Docs
English
Start typing to search…

行情推送

行情订阅推送

C++ SDK 通过 IPushClient 实现行情的订阅推送功能。推送使用 Protobuf 协议进行数据传输，回调函数异步触发。

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);

// 设置连接/断开回调
push_client->set_connected_callback([]() {
    std::cout << "Connected" << std::endl;
});

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

// 设置错误回调
push_client->set_inner_error_callback([](std::string err) {
    std::cout << "Error: " << err << std::endl;
});

// 建立连接
push_client->connect();

subscribe_quote 订阅股票行情

unsigned int IPushClient::subscribe_quote(const std::vector<std::string> &symbols)

说明

订阅股票的实时行情推送

参数

参数名类型是否必填描述
symbolsvector<string>Yes标的代码列表

回调设置

使用 set_quote_changed_callback 设置行情变动回调：

push_client->set_quote_changed_callback([](const tigeropen::push::pb::QuoteBasicData& data) {
    std::cout << "Symbol: " << data.symbol()
              << " Price: " << data.latestprice()
              << " Volume: " << data.volume()
              << std::endl;
});

示例

std::vector<std::string> symbols = {"AAPL", "TSLA"};
push_client->subscribe_quote(symbols);

unsubscribe_quote 取消订阅股票行情

unsigned int IPushClient::unsubscribe_quote(const std::vector<std::string> &symbols)

参数

参数名类型是否必填描述
symbolsvector<string>Yes标的代码列表

subscribe_future_quote 订阅期货行情

unsigned int IPushClient::subscribe_future_quote(const std::vector<std::string> &symbols)

说明

订阅期货合约的实时行情推送，使用与股票行情相同的 set_quote_changed_callback 回调

参数

参数名类型是否必填描述
symbolsvector<string>Yes期货合约代码列表，如 CL2312

subscribe_option_quote 订阅期权行情

unsigned int IPushClient::subscribe_option_quote(const std::vector<std::string> &symbols)

说明

订阅期权合约的实时行情推送

参数

参数名类型是否必填描述
symbolsvector<string>Yes期权标识符列表

subscribe_quote_depth 订阅深度行情

unsigned int IPushClient::subscribe_quote_depth(const std::vector<std::string> &symbols)

说明

订阅深度行情（买卖盘口）推送

参数

参数名类型是否必填描述
symbolsvector<string>Yes标的代码列表

回调设置

push_client->set_quote_depth_changed_callback([](const tigeropen::push::pb::QuoteDepthData& data) {
    std::cout << "Depth data received" << std::endl;
});

unsubscribe_quote_depth 取消订阅深度行情

unsigned int IPushClient::unsubscribe_quote_depth(const std::vector<std::string> &symbols)

subscribe_kline 订阅K线

unsigned int IPushClient::subscribe_kline(const std::vector<std::string> &symbols)

说明

订阅K线数据推送

参数

参数名类型是否必填描述
symbolsvector<string>Yes标的代码列表

回调设置

push_client->set_kline_changed_callback([](const tigeropen::push::pb::KlineData& data) {
    std::cout << "Kline data received" << std::endl;
});

unsubscribe_kline 取消订阅K线

unsigned int IPushClient::unsubscribe_kline(const std::vector<std::string> &symbols)

subscribe_tick 订阅逐笔成交

unsigned int IPushClient::subscribe_tick(const std::vector<std::string> &symbols)

说明

订阅逐笔成交数据推送

参数

参数名类型是否必填描述
symbolsvector<string>Yes标的代码列表

回调设置

// 使用 TradeTick 对象回调
push_client->set_tick_changed_callback([](const TradeTick& data) {
    std::cout << "Symbol: " << data.symbol << " ticks: " << data.ticks.size() << std::endl;
});

// 或使用完整 Protobuf TickData 回调
push_client->set_full_tick_changed_callback([](const tigeropen::push::pb::TickData& data) {
    std::cout << "Full tick data received" << std::endl;
});

unsubscribe_tick 取消订阅逐笔成交

unsigned int IPushClient::unsubscribe_tick(const std::vector<std::string> &symbols)

subscribe_market 订阅整个市场

unsigned int IPushClient::subscribe_market(const std::string &market)

说明

订阅整个市场的行情推送

参数

参数名类型是否必填描述
marketstringYes市场，如 "US"、"HK"

unsubscribe_market 取消订阅整个市场

unsigned int IPushClient::unsubscribe_market(const std::string &market)

subscribe_stock_top 订阅股票排行榜

unsigned int IPushClient::subscribe_stock_top(const std::string &market, const std::vector<std::string> &indicators)

说明

订阅股票排行榜数据推送

参数

参数名类型是否必填描述
marketstringYes市场，如 "US"、"HK"
indicatorsvector<string>No排行指标列表，默认空

回调设置

push_client->set_stock_top_changed_callback([](const tigeropen::push::pb::StockTopData& data) {
    std::cout << "Stock top data received" << std::endl;
});

subscribe_option_top 订阅期权排行榜

unsigned int IPushClient::subscribe_option_top(const std::string &market, const std::vector<std::string> &indicators)

说明

订阅期权排行榜数据推送

参数

参数名类型是否必填描述
marketstringYes市场
indicatorsvector<string>No排行指标列表

回调设置

push_client->set_option_top_changed_callback([](const tigeropen::push::pb::OptionTopData& data) {
    std::cout << "Option top data received" << std::endl;
});

subscribe_cc 订阅数字货币行情

unsigned int IPushClient::subscribe_cc(const std::vector<std::string> &symbols)

说明

订阅数字货币的实时行情推送

参数

参数名类型是否必填描述
symbolsvector<string>Yes数字货币代码列表

unsubscribe_cc 取消订阅数字货币行情

unsigned int IPushClient::unsubscribe_cc(const std::vector<std::string> &symbols)

query_subscribed_symbols 查询已订阅标的

unsigned int IPushClient::query_subscribed_symbols()

说明

查询当前已订阅的所有标的列表

回调设置

push_client->set_query_subscribed_symbols_changed_callback([](const tigeropen::push::pb::Response& resp) {
    std::cout << "Subscribed symbols: " << resp.DebugString() << std::endl;
});

push_client->query_subscribed_symbols();

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" << std::endl;
    });

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

    // 订阅成功/失败回调
    push_client->set_subscribe_callback([](const tigeropen::push::pb::Response& resp) {
        std::cout << "Subscribe result: " << resp.DebugString() << std::endl;
    });

    // 行情变动回调
    push_client->set_quote_changed_callback([](const tigeropen::push::pb::QuoteBasicData& data) {
        std::cout << "Symbol: " << data.symbol()
                  << " Price: " << data.latestprice()
                  << std::endl;
    });

    // 逐笔成交回调
    push_client->set_tick_changed_callback([](const TradeTick& data) {
        std::cout << "Tick: " << data.symbol << " count: " << data.ticks.size() << std::endl;
    });

    // 连接
    push_client->connect();

    // 订阅
    std::vector<std::string> symbols = {"AAPL", "TSLA"};
    push_client->subscribe_quote(symbols);
    push_client->subscribe_tick(symbols);

    // 等待推送
    std::this_thread::sleep_for(std::chrono::seconds(60));

    // 取消订阅并断开
    push_client->unsubscribe_quote(symbols);
    push_client->unsubscribe_tick(symbols);
    push_client->disconnect();

    return 0;
}

Updated 11 days ago