margin · Margin Trading

sdk.margin exposes A-share margin trading (融资融券) data: market-level account stats and stock-level margin target details.

import { StockSDK } from 'stock-sdk'

const sdk = new StockSDK()
const account = await sdk.margin.accountInfo()

Methods

Method	Description
margin.accountInfo()	Margin account stats (daily, market-wide macro data)
margin.targetList(date?)	Margin target details, filterable by trading day

Amount fields are in CNY; quantity fields such as loanBalance (short-sell balance, in shares) are in shares. Items with a date follow the unified data contract and carry date / timestamp (number | null) / tz. Exact fields follow the implementation.

margin.accountInfo

Market-wide margin account stats, returned by day, reflecting overall leverage and guarantee ratios.

Example

const account = await sdk.margin.accountInfo()
const latest = account[0]

console.log(`Latest financing balance ${latest?.finBalance}`)
console.log(`Average guarantee ratio ${latest?.avgGuaranteeRatio}%`)

// Financing-balance change over the last 30 days
const last30 = account.slice(0, 30)
const delta = (last30[0]?.finBalance ?? 0) - (last30.at(-1)?.finBalance ?? 0)
console.log(`30-day financing-balance change ${delta}`)

Returns

MarginAccountItem[]. Representative fields:

Field	Description
date	Stat date
finBalance	Financing (margin buy) balance (CNY)
loanBalance	Short-sell balance (CNY)
finBuyAmount	Financing buy amount (CNY)
loanSellAmount	Short-sell amount (CNY)
investorCount	Number of participating investors
liabilityInvestorCount	Number of investors with margin liabilities
totalGuarantee	Total collateral value (CNY)
avgGuaranteeRatio	Average maintenance guarantee ratio (percentage)

Exact fields follow the implementation.

margin.targetList

Margin target details. Each record represents one stock eligible for margin trading. When no date is given, the server's latest trading day is used.

Example

// Server's latest trading day by default
const targets = await sdk.margin.targetList()
console.log(`${targets.length} margin targets`)

// Sort by financing balance, find the 10 most leveraged
const top10 = [...targets]
  .sort((a, b) => (b.finBalance ?? 0) - (a.finBalance ?? 0))
  .slice(0, 10)

top10.forEach((t, i) => {
  console.log(`#${i + 1} ${t.name}(${t.code}) financing balance ${t.finBalance}`)
})

// Query a specific date
const jan15 = await sdk.margin.targetList('2024-01-15')

Parameters

Parameter	Type	Description
date	string?	Trading day, e.g. '2024-01-15'; defaults to the latest trading day

Returns

MarginTargetItem[]. Representative fields:

Field	Description
code / name	Stock code / name
date	Data date
finBalance	Financing balance (CNY)
finBuyAmount	Financing buy amount (CNY)
finRepayAmount	Financing repayment amount (CNY)
loanBalance	Short-sell balance (shares)
loanSellVolume	Short-sell volume (shares)
loanRepayVolume	Short-sell repayment volume (shares)

Exact fields follow the implementation.