账户变动

大约 9 分钟

String subscribe(Subject subject) 订阅

说明

交易API提供了交易相关接口，同时提供了订阅接口，可以实时获取账户的资产、持仓、订单、订单执行明细的变化信息。 交易推送接口是异步接口，通过实现ApiComposeCallback接口可以获得异步请求结果。 回调接口返回值类型，具体回调接口可参见此文档。

输入参数(订阅主题)

参数类型是否必填说明
accountstringNo如不设置订阅资金账号，默认订阅所有的资金账号，包括模拟账号
subjectSubjectYes订阅主题

Subject为订阅主题，主要包括四种，OrderStatus(订单)，Asset(资产)，Position(持仓)，OrderTransaction(订单执行明细)：

  • OrderStatus推送，是指订单状态发生变化时的推送，订单变化主要包括：Submitted(已提交到交易所)，Cancelled(订单已取消)，Inactive(订单被拒绝)，Filled(订单已成交)，其他中间状态时不会推送。
  • Asset推送，是当账户资产发生变化时的推送。
  • Position推送，是当账户持仓发生变化时的推送。
  • OrderTransaction推送，是订单执行明细报告数据推送。

默认会推送全部资金账号的数据，包括模拟账号，可以按返回数据的account区分，或者使用subscribe(String account, Subject subject)方法订阅时指定资金账号。

CAUTION

订阅上述四种类型的任意一个主题，都会推送全部的四种主题数据，取消四种中的任意一个主题，会取消全部的四种主题数据的订阅。

返回值

字段类型说明
idstringsdk订阅请求时本地生成的ID，序列递增。在subscribeEnd(int id, String subject, String result)回调方法中返回请求id和订阅是否成功的结果

回调数据字段含义
资产变动回调

字段类型描述
accountString资金账号
currencyString币种。USD美元，HKD港币
segTypeString按交易品种划分的分类。S表示股票，C表示期货
availableFundsdouble可用资金，隔夜剩余流动性
excessLiquiditydouble当前剩余流动性
netLiquidationdouble总资产(净清算值)。总资产就是我们账户的净清算现金余额和证券总市值之和
equityWithLoandouble含贷款价值总权益。等于总资产 - 美股期权
buyingPowerdouble购买力。仅适用于股票品种，即segment为S时有意义
cashBalancedouble现金额。当前所有币种的现金余额之和
grossPositionValuedouble证券总价值
initMarginReqdouble初始保证金
maintMarginReqdouble维持保证金
timestamplong时间戳

持仓变动回调

字段类型描述
accountString资金账号
symbolString持仓标的代码，如 'AAPL', '00700', 'ES', 'CN'
expiryString仅支持期权、窝轮、牛熊证
strikeString仅支持期权、窝轮、牛熊证
rightString仅支持期权、窝轮、牛熊证
identifierString标的标识符。股票的identifier与symbol相同。期货的会带有合约月份，如 'CN2201'
multiplierint每手数量，仅限 futures, options, warrants, CBBC
marketString市场。US, HK
currencyString币种。USD美元，HKD港币
segTypeString按交易品种划分的分类。S表示股票，C表示期货
secTypeStringSTK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
positionQtydouble持仓数量
salableQtydouble可卖数量
positionlong持仓数量（废弃）
positionScaleint持仓数量的偏移量（废弃），比如position值为2135，positionScale为2，实际持仓数为21.35
saleablelongA股可卖数量（废弃）
averageCostdouble持仓均价
latestPricedouble标的当前价格
marketValuedouble持仓市值
unrealizedPnldouble持仓盈亏
nameString标的名称
timestamplong时间戳

