Account Changes

uint Subscribe(Subject subject) Subscribe

Description

Besides the APIs that allows you to actively pull your account information data from the server, we offer data streaming services which let the server push relevent data, such as change of total assets, positions, etc., to clients Our push services are implemented with asynchronous functions. Implement the callback functions in IApiComposeCallback, to process the data. The data pushed by the server, See below for a list of specific callback methods.

Argument(Subjects)

Argument	Type	Required	Description
account	string	No	If the value is null, all accounts will be subscribed, including paper account
subject	TigerOpenAPI.Common.Enum.Subject	Yes	Subject

There are 4 types of subjects: OrderStatus, Asset, Position, and OrderTransaction :

• OrderStatus，the server will push data to a client when their is a change of status of his/her orders. Possible status are: Submitted, Cancelled, Inactive, Filled. There are other status exist, but they will not be pushed.
• Asset，the server will push data to a client when there is a change in his/her asset.
• Position, the server will push data to a client when there is a change in his/her positions.
• OrderTransaction, the server will push data to a client when order is filled.

By default, the data of all accounts will be pushed, including paper account, which can be distinguished by the account of the returned data, or the account can be specified when subscribing using Subscribe(Subject subject, string? account) method.

CAUTION

Subscribing to any of the above four types of topics will push all four types of topic data, and canceling any one of the four types of topics will cancel the subscription of all four types of topic data.

Return Value

Name	Type	Description
id	int	ID generated locally when the sdk sends a subscription request, and the sequence is incremented. In the SubscribeEnd(int id, string subject, string result) callback method, return the request id and the result of whether the subscription is successful

Pushed Data
Callbacks for change of asset

Name	Type	Description
account	String	user account
currency	String	currency. USD, HKD, etc.
segType	String	Securities Category C: (Commodities Futures), S: (Securities Stocks)
availableFunds	double	available funds, overnight liquidity
excessLiquidity	double	Excess liquidity, used to represent intraday risk value.
netLiquidation	double	Total Assets (Net Liquidation Value) - Securities Segment: Cash Value + Stock Value + Stock Option Value - Futures Segment: Cash Value + Mark-to-Market Profit and Loss
equityWithLoan	double	Equity with loan value (asset with loan value) - Securities Segment: Cash Value + Stock Value - Futures Segment: Cash Value - Maintenance Margin
buyingPower	double	Buying power. An estimation of how many more dollars you can buy in stock assets. Only apply to stock segment
cashBalance	double	Total amount of cash, other currencies will be converted to USD
grossPositionValue	double	Total value of securities
initMarginReq	double	Initial margin requirement
maintMarginReq	double	Maintenance margin requirement
timestamp	long	timestamp

Callbacks for change of positions

Name	Type	Description
account	String	user account
symbol	String	Stock ticker symbol, exmaple: 'AAPL', '00700', 'ES', 'CN'
expiry	String	for options, warrant, CBBC
strike	String	for options, warrant, CBBC
right	String	for options, warrant, CBBC
identifier	String	asset identifier. The identifier of stocks is identical to its symbol. Futures contracts will also includes their month code. Example: 'CN2201'
multiplier	int	multiplier for futures, options, warrants and CBBC
market	String	market. US, HK, etc.
currency	String	Currency. USD, HKD, etc.
segType	String	Securities Category C: (Commodities Futures), S: (Securities Stocks)
secType	String	STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
positionQty	double	total position quantity
salableQty	double	saleable quantity
position	long	total position(Deprecated)
positionScale	int	total position scale(Deprecated), For example, the position value is 2135, the positionScale is 2, and the actual number of positions is 21.35
saleable	long	can sell quantity(Only supports A-shares in mainland China)(Deprecated)
averageCost	double	average holding cost
latestPrice	double	last price of the asset
marketValue	double	market value of the asset
unrealizedPnl	double	unrealized profit and loss
name	String	symbol name
timestamp	long	timestamp

