Vero OMS API

Channel

order:{accountId}

Mô tả

Cập nhật lệnh realtime cho một tài khoản.

WebSocket URL

wss://streaming.verolabs.co/connection/websocket

Các ví dụ bên dưới subscribe vào:

order:ACC123456

Thay ACC123456 bằng ID tài khoản giao dịch thực tế.

JavaScript

const streamUrl = "wss://streaming.verolabs.co/connection/websocket";
const channel = "order:ACC123456";

const socket = new WebSocket(streamUrl);
let requestId = 1;

socket.addEventListener("open", () => {
  send({ id: requestId++, connect: {} });
});

socket.addEventListener("message", (event) => {
  if (typeof event.data !== "string") return;

  const replies = event.data
    .split("\n")
    .filter(Boolean)
    .map((item) => JSON.parse(item));

  for (const reply of replies) {
    if (Object.keys(reply).length === 0) {
      send({});
      continue;
    }

    if (reply.connect && !reply.error) {
      send({ id: requestId++, subscribe: { channel } });
      continue;
    }

    const payload = reply.push?.pub?.data;

    if (reply.push?.channel === channel && payload !== undefined) {
      console.log(payload);
    }
  }
});

function send(command) {
  socket.send(JSON.stringify(command) + "\n");
}

import asyncio
import json

import websockets

STREAM_URL = "wss://streaming.verolabs.co/connection/websocket"
channel = "order:ACC123456"


async def main():
    global channel

    async with websockets.connect(STREAM_URL) as ws:
        request_id = 1

        async def send(command):
            await ws.send(json.dumps(command) + "\n")

        await send({"id": request_id, "connect": {}})
        request_id += 1

        async for message in ws:
            for raw in filter(None, message.split("\n")):
                reply = json.loads(raw)

                if reply == {}:
                    await send({})
                    continue

                if "connect" in reply and "error" not in reply:
                    await send({"id": request_id, "subscribe": {"channel": channel}})
                    request_id += 1
                    continue

                push = reply.get("push", {})
                pub = push.get("pub", {})

                if push.get("channel") == channel and "data" in pub:
                    print(pub["data"])


asyncio.run(main())

package main

import (
	"encoding/json"
	"fmt"
	"strings"

	"github.com/gorilla/websocket"
)

func main() {
	streamURL := "wss://streaming.verolabs.co/connection/websocket"
	channel := "order:ACC123456"

	conn, _, err := websocket.DefaultDialer.Dial(streamURL, nil)
	if err != nil {
		panic(err)
	}
	defer conn.Close()

	requestID := 1

	send := func(command map[string]any) {
		payload, err := json.Marshal(command)
		if err != nil {
			panic(err)
		}

		if err := conn.WriteMessage(websocket.TextMessage, append(payload, '\n')); err != nil {
			panic(err)
		}
	}

	send(map[string]any{"id": requestID, "connect": map[string]any{}})
	requestID++

	for {
		_, data, err := conn.ReadMessage()
		if err != nil {
			panic(err)
		}

		for _, raw := range strings.Split(string(data), "\n") {
			if raw == "" {
				continue
			}

			var reply map[string]any
			if err := json.Unmarshal([]byte(raw), &reply); err != nil {
				panic(err)
			}

			if len(reply) == 0 {
				send(map[string]any{})
				continue
			}

			if _, ok := reply["connect"]; ok && reply["error"] == nil {
				send(map[string]any{"id": requestID, "subscribe": map[string]any{"channel": channel}})
				requestID++
				continue
			}

			push, _ := reply["push"].(map[string]any)
			pub, _ := push["pub"].(map[string]any)

			if push["channel"] == channel {
				if payload, ok := pub["data"]; ok {
					fmt.Printf("%#v\n", payload)
				}
			}
		}
	}
}

using System;
using System.IO;
using System.Linq;
using System.Net.WebSockets;
using System.Text;
using System.Text.Json;
using System.Threading;

var streamUrl = new Uri("wss://streaming.verolabs.co/connection/websocket");
var channel = "order:ACC123456";

using var socket = new ClientWebSocket();
await socket.ConnectAsync(streamUrl, CancellationToken.None);

var requestId = 1;
await SendAsync(new { id = requestId++, connect = new { } });

while (socket.State == WebSocketState.Open)
{
    var message = await ReceiveStringAsync(socket);

    foreach (var raw in message.Split('\n', StringSplitOptions.RemoveEmptyEntries))
    {
        using var document = JsonDocument.Parse(raw);
        var root = document.RootElement;

        if (root.ValueKind == JsonValueKind.Object && !root.EnumerateObject().Any())
        {
            await SendAsync(new { });
            continue;
        }

        if (root.TryGetProperty("connect", out _) && !root.TryGetProperty("error", out _))
        {
            await SendAsync(new { id = requestId++, subscribe = new { channel } });
            continue;
        }

        if (root.TryGetProperty("push", out var push) &&
            push.TryGetProperty("channel", out var pushChannel) &&
            pushChannel.GetString() == channel &&
            push.TryGetProperty("pub", out var pub) &&
            pub.TryGetProperty("data", out var data))
        {
            Console.WriteLine(data.GetRawText());
        }
    }
}

async Task SendAsync(object command)
{
    var json = JsonSerializer.Serialize(command) + "\n";
    var bytes = Encoding.UTF8.GetBytes(json);
    await socket.SendAsync(bytes, WebSocketMessageType.Text, true, CancellationToken.None);
}

async Task<string> ReceiveStringAsync(ClientWebSocket client)
{
    var buffer = new byte[64 * 1024];
    using var message = new MemoryStream();
    WebSocketReceiveResult result;

    do
    {
        result = await client.ReceiveAsync(buffer, CancellationToken.None);
        message.Write(buffer, 0, result.Count);
    } while (!result.EndOfMessage);

    return Encoding.UTF8.GetString(message.ToArray());
}

use futures_util::{SinkExt, StreamExt};
use serde_json::{json, Value};
use tokio_tungstenite::{connect_async, tungstenite::Message};

