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基本功能示例

老虎 Open API SDK 提供了丰富的接口来调用老虎的服务，本章节将对老虎 API 的核心功能进行一一演示：包括查询行情，交易下单，订阅行情。

查询行情

以下为一个最简单的调用老虎API的示例，演示了如何调用 Open API 来主动查询股票行情。接下来的例子分别演示了如何调用 Open API 来进行交易与订阅行情。除上述基础功能外，Open API 还支持查询、交易多个市场的不同标的，以及其他复杂请求。对于其他 Open API 支持的接口和请求，请在快速入门后阅读文档正文获取列表及使用方法，并参考快速入门以及文档中的例子进行调用。

为方便直接复制运行，以下的说明采用注释的形式

import com.tigerbrokers.stock.openapi.client.config.ClientConfig;
import com.tigerbrokers.stock.openapi.client.https.client.TigerHttpClient;
import com.tigerbrokers.stock.openapi.client.https.request.quote.QuoteKlineRequest;
import com.tigerbrokers.stock.openapi.client.https.response.quote.QuoteKlineResponse;
import com.tigerbrokers.stock.openapi.client.struct.enums.KType;
import com.tigerbrokers.stock.openapi.client.struct.enums.RightOption;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.List;

public class QuoteDemo {

  private static final TigerHttpClient client;

  static {
    ClientConfig clientConfig = ClientConfig.DEFAULT_CONFIG;
    // 开发者平台导出的配置文件 tiger_openapi_config.properties 的存放路径，TBHK 牌照的 tiger_openapi_token.properties 文件也在该目录下
    clientConfig.configFilePath = "./src/main/resources";
    // clientConfig.secretKey = "xxxxxx"; // 机构账号交易员必填字段 secret key
    client = TigerHttpClient.getInstance().clientConfig(clientConfig);
  }

  public static void main(String[] args) {
    new QuoteDemo().kline();
  }

  public void kline() {
    List<String> symbols = new ArrayList<>();
    symbols.add("AAPL");
    QuoteKlineRequest request =
        QuoteKlineRequest.newRequest(symbols, KType.day, "2022-10-01", "2022-12-25")
            .withLimit(1000)
            .withRight(RightOption.br);
    QuoteKlineResponse response = client.execute(request);
    if (response.isSuccess()) {
      System.out.println(Arrays.toString(response.getKlineItems().toArray()));
    } else {
      System.out.println("response error:" + response.getMessage());
    }
  }
}

下单

交易是 Open API 的另一个主要功能。此例展示了如何使用 Open API 对美股 AAPL 下限价单:

import com.alibaba.fastjson.JSONObject;
import com.tigerbrokers.stock.openapi.client.config.ClientConfig;
import com.tigerbrokers.stock.openapi.client.https.client.TigerHttpClient;
import com.tigerbrokers.stock.openapi.client.https.domain.contract.item.ContractItem;
import com.tigerbrokers.stock.openapi.client.https.request.trade.TradeOrderRequest;
import com.tigerbrokers.stock.openapi.client.https.response.trade.TradeOrderResponse;
import com.tigerbrokers.stock.openapi.client.struct.enums.ActionType;

public class TradeDemo {

  private static final TigerHttpClient client;

  static {
    ClientConfig clientConfig = ClientConfig.DEFAULT_CONFIG;
    // 开发者平台导出的配置文件 tiger_openapi_config.properties 的存放路径，TBHK 牌照的 tiger_openapi_token.properties 文件也在该目录下
    clientConfig.configFilePath = "./src/main/resources";
    // clientConfig.secretKey = "xxxxxx"; // 机构账号交易员必填字段 secret key
    client = TigerHttpClient.getInstance().clientConfig(clientConfig);
  }

  public static void main(String[] args) {
    new TradeDemo().placeUsStockOrder();
  }

  public void placeUsStockOrder() {
    ContractItem contract = ContractItem.buildStockContract("AAPL", "USD");
    TradeOrderRequest request =
        TradeOrderRequest.buildLimitOrder(contract, ActionType.BUY, 1, 100.0);
    TradeOrderResponse response = client.execute(request);
    System.out.println(JSONObject.toJSONString(response));
  }
}

