Account Changes
About 6 min
The following are all asynchronous APIs, you need to specify a method to respond to the returned result
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))
Subscribe asset change
Subscribe method
PushClient.subscribe_asset(account=None)
Cancel method
PushClient.unsubscribe_asset()
Parameters
| Parameter name | type | description |
|---|---|---|
| account | str | account id to subscribe to, or all associated accounts if not passed |
Return
Need to use PushClient.asset_changed to return the result of the response. The return result is tigeropen.push.pb.AssetData_pb2.AssetData object
Callback Data Field Meaning
Asset Change Callback
| Field | Type | Description |
|---|---|---|
| account | str | money account number |
| currency | str | Currency. USD US dollar, HKD Hong Kong dollar |
| segType | str | Segmentation by trading species. s for equities, c for futures |
| availableFunds | float | available funds, overnight residual liquidity |
| excessLiquidity | float | current residual liquidity |
| netLiquidation | float | total assets (net liquidation value). Total equity is the sum of the net liquidation cash balance and the total market value of the securities in our account |
| equityWithLoan | float | contains the total equity of the loan value. Equals Total Equity - U.S. Equity Options |
| buyingPower | float | purchasing power. Only applicable to equity varieties, i.e. meaningful when segment is S |
| cashBalance | float | Cash amount. The sum of the current cash balance in all currencies |
| grossPositionValue | float | the total value of the security |
| initMarginReq | float | initial margin |
| maintMarginReq | float | maintenance margin |
| timestamp | int | timestamp |
Example
from tigeropen.push.pb.AssetData_pb2 import AssetData
from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)
def on_asset_changed(frame: AssetData):
""""""
print(f'asset change. {frame}')
print(frame.availableFunds)
print(frame.grossPositionValue)
push_client.asset_changed = on_asset_changed
push_client.connect(client_config.tiger_id, client_config.private_key)
push_client.subscribe_asset(account=client_config.account)
push_client.unsubscribe_asset()
Callback data example
account: "111111"
currency: "USD"
segType: "S"
availableFunds: 1593.1191893
excessLiquidity: 1730.5666908
netLiquidation: 2856.1016998
equityWithLoan: 2858.1016998
buyingPower: 6372.4767571
cashBalance: 484.1516697
grossPositionValue: 2373.95003
initMarginReq: 1264.9825105
maintMarginReq: 1127.535009
timestamp: 1677745420121
Subscribe Position change
Subscribe method
PushClient.subscribe_position(account=None)
Cancel method
PushClient.unsubscribe_position()
Parameters
| Parameter name | type | description |
|---|---|---|
| account | str | the account id to subscribe to, or all associated accounts if not passed |
Examples
from tigeropen.push.pb.PositionData_pb2 import PositionData
from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)
# Define the callback method
def on_position_changed(frame: PositionData).
print(f'position change. {frame}')
# Position underlying
print(frame.symbol)
# The cost of the position
print(frame.averageCost)
# Bind callback method
push_client.position_changed = on_position_changed
# Connect
push_client.connect(client_config.tiger_id, client_config.private_key)
# Subscribe to position changes
PushClient.subscribe_position(account=client_config.account)
# Unsubscribe from position changes
PushClient.unsubscribe_position()
return
Need to use PushClient.position_changed to respond to the returned result with data type tigeropen.push.pb.PositionData_pb2.PositionData . The fields in the list item can be cross-referenced to position in [Position](/en/python/appendix1/ object.md#position-position) object.