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    let stream_url = "wss://streaming.verolabs.co/connection/websocket";
    let channel = "order:ACC123456";

    let (mut ws, _) = connect_async(stream_url).await?;
    let mut request_id = 1;

    ws.send(Message::Text(format!("{}\n", json!({
        "id": request_id,
        "connect": {}
    })).into())).await?;
    request_id += 1;

    while let Some(message) = ws.next().await {
        let Message::Text(text) = message? else { continue };

        for raw in text.split('\n').filter(|value| !value.is_empty()) {
            let reply: Value = serde_json::from_str(raw)?;

            if reply.as_object().is_some_and(|object| object.is_empty()) {
                ws.send(Message::Text("{}\n".into())).await?;
                continue;
            }

            if reply.get("connect").is_some() && reply.get("error").is_none() {
            ws.send(Message::Text(format!("{}\n", json!({
                "id": request_id,
                "subscribe": { "channel": channel }
            })).into())).await?;
                request_id += 1;
                continue;
            }

            if reply.pointer("/push/channel").and_then(Value::as_str) == Some(channel) {
                if let Some(payload) = reply.pointer("/push/pub/data") {
                    println!("{payload}");
                }
            }
        }
    }

    Ok(())
}

#include <ixwebsocket/IXWebSocket.h>
#include <ixwebsocket/IXNetSystem.h>
#include <nlohmann/json.hpp>
#include <iostream>
#include <sstream>
#include <string>

using json = nlohmann::json;

int main() {
    ix::initNetSystem();

    std::string stream_url = "wss://streaming.verolabs.co/connection/websocket";
    std::string channel = "order:ACC123456";

    ix::WebSocket webSocket;
    webSocket.setUrl(stream_url);

    int request_id = 1;

    auto send_command = [&webSocket](const json& command) {
        if (command.empty()) {
            webSocket.send("\n");
        } else {
            webSocket.send(command.dump() + "\n");
        }
    };

    webSocket.setOnMessageCallback([&](const ix::WebSocketMessagePtr& msg) {
        if (msg->type == ix::WebSocketMessageType::Open) {
            send_command({
                {"id", request_id++},
                {"connect", json::object()}
            });
        }
        else if (msg->type == ix::WebSocketMessageType::Message) {
            std::stringstream ss(msg->str);
            std::string raw;
            while (std::getline(ss, raw, '\n')) {
                if (raw.empty()) continue;

                try {
                    json reply = json::parse(raw);

                    if (reply.empty()) {
                        send_command(json::object());
                        continue;
                    }

                    if (reply.contains("connect") && !reply.contains("error")) {
                        send_command({
                            {"id", request_id++},
                            {"subscribe", {{"channel", channel}}}
                        });
                        continue;
                    }

                    if (reply.contains("push")) {
                        auto push = reply["push"];
                        if (push.value("channel", "") == channel && push.contains("pub")) {
                            auto pub = push["pub"];
                            if (pub.contains("data")) {
                                std::cout << pub["data"].dump() << std::endl;
                            }
                        }
                    }
                } catch (const std::exception& e) {
                    std::cerr << "Parse error: " << e.what() << std::endl;
                }
            }
        }
    });

    webSocket.start();

    std::string line;
    std::getline(std::cin, line);

    webSocket.stop();
    return 0;
}

Tham số channel

Tham số	Kiểu	Mô tả	Giá trị
`accountId`	string	ID tài khoản giao dịch.	-

Message

Mục	Giá trị
Operation	`receiveOrderUpdates`
Tên	`Order`
Payload	`Order`

Payload schema

Field	Type	Notes
`id`	string	-
`orderID`	string	-
`order_id`	string	Snake_case alias.
`refOrderID`	string	-
`ref_order_id`	string	Snake_case alias.
`externalOrderID`	string	-
`externalSecondOrderID`	string	-
`accountID`	string	-
`account_id`	string	Snake_case alias.
`symbol`	string	-
`orderSide`	OrderSide	-
`order_side`	OrderSide	-
`orderStatus`	OrderStatus	-
`order_status`	OrderStatus	-
`orderType`	OrderType	-
`order_type`	OrderType	-
`orderEntryPrice`	number	-
`order_entry_price`	number	-
`orderEntryQty`	integer	-
`order_entry_qty`	integer	-
`orderCurrentPrice`	number	-
`order_current_price`	number	-
`orderCurrentQty`	integer	-
`order_current_qty`	integer	-
`filledQty`	integer	-
`filled_qty`	integer	-
`avgFillPrice`	number	-
`avg_fill_price`	number	-
`cancelledQty`	integer	-
`cancelled_qty`	integer	-
`orderText`	string	-
`unixUTCTimeMs`	integer (int64)	Unix timestamp in milliseconds.
`createunixUTCTimeMs`	integer (int64)	Unix timestamp in milliseconds.
`persisState`	string	-
`algoID`	string	-
`positionID`	string	-
`parentOrderId`	string	-

Tổng quan

REST API

Streaming API

Tích hợp

Hỗ trợ

Nhận cập nhật lệnh

Channel

Mô tả

WebSocket URL

Tham số channel

Message

Payload schema

​Channel

​Mô tả

​WebSocket URL

​Ví dụ subscribe

​Tham số channel

​Message

​Payload schema

Channel

Mô tả

WebSocket URL

Ví dụ subscribe

Tham số channel

Message

Payload schema