Callbacks for change of order status

Name	Type	Description
id	long	unique order id
account	String	user account
symbol	String	Stock ticker symbol, exmaple: 'AAPL', '00700', 'ES', 'CN'
expiry	String	for options, warrant, CBBC
strike	String	for options, warrant, CBBC
right	String	for options, warrant, CBBC
identifier	String	asset identifier. The identifier of stocks is identical to its symbol. Futures contracts will also includes their month code. Example: 'CN2201'
multiplier	int	multiplier for futures, options, warrants and CBBC
action	String	BUY or SELL
market	String	market. US, HK, etc.
currency	String	Currency. USD, HKD, etc.
segType	String	Securities Category C: (Commodities Futures), S: (Securities Stocks)
secType	String	STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
orderType	String	Order Types，'MKT'-Market Order / 'LMT'-Limit Order / 'STP'-Stop Order / 'STP_LMT'-Stop-Limit Order / 'TRAIL'-Trailing Stop Order
isLong	boolean	is long
totalQuantity	long	Order's quantity
totalQuantityScale	int	The offset of the order quantity, default is 0. The combination of 'totalQuantity' and 'totalQuantityScale' of odd lot orders represents the actual order quantity. For example, totalQuantity=111 totalQuantityScale=2, then the real quantity=111*10^(-2)=1.11
filledQuantity	long	filled quantity
filledQuantityScale	int	filled quantity scale
avgFillPrice	double	average price at which the orders got filled
limitPrice	double	Limit price, required if placing a limit order (inluding LMT and STP_LMT)
stopPrice	double	Stop price, required if placing a stop order (inluding STP and STP_LMT)
realizedPnl	double	realized profit and loss
status	String	Order status
replaceStatus	String	Order replace status
cancelStatus	String	Order cancel status
outsideRth	boolean	if trade outside regular trading hours (only applicable to U.S. market)
canModify	boolean	can modify
canCancel	boolean	can cancel
liquidation	boolean	Is it a liquidation order
name	String	symbol name
source	String	order source(from 'OpenApi', or not)
errorMsg	String	error message
attrDesc	String	order description
commissionAndFee	float	commission and fee
openTime	long	timestamp when the order is placed
timestamp	long	last update timestamp of order status
userMark	String	Custom Remarks
totalCashAmount	double	The total cash amount of the order (only for amount orders)
filledCashAmount	double	The filled cash amount of the order (only for amount orders)

Callbacks for transaction of order

Name	Type	Description
id	long	transaction ID
orderId	long	unique order id
account	String	user account
symbol	String	Stock ticker symbol, exmaple: 'AAPL', '00700', 'ES', 'CN'
identifier	String	asset identifier. The identifier of stocks is identical to its symbol. Futures contracts will also includes their month code. Example: 'CN2201'
multiplier	int	multiplier for futures, options, warrants and CBBC
action	String	BUY or SELL
market	String	market. US、HK
currency	String	Currency. USD, HKD, etc.
segType	String	Securities Category C: (Commodities Futures), S: (Securities Stocks)
secType	String	Security type. STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
filledPrice	double	filled price
filledQuantity	Long	filled quantity
createTime	long	create time
updateTime	long	update time
transactTime	long	transaction time
timestamp	long	timestamp

Callback

Implement the corresponding callback funtions in IApiComposeCallback

/** 
* Callbacks： 
* Implement different callback functions according to different subject
*/
void AssetChange(AssetData data)  //subject = asset
void PositionChange(PositionData data) //subject = position
void OrderStatusChange(OrderStatusData data) //subject = orderstatus
void OrderTransactionChange(OrderTransactionData data) //subject = OrderTransaction

