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Multi-day volume averages and bond redemptions

Both reads require qot:read, extension_version: 1, and --enable-desktop-phase2-reads. The flag defaults to OFF; live backend behavior remains UNVERIFIED. Gateway, REST, MCP, CLI and gRPC share the contract.

API / CLI REST POST
GetMultiDayVolumeAverages / multi-day-volume-averages /api/multi-day-volume-averages
GetBondRedemptions / bond-redemptions /api/bond-redemptions

Volume averages

Provide a nonzero stock_id with recognized static market metadata. Optional day_num accepts 0 through 10; omission preserves the backend default (documented as 5), while explicit 0 is forwarded. There is no historical cutoff input.

daylist retains each optional anchor_timestamp and items containing optional vol_accu_avg and minutes_from_open. These are raw cumulative-volume averages, not a final volume ratio. The client does not divide by array indices or invent a trading timezone.

Bond redemptions

Provide nonzero bond_id. Optional data_from is a nonnegative int32; optional data_max_count is a positive int32. Each request returns one page, without a client-invented maximum or automatic pagination.

Rows retain optional redemption_date, redemption_quantity, clean_price, and registration_date. Quantity/price retain raw 1e9 scaling; timestamps are not converted using assumed units or timezones. if_last_page 0 means more data; nonzero means the final page. Absence and empty non-final pages never imply completion. Optional all_count is retained.

MCP tools are futu_get_multi_day_volume_averages and futu_get_bond_redemptions, using c2s_json and optional api_key. Backend failures are not empty successes, and backend diagnostic text is not reflected.

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