Tiger OpenAPI Rust SDK

Rust SDK for Tiger Brokers OpenAPI. Provides market data queries, order execution, account management, and real-time push notifications.

Installation

Add to your Cargo.toml:

[dependencies]
tigeropen = "0.1.0"tokio = { version = "1", features = ["full"] }

Requires Rust 1.70 or later.

Quick Start

use tigeropen::config::ClientConfig;use tigeropen::client::http_client::HttpClient;use tigeropen::quote::QuoteClient;#[tokio::main]asyncfnmain() -> Result<(),Box<dyn std::error::Error>>{// 1. Load config from properties filelet config = ClientConfig::builder().properties_file("tiger_openapi_config.properties").build()?;// 2. Create HTTP clientlet http = HttpClient::new(config);// 3. Query market datalet qc = QuoteClient::new(&http);let states = qc.market_state("US").await?;println!("US market state: {:?}", states);Ok(())}

Configuration

The SDK supports multiple configuration methods. Priority: environment variables > builder setters (incl. properties file) > auto-discovered config file > defaults.

Method 1: Properties File

The most common approach. Create a tiger_openapi_config.properties file:

tiger_id=your_developer_id
private_key=your_rsa_private_key
account=your_trading_account

Load it explicitly:

let config = ClientConfig::builder().properties_file("tiger_openapi_config.properties").build()?;

Method 2: Auto-Discovery

If you call build() without setting tiger_id or private_key, the builder automatically searches for a config file in this order:

1. ./tiger_openapi_config.properties (current directory)
2. ~/.tigeropen/tiger_openapi_config.properties (home directory)

This means you can simply do:

let config = ClientConfig::builder().build()?;// auto-discovers config

Place your config file at ~/.tigeropen/tiger_openapi_config.properties and it will be picked up automatically across all your projects.

Method 3: Builder

Set values programmatically:

let config = ClientConfig::builder().tiger_id("your_developer_id").private_key("your_rsa_private_key").account("your_trading_account").build()?;

Method 4: Environment Variables

export TIGEROPEN_TIGER_ID=your_developer_id
export TIGEROPEN_PRIVATE_KEY=your_rsa_private_key
export TIGEROPEN_ACCOUNT=your_trading_account

Environment variables have the highest priority and override all other methods.

Configuration Reference

Field	Description	Required	Default
tiger_id	Developer ID	Yes	-
private_key	RSA private key	Yes	-
account	Trading account	No	-
language	Language (ZhCn/EnUs)	No	ZhCn
timeout	Request timeout	No	15s

Market Data

use tigeropen::client::http_client::HttpClient;use tigeropen::quote::QuoteClient;let http = HttpClient::new(config);let qc = QuoteClient::new(&http);// Market statelet states = qc.market_state("US").await?;// Real-time quoteslet quotes = qc.quote_real_time(&["AAPL","TSLA"]).await?;// K-line datalet klines = qc.kline("AAPL","day").await?;// Timelinelet timeline = qc.timeline(&["AAPL"]).await?;// Depth quoteslet depth = qc.quote_depth("AAPL").await?;// Option expiration dateslet expiry = qc.option_expiration("AAPL").await?;// Option chainlet chain = qc.option_chain("AAPL","2024-01-19").await?;// Futures exchange listlet exchanges = qc.future_exchange().await?;

Trading

use tigeropen::client::http_client::HttpClient;use tigeropen::trade::TradeClient;use serde_json::json;let http = HttpClient::new(config);let tc = TradeClient::new(&http,"your_account");// Place a limit orderlet order = json!({"symbol":"AAPL","secType":"STK","action":"BUY","orderType":"LMT","totalQuantity":100,"limitPrice":150.0,"timeInForce":"DAY",});let result = tc.place_order(order).await?;// Preview order (no actual execution)let preview = tc.preview_order(order).await?;// Modify order
tc.modify_order(order_id,json!({"limitPrice":155.0})).await?;// Cancel order
tc.cancel_order(order_id).await?;// Query orders, positions, assetslet orders = tc.orders().await?;let positions = tc.positions().await?;let assets = tc.assets().await?;

Generic API Call (execute)

When the SDK hasn't wrapped a specific API yet, use HttpClient::execute directly:

let http = HttpClient::new(config);let resp = http.execute("market_state",r#"{"market":"US"}"#).await?;println!("Raw response: {}", resp);

Real-Time Push

The push client uses a TCP + TLS + Protobuf persistent connection for real-time market data and account notifications. It supports automatic reconnection and heartbeat keep-alive.