订单变动回调

字段类型描述
idlong订单号
accountString资金账号
symbolString持仓标的代码，如 'AAPL', '00700', 'ES', 'CN'
expiryString仅支持期权、窝轮、牛熊证
strikeString仅支持期权、窝轮、牛熊证
rightString仅支持期权、窝轮、牛熊证
identifierString标的标识符。股票的identifier与symbol相同。期货的会带有合约月份，如 'CN2201'
multiplierint每手数量，仅限 futures, options, warrants, CBBC
actionString买卖方向。BUY表示买入，SELL表示卖出。
marketString市场。US、HK
currencyString币种。USD美元，HKD港币
segTypeString按交易品种划分的分类。S表示股票，C表示期货
secTypeStringSTK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
orderTypeString订单类型。'MKT'市价单/'LMT'限价单/'STP'止损单/'STP_LMT'止损限价单/'TRAIL'跟踪止损单
isLongboolean是否多头持仓
totalQuantitylong下单数量
totalQuantityScaleint下单数量偏移量，如 totalQuantity=111， totalQuantityScale=2，那么真实 totalQuantity=111*10^(-2)=1.11
filledQuantitylong成交总数量（订单分多笔成交的，filledQuantity为累计成交总数）
filledQuantityScaleint成交总数量偏移量
avgFillPricedouble成交均价
limitPricedouble限价单价格
stopPricedouble止损价格
realizedPnldouble已实现盈亏（只有综合账号有这个字段）
statusString订单状态
replaceStatusString订单改单状态
cancelStatusString订单撤单状态
outsideRthboolean是否允许盘前盘后交易，仅适用于美股
canModifyboolean是否能修改
canCancelboolean是否能取消
liquidationboolean是否为平仓订单
nameString标的名称
sourceString订单来源(from 'OpenApi', or other)
errorMsgString错误信息
attrDescString订单描述信息
commissionAndFeefloat佣金费用总计
openTimelong下单时间
timestamplong订单状态最后更新时间
userMarkString自定义标注信息
totalCashAmountdouble下单总金额（仅限金额订单）
filledCashAmountdouble成交金额（仅限金额订单）
attrListList<String>订单属性列表，各属性含义如下： LIQUIDATION 强平, FRACTIONAL_SHARE 碎股订单(非整股), EXERCISE 行权, EXPIRE 过期, ASSIGNMENT 被动行权分配, CASH_SETTLE 现金交割, KNOCK_OUT 敲出, RECALL 召回订单, ODD_LOT 碎股订单（非整手）, DEALER 交易员下单, GREY_MARKET 港股暗盘订单, BLOCK_TRADE 大宗交易, ATTACHED_ORDER 附加订单, OCA OCA订单
timeInForcestring订单有效时间。DAY: 当日有效，GTC: 撤销前有效，GTD: 有效至指定日期。

订单执行明细报告回调

字段类型描述
idlong订单执行ID
orderIdlong订单号
accountString资金账号
symbolString持仓标的代码，如 'AAPL', '00700', 'ES', 'CN'
identifierString标的标识符。股票的identifier与symbol相同。期货的会带有合约月份，如 'CN2201'
multiplierint每手数量(期权、期货专有)
actionString买卖方向。BUY表示买入，SELL表示卖出。
marketString市场。US、HK
currencyString币种。USD美元，HKD港币
segTypeString按交易品种划分的分类。S表示股票，C表示期货
secTypeString交易品种，标的类型。STK表示股票，FUT表示期货
filledPricedouble价格
filledQuantitylong成交数量
createTimelongcreate time
updateTimelongupdate time
transactTimelong成交时间
timestamplongtimestamp

回调接口

实现 ApiComposeCallback 的对应方法

/** 
* 回调接口： 
* 根据不同subject调用不同接口
*/
void assetChange(AssetData data)  //对应subject = Asset
void positionChange(PositionData data) //对应subject = Position
void orderStatusChange(OrderStatusData data) //对应subject = OrderStatus
void orderTransactionChange(OrderTransactionData data) //对应subject = OrderTransaction

