Account and Order Subscriptions

Subscribe Account Changes

Description

Subscribe to real-time push notifications for account assets, positions, orders, and transaction details. Data is received through the following callbacks:

on_asset — Asset changes (full snapshot every 5 seconds)
on_position — Position changes (full snapshot every 5 seconds)
on_order — Order status changes (real-time)
on_transaction — Transaction details (real-time)

Parameters

Parameter	Type	Description
account	&str	Trading account ID. If not specified, subscribes to all accounts including paper trading

Example

// Subscribe to order status changes
push.subscribe(&SubjectType::OrderStatus, None, Some("your_account"), None);
// Subscribe to asset changes
push.subscribe(&SubjectType::Asset, None, Some("your_account"), None);
// Subscribe to position changes
push.subscribe(&SubjectType::Position, None, Some("your_account"), None);
// Subscribe to transaction details
push.subscribe(&SubjectType::OrderTransaction, None, Some("your_account"), None);

⚠️
Subscribing to any one of the four subjects will push data for all four types. Unsubscribing from any one subject cancels all four subscriptions.

Asset Change Callback

Callback: on_asset

Push frequency: Full snapshot every 5 seconds

Callback data fields

Field	Type	Description
account	String	Trading account ID
currency	String	Currency. USD or HKD
segment	String	Category by trading type. S=Stocks, C=Futures, D=Crypto, F=Funds, CONSOLIDATED=Stocks and Funds combined
availableFunds	double	Available funds (overnight excess liquidity)
excessLiquidity	double	Current excess liquidity
netLiquidation	double	Net liquidation value (total assets). Sum of cash balance and gross position value
equityWithLoan	double	Equity with loan value. Equals net liquidation minus US stock options
buyingPower	double	Buying power. Only meaningful for stocks (segment S)
cashBalance	double	Cash balance. Sum of cash across all currencies
grossPositionValue	double	Gross position value (total securities value)
initMarginReq	double	Initial margin requirement
maintMarginReq	double	Maintenance margin requirement
timestamp	long	Timestamp in milliseconds

Callback data example

{
    "account": "13810712",
    "currency": "USD",
    "segment": "S",
    "availableFunds": 2285040.55,
    "excessLiquidity": 2284942.05,
    "netLiquidation": 2285529.37,
    "equityWithLoan": 2285418.28,
    "buyingPower": 9140162.19,
    "cashBalance": 2284275.24,
    "grossPositionValue": 1143.04,
    "initMarginReq": 377.74,
    "maintMarginReq": 476.24,
    "timestamp": "1669888806020"
}

Position Change Callback

Callback: on_position

Push frequency: Full snapshot every 5 seconds

Callback data fields

Field	Type	Description
account	String	Trading account ID
symbol	String	Symbol code, e.g. 'AAPL', '00700', 'ES', 'CN'
expiry	String	Expiry date. Options, warrants, and CBBC only
strike	String	Strike price. Options, warrants, and CBBC only
right	String	Right (PUT/CALL). Options, warrants, and CBBC only
identifier	String	Identifier. Same as symbol for stocks; includes contract month for futures, e.g. 'CN2201'
multiplier	int	Contract multiplier. Futures, options, warrants, and CBBC only
market	String	Market. US, HK
currency	String	Currency. USD or HKD
segment	String	Category by trading type. S=Stocks, C=Futures, D=Crypto, F=Funds
secType	String	Security type. STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH Forex, FUT Futures, FOP Future Options
positionQty	double	Position quantity
salableQty	double	Salable quantity
averageCost	double	Average cost
latestPrice	double	Latest price
marketValue	double	Market value
unrealizedPnl	double	Unrealized P&L
timestamp	long	Timestamp in milliseconds

Callback data example

{
    "account": "13810712",
    "symbol": "AAPL",
    "identifier": "AAPL",
    "multiplier": 1,
    "market": "US",
    "currency": "USD",
    "segment": "S",
    "secType": "STK",
    "positionQty": 4.0,
    "averageCost": 75.0,
    "latestPrice": 147.23,
    "marketValue": 588.92,
    "unrealizedPnl": 288.92,
    "timestamp": "1669888802018"
}

Order Change Callback

Callback: on_order

Push frequency: Real-time on order status changes (Submitted, Cancelled, Inactive, Filled, etc.)

