交易推播

客戶端可以透過交易長連接網關取得到交易和資產的變更通知。

範例

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])

// 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; // success topics
  repeated Fail fail = 2; // failed topics
  repeated string current = 3;  // curent subscriptions after subscribe
}

目前支援的 topic：

private - 交易和資產類的私有通知

取消訂閱

取消訂閱用於取消訂閱訊息，如前面 subscribe 訂閱成功後，可以透過 unsubscribe 函數來取消訂閱。

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

信息

指令：17

Protobuf 定義如下：

// 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; // 目前訂閱
}

註冊通知推播

我們可以透過 set_on_order_changed 方法（Go 裡面為 OnTrade）設定推播訊息的回呼函數，當收到交易推播訊息時，會呼叫該回呼函數。

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

信息

指令：18

Protobuf 定義如下：

// 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;
}

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

範例​

訂閱​

取消訂閱​

註冊通知推播​

範例

訂閱

取消訂閱

註冊通知推播