| Field | Type | Description |
|---|---|---|
| account | str | money account number |
| symbol | str | The symbol of the underlying position, such as 'AAPL', '00700', 'ES', 'CN' |
| expiry | str | Only options, warrants, CBBCs are supported |
| strike | str | only supports options, warrants, CBBCs |
| right | str | Only options, warrants, CBBCs are supported |
| identifier | str | The identifier of the underlying. The identifier for stocks is the same as the symbol. For futures, it will have the contract month, e.g. 'CN2201' |
| multiplier | int | the number of lots, futures, options, warrants, CBBC only |
| market | str | market. US, HK |
| currency | str | currency. USD, HKD |
| segType | str | Classification by trading species. s for stocks, c for futures |
| secType | str | STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options |
| position | int | Number of Positions |
| positionScale | int | Offset of position size |
| averageCost | float | The average price of a position |
| latestPrice | float | the current price of the underlying |
| marketValue | float | the market value of the position |
| unrealizedPnl | float | P&L of the position |
| name | str | the name of the underlying |
| timestamp | int | timestamp |
Callback data example Stock position change push
account: "1111111"
symbol: "BILI"
identifier: "BILI"
multiplier: 1
market: "US"
currency: "USD"
segType: "S"
secType: "STK"
position: 100
averageCost: 80
latestPrice: 19.83
marketValue: 1983
unrealizedPnl: -6017
timestamp: 1677745420121
Subscribe Order Status Change
Subscribe method
PushClient.subscribe_order(account=None)
Cancel method
PushClient.unsubscribe_order()
Parameters
| Parameter name | type | description |
|---|---|---|
| account | str | the account id to subscribe to, or all associated accounts if not passed |
Example
from tigeropen.push.pb.OrderStatusData_pb2 import OrderStatusData
from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
from tigeropen.common.consts import OrderStatus
from tigeropen.common.util.order_utils import get_order_status
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)
# Define the callback method
def on_order_changed(frame: OrderStatusData):
print(f'order changed: {frame}')
print(f'order status: {frame.status}')
# convert status value to Enum
status_enum = OrderStatus[frame.status]
# or
# status_enum = get_order_status(frame.status)
# Binding callback methods
push_client.order_changed = on_order_changed
# Connect
push_client.connect(client_config.tiger_id, client_config.private_key)
# Subscribe to order changes
PushClient.subscribe_order(account=client_config.account)
# Unsubscribe from order changes
PushClient.unsubscribe_order()
return
Need to use PushClient.order_changed response to return the results, data type tigeropen.push.pb.OrderStatusData_pb2.OrderStatusData
The meaning of the fields in the return result can be cross-referenced to Order in [Order](/en/python/appendix1/object.md#order -order) object
| Field | Type | Description |
|---|---|---|
| id | int | order number |
| account | str | money account number |
| symbol | str | The symbol of the underlying position, such as 'AAPL', '00700', 'ES', 'CN' |
| expiry | str | Only options, warrants, CBBCs are supported |
| strike | str | only supports options, warrants, CBBCs |
| right | str | Only options, warrants, CBBCs are supported |
| identifier | str | The identifier of the underlying. The identifier for stocks is the same as the symbol. For futures, it will have the contract month, e.g. 'CN2201' |
| multiplier | int | the number of lots, futures, options, warrants, CBBC only |
| action | str | buy and sell direction. BUY means buy, SELL means sell. market |
| market | str | market. US, HK |
| currency | str | currency. USD US dollar, HKD Hong Kong dollar |
| segType | str | Classification by trading species. s means stock, c means futures |
| secType | str | STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options |
| orderType | str | order type.' MKT' Market Order / 'LMT' Limit Order / 'STP' Stop Loss Order / 'STP_LMT' Stop Loss Limit Order / 'TRAIL' Trailing Stop Order |
| isLong | boolean | whether the position is long |
| totalQuantity | int | the number of orders placed |
| totalQuantityScale | int | Offset of the number of orders placed, e.g. totalQuantity=111, totalQuantityScale=2, then true totalQuantity=111*10^(-2)=1.11 |
| filledQuantity | int | totalQuantity of transactions (if the order is divided into multiple transactions, filledQuantity is the cumulative total number of transactions) |
| filledQuantityScale | int | total number of transactions offset |
| avgFillPrice | float | the average price of the transaction |
| limitPrice | float | limit order price |
| stopPrice | float | stop price |
| realizedPnl | float | realized profit/loss (only consolidated accounts have this field) |
