Merge branch 'feature_tcp_client' of git.tigerbrokers.net:server/openapi/openapi-cpp-sdk into feature_tcp_client

Author: tigersk

demo/openapi_cpp_test/openapi_cpp_test.cpp

@@ -1,4 +1,5 @@
 // openapi_cpp_test.cpp : 此文件包含 "main" 函数。程序执行将在此处开始并结束。
+#include "tigerapi/push_client.h"
 #include "tigerapi/tiger_client.h"
 #include "tigerapi/quote_client.h"
 #include "tigerapi/trade_client.h"
@@ -238,7 +239,7 @@ class TestQuoteClient {
         symbols[1] = value::string(U("JD"));
         auto result = quote_client->get_quote_real_time_value(symbols);
         vector<RealtimeQuote> result1 = quote_client->get_quote_real_time(symbols);
-        ucout << U("result: ") << result.at(0).to_string() << endl;
+        ucout << U("result: ") << result.at(0).serialize() << endl;
     }
 
     static void test_get_quote_delay(const std::shared_ptr<QuoteClient> quote_client) {
@@ -439,13 +440,36 @@ int main()
 {
     /************************** set config **********************/
     ClientConfig config = ClientConfig();
-    config.private_key = U("");
-    config.tiger_id = U("");
-    config.account = U("");
-
-
-
-
+#if 1
+	config.private_key = U("");
+	config.tiger_id = U("");
+	config.account = U("");
+    config.socket_url = U("");
+    config.socket_port = U("");
+#else
+	config.private_key = U("");
+	config.tiger_id = U("");
+	config.account = U("");
+	config.socket_url = U("");
+	config.socket_port = U("");
+#endif
+
+	auto push_client = PushClient::create_push_client(config);
+	push_client->connect(config);
+	std::string input;
+	while (true)
+    {
+		std::cout << "Enter command (type 'exit' to quit): ";
+		std::getline(std::cin, input);
+
+		if (input == "exit") {
+			std::cout << "Exiting loop." << std::endl;
+            push_client->disconnect();
+			break;
+		}
+		// Process other commands or input here
+		std::cout << "You entered: " << input << std::endl;
+	}
 
     //config.lang = U("en_US");
 
@@ -459,8 +483,8 @@ int main()
     /**
      * ʹ�÷�װ��Ľ��׽ӿ� TradeClient
      */
-     std::shared_ptr<TradeClient> trade_client = std::make_shared<TradeClient>(config);
-     TestTradeClient::test_trade(trade_client);
+     //std::shared_ptr<TradeClient> trade_client = std::make_shared<TradeClient>(config);
+     //TestTradeClient::test_trade(trade_client);
 
      /**
       * ֱ��ʹ��δ��װ�� TigerApi

demo/openapi_cpp_test/openapi_cpp_test.vcxproj

@@ -86,7 +86,7 @@
     <ClCompile>
       <WarningLevel>Level3</WarningLevel>
       <SDLCheck>true</SDLCheck>
-      <PreprocessorDefinitions>WIN32;_DEBUG;_CONSOLE;%(PreprocessorDefinitions)</PreprocessorDefinitions>
+      <PreprocessorDefinitions>WIN32;_DEBUG;_CONSOLE;WIN32_LEAN_AND_MEAN;%(PreprocessorDefinitions)</PreprocessorDefinitions>
       <ConformanceMode>true</ConformanceMode>
       <AdditionalIncludeDirectories>..\..\include;..\..\..\vcpkg\installed\x86-windows\include;%(AdditionalIncludeDirectories)</AdditionalIncludeDirectories>
     </ClCompile>

include/openapi_pb/pb_file/AssetData.proto

@@ -0,0 +1,23 @@
+syntax = "proto3";
+
+package tigeropen.push.pb;
+
+
+message AssetData {
+  string account = 1; // user account
+  string currency = 2; // currency. USD, HKD, etc.
+  string segType = 3; // Securities Category C: (Commodities Futures), S: (Securities Stocks)
+
+  double availableFunds = 4; // available funds, overnight liquidity
+  double excessLiquidity = 5; // excess liquidity, used to represent intraday risk value.
+  double netLiquidation = 6; // Total Assets (Net Liquidation Value)
+  double equityWithLoan = 7; // Equity with loan value (asset with loan value) - Securities Segment: Cash Value + Stock Value - Futures Segment: Cash Value - Maintenance Margin
+  double buyingPower = 8; // buying power. An estimation of how many more dollars you can buy in stock assets. Only apply to stock segment
+  double cashBalance = 9; // Cash amount. Sum of current cash balances in all currencies
+  double grossPositionValue = 10; // total value of securities
+
+  double initMarginReq = 11; // initial margin requirement
+  double maintMarginReq = 12; // maintenance margin requirement
+  uint64 timestamp = 13;
+
+}

