交易事件订阅

接口说明

交易事件订阅是基于gRPC实现的Server Streaming长连接，适用于通过OpenAPI开发平台对接Webull客户。交易事件订阅完全遵循gRPC开源协议，您在使用时可以参考gRPC开源库。

目前接口支持订单状态变化消息推送，支持的场景类型如下：

scene_type	描述
PLACE_FAILED	下单失败
MODIFY_SUCCESS	改单成功
MODIFY_FAILED	改单失败
CANCEL_SUCCESS	撤单成功
CANCEL_FAILED	撤单失败
FILLED	部分成交
FINAL_FILLED	全部成交

交易事件订阅Proto协议定义

请求Proto

message SubscribeRequest {
    uint32 subscribeType = 1; // 订阅类型
    int64 timestamp = 2; // 时间戳
    string contentType = 3; // 内容类型
    string payload = 4; // 内容
    repeated string accounts = 5; // 账户ID
}

响应Proto

message SubscribeResponse {
    EventType eventType = 1; // 事件类型
    uint32 subscribeType = 2; // 订阅类型
    string contentType = 3; // 内容类型
    string payload = 4; // 内容
    string requestId = 5; // 请求ID
    int64 timestamp = 6; // 时间戳
}

EventType 枚举

enum EventType {
    SubscribeSuccess = 0; // 订阅成功
    Ping = 1; // 心跳信息
    AuthError = 2; // 认证错误
    NumOfConnExceed = 3; // 连接次数超出限制
    SubscribeExpired = 4; // 订阅过期
}

请求示例

Python

使用sdk请求时，subscribeType、timestamp、contentType、payload可以不用关注。只需要传入accounts即可。subscribeType目前仅支持=1。 以下案例中，_on_log方法是输出日志使用。my_on_events_message方法是接受订单状态变化消息。

import logging

from webullsdktrade.events.types import ORDER_STATUS_CHANGED, EVENT_TYPE_ORDER
from webullsdktradeeventscore.events_client import EventsClient
from webullsdkcore.common.region import Region

your_app_key = "<your_app_key>"
your_app_secret = "<your_app_secret>"
account_id = "<your_account_id>"


def _on_log(level, log_content):
    print(logging.getLevelName(level), log_content)


def my_on_events_message(event_type, subscribe_type, payload, raw_message):
    if EVENT_TYPE_ORDER == event_type and ORDER_STATUS_CHANGED == subscribe_type:
        print('----request_id:%s----' % payload['request_id'])
        print(payload['account_id'])
        print(payload['client_order_id'])
        print(payload['order_status'])


if __name__ == '__main__':
    client = EventsClient(your_app_key, your_app_secret, Region.US.value)
    client.on_log = _on_log
    client.on_events_message = my_on_events_message
    print("subscribe account", [account_id])
    client.do_subscribe([account_id])

Java

handleEventMessage方法接受订单状态变化消息。

import com.google.common.reflect.TypeToken;
import com.webull.openapi.common.Region;
import com.webull.openapi.example.config.Env;
import com.webull.openapi.logger.Logger;
import com.webull.openapi.logger.LoggerFactory;
import com.webull.openapi.serialize.JsonSerializer;
import com.webull.openapi.trade.events.subscribe.EventClient;
import com.webull.openapi.trade.events.subscribe.Subscription;
import com.webull.openapi.trade.events.subscribe.message.EventType;
import com.webull.openapi.trade.events.subscribe.message.SubscribeRequest;
import com.webull.openapi.trade.events.subscribe.message.SubscribeResponse;

import java.util.Map;

public class TradeEvents {

    private static final Logger logger = LoggerFactory.getLogger(TradeEvents.class);

    public static void main(String[] args) {
        try (EventClient client = EventClient.builder()
                .appKey(Env.APP_KEY)
                .appSecret(Env.APP_SECRET)
                .regionId(Region.us.name())
                .onMessage(TradeEvents::handleEventMessage)
                .build()) {

            SubscribeRequest request = new SubscribeRequest("<your_account_id>");

            Subscription subscription = client.subscribe(request);
            subscription.blockingAwait();
        } catch (Exception ex) {
            logger.error("Subscribe trade events error", ex);
        }
    }

    private static void handleEventMessage(SubscribeResponse response) {
        if (SubscribeResponse.CONTENT_TYPE_JSON.equals(response.getContentType())) {
            Map<String, String> payload = JsonSerializer.fromJson(response.getPayload(),
                    new TypeToken<Map<String, String>>(){}.getType());
            if (EventType.Order.getCode() == response.getEventType() || EventType.Position.getCode() == response.getEventType()) {
                logger.info("----request_id:{}----", payload.get("request_id"));
                logger.info(payload.get("account_id"));
                logger.info(payload.get("client_order_id"));
                logger.info(payload.get("order_status"));
            }
        }
    }
}

订阅成功响应示列

# 连接成功
subscribeType: 1
contentType: "text/plain"
payload: "344992976"
requestId: "c1d2e05d-6984-45d8-b69f-f5b674c19a01"
timestamp: 1663667365268

# eventType：Ping消息为心调信息，无需处理。
eventType: Ping
subscribeType: 1
contentType: "text/plain"
requestId: "c1d2e05d-6984-45d8-b69f-f5b674c19a01"
timestamp: 1663667385269

# 接收订单变更消息
eventType: 1024
subscribeType: 1
contentType: "application/json"
payload: "{\"secAccountId\":36078,\"requestId\":\"EFICDJ8JBK19D4FJR7T1Q3K329\",\"account_id\":\"MHJ6G99LSOBR17DLI5APV6T269\",\"request_id\":\"1671758942155\",\"client_order_id\":\"I5JMHJG8C0CJCJT0F17PKRRD89\",\"instrument_id\":\"913256135\",\"order_status\":\"SUBMITTED\",\"symbol\":\"AAPL\",\"qty\":\"100.0\",\"side\":\"BUY\",\"scene_type\":\"MODIFY_SUCCESS\",\"category\":\"US_STOCK\",\"order_type\":\"LIMIT\"}"
requestId: "EFICDJ8JBK19D4FJR7T1Q3K329"
timestamp: 1671758942155

# my_on_events_message方法打印出来接收到订单变更消息
----request_id:47987108----
MDJQ432JHNK60LFN3TO1JA83N9
6bf6bcfa365745a3bed44df29e00fb15
Cancelled