Example

using System;
using System.Text.Json.Nodes;
using Newtonsoft.Json;
using TigerOpenAPI.Common;
using TigerOpenAPI.Common.Util;
using TigerOpenAPI.Push;
using TigerOpenAPI.Push.Model;
using TigerOpenAPI.Quote.Pb;

namespace Test
{
  public class DefaultApiComposeCallback : IApiComposeCallback
  {
    public DefaultApiComposeCallback()
    {
    }

    void IApiComposeCallback.ConnectionAck()
    {
      ApiLogger.Info("connect success.");
    }

    void IApiComposeCallback.ConnectionAck(int serverSendInterval, int serverReceiveInterval)
    {
      ApiLogger.Info($"connect success. serverSendInterval:{serverSendInterval}," +
        $" serverReceiveInterval:{serverReceiveInterval}");
    }

    void IApiComposeCallback.HearBeat(string heartBeatContent)
    {
      ApiLogger.Info("HearBeat:" + heartBeatContent);
    }

    void IApiComposeCallback.ServerHeartBeatTimeOut(string channelId)
    {
      ApiLogger.Warn("ServerHeartBeatTimeOut:" + channelId);
    }

    void IApiComposeCallback.ConnectionClosed()
    {
      ApiLogger.Info("connection closed.");
    }

    void IApiComposeCallback.ConnectionKickout(int errorCode, string errorMsg)
    {
      ApiLogger.Info($"ConnectionKickout, errorCode:{errorCode}, errorMsg:{errorMsg}");
    }

    void IApiComposeCallback.Error(string errorMsg)
    {
      ApiLogger.Error("receive error:" + errorMsg);
    }

    void IApiComposeCallback.Error(int id, int errorCode, string errorMsg)
    {
      ApiLogger.Error($"receive error, id:{id}, errorCode:{errorCode}, errorMsg:{errorMsg}");
    }


    void ISubscribeApiCallback.GetSubscribedSymbolEnd(SubscribedSymbol subscribedSymbol)
    {
      ApiLogger.Info("GetSubscribedSymbolEnd:"
        + JsonConvert.SerializeObject(subscribedSymbol, TigerClient.JsonSet));
    }

    void ISubscribeApiCallback.SubscribeEnd(int id, string subject, string result)
    {
      ApiLogger.Info($"SubscribeEnd, {subject}, id:{id}, result:{result}");
    }

    void ISubscribeApiCallback.CancelSubscribeEnd(int id, string subject, string result)
    {
      ApiLogger.Info($"CancelSubscribeEnd, {subject}, id:{id}, result:{result}");
    }


    void ISubscribeApiCallback.AssetChange(AssetData data)
    {
      ApiLogger.Info("AssetChange:" + data);
    }

    void ISubscribeApiCallback.PositionChange(PositionData data)
    {
      ApiLogger.Info("PositionChange:" + data);
    }

    void ISubscribeApiCallback.OrderStatusChange(OrderStatusData data)
    {
      ApiLogger.Info("OrderStatusChange:" + data);
    }

    void ISubscribeApiCallback.OrderTransactionChange(OrderTransactionData data)
    {
      ApiLogger.Info("OrderTransactionChange:" + data);
    }


    void ISubscribeApiCallback.QuoteAskBidChange(QuoteBBOData data)
    {
      ApiLogger.Info("QuoteAskBidChange:" + data);
    }

    void ISubscribeApiCallback.QuoteChange(QuoteBasicData data)
    {
      ApiLogger.Info("QuoteChange:" + data);
    }

    void ISubscribeApiCallback.TradeTickChange(TradeTick data)
    {
      ApiLogger.Info("TradeTickChange:"
        + JsonConvert.SerializeObject(data, TigerClient.JsonSet));
    }

    void ISubscribeApiCallback.DepthQuoteChange(QuoteDepthData data)
    {
      ApiLogger.Info("DepthQuoteChange:" + data);
    }

    void ISubscribeApiCallback.FutureAskBidChange(QuoteBBOData data)
    {
      ApiLogger.Info("FutureAskBidChange:" + data);
    }

    void ISubscribeApiCallback.FutureChange(QuoteBasicData data)
    {
      ApiLogger.Info("FutureChange:" + data);
    }

    void ISubscribeApiCallback.OptionAskBidChange(QuoteBBOData data)
    {
      ApiLogger.Info("OptionAskBidChange:" + data);
    }

    void ISubscribeApiCallback.OptionChange(QuoteBasicData data)
    {
      ApiLogger.Info("OptionChange:" + data);
    }
  }
}