订阅

除主动查询外，Open API 还支持以​​订阅-推送​​模式获取行情和交易数据。使用方式如下例所示。

  • 异步处理机制​​：所有订阅请求均采用异步方式处理。
  • 回调函数​​：您需自定义回调函数，并将其与指定事件绑定。
  • 推送触发​​：当事件触发或服务器推送最新信息时，系统将自动调用您的回调函数，并传入返回数据。
  • 数据处理​​：请在自定义回调函数中实现所需的数据处理逻辑。
  1. 定义回调接口
import com.alibaba.fastjson.JSONObject;
import com.tigerbrokers.stock.openapi.client.socket.ApiComposeCallback;
import com.tigerbrokers.stock.openapi.client.socket.data.TradeTick;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.AssetData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.KlineData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.OptionTopData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.OrderStatusData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.OrderTransactionData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.PositionData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.QuoteBBOData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.QuoteBasicData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.QuoteDepthData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.StockTopData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.TickData;
import com.tigerbrokers.stock.openapi.client.struct.SubscribedSymbol;
import com.tigerbrokers.stock.openapi.client.util.ApiLogger;
import com.tigerbrokers.stock.openapi.client.util.ProtoMessageUtil;

public class DefaultApiComposeCallback implements ApiComposeCallback {

  @Override
  public void orderStatusChange(OrderStatusData data) {
    ApiLogger.info("orderStatusChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void orderTransactionChange(OrderTransactionData data) {
    ApiLogger.info("orderTransactionChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void positionChange(PositionData data) {
    ApiLogger.info("positionChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void assetChange(AssetData data) {
    ApiLogger.info("assetChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void quoteChange(QuoteBasicData data) {
    ApiLogger.info("quoteChange:" + ProtoMessageUtil.toJson(data));
  }
  @Override
  public void quoteAskBidChange(QuoteBBOData data) {
    ApiLogger.info("quoteAskBidChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void tradeTickChange(TradeTick data) {
    ApiLogger.info("tradeTickChange:" + JSONObject.toJSONString(data));
  }
  /*全量逐笔成交行情回调*/
  @Override
  public void fullTickChange(TickData data) {
      ApiLogger.info("fullTickChange:" + ProtoMessageUtil.toJson(data));
  }
  /*分钟K线数据回调*/
  @Override
  public void klineChange(KlineData data) {
    ApiLogger.info("klineChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void optionChange(QuoteBasicData data) {
    ApiLogger.info("optionChange:" + ProtoMessageUtil.toJson(data));
  }
  @Override
  public void optionAskBidChange(QuoteBBOData data) {
    ApiLogger.info("optionAskBidChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void futureChange(QuoteBasicData data) {
    ApiLogger.info("futureChange:" + ProtoMessageUtil.toJson(data));
  }
  @Override
  public void futureAskBidChange(QuoteBBOData data) {
    ApiLogger.info("futureAskBidChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void depthQuoteChange(QuoteDepthData data) {
    ApiLogger.info("depthQuoteChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void stockTopPush(StockTopData data) {
    ApiLogger.info("stockTopPush, market:" + data.getMarket());
    for (StockTopData.TopData topData : data.getTopDataList()) {
      ApiLogger.info("stockTopPush, targetName:" + topData.getTargetName()
          + ", topList:" + ProtoMessageUtil.toJson(topData));
    }
  }

  @Override
  public void optionTopPush(OptionTopData data) {
    ApiLogger.info("optionTopPush, market:" + data.getMarket());
    for (OptionTopData.TopData topData : data.getTopDataList()) {
      ApiLogger.info("optionTopPush, targetName:" + topData.getTargetName()
          + ", topList:" + ProtoMessageUtil.toJson(topData));
    }
  }

  @Override
  public void subscribeEnd(int id, String subject, String result) {
    ApiLogger.info("subscribe " + subject + " end. id:" + id + ", " + result);
  }

  @Override
  public void cancelSubscribeEnd(int id, String subject, String result) {
    ApiLogger.info("cancel subscribe " + subject + " end. id:" + id + ", " + result);
  }