Callback parameters use Protobuf-generated types (pb::QuoteData, pb::OrderStatusData, pb::AssetData, etc.).

use std::sync::Arc;use tigeropen::config::ClientConfig;use tigeropen::push::*;#[tokio::main]asyncfnmain() -> Result<(),Box<dyn std::error::Error>>{let config = ClientConfig::builder().build()?;// auto-discovers configlet account = config.account.clone();let pc = Arc::new(PushClient::new(config,None));// Set callbacks (parameters are pb::* Protobuf types)
pc.set_callbacks(Callbacks{on_quote:Some(Arc::new(|data: pb::QuoteData| {println!("[Quote] {} price={:?} vol={:?}", data.symbol, data.latest_price, data.volume);})),on_order:Some(Arc::new(|data: pb::OrderStatusData| {println!("[Order] {:?}", data);})),on_asset:Some(Arc::new(|data: pb::AssetData| {println!("[Asset] {:?}", data);})),on_position:Some(Arc::new(|data: pb::PositionData| {println!("[Position] {:?}", data);})),on_connect:Some(Arc::new(|| println!("Connected"))),on_disconnect:Some(Arc::new(|| println!("Disconnected"))),on_error:Some(Arc::new(|msg| eprintln!("Error: {}", msg))),
..Default::default()});// Connect using the free function push::connect()connect(&pc).await.map_err(|e| format!("connect failed: {}", e))?;// Subscribe to market data
pc.subscribe(&SubjectType::Quote,Some("AAPL,TSLA"),None,None);// Subscribe to account push
pc.subscribe(&SubjectType::Asset,None,Some(&account),None);
pc.subscribe(&SubjectType::Order,None,Some(&account),None);println!("Subscribed. Press Ctrl+C to exit.");
tokio::signal::ctrl_c().await?;
pc.disconnect();Ok(())}

Project Structure

openapi-rust-sdk/
├── src/
│ ├── config/ # Configuration (ClientConfig builder, config parser, dynamic domain)
│ ├── signer/ # RSA signing
│ ├── client/ # HTTP client (request/response, retry, execute)
│ ├── model/ # Data models (Order, Contract, Position, enums)
│ ├── quote/ # Market data query client
│ ├── trade/ # Trading client
│ ├── push/ # TCP+TLS push client (Protobuf binary protocol)
│ ├── error.rs # Error types
│ ├── logger.rs # Logging
│ └── lib.rs # Public exports
├── examples/ # Example code
└── tests/ # Tests

API Reference

• Tiger OpenAPI Documentation
• crates.io
• docs.rs

License

MIT License

---

Tiger OpenAPI Rust SDK（中文）

老虎证券 OpenAPI 的 Rust SDK，提供行情查询、交易下单、账户管理和实时推送等功能。

安装

在 Cargo.toml 中添加依赖：

[dependencies]
tigeropen = "0.1.0"tokio = { version = "1", features = ["full"] }

要求 Rust 1.70 或更高版本。

快速开始

use tigeropen::config::ClientConfig;use tigeropen::client::http_client::HttpClient;use tigeropen::quote::QuoteClient;#[tokio::main]asyncfnmain() -> Result<(),Box<dyn std::error::Error>>{// 1. 从 properties 文件加载配置let config = ClientConfig::builder().properties_file("tiger_openapi_config.properties").build()?;// 2. 创建 HTTP 客户端let http = HttpClient::new(config);// 3. 查询行情let qc = QuoteClient::new(&http);let states = qc.market_state("US").await?;println!("美股市场状态: {:?}", states);Ok(())}

配置

SDK 支持多种配置方式，优先级：环境变量 > Builder 设置（含配置文件） > 自动发现的配置文件 > 默认值。

方式一：Properties 配置文件

最常用的方式。创建 tiger_openapi_config.properties 文件：

tiger_id=你的开发者ID
private_key=你的RSA私钥
account=你的交易账户

显式加载：

let config = ClientConfig::builder().properties_file("tiger_openapi_config.properties").build()?;

方式二：自动发现

如果调用 build() 时未设置 tiger_id 或 private_key，Builder 会按以下顺序自动搜索配置文件：

1. ./tiger_openapi_config.properties（当前目录）
2. ~/.tigeropen/tiger_openapi_config.properties（用户主目录）

因此你可以直接：

let config = ClientConfig::builder().build()?;// 自动发现配置

将配置文件放在 ~/.tigeropen/tiger_openapi_config.properties，所有项目都能自动加载。

方式三：Builder 模式

通过代码设置：

let config = ClientConfig::builder().tiger_id("你的开发者ID").private_key("你的RSA私钥").account("你的交易账户").build()?;

方式四：环境变量

export TIGEROPEN_TIGER_ID=你的开发者ID
export TIGEROPEN_PRIVATE_KEY=你的RSA私钥
export TIGEROPEN_ACCOUNT=你的交易账户

环境变量优先级最高，会覆盖所有其他配置方式。

配置项说明

配置项	说明	必填	默认值
tiger_id	开发者 ID	是	-
private_key	RSA 私钥	是	-
account	交易账户	否	-
language	语言（ZhCn/EnUs）	否	ZhCn
timeout	请求超时	否	15s

