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Changelog

This page records the version update history of Stock SDK.

1.9.0 (2026-05-02)

New Features

Fund Flow (Deep)

  • getIndividualFundFlow — Per-stock fund flow history (daily/weekly/monthly)
  • getMarketFundFlow — Market fund flow (SH + SZ indices)
  • getFundFlowRank — Stock fund flow ranking (today / 3-day / 5-day / 10-day)
  • getSectorFundFlowRank — Sector fund flow ranking (industry / concept / region)
  • getSectorFundFlowHistory — Single sector's historical fund flow

Northbound / Stock Connect

  • getNorthboundMinute — Northbound / Southbound minute data
  • getNorthboundFlowSummary — Stock Connect market flow summary
  • getNorthboundHoldingRank — Northbound / SH-Connect / SZ-Connect holding rank
  • getNorthboundHistory — Northbound / Southbound capital history
  • getNorthboundIndividual — Per-stock northbound holding history

Limit-Up Pool / Stock Changes

  • getZTPool — 6 pools: limit-up / yesterday / strong / sub-new / broken / limit-down
  • getStockChanges — 22 change types (rocket launch, large buy, limit-up seal, etc.)
  • getBoardChanges — Daily board change details

Dragon-Tiger List

  • getDragonTigerDetail — Dragon-tiger detail (by date range)
  • getDragonTigerStockStats — Stock listing statistics (1m / 3m / 6m / 1y)
  • getDragonTigerInstitution — Institution buy/sell statistics
  • getDragonTigerBranchRank — Brokerage branch ranking
  • getDragonTigerStockSeatDetail — Per-stock seat detail (buy + sell sides)

Block Trade / Margin Trading

  • getBlockTradeMarketStat / getBlockTradeDetail / getBlockTradeDailyStat — Block trade market summary, detail, per-stock aggregates
  • getMarginAccountInfo / getMarginTargetList — Margin trading account statistics and target securities

Improvements

  • Extracted shared datacenter helpers fetchDatacenter / fetchDatacenterList that unify pagination, param building, and response parsing; dividend.ts and futuresInventory.ts now reuse them
  • Playground gained 23 interactive demos covering every new method

1.8.3 (2026-04-25)

This release does not add business APIs. It focuses on system architecture, request stability, type compatibility, and documentation tooling while keeping existing usage compatible.

Improvements

Architecture and Request Governance

  • Split the StockSDK facade into quote, K-line, board, futures, options, and indicator services while preserving the public method surface
  • Split public types into domain files under src/types/; the legacy src/types.ts barrel remains available for compatibility
  • Added Eastmoney host fallback and counted retry / fallback requests against the rateLimit budget

Type Compatibility

  • Made TodayTimelineResponse.preClose optional to avoid type breaks in existing mocks or manually constructed objects
  • Preserved the raw Tencent search SearchResult.type string and added category as the normalized asset classification, keeping checks such as type === 'GP-A' working
  • Kept legacy fields on OptionLHBItem and ComexInventory, with clearer replacement-field semantics

Documentation and Tooling

  • Added documentation metadata generation, documentation consistency checks, and a CI workflow
  • Updated Search, Options, Timeline, Retry, and Request Governance documentation, and fixed the GitHub Pages deployment workflow

Compatibility

  • This release contains no breaking changes
  • Existing StockSDK initialization, SDK method names, option shapes, and main return structures remain compatible

1.8.1 (2026-04-22)

Improvements

Request Governance

  • Added optional providerPolicies to RequestClient, allowing provider-level overrides for timeout, retry, rate limiting, circuit breaker, headers, and UA strategy across tencent, eastmoney, sina, and other built-in providers
  • Preserved the existing global timeout, retry, rateLimit, and circuitBreaker behavior, so legacy initialization code continues to work unchanged
  • Isolated circuit breaker and rate limiter runtime state by provider, preventing failures from one data source from affecting another