include/openapi_pb/pb_file/KlineData.proto

@@ -0,0 +1,16 @@
+syntax = "proto3";
+package tigeropen.push.pb;
+
+message KlineData {
+  int64 time = 1;   // bar timestamp.
+  float open = 2;     // The first transaction price of current minute.
+  float high = 3;     // The highest price of current minute.
+  float low = 4;      // The lowest price of current minute.
+  float close = 5;    // The last transaction price in the current minute
+  float avg = 6;      // The average price of current minute.
+  int64 volume = 7;   // Cumulative trading volume in current minute.
+  int32 count = 8;    // The number of transaction in current minute.
+  string symbol = 9;  // symbol
+  double amount = 10;  // Cumulative turnover in current minute.
+  uint64 serverTimestamp = 11;
+}

include/openapi_pb/pb_file/OptionTopData.proto

@@ -0,0 +1,40 @@
+syntax = "proto3";
+
+package tigeropen.push.pb;
+
+message OptionTopData {
+  string market = 1;
+  int64 timestamp = 2;
+  repeated TopData topData = 3;
+
+  message TopData {
+    string targetName = 1; // bigOrder, volume, amount, openInt
+    repeated BigOrder bigOrder = 2; // large order(bigOrder)
+    repeated OptionItem item = 3; // target value top list(volume, amount, openInt)
+  }
+
+  message BigOrder {
+    string symbol = 1;
+    string expiry = 2; // formate:yyyyMMdd
+    string strike = 3; // strike price
+    string right = 4; // CALL/PUT
+    string dir = 5;     // BUY/SELL
+    double volume = 6;  // target value: volume > 1000
+    double price = 7;   // trade price
+    double amount = 8;  // trade amount
+    int64 tradeTime = 9;// trade timestamp
+  }
+
+  message OptionItem {
+    string symbol = 1;
+    string expiry = 2; // formate:yyyyMMdd
+    string strike = 3; // strike price
+    string right = 4; // CALL/PUT
+    double totalAmount = 5;  // total trade amount
+    double totalVolume = 6;  // total trade volume
+    double totalOpenInt = 7; // open interest
+    double volumeToOpenInt = 8; // Volume to Open Interest
+    double latestPrice = 9;  // option latest price
+    int64 updateTime = 10;    // uptate timestamp
+  }
+}

include/openapi_pb/pb_file/OrderStatusData.proto

@@ -0,0 +1,49 @@
+syntax = "proto3";
+
+package tigeropen.push.pb;
+
+message OrderStatusData {
+  sint64 id = 1; // unique order id
+  string account = 2; // user account
+  string symbol = 3;
+  string expiry = 4; // for options, formate:yyyyMMdd
+  string strike = 5; // for options
+  string right = 6; // for options
+  string identifier = 7;
+  uint32 multiplier = 8; // multiplier for futures, options, warrants and CBBC
+  string action = 9; // BUY or SELL
+  string market = 10; // market. US, HK, etc.
+  string currency = 11; // currency. USD, HKD, etc.
+  string segType = 12; // Securities Category C: (Commodities Futures), S: (Securities Stocks)
+  string secType = 13; // STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
+
+  string orderType = 14; // order type
+  bool isLong = 15;
+  sint64 totalQuantity = 16; // total quantity
+  sint32 totalQuantityScale = 17; // total quantity scale
+  sint64 filledQuantity = 18; // filled quantity
+  sint32 filledQuantityScale = 19; // filled quantity scale
+  double avgFillPrice = 20; // average price at which the orders got filled
+  double limitPrice = 21; // limit price（required when orderType is 'LMT'）
+  double stopPrice = 22; // stop price（required when orderType is 'STP'）
+  double realizedPnl = 23; // realized profit and loss
+  string status = 24; // order status
+  string replaceStatus = 25; // order replace status
+  string cancelStatus = 26; // order cancel status
+
+  bool outsideRth = 27; // if trade outside regular trading hours (only applicable to U.S. market)
+  bool canModify = 28;
+  bool canCancel = 29;
+  bool liquidation = 30;
+  string name = 31; // symbol name
+  string source = 32; // order source(from 'OpenApi', or not)
+  string errorMsg = 33; // error message
+  string attrDesc = 34; // order description
+  float commissionAndFee = 35; // commission and fee
+  uint64 openTime = 36; // timestamp when the order is placed
+  uint64 timestamp = 37;
+  string userMark = 38;
+  double totalCashAmount = 39;
+  double filledCashAmount = 40;
+  double gst = 41;
+}