行情查询

use tigeropen::client::http_client::HttpClient;use tigeropen::quote::QuoteClient;let http = HttpClient::new(config);let qc = QuoteClient::new(&http);// 市场状态let states = qc.market_state("US").await?;// 实时报价let quotes = qc.quote_real_time(&["AAPL","TSLA"]).await?;// K 线数据let klines = qc.kline("AAPL","day").await?;// 分时数据let timeline = qc.timeline(&["AAPL"]).await?;// 深度行情let depth = qc.quote_depth("AAPL").await?;// 期权到期日let expiry = qc.option_expiration("AAPL").await?;// 期权链let chain = qc.option_chain("AAPL","2024-01-19").await?;// 期货交易所列表let exchanges = qc.future_exchange().await?;

交易操作

use tigeropen::client::http_client::HttpClient;use tigeropen::trade::TradeClient;use serde_json::json;let http = HttpClient::new(config);let tc = TradeClient::new(&http,"你的账户");// 下限价单let order = json!({"symbol":"AAPL","secType":"STK","action":"BUY","orderType":"LMT","totalQuantity":100,"limitPrice":150.0,"timeInForce":"DAY",});let result = tc.place_order(order).await?;// 预览订单（不实际下单）let preview = tc.preview_order(order).await?;// 修改订单
tc.modify_order(order_id,json!({"limitPrice":155.0})).await?;// 取消订单
tc.cancel_order(order_id).await?;// 查询订单、持仓、资产let orders = tc.orders().await?;let positions = tc.positions().await?;let assets = tc.assets().await?;

通用方法（execute）

当 SDK 尚未封装某个 API 时，可以使用 HttpClient::execute 直接调用：

let http = HttpClient::new(config);let resp = http.execute("market_state",r#"{"market":"US"}"#).await?;println!("原始响应: {}", resp);

实时推送

推送客户端使用 TCP + TLS + Protobuf 长连接接收实时行情和账户推送通知，支持自动重连和心跳保活。

回调参数使用 Protobuf 生成的类型（pb::QuoteData、pb::OrderStatusData、pb::AssetData 等）。

use std::sync::Arc;use tigeropen::config::ClientConfig;use tigeropen::push::*;#[tokio::main]asyncfnmain() -> Result<(),Box<dyn std::error::Error>>{let config = ClientConfig::builder().build()?;// 自动发现配置let account = config.account.clone();let pc = Arc::new(PushClient::new(config,None));// 设置回调（参数为 pb::* Protobuf 类型）
pc.set_callbacks(Callbacks{on_quote:Some(Arc::new(|data: pb::QuoteData| {println!("[行情] {} 最新价={:?} 成交量={:?}", data.symbol, data.latest_price, data.volume);})),on_order:Some(Arc::new(|data: pb::OrderStatusData| {println!("[订单] {:?}", data);})),on_asset:Some(Arc::new(|data: pb::AssetData| {println!("[资产] {:?}", data);})),on_position:Some(Arc::new(|data: pb::PositionData| {println!("[持仓] {:?}", data);})),on_connect:Some(Arc::new(|| println!("推送连接成功"))),on_disconnect:Some(Arc::new(|| println!("推送连接断开"))),on_error:Some(Arc::new(|msg| eprintln!("推送错误: {}", msg))),
..Default::default()});// 使用 push::connect() 自由函数连接connect(&pc).await.map_err(|e| format!("连接失败: {}", e))?;// 订阅行情
pc.subscribe(&SubjectType::Quote,Some("AAPL,TSLA"),None,None);// 订阅账户推送
pc.subscribe(&SubjectType::Asset,None,Some(&account),None);
pc.subscribe(&SubjectType::Order,None,Some(&account),None);println!("已订阅，按 Ctrl+C 退出");
tokio::signal::ctrl_c().await?;
pc.disconnect();Ok(())}

项目结构

openapi-rust-sdk/
├── src/
│ ├── config/ # 配置管理（ClientConfig Builder、ConfigParser、动态域名）
│ ├── signer/ # RSA 签名
│ ├── client/ # HTTP 客户端（请求/响应、重试策略、execute）
│ ├── model/ # 数据模型（Order、Contract、Position、枚举）
│ ├── quote/ # 行情查询客户端
│ ├── trade/ # 交易客户端
│ ├── push/ # TCP+TLS 推送客户端（Protobuf 二进制协议）
│ ├── error.rs # 错误类型
│ ├── logger.rs # 日志模块
│ └── lib.rs # 统一导出
├── examples/ # 示例代码
└── tests/ # 测试

API 参考

• 老虎证券 OpenAPI 文档
• crates.io 包主页
• docs.rs 文档

许可证

MIT License