Technical Indicators

  • Completed one-stop support for OBV, ROC, DMI, SAR, and KC in getKlineWithIndicators and addIndicators
  • Synchronized IndicatorOptions and lookback estimation logic for the newly exported indicators

Batch Query

  • Whole-market batch APIs now preserve input order internally, so returned quote arrays stay aligned with the requested symbol order
  • The public asyncPool export remains backward compatible to avoid breaking existing external utility usage

Provider Refactor

  • Introduced Eastmoney history-K-line and board provider factories to reduce duplicated logic across HK/US K-line and industry/concept board modules
  • Public API names, parameters, and return types remain unchanged

1.8.0 (2026-03-13)

New Features

Options Data

  • Added CFFEX index option T-quote API getIndexOptionSpot, supporting SSE 50 (ho), CSI 300 (io), CSI 1000 (mo)
  • Added index option contract daily K-line API getIndexOptionKline
  • Added all CFFEX option real-time quotes API getCFFEXOptionQuotes (Eastmoney data source)
  • Added SSE ETF option expiration month list API getETFOptionMonths, supporting 50ETF, 300ETF, 500ETF, STAR 50
  • Added ETF option expiration date & remaining days API getETFOptionExpireDay
  • Added ETF option intraday minute data API getETFOptionMinute
  • Added ETF option historical daily K-line API getETFOptionDailyKline
  • Added ETF option 5-day minute data API getETFOption5DayMinute
  • Added commodity option T-quote API getCommodityOptionSpot, covering 30 varieties (gold, silver, copper, soybean meal, sugar, etc.)
  • Added commodity option contract daily K-line API getCommodityOptionKline
  • Added option leaderboard API getOptionLHB

1.7.0 (2026-02-28)

New Features

Futures Data

  • Added domestic futures history K-line API getFuturesKline, supporting all domestic futures exchanges (SHFE, DCE, CZCE, INE, CFFEX, GFEX), main continuous contracts (e.g. RBM) and specific contracts (e.g. rb2510), with daily/weekly/monthly periods
  • Added global futures real-time quotes API getGlobalFuturesSpot, covering major international exchanges including COMEX, NYMEX, CBOT, LME, etc., with 600+ instruments
  • Added global futures history K-line API getGlobalFuturesKline, supporting daily/weekly/monthly periods
  • Added futures inventory symbol list API getFuturesInventorySymbols
  • Added futures inventory data API getFuturesInventory for querying historical inventory data of domestic futures varieties
  • Added COMEX gold/silver inventory API getComexInventory

Improvements

Playground

  • Added futures data API demonstrations

1.6.2 (2026-01-25)

New Features

Fund Data

  • Added getFundCodeList method: Get all fund codes (26000+ funds)

1.6.1 (2026-01-25)

New Features

Rate Limiting & Protection

  • Added request rate limiter (rateLimit): Token bucket algorithm with configurable requests per second and burst capacity
  • Added User-Agent rotation (rotateUserAgent): Node.js only, reduces risk of being identified as the same client
  • Added circuit breaker (circuitBreaker): Automatically pauses requests on consecutive failures to prevent cascade failures (disabled by default, requires explicit configuration)

Infrastructure

  • Added general-purpose memory cache module with TTL expiration and LRU eviction

1.6.0 (2026-01-24)

New Features

Dividend Data

  • Added A-share dividend details API getDividendDetail, supporting historical dividend records covering 20+ dimensions including cash dividends, share transfers, financial indicators (EPS, BPS, net profit YoY, etc.), key dates, and distribution progress

1.5.0 (2026-01-18)

New Features

Technical Indicators

  • Added 5 new technical indicators: OBV (On Balance Volume), ROC (Rate of Change), DMI/ADX (Directional Movement Index), SAR (Parabolic SAR), KC (Keltner Channel)
  • Improved documentation and Playground demos for indicator functions

Batch Query Enhancements

  • getAShareCodeList, getUSCodeList parameters upgraded to options object for flexible filtering:
    • simple: Remove exchange/market prefix
    • market: Filter by market
  • getAllAShareQuotes, getAllUSShareQuotes now support market parameter for filtering quotes