Callback data fields

Field	Type	Description
id	long	Order ID
account	String	Trading account ID
symbol	String	Symbol code, e.g. 'AAPL', '00700', 'ES', 'CN'
expiry	String	Expiry date. Options, warrants, and CBBC only
strike	String	Strike price. Options, warrants, and CBBC only
right	String	Right (PUT/CALL). Options, warrants, and CBBC only
identifier	String	Identifier. Same as symbol for stocks; includes contract month for futures, e.g. 'CN2201'
multiplier	int	Contract multiplier. Futures, options, warrants, and CBBC only
action	String	Order direction. BUY or SELL
market	String	Market. US, HK
currency	String	Currency. USD or HKD
segment	String	Category by trading type. S=Stocks, C=Futures
secType	String	Security type. STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH Forex, FUT Futures, FOP Future Options
orderType	String	Order type. MKT Market / LMT Limit / STP Stop / STP_LMT Stop Limit / TRAIL Trailing Stop
isLong	boolean	Whether this is a long position
totalQuantity	long	Order quantity
filledQuantity	long	Total filled quantity (cumulative across partial fills)
avgFillPrice	double	Average fill price
limitPrice	double	Limit price
stopPrice	double	Stop price
realizedPnl	double	Realized P&L (consolidated accounts only)
status	String	Order status. PendingSubmit / Submitted / Cancelled / Inactive / Filled etc.
replaceStatus	String	Order replace status
cancelStatus	String	Order cancel status
outsideRth	boolean	Whether pre/post-market trading is allowed (US stocks only)
canModify	boolean	Whether the order can be modified
canCancel	boolean	Whether the order can be cancelled
liquidation	boolean	Whether this is a liquidation order
name	String	Security name
source	String	Order source (OpenApi or other)
errorMsg	String	Error message
commissionAndFee	float	Total commission and fees
openTime	long	Order open time
timestamp	long	Last order status update time
userMark	String	Custom user mark
timeInForce	String	Time in force. DAY=Day order, GTC=Good till cancelled, GTD=Good till date

Callback data example

{
    "id": "28875370355884032",
    "account": "736845",
    "symbol": "CL",
    "identifier": "CL2609",
    "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 Dec 2023",
    "source": "android",
    "commissionAndFee": 4.0,
    "openTime": "1669200792000",
    "timestamp": "1669200782221"
}

Transaction Detail Callback

Callback: on_transaction

Push frequency: Real-time on order execution

Callback data fields

Field	Type	Description
id	long	Transaction ID
orderId	long	Order ID
account	String	Trading account ID
symbol	String	Symbol code, e.g. 'AAPL', '00700', 'ES', 'CN'
identifier	String	Identifier. Same as symbol for stocks; includes contract month for futures, e.g. 'CN2201'
multiplier	int	Contract multiplier (futures and options only)
action	String	Order direction. BUY or SELL
market	String	Market. US, HK
currency	String	Currency. USD or HKD
segment	String	Category by trading type. S=Stocks, C=Futures
secType	String	Security type. STK Stocks, FUT Futures
filledPrice	double	Fill price
filledQuantity	long	Filled quantity
createTime	long	Create time
updateTime	long	Update time
transactTime	long	Transaction time
timestamp	long	Timestamp in milliseconds

Callback data example

{
    "id": "28875370482237440",
    "orderId": "28875370355884032",
    "account": "736845",
    "symbol": "CL",
    "identifier": "CL2609",
    "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"
}

Unsubscribe

Description

Cancel account change subscriptions.

⚠️
Unsubscribing from any one subject cancels all four subscriptions (OrderStatus, Asset, Position, OrderTransaction).

Example

// Unsubscribe
push.unsubscribe(&SubjectType::OrderStatus, None, Some("your_account"), None);
push.unsubscribe(&SubjectType::Asset, None, Some("your_account"), None);
push.unsubscribe(&SubjectType::Position, None, Some("your_account"), None);
push.unsubscribe(&SubjectType::OrderTransaction, None, Some("your_account"), None);