mootdx

Mootdx A-share market data via TCP-direct 通达信 servers. Free, no API key, no IP rate limits. Use as the stable A-share OHLCV fallback when akshare's East Money scrape is throttled.

Quality

93%

Does it follow best practices?

Run evals on this skill

Adds up to 20 points to the overall score

View guide

Securityby

Passed

No findings from the security scan

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

Repository: HKUDS/Vibe-Trading
Path: agent/src/skills/mootdx/SKILL.md
Commit: 8643fcd

Last updated: 2 days ago
First committed: 2 months ago

Is this your skill?

If you maintain this skill, you can claim it as your own. Once claimed, you can manage eval scenarios, bundle related skills, attach documentation or rules, and ensure cross-agent compatibility.