| status | str | orderStatus |
| replaceStatus | str | [order change status](/en/python/appendix2/overview.md#order change status) |
| cancelStatus | str | [order withdrawal status](/en/python/appendix2/overview.md#order withdrawal status) |
| outsideRth | bool | whether to allow pre and after hours trading, only for US stocks |
| canModify | bool | whether can modify |
| canCancel | bool | whether it can be cancelled |
| liquidation | bool | whether the order is closed |
| name | str | the name of the underlying |
| source | str | The source of the order (from 'OpenApi', or other) |
| errorMsg | str | error message |
| attrDesc | str | order description information |
| commissionAndFee | float | commission fee total |
| openTime | int | time of the order |
| timestamp | int | order status last update time |
| userMark | str | remark |
| totalCashAmount | float | total cash amount |
| filledCashAmount | float | filled cash amount |
| attrList | list[str] | Order attribute list, The meanings of each attribute are as follows: LIQUIDATION, FRACTIONAL_SHARE Smashed stock order (non-whole shares), EXERCISE exercise, EXPIRE expiration, ASSIGNMENT passive exercise allocation, CASH_SETTLE cash delivery, KNOCK_OUT knock out, RECALL recall order, ODD_LOT Smashed stock order (non-whole shares), DEALER trader order, GREY_MARKET Hong Kong stock dark order, BLOCK_TRADE bulk trading, ATTACHED_ORDER additional order, OCA OCA order |
| timeInForce | str | Order validity period. DAY: Valid for the current trading day, GTC: Good 'Til Cancelled (valid until manually canceled), GTD: Good 'Til Date (valid until a specified date). |
Callback data example Stock order push example
Example of futures order push
{"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 Oil 2312".
"source": "android", "commissionAndFee":4.0, "openTime": "1669200792000", "timestamp": "1669200782221"}
Order execution details subscription and cancellation
Subscribe method
PushClient.subscribe_transaction(account=client_config.account)
Cancel method
PushClient.unsubscribe_transaction()
Parameters
| Parameter name | type | description |
|---|---|---|
| account | str | the account id to subscribe to, or all associated accounts if not passed |
Example
from tigeropen.push.pb.OrderTransactionData_pb2 import OrderTransactionData
from tigeropen.push.push_client import PushClient
from tigeropen.tiger_open_config import get_client_config
client_config = get_client_config(private_key_path='private key path', tiger_id='your tiger id', account='your account')
protocol, host, port = client_config.socket_host_port
push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'), use_protobuf=True)
# Define callback methods
def on_transaction_changed(frame: OrderTransactionData).
print(f'transaction changed: {frame}')
# Bind the callback method
push_client.transaction_changed = on_transaction_changed
# Connect
push_client.connect(client_config.tiger_id, client_config.private_key)
# Subscribe
PushClient.subscribe_transaction(account=client_config.account)
# unsubscribe
PushClient.unsubscribe_transaction()
return
Need to use PushClient.transaction_changed response to return the results, data type tigeropen.push.pb.OrderTransactionData_pb2.OrderTransactionData
The meaning of the fields in the return result can be cross-referenced to get_transactions in [Transaction](/en/python/ appendix1/object.md#transaction-transactional-records)
| field | type | description |
|---|---|---|
| id | int | orderExecutionId |
| orderId | int | order number |
| account | str | fund account number |
| symbol | str | The code of the underlying position, e.g. 'AAPL', '00700', 'ES', 'CN' |
| identifier | str | The identifier of the underlying. The identifier of the stock is the same as the symbol. For futures, it will have the contract month, e.g. 'CN2201' |
| multiplier | int | number per lot (proprietary to options, futures) |
| BUY means BUY, SELL means SELL. | market | |
| market | str | market, US, HK |
| currency | str | Currency. USD, HKD |
| segType | str | Segmentation by trading instrument. s means stock, c means futures |
| secType | str | Trading variety, underlying type. STK denotes stock, FUT denotes futures. |
| filledPrice | float | price |
| The price of a stock is the same as the price of a futures contract. | ||
| createTime | int | create time |
| updateTime | int | update time |
| transactTime | int | transaction time |
| timestamp | int | timestamp |
Callback data example
id: 2999543887211111111
orderId: 29995438111111111
account: "11111111"
symbol: "ZC"
identifier: "ZC2305"
multiplier: 5000
action: "BUY"
market: "US"
currency: "USD"
segType: "C"
secType: "FUT"
filledPrice: 6.385
filledQuantity: 1
createTime: 1677746237303
updateTime: 1677746237303
transactTime: 1677746237289
timestamp: 1677746237313