Subscripion

using System;
using Newtonsoft.Json;
using TigerOpenAPI.Common;
using TigerOpenAPI.Common.Enum;
using TigerOpenAPI.Common.Util;
using TigerOpenAPI.Config;
using TigerOpenAPI.Model;
using TigerOpenAPI.Push;
using TigerOpenAPI.Quote;
using TigerOpenAPI.Quote.Model;

namespace Test
{
  public class SubscribeDemo
  {
    private static TigerConfig config;

    static SubscribeDemo()
    {
      TigerConfig.LogDir = "/data0/logs/tiger-openapi-cs";
      config = new TigerConfig()
      {
        // The tiger_openapi_config.properties file is stored in your local directory.
        ConfigFilePath = "/data0/tiger_config",
        FailRetryCounts = 2, // (optional) range:[1, 5],  default is 2
        Language = Language.en_US,   // (optional) default is en_US
        TimeZone = CustomTimeZone.HK_ZONE  // (optional) default is HK_ZONE
      };
    }

    static async Task Main(string[] args)
    {
      IApiComposeCallback callback = new DefaultApiComposeCallback();
      PushClient client = PushClient.GetInstance().Config(config)
        .ApiComposeCallback(callback);
      ApiLogger.Info($"======================{client.GetUrl()}");

      //Establish connection
      client.Connect();

      //Subscribe to account information
      client.Subscribe(Subject.OrderStatus);    
      client.Subscribe(Subject.Asset);
      client.Subscribe(Subject.Position);
      client.Subscribe(Subject.OrderTransaction);
      
      //Wait to receive the data
      Thread.Sleep(TimeSpan.FromSeconds(60));
      
      // Cancel subscription
      client.CancelSubscribe(Subject.Asset);
      client.CancelSubscribe(Subject.Position);
      client.CancelSubscribe(Subject.OrderStatus);
      client.CancelSubscribe(Subject.OrderTransaction);
    }
  }
}

Response Example

// asset change
AssetChange:{"account":"13810712","currency":"USD","segment":"S","availableFunds":2285040.5475322,"excessLiquidity":2284942.0475322,"netLiquidation":2285529.3735322,"equityWithLoan":2285418.2835322,"buyingPower":9140162.1901287,"cashBalance":2284275.2435322,"grossPositionValue":1143.04,"initMarginReq":377.736,"maintMarginReq":476.236,"timestamp":"1669888806020"}

// position change
PositionChange:{"account":"13810712","symbol":"AAPL","identifier":"AAPL","multiplier":1,"market":"US","currency":"USD","segment":"S","secType":"STK","position":"4","averageCost":75.0,"latestPrice":147.23,"marketValue":588.92,"unrealizedPnl":288.92,"timestamp":"1669888802018"}

// order change
OrderStatusChange:{"id":"28875370355884032","account":"736845","symbol":"CL","identifier":"CL2312","multiplier":1000,"action":"BUY","market":"US","currency":"USD","segment":"C","secType":"FUT","orderType":"LMT","isLong":true,"totalQuantity":"1","filledQuantity":"1","avgFillPrice":77.76,"limitPrice":77.76,"status":"Filled","outsideRth":true,"name":"WTI Crude Oil2312","source":"android","commissionAndFee":4.0,"openTime":"1669200792000","timestamp":"1669200782221"}

// OrderTransaction
OrderTransactionChange:{"id":"28875370482237440","orderId":"28875370355884032","account":"736845","symbol":"CL","identifier":"CL2312","multiplier":1000,"action":"BUY","market":"US","currency":"USD","segment":"C","secType":"FUT","filledPrice":77.76,"filledQuantity":"1","createTime":"1669200793664","updateTime":"1669200793664","transactTime":"1669200793593","timestamp":"1669200782233"}

If an order is filled in multiple times, 'filledQuantity' is the cumulative number of transactions, and the returned data is as follows：

