交易推送

交易推送订阅

C++ SDK 通过 IPushClient 实现交易相关数据的订阅推送功能，包括资产变动、持仓变动、订单状态变动和成交回报推送。

初始化推送客户端

#include "tigerapi/push_client.h"
#include "tigerapi/client_config.h"

using namespace TIGER_API;

ClientConfig config(false, U("/path/to/your/properties/"));
auto push_client = IPushClient::create_push_client(config);

push_client->set_connected_callback([]() {
    std::cout << "Connected" << std::endl;
});

push_client->connect();

subscribe_asset 订阅资产变动

unsigned int IPushClient::subscribe_asset(const std::string &account)

说明

订阅账户资产变动推送，当账户资产发生变化时触发回调

参数

参数名	类型	是否必填	描述
account	string	Yes	资金账号

回调设置

push_client->set_asset_changed_callback([](const tigeropen::push::pb::AssetData& data) {
    std::cout << "Asset changed - Account: " << data.account()
              << std::endl;
});

示例

push_client->subscribe_asset("your_account_id");

unsubscribe_asset 取消订阅资产变动

unsigned int IPushClient::unsubscribe_asset(const std::string &account)

参数

参数名	类型	是否必填	描述
account	string	Yes	资金账号

subscribe_position 订阅持仓变动

unsigned int IPushClient::subscribe_position(const std::string &account)

说明

订阅账户持仓变动推送

参数

参数名	类型	是否必填	描述
account	string	Yes	资金账号

回调设置

push_client->set_position_changed_callback([](const tigeropen::push::pb::PositionData& data) {
    std::cout << "Position changed - Symbol: " << data.symbol()
              << " Quantity: " << data.quantity()
              << std::endl;
});

示例

push_client->subscribe_position("your_account_id");

unsubscribe_position 取消订阅持仓变动

unsigned int IPushClient::unsubscribe_position(const std::string &account)

subscribe_order 订阅订单状态变动

unsigned int IPushClient::subscribe_order(const std::string &account)

说明

订阅订单状态变动推送，当订单状态发生改变时（如提交、成交、取消等）触发回调

参数

参数名	类型	是否必填	描述
account	string	Yes	资金账号

回调设置

push_client->set_order_changed_callback([](const tigeropen::push::pb::OrderStatusData& data) {
    std::cout << "Order changed - ID: " << data.id()
              << " Status: " << data.status()
              << std::endl;
});

示例

push_client->subscribe_order("your_account_id");

unsubscribe_order 取消订阅订单状态变动

unsigned int IPushClient::unsubscribe_order(const std::string &account)

subscribe_transaction 订阅成交回报

unsigned int IPushClient::subscribe_transaction(const std::string &account)

说明

订阅成交回报推送，当订单产生新的成交记录时触发回调

参数

参数名	类型	是否必填	描述
account	string	Yes	资金账号

回调设置

push_client->set_transaction_changed_callback([](const tigeropen::push::pb::OrderTransactionData& data) {
    std::cout << "Transaction - Symbol: " << data.symbol()
              << " Filled: " << data.filledquantity()
              << " Price: " << data.filledprice()
              << std::endl;
});

示例

push_client->subscribe_transaction("your_account_id");

unsubscribe_transaction 取消订阅成交回报

unsigned int IPushClient::unsubscribe_transaction(const std::string &account)

完整示例

#include <iostream>
#include <thread>
#include <chrono>
#include "tigerapi/push_client.h"
#include "tigerapi/client_config.h"

using namespace TIGER_API;

int main() {
    ClientConfig config(false, U("/path/to/your/properties/"));
    auto push_client = IPushClient::create_push_client(config);

    // 连接回调
    push_client->set_connected_callback([]() {
        std::cout << "Connected to push server" << std::endl;
    });

    push_client->set_disconnected_callback([]() {
        std::cout << "Disconnected from push server" << std::endl;
    });

    // 资产变动回调
    push_client->set_asset_changed_callback([](const tigeropen::push::pb::AssetData& data) {
        std::cout << "Asset changed" << std::endl;
    });

    // 持仓变动回调
    push_client->set_position_changed_callback([](const tigeropen::push::pb::PositionData& data) {
        std::cout << "Position: " << data.symbol()
                  << " qty: " << data.quantity()
                  << std::endl;
    });

    // 订单状态变动回调
    push_client->set_order_changed_callback([](const tigeropen::push::pb::OrderStatusData& data) {
        std::cout << "Order: " << data.id()
                  << " status: " << data.status()
                  << std::endl;
    });

    // 成交回报回调
    push_client->set_transaction_changed_callback([](const tigeropen::push::pb::OrderTransactionData& data) {
        std::cout << "Transaction: " << data.symbol()
                  << " filled qty: " << data.filledquantity()
                  << " price: " << data.filledprice()
                  << std::endl;
    });

    // 建立连接
    push_client->connect();

    std::string account = "your_account_id";

    // 订阅
    push_client->subscribe_asset(account);
    push_client->subscribe_position(account);
    push_client->subscribe_order(account);
    push_client->subscribe_transaction(account);

    // 持续运行
    std::this_thread::sleep_for(std::chrono::hours(1));

    // 取消订阅
    push_client->unsubscribe_asset(account);
    push_client->unsubscribe_position(account);
    push_client->unsubscribe_order(account);
    push_client->unsubscribe_transaction(account);

    push_client->disconnect();

    return 0;
}