include/openapi_pb/pb_file/OrderTransactionData.proto

@@ -0,0 +1,24 @@
+syntax = "proto3";
+
+package tigeropen.push.pb;
+
+message OrderTransactionData {
+  sint64 id = 1; // transact id
+  sint64 orderId = 2; // unique order id
+  string account = 3; // user account
+  string symbol = 4;
+  string identifier = 5;
+  uint32 multiplier = 6; // multiplier for futures, options, warrants and CBBC
+  string action = 7; // BUY or SELL
+  string market = 8; // market. US, HK, etc.
+  string currency = 9; // currency. USD, HKD, etc.
+  string segType = 10; // Securities Category C: (Commodities Futures), S: (Securities Stocks)
+  string secType = 11; // STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
+  double filledPrice = 12; // filled price
+  sint64 filledQuantity = 13; // filled quantity
+  uint64 createTime = 14;
+  uint64 updateTime = 15;
+  uint64 transactTime = 16; // transact time
+  uint64 timestamp = 17;
+
+}

include/openapi_pb/pb_file/PositionData.proto

@@ -0,0 +1,29 @@
+syntax = "proto3";
+
+package tigeropen.push.pb;
+
+message PositionData {
+  string account = 1; // user account
+  string symbol = 2;
+  string expiry = 3; // for options
+  string strike = 4; // for options
+  string right = 5; // for options
+  string identifier = 6;
+  uint32 multiplier = 7; // multiplier for futures, options, warrants and CBBC
+  string market = 8; // market. US, HK, etc.
+  string currency = 9; // currency. USD, HKD, etc.
+  string segType = 10; // Securities Category C: (Commodities Futures), S: (Securities Stocks)
+  string secType = 11; // STK Stocks, OPT Options, WAR Warrants, IOPT CBBC, CASH FOREX, FUT Futures, FOP Future Options
+
+  sint64 position = 12; // total position
+  sint32 positionScale = 13; // total position scale
+  double averageCost = 14; // average holding cost
+  double latestPrice = 15; // last price of the asset
+  double marketValue = 16; // market value of the asset
+  double unrealizedPnl = 17; // unrealized profit and loss
+  string name = 18; // symbol name
+  uint64 timestamp = 19;
+  sint64 saleable = 20; // saleable quantity for Chinese A-share market stocks
+  double positionQty = 21; // total position quantity
+  double salableQty = 22; // saleable quantity
+}

include/openapi_pb/pb_file/PushData.proto

@@ -0,0 +1,32 @@
+syntax = "proto3";
+import public "SocketCommon.proto";
+import public "OrderStatusData.proto";
+import public "PositionData.proto";
+import public "AssetData.proto";
+import public "QuoteData.proto";
+import public "QuoteDepthData.proto";
+import public "TradeTickData.proto";
+import public "OrderTransactionData.proto";
+import public "StockTopData.proto";
+import public "OptionTopData.proto";
+import public "KlineData.proto";
+import public "TickData.proto";
+
+package tigeropen.push.pb;
+
+message PushData {
+  SocketCommon.DataType dataType = 1;
+  oneof body {
+    QuoteData quoteData = 2;
+    QuoteDepthData quoteDepthData = 3;
+    TradeTickData tradeTickData = 4;
+    PositionData positionData = 5;
+    AssetData assetData = 6;
+    OrderStatusData orderStatusData = 7;
+    OrderTransactionData orderTransactionData = 8;
+    StockTopData stockTopData = 9;
+    OptionTopData optionTopData = 10;
+    KlineData klineData = 11;
+    TickData tickData = 12;
+  }
+}

include/openapi_pb/pb_file/QuoteBBOData.proto

@@ -0,0 +1,20 @@
+syntax = "proto3";
+import public "SocketCommon.proto";
+
+package tigeropen.push.pb;
+
+
+message QuoteBBOData {
+
+  string symbol = 1;
+  SocketCommon.QuoteType type = 2; // BBO
+  uint64 timestamp = 3;
+
+  double askPrice = 17;
+  sint64 askSize = 18;
+  uint64 askTimestamp = 19; // Pre/Post-Mkt data not support
+  double bidPrice = 20;
+  sint64 bidSize = 21;
+  uint64 bidTimestamp = 22; // Pre/Post-Mkt data not support
+
+}