交易推送

客户端可以通过交易长连接网关获取到交易和资产的变更通知。

Example

from time import sleep
from decimal import Decimal
from longport.openapi import TradeContext, Config, OrderSide, OrderType, TimeInForceType, PushOrderChanged, TopicType

def on_order_changed(event: PushOrderChanged):
    print(event)

config = Config.from_env()
ctx = TradeContext(config)
ctx.set_on_order_changed(on_order_changed)
ctx.subscribe([TopicType.Private])

resp = ctx.submit_order(
    side=OrderSide.Buy,
    symbol="700.HK",
    order_type=OrderType.LO,
    submitted_price=Decimal(50),
    submitted_quantity=Decimal(200),
    time_in_force=TimeInForceType.Day,
    remark="Hello from Python SDK",
)
print(resp)
sleep(5)  # waiting for push event

# Finally, unsubscribe
ctx.unsubscribe([TopicType.Private])

订阅

{false}

Python	longport.openapi.TradeContext.subscribe
Rust	longport::trade::TradeContext#subscribe
Go	TradeContext.Subscribe
Node.js	TradeContext#subscribe

ℹ️Info

指令：16

我们可以通过 subscribe 方法订阅交易推送，订阅成功后，服务端会将相应的推送消息推送给客户端，SDK 的 set_on_order_changed 可以设置推送消息的回调函数，当收到交易推送消息时，会调用该回调函数。

Protobuf 定义如下：

// Sub is Sub command content, command is 16
message Sub {
  repeated string topics = 1;
}

// SubResponse is response of Sub Request
message SubResponse {
  message Fail {
    string topic = 1;
    string reason = 2;
  }
  repeated string success = 1; // 订阅成功
  repeated Fail fail = 2; // 订阅失败
  repeated string current = 3;  // 当前订阅
}

目前支持的 topic：

• private - 交易和资产类的私有通知

取消订阅

取消订阅用于取消订阅信息，如前面 subscribe 订阅成功后，可以通过 unsubscribe 函数来取消订阅。

{false}

Python	longport.openapi.TradeContext.unsubscribe
Rust	longport::trade::TradeContext#unsubscribe
Go	TradeContext.Unsubscribe
Node.js	TradeContext#unsubscribe

ℹ️Info

指令：17

Protobuf 定义如下：

// Unsub is Unsub command content, command is 17
message Unsub {
  repeated string topics = 1;
}

// UnsubResponse is response of Unsub request
message UnsubResponse {
  repeated string current = 3; // 当前订阅
}

注册通知推送

我们可以通过 set_on_order_changed 方法（Go 里面为 OnTrade）设置推送消息的回调函数，当收到交易推送消息时，会调用该回调函数。

{false}

Python	longport.openapi.TradeContext.set_on_order_changed
Rust	longport::trade::TradeContext#set_on_order_changed
Go	TradeContext.OnTrade
Node.js	TradeContext#setOnOrderChanged

ℹ️Info

指令：18

Protobuf 定义如下：

// Dispatch type
enum DispatchType {
  DISPATCH_UNDEFINED = 0;
  DISPATCH_DIRECT = 1;
  DISPATCH_BROADCAST = 2;
}

enum ContentType {
  CONTENT_UNDEFINED = 0;
  CONTENT_JSON = 1;
  CONTENT_PROTO = 2;
}

// Notification is push message, command is 18
message Notification {
  string topic = 1;
  ContentType content_type = 2;
  DispatchType dispatch_type = 3;
  bytes data = 4;
}