Subscription APIs

Data streaming (data push) service is implemented by PushClient object. To use those services , you need to initialize an instance of PushClient first. Please see object list for a description of PushClient. Our push services are all asynchronous functions. You need to implement your own callback function, to process the data pushed by the server.

The strategy for pushing subscription data is that subscription data with the same tigerId will only be pushed once. Therefore, only one valid tcp connection can be established for the same tigerId. If you try to create multiple tcp connections, the last one created will take effect, and the previous connection will be kicked out. If the quantitative strategy is deployed on multiple machines, it is recommended to subscribe to only one instance and share data internally.

Steps to use our push service:

1. Implement your callback function

   Implement callback functions in IApiComposeCallback class, and pass in PushClient object. You need to implement your own callback function, to process the data pushed by the server. For detailed examples, please see next section.

2. Initialize TigerConfig

   Construct a authentication object TigerConfig, use this object to initialize PushClient See the example below：

     TigerConfig.LogDir = "/data0/logs/tiger-openapi-cs";
     config = new TigerConfig()
     {
       // The tiger_openapi_config.properties file is stored in your local directory.
       ConfigFilePath = "your local directory",
       // IsSslSocket = true;         // default is true
       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
     };
   

3. Initialize Push Client

   Initialize PushClient:

      IApiComposeCallback callback = new DefaultApiComposeCallback();
      PushClient client = PushClient.GetInstance().Config(config)
        .ApiComposeCallback(callback);
   

4. Connect to Sever

   Call client.Connect(), use callbacks in IApiComposeCallback to process the connection result message

5. Use Websocket Service

   Use the methods of PushClient, such as PushClient.SubscribeQuote(), to call relevant services. A list of methods is shown below.

6. Disconnnect If you are done using the data feed pushed by the server, you can use PushClien.Disconnect() to disconnecet from the server. Using Disconnect() will cancel any remaining data feed subscription.

List of Available Data Push Services：

Account Change

Method	Description	Callback functiion
Subscribe	subscribe to account change	SubscribeEnd, OrderStatusChange, PositionChange, AssetChange, OrderTransactionChange
CancelSubscribe	Cancel account change subscription	CancelSubscribeEnd

Subscription

Method	Description	Callback functiion
SubscribeQuote	Subscribe to quote data	SubscribeEnd, QuoteChange, QuoteAskBidChange
CancelSubscribeQuote	Cancel quote subscription	CancelSubscribeEnd
SubscribeOption	Subscribe to option quote	SubscribeEnd, OptionChange, OptionAskBidChange
CancelSubscribeOption	Cancel option quote subscription	CancelSubscribeEnd
SubscribeFuture	Subscribe to future quote	SubscribeEnd, FutureChange, FutureAskBidChange
CancelSubscribeFuture	Cancel future quote	CancelSubscribeEnd
SubscribeDepthQuote	Subscribe depth quote	SubscribeEnd, DepthQuoteChange
CancelSubscribeDepthQuote	Cancel depth quote subscription	CancelSubscribeEnd
SubscribeTradeTick	Subscribe trade tick	SubscribeEnd, TradeTickChange
CancelSubscribeTradeTick	Cancel trade tick subscription	CancelSubscribeEnd
SubscribeStockTop	Subscribe stock top data	SubscribeEnd, StockTopPush
CancelSubscribeStockTop	Cancel stock top subscription	CancelSubscribeEnd
SubscribeOptionTop	Subscribe option top data	SubscribeEnd, OptionTopPush
CancelSubscribeOptionTop	Cancel option top subscription	CancelSubscribeEnd
SubscribeTradeTick	Subscribe full trade tick	SubscribeEnd, FullTickChange
SubscribeKline	Subscribe minute kline	SubscribeEnd, KlineChange
CancelSubscribeKline	Cancel minute kline subscription	CancelSubscribeEnd
GetSubscribedSymbols	Get a List of Subscribed Symbols	GetSubscribedSymbolEnd

Other Events

Events	Description
void ConnectAck()	Connection established
void ConnectionClosed()	Connection closed
void Error(String errorMsg)	Error
void Error(int id, int errorCode, String errorMsg)	Error
void ConnectionKickout(int errorCode, String errorMsg)	kicked by another connection.the sdk will close the local tcp connection. Please do not implement reconnection in this method, it will cause constant kicks and affect data push
void HearBeat(String s)	connection heartbeat callback