mootdx

Overview

Mootdx talks the native 通达信 (TDX) binary protocol over TCP, bypassing the HTTP scrapers that periodically fail under load (akshare → East Money is the canonical example). Public market data only — no token, no per-IP throttling, no captcha.

• GitHub: https://github.com/mootdx/mootdx
• Install: pip install mootdx && pip install 'httpx>=0.28.1'

Mootdx pins httpx<0.26 in setup.py, but only uses basic httpx.Client/get APIs that are forward-compatible. The second pip install restores the modern httpx that the rest of Vibe-Trading (MCP server, fastmcp) needs.

Quick Start

from mootdx.quotes import Quotes

client = Quotes.factory(market="std")  # std = 沪/深/京; ext = 期货/期权 (upstream-broken)

# Daily OHLCV with a date range (preferred API).
df = client.get_k_data(code="000001", start_date="2025-01-01", end_date="2025-02-01")

# Intraday — offset-from-latest only, no native date range.
df_15m = client.bars(symbol="600519", frequency=1, offset=800)

Frequency Codes

bars(frequency=N) uses integer codes from mootdx.consts:

Code	Bar
8	1m
0	5m
1	15m
2	30m
3	1H
4	1D
5	1W
6	1M

get_k_data() is daily only but accepts start_date / end_date. For intraday, bars() returns the latest N rows — the built-in loader over-fetches offset=800 then clips to the requested window.

Key Methods

Method	Use	Returns
get_k_data(code, start_date, end_date)	Daily OHLCV with date range	[open, close, high, low, vol, amount, date, code]
bars(symbol, frequency, offset=800)	Intraday / weekly / monthly	[open, close, high, low, vol, amount, datetime, volume, ...]
minute(symbol)	Current trading day 1m bars	Same schema as bars()
quotes(symbol)	Real-time L1 snapshot	{price, bid, ask, volume, ...}
stocks(market)	List all tickers on an exchange	DataFrame of code/name
F10(symbol) / finance(symbol)	Fundamentals snapshot	Heterogeneous dict

Symbol Format

• Pure 6-digit: "000001", "600519", "835174" — mootdx auto-detects exchange from prefix:
  • 60x / 68x → SH
  • 00x / 30x / 002 / 003 → SZ
  • 4x / 8x → BJ
• The built-in loader also accepts "000001.SZ", "600519.SH", "835174.BJ" and strips the suffix.

Column Names

get_k_data() returns lowercase English: open / close / high / low / vol / amount / date / code. The built-in loader renames vol → volume to match the project's OHLCV contract.

bars() returns the same OHLC columns plus a duplicate volume (alongside the legacy vol), a datetime string column, and decomposed year / month / day / hour / minute columns.

Built-in Loader

backtest/loaders/mootdx_loader.py is registered as the mootdx source. Fallback chain for a_share is [tushare, mootdx, akshare] — tushare wins when a token is present; mootdx wins when no token but TCP egress works; akshare is the broadest fallback.

from backtest.runner import run
result = run(strategy=..., source="mootdx")  # explicit override

Known Limitations

Limitation	Workaround
北交所 (BJ): get_k_data raises KeyError, bars() returns empty (upstream missing data)	Loader logs a warning and skips BJ symbols — use akshare or tushare
Extended market (futures/options) returns empty as of v0.11.7 (upstream issue)	Use tushare/akshare for futures
Each bars() page is 800 rows; loader paginates back up to 25 pages (≈10y daily / ≈5y 1H / ≈3mo 1m)	For longer 1m history use tushare minute bars
Server selection has cold-start latency (first call picks the fastest server)	First call may be ~2s slower
Returns data in 前复权 by default — no API parameter for 不复权	Use tushare/akshare if raw prices are required

Reference Docs

• Mootdx 文档: https://www.mootdx.com/
• 通达信协议参考: https://github.com/rainx/pytdx