Trade Push
Trade Push Subscription
The C++ SDK implements trade-related data push subscription through IPushClient, including asset changes, position changes, order status changes, and transaction report push.
Initialize Push Client
#include "tigerapi/push_client.h"
#include "tigerapi/client_config.h"
using namespace TIGER_API;
ClientConfig config(false, U("/path/to/your/properties/"));
auto push_client = IPushClient::create_push_client(config);
push_client->set_connected_callback([]() {
std::cout << "Connected" << std::endl;
});
push_client->connect();subscribe_asset Subscribe to Asset Changes
unsigned int IPushClient::subscribe_asset(const std::string &account)
Description
Subscribe to account asset change push. The callback is triggered when account assets change.
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| account | string | Yes | Fund account |
Callback Setup
push_client->set_asset_changed_callback([](const tigeropen::push::pb::AssetData& data) {
std::cout << "Asset changed - Account: " << data.account()
<< std::endl;
});Example
push_client->subscribe_asset("your_account_id");unsubscribe_asset Unsubscribe from Asset Changes
unsigned int IPushClient::unsubscribe_asset(const std::string &account)
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| account | string | Yes | Fund account |
subscribe_position Subscribe to Position Changes
unsigned int IPushClient::subscribe_position(const std::string &account)
Description
Subscribe to account position change push
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| account | string | Yes | Fund account |
Callback Setup
push_client->set_position_changed_callback([](const tigeropen::push::pb::PositionData& data) {
std::cout << "Position changed - Symbol: " << data.symbol()
<< " Quantity: " << data.quantity()
<< std::endl;
});Example
push_client->subscribe_position("your_account_id");unsubscribe_position Unsubscribe from Position Changes
unsigned int IPushClient::unsubscribe_position(const std::string &account)
subscribe_order Subscribe to Order Status Changes
unsigned int IPushClient::subscribe_order(const std::string &account)
Description
Subscribe to order status change push. The callback is triggered when order status changes (e.g., submitted, filled, cancelled).
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| account | string | Yes | Fund account |
Callback Setup
push_client->set_order_changed_callback([](const tigeropen::push::pb::OrderStatusData& data) {
std::cout << "Order changed - ID: " << data.id()
<< " Status: " << data.status()
<< std::endl;
});Example
push_client->subscribe_order("your_account_id");unsubscribe_order Unsubscribe from Order Status Changes
unsigned int IPushClient::unsubscribe_order(const std::string &account)
subscribe_transaction Subscribe to Transaction Reports
unsigned int IPushClient::subscribe_transaction(const std::string &account)
Description
Subscribe to transaction report push. The callback is triggered when an order generates new transaction records.
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| account | string | Yes | Fund account |
Callback Setup
push_client->set_transaction_changed_callback([](const tigeropen::push::pb::OrderTransactionData& data) {
std::cout << "Transaction - Symbol: " << data.symbol()
<< " Filled: " << data.filledquantity()
<< " Price: " << data.filledprice()
<< std::endl;
});Example
push_client->subscribe_transaction("your_account_id");unsubscribe_transaction Unsubscribe from Transaction Reports
unsigned int IPushClient::unsubscribe_transaction(const std::string &account)
Full Example
#include <iostream>
#include <thread>
#include <chrono>
#include "tigerapi/push_client.h"
#include "tigerapi/client_config.h"
using namespace TIGER_API;
int main() {
ClientConfig config(false, U("/path/to/your/properties/"));
auto push_client = IPushClient::create_push_client(config);
// Connection callbacks
push_client->set_connected_callback([]() {
std::cout << "Connected to push server" << std::endl;
});
push_client->set_disconnected_callback([]() {
std::cout << "Disconnected from push server" << std::endl;
});
// Asset change callback
push_client->set_asset_changed_callback([](const tigeropen::push::pb::AssetData& data) {
std::cout << "Asset changed" << std::endl;
});
// Position change callback
push_client->set_position_changed_callback([](const tigeropen::push::pb::PositionData& data) {
std::cout << "Position: " << data.symbol()
<< " qty: " << data.quantity()
<< std::endl;
});
// Order status change callback
push_client->set_order_changed_callback([](const tigeropen::push::pb::OrderStatusData& data) {
std::cout << "Order: " << data.id()
<< " status: " << data.status()
<< std::endl;
});
// Transaction report callback
push_client->set_transaction_changed_callback([](const tigeropen::push::pb::OrderTransactionData& data) {
std::cout << "Transaction: " << data.symbol()
<< " filled qty: " << data.filledquantity()
<< " price: " << data.filledprice()
<< std::endl;
});
// Establish connection
push_client->connect();
std::string account = "your_account_id";
// Subscribe
push_client->subscribe_asset(account);
push_client->subscribe_position(account);
push_client->subscribe_order(account);
push_client->subscribe_transaction(account);
// Keep running
std::this_thread::sleep_for(std::chrono::hours(1));
// Unsubscribe
push_client->unsubscribe_asset(account);
push_client->unsubscribe_position(account);
push_client->unsubscribe_order(account);
push_client->unsubscribe_transaction(account);
push_client->disconnect();
return 0;
}Updated 1 day ago