1.4.5 (2026-01-15)

Changes

Default Adjustment Type Changed

  • Default price adjustment for all K-line APIs changed from backward adjustment (hfq) to forward adjustment (qfq)
  • Affected APIs: getHistoryKline, getHKHistoryKline, getUSHistoryKline, getMinuteKline, getKlineWithIndicators

1.4.4 (2026-01-14)

Improvements

  • Code optimizations to reduce bundle size

1.4.3 (2026-01-08)

Improvements

Request Method Optimization

  • Support configuration of error retry policies, including retry count, retry interval, etc.
  • Optimized error handling to provide more detailed error information.
  • Support custom headers and userAgent.

Unit Test Structure Optimization

  • Separation of integration/unit tests.
  • Added MSW mock layer to intercept real requests for unit testing.

Cache Optimization

  • In-memory caching for code lists/trading calendars: Reduces duplicate requests.

1.4.2 (2026-01-07)

New Features

Search Functionality

  • Added stock search API search, supporting search by code, name, and pinyin for A-shares, HK stocks, and US stocks

1.4.1 (2025-12-29)

New Features

Extended Data

  • Added A-share trading calendar API getTradingCalendar

1.4.0 (2025-12-26)

New Features

Board Data

  • Added industry board APIs: getIndustryList, getIndustrySpot, getIndustryConstituents, getIndustryKline, getIndustryMinuteKline
  • Added concept board APIs: getConceptList, getConceptSpot, getConceptConstituents, getConceptKline, getConceptMinuteKline

Improvements

Playground

  • Added board data API demonstrations
  • Playground now supports local development mode, allowing direct reference to local source code for debugging

1.3.1 (2025-12-24)

Improvements

Documentation Improvements

1.3.0 (2025-12-23)

New Features

K-Line Data

  • Added HK and US stock history K-line APIs getHKHistoryKline, getUSHistoryKline (daily/weekly/monthly)
  • Added APIs to get all US and HK stock real-time quotes getAllUSShareQuotes, getAllHKShareQuotes (with concurrency control and progress callback)

Technical Indicators

  • Added one-stop indicator API getKlineWithIndicators (auto-fetch K-line and calculate indicators)
  • Added MA calculation functions calcMA (supports SMA/EMA/WMA), calcSMA, calcEMA, calcWMA
  • Added indicator calculation functions calcMACD, calcBOLL, calcKDJ, calcRSI, calcWR, etc.

Improvements

  • Added i18n support for Chinese and English documentation

1.2.0 (2025-12-18)

New Features

K-Line Data

  • Added A-Share history K-line API getHistoryKline (daily/weekly/monthly, data source: East Money)
  • Added minute K-line API getMinuteKline (1/5/15/30/60 minutes)
  • Added today's timeline API getTodayTimeline

Improvements

  • Completely restructured API documentation with clearer table format

1.1.0 (2025-12-12)

Features

Real-time Quotes

  • A-Share/Index full quotes getFullQuotes
  • A-Share/Index simple quotes getSimpleQuotes
  • HK stock quotes getHKQuotes
  • US stock quotes getUSQuotes
  • Mutual fund quotes getFundQuotes

Extended Data

  • Fund flow getFundFlow
  • Large order ratio getPanelLargeOrder

Batch Query

  • All A-Share code list codeList
  • Get all A-Share real-time quotes getAllAShareQuotes (with concurrency control and progress callback)
  • Batch get quotes by codes getAllQuotesByCodes
  • Batch mixed query batchRaw

Features

  • Zero dependencies, lightweight
  • Supports both browser and Node.js 18+
  • Provides both ESM and CommonJS module formats
  • Complete TypeScript type definitions

Version Specification

Stock SDK follows Semantic Versioning.

  • Major: incompatible API changes
  • Minor: backward-compatible new features
  • Patch: backward-compatible bug fixes

Released under the ISC License.