{id=28557131062709999, symbol=CN, market=SI, currency=USD, secType=FUT, action=BUY, isLong=true, totalQuantity=9, totalQuantityScale=0, filledQuantity=1, filledQuantityScale=0, orderType=MKT, avgFillPrice=11824.0, status=PendingSubmit, subStatusList=[], subStatusDescList=[], realizedPnl=0.0, commissionAndFee=3.09, gst=0.22, replaceStatus=NONE, cancelStatus=NONE, source=OpenApi, canModify=true, canCancel=true, multiplier=1.0, stockId=15433673, attr=0, type=orderstatus, outsideRth=false, limitPrice=0.0, errorMsg=, openTime=1666772819000, updateTime=1666772819000, latestTime=1666772819000, userMark=, name=FTSE China A50 Index - Nov 2022, identifier=CN2211, account=1234567, timestamp=1666772819780, segment=C}

{id=28557131062709999, symbol=CN, market=SI, currency=USD, secType=FUT, action=BUY, isLong=true, totalQuantity=9, totalQuantityScale=0, filledQuantity=3, filledQuantityScale=0, orderType=MKT, avgFillPrice=11824.0, status=PendingSubmit, subStatusList=[], subStatusDescList=[], realizedPnl=0.0, commissionAndFee=9.27, gst=0.65, replaceStatus=NONE, cancelStatus=NONE, source=OpenApi, canModify=true, canCancel=true, multiplier=1.0, stockId=15433673, attr=0, type=orderstatus, outsideRth=false, limitPrice=0.0, errorMsg=, openTime=1666772819000, updateTime=1666772819000, latestTime=1666772819000, userMark=, name=FTSE China A50 Index - Nov 2022, identifier=CN2211, account=1234567, timestamp=1666772819797, segment=C}

{id=28557131062709999, symbol=CN, market=SI, currency=USD, secType=FUT, action=BUY, isLong=true, totalQuantity=9, totalQuantityScale=0, filledQuantity=8, filledQuantityScale=0, orderType=MKT, avgFillPrice=11824.625, status=PendingSubmit, subStatusList=[], subStatusDescList=[], realizedPnl=0.0, commissionAndFee=24.72, gst=1.73, replaceStatus=NONE, cancelStatus=NONE, source=OpenApi, canModify=true, canCancel=true, multiplier=1.0, stockId=15433673, attr=0, type=orderstatus, outsideRth=false, limitPrice=0.0, errorMsg=, openTime=1666772819000, updateTime=1666772819000, latestTime=1666772819000, userMark=, name=FTSE China A50 Index - Nov 2022, identifier=CN2211, account=1234567, timestamp=1666772819808, segment=C}

{id=28557131062709999, symbol=CN, market=SI, currency=USD, secType=FUT, action=BUY, isLong=true, totalQuantity=9, totalQuantityScale=0, filledQuantity=9, filledQuantityScale=0, orderType=MKT, avgFillPrice=11824.6666666667, status=Filled, subStatusList=[], subStatusDescList=[], realizedPnl=0.0, commissionAndFee=27.81, gst=1.95, replaceStatus=NONE, cancelStatus=NONE, source=OpenApi, canModify=false, canCancel=false, multiplier=1.0, stockId=15433673, attr=0, type=orderstatus, outsideRth=false, limitPrice=0.0, errorMsg=, openTime=1666772819000, updateTime=1666772819000, latestTime=1666772819000, userMark=, name=FTSE China A50 Index - Nov 2022, identifier=CN2211, account=1234567, timestamp=1666772819816, segment=C}

uint CancelSubscribe(Subject subject) Cancel Subscription

Description

Cancel the subscription of the selected subject

Argument(Subject)

Argument	Type	Required	Description
subject	TigerOpenAPI.Common.Enum.Subject	Yes	subject

There are 4 types of subjects: OrderStatus, Asset, Position, and OrderTransaction See subscription for detail

CAUTION

Cancelling any of the four subscriptions, OrderStatus, Asset, Position, and OrderTransaction, will cancel the four subscriptions

Example

// Cancel Subscription
client.CancelSubscribe(Subject.Asset);
client.CancelSubscribe(Subject.Position);
client.CancelSubscribe(Subject.OrderStatus);
client.CancelSubscribe(Subject.OrderTransaction);