Crate tqsdk_rs

Crate tqsdk_rs 

Source
Expand description

§TQSDK-RS3

天勤 DIFF 协议的 Rust 语言封装

这是一个用于连接天勤量化交易平台的 Rust SDK,支持:

  • 实时行情订阅(Quote, K线, Tick)
  • 历史数据获取
  • 实盘/模拟交易
  • DIFF 协议数据管理

§快速开始

use tqsdk_rs::{Client, ClientConfig};

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    // 创建客户端
    let client = Client::new("username", "password", ClientConfig::default()).await?;
     
    // 初始化行情
    client.init_market().await?;
     
    // 订阅行情
    let quote_sub = client.subscribe_quote(&["SHFE.au2602"]).await?;
     
    Ok(())
}

Re-exports§

pub use auth::Authenticator;
pub use client::Client;
pub use client::ClientConfig;
pub use client::ClientOption;
pub use datamanager::DataManager;
pub use datamanager::DataManagerConfig;
pub use errors::Result;
pub use errors::TqError;
pub use logger::init_logger;
pub use logger::create_logger_layer;
pub use quote::QuoteSubscription;
pub use series::SeriesAPI;
pub use series::SeriesSubscription;
pub use trade_session::TradeSession;
pub use websocket::TqWebsocket;
pub use types::*;

Modules§

auth
认证模块
client
客户端模块
datamanager
数据管理器
errors
错误类型定义
logger
日志系统
quote
Quote 订阅模块
series
Series API 模块
trade_session
交易会话实现
types
数据结构定义
utils
工具函数
websocket
WebSocket 连接封装