  @Override
  public void getSubscribedSymbolEnd(SubscribedSymbol subscribedSymbol) {
    ApiLogger.info("getSubscribedSymbolEnd:" + JSONObject.toJSONString(subscribedSymbol));
  }

  @Override
  public void error(String errorMsg) {
    ApiLogger.info("receive error:" + errorMsg);
  }

  @Override
  public void error(int id, int errorCode, String errorMsg) {
    ApiLogger.info("receive error id:" + id + ",errorCode:" + errorCode + ",errorMsg:" + errorMsg);
  }

  @Override
  public void connectionClosed() {
    ApiLogger.info("connection closed.");
  }

  @Override
  public void connectionKickout(int errorCode, String errorMsg) {
    ApiLogger.info(errorMsg + " and the connection is closed.");
  }

  @Override
  public void connectionAck() {
    ApiLogger.info("connect success.");
  }

  @Override
  public void connectionAck(int serverSendInterval, int serverReceiveInterval) {
    ApiLogger.info(
        "connect success,send interval:" + serverSendInterval + ",receive interval:" + serverReceiveInterval);
  }

  @Override
  public void hearBeat(String heartBeatContent) {
    ApiLogger.info(heartBeatContent);
  }

  @Override
  public void serverHeartBeatTimeOut(String channelId) {
    ApiLogger.info("serverHeartBeatTimeOut，channelId=" + channelId);
  }
}
  1. 进行订阅

import com.tigerbrokers.stock.openapi.client.config.ClientConfig;
import com.tigerbrokers.stock.openapi.client.socket.WebSocketClient;
import com.tigerbrokers.stock.openapi.client.struct.enums.License;

import java.util.ArrayList;
import java.util.HashSet;
import java.util.List;
import java.util.Set;

public class SubscribeDemo {

    //实际订阅时需要读取tiger_openapi_token.properties文件来填充tigerId和privateKey，并实现ApiComposeCallback接口，本示例中为DefaultApiComposeCallback，实现参考以上代码，仅将返回数据简单输出。实际可根据需要调整@Override下方的回调函数
    private static ClientConfig clientConfig = ClientConfig.DEFAULT_CONFIG;
    private static WebSocketClient client;
    static {
        //从开发者信息页面导出的配置文件tiger_openapi_config.properties、tiger_openapi_token.properties存放路径
        clientConfig.configFilePath = "/data/tiger_config";
        // clientConfig.secretKey = "xxxxxx";// 机构账号交易员必填
        client = WebSocketClient.getInstance().clientConfig(clientConfig).apiComposeCallback(new DefaultApiComposeCallback());
    }

    public static void main(String[] args) {
        WebSocketDemo webSocketDemo = new WebSocketDemo();
        webSocketDemo.subscribe();
    }

    public void subscribe() {

        client.connect();

        Set<String> symbols = new HashSet<>();

        //股票订阅
        symbols.add("AAPL");
        symbols.add("SPY");
        client.subscribeQuote(symbols);

        //期货订阅
        symbols.add("ESmain");
        symbols.add("ES1906");
        client.subscribeFuture(symbols);

        //期权的一种形式
        symbols.add("TSLA 20190614 200.0 CALL");
        //期权另外一种形式（21位）
        symbols.add("SPY   190508C00290000");
        client.subscribeOption(symbols);

        //订阅深度数据
        client.subscribeDepthQuote(symbols);

        //订阅逐笔数据
        client.subscribeTradeTick(symbols);

        //订阅期权榜单
        Market market = Market.US;
        Set<Indicator> indicators = new HashSet<>();
        //期权当日大单指标
        indicators.add(OptionRankingIndicator.BigOrder);
        //期权当日累计成交额指标
        indicators.add(OptionRankingIndicator.Amount);
        client.subscribeOptionTop(market, indicators));

        //查询订阅详情
        client.getSubscribedSymbols();

        //建议交易时间过后断开连接，断开连接时会自动注销之前的订阅记录
        //client.disconnect();
    }
}

Updated 6 days ago