveHandlerBase`	Heartbeat	`on_recv_rsp(rsp_pb)`	Protobuf

Key SubTypes for Subscription

QUOTE · ORDER_BOOK · TICKER · BROKER · RT_DATA · K_DAY · K_1M–K_60M · K_WEEK · K_MON · K_QUARTER · K_YEAR

Appendix: Knowledge Graph Structure

The codebase is indexed by GitNexus with the following graph composition:

Node Type	Count	Role
`File`	155	All project files
`Function`	~1,200	Named functions across examples
`Class`	~100	Strategy classes, handlers, data models
`Method`	~400	Methods on handler classes
`Community`	59	Example-level functional groups
`Process`	99	Execution flows (one per example)

Edge types: CALLS · IMPORTS · EXTENDS · IMPLEMENTS · HAS_METHOD · ACCESSES · CONTAINS · STEP_IN_PROCESS

Dominant execution flow: Main → configure_rsa — all 97 examples follow this 5-step chain:

Import connect.py
Load environment (.env)
create_quote_context() / create_trade_context()
connect_opend() → TCP probe → RSA handshake
configure_rsa() — terminal step before SDK context creation

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Architecture

Codebase at a Glance (Knowledge Graph)

Overview

System Architecture (Mermaid)

Functional Areas

1. Shared Infrastructure — HA Gateway Connection

2. Market Data — Snapshot, K-Line, Ticker, Order Book

3. Push Handlers — Real-Time Streaming

4. Stock Screener

5. Trade Execution (SIMULATE Only)

6. Market Reference Data

7. User & Watchlist Management

8. Advanced Analytics & Computation

9. Screening & Detection

10. Algorithmic Execution (SIMULATE)

Key Execution Flows

Flow 1: HA Gateway Connection (99 processes follow this)

Flow 2: Real-Time Quote Push

Flow 3: Trade Order Lifecycle (SIMULATE)

Flow 4: MACD Strategy (Backtest + Trade)

Flow 5: Stock Screener

Directory Structure

SDK Reference

Key Handler Base Classes

Key SubTypes for Subscription

Appendix: Knowledge Graph Structure

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Architecture

Codebase at a Glance (Knowledge Graph)

Overview

System Architecture (Mermaid)

Functional Areas

1. Shared Infrastructure — HA Gateway Connection

2. Market Data — Snapshot, K-Line, Ticker, Order Book

3. Push Handlers — Real-Time Streaming

4. Stock Screener

5. Trade Execution (SIMULATE Only)

6. Market Reference Data

7. User & Watchlist Management

8. Advanced Analytics & Computation

9. Screening & Detection

10. Algorithmic Execution (SIMULATE)

Key Execution Flows

Flow 1: HA Gateway Connection (99 processes follow this)

Flow 2: Real-Time Quote Push

Flow 3: Trade Order Lifecycle (SIMULATE)

Flow 4: MACD Strategy (Backtest + Trade)

Flow 5: Stock Screener

Directory Structure

SDK Reference

Key Handler Base Classes

Key SubTypes for Subscription

Appendix: Knowledge Graph Structure