示例

实现回调接口示例

package com.tigerbrokers.stock.openapi.demo;

import com.tigerbrokers.stock.openapi.client.socket.ApiComposeCallback;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.AssetData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.OrderStatusData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.OrderTransactionData;
import com.tigerbrokers.stock.openapi.client.socket.data.pb.PositionData;
import com.tigerbrokers.stock.openapi.client.util.ApiLogger;
import com.tigerbrokers.stock.openapi.client.util.ProtoMessageUtil;

public class DefaultApiComposeCallback implements ApiComposeCallback {

  @Override
  public void orderStatusChange(OrderStatusData data) {
    ApiLogger.info("orderStatusChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void orderTransactionChange(OrderTransactionData data) {
    ApiLogger.info("orderTransactionChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void positionChange(PositionData data) {
    ApiLogger.info("positionChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void assetChange(AssetData data) {
    ApiLogger.info("assetChange:" + ProtoMessageUtil.toJson(data));
  }

  @Override
  public void subscribeEnd(int id, String subject, String result) {
    ApiLogger.info("subscribe " + subject + " end. id:" + id + ", " + result);
  }

  @Override
  public void cancelSubscribeEnd(int id, String subject, String result) {
    ApiLogger.info("cancel subscribe " + subject + " end. id:" + id + ", " + result);
  }
}

进行订阅

public class WebSocketDemo {

//实际订阅时需要填充tigerId和privateKey，并实现callback接口
  private static ClientConfig clientConfig = ClientConfig.DEFAULT_CONFIG;
  private static WebSocketClient client;
  static {
    //从开发者信息页面导出的配置文件tiger_openapi_config.properties、tiger_openapi_token.properties存放路径
    clientConfig.configFilePath = "/data/tiger_config";
    // clientConfig.secretKey = "xxxxxx";// institutional trader private key

    // 原使用方式（不使用tiger_openapi_config.properties文件），必须配置tigerId, defaultAccount, privateKey三项，如果同时配置了configFilePath路径properties文件配置内容优先
    // clientConfig.tigerId = "your tiger id";
    // clientConfig.defaultAccount = "your account";
    // clientConfig.privateKey = ConfigUtil.readPrivateKey("/Users/tiger/rsa_private_key_pkcs8.pem");
    client = WebSocketClient.getInstance().clientConfig(clientConfig).apiComposeCallback(new DefaultApiComposeCallback());
  }

  public static void subscribe() {
    //创建连接
    client.connect();

    //订阅 订单/资产/持仓/订单执行报告
    client.subscribe(Subject.OrderStatus);    
    client.subscribe(Subject.Asset);
    client.subscribe(Subject.Position);
    client.subscribe(Subject.OrderTransaction);

    //等待
    TimeUnit.SECONDS.sleep(60000);
    
    // 取消订阅
    client.cancelSubscribe(Subject.Asset);
    client.cancelSubscribe(Subject.Position);
    client.cancelSubscribe(Subject.OrderStatus);
    client.cancelSubscribe(Subject.OrderTransaction);
    
    //非交易时间段建议关闭连接，调用disconnect()方法会自动注销之前的全部订阅信息
    //client.disconnect();
  }
}

返回示例

// 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原油2312","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"}

订单状态通知数据，如果是分多次成交的，filledQuantity为历史累计成交总数，依次返回数据如下：

{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}

String cancelSubscribe(Subject subject) 取消订阅

说明

取消订阅账户变动的推送

输入参数(退订主题)

参数类型是否必填说明
subjectcom.tigerbrokers.stock.openapi.client.struct.enums.SubjectYes订阅主题

Subject 为要取消订阅的主题，主要包括四种，OrderStatus(订单)，Asset(资产)，Position(持仓)，OrderTransaction(订单执行) 含义同订阅主题一致.

CAUTION

取消任意一个订阅，会把OrderStatus(订单)，Asset(资产)，Position(持仓)，OrderTransaction(订单执行)四种订阅都取消

示例

// 取消订阅
client.cancelSubscribe(Subject.Asset);
client.cancelSubscribe(Subject.Position);
client.cancelSubscribe(Subject.OrderStatus);
client.cancelSubscribe(Subject.OrderTransaction);
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