CTP客户端v6.3.15
ctpwrapper的Python项目详细描述
CTP期
版本：V6.3.15
平台：Linux 64位，Windows 64位
python需求：x86-64
特别支持pypy3-v5.10.1-3.5.3 Linux 64位
由Lovelylain激发
安装
在安装ctpwrapper包之前，需要确保 已安装cython软件包。
>>>pip install cython --upgrade
>>>pip install ctpwrapper --upgrade
捐献[捐助]
用法
mdapi类包装器
importsysfromctpwrapperimportApiStructurefromctpwrapperimportMdApiPyclassMd(MdApiPy):""" """def__init__(self,broker_id,investor_id,password,request_id=1):self.broker_id=broker_idself.investor_id=investor_idself.password=passwordself.request_id=request_iddefOnRspError(self,pRspInfo,nRequestID,bIsLast):self.ErrorRspInfo(pRspInfo,nRequestID)defErrorRspInfo(self,info,request_id):""" :param info: :return: """ifinfo.ErrorID!=0:print('request_id=%s ErrorID=%d, ErrorMsg=%s',request_id,info.ErrorID,info.ErrorMsg.decode('gbk'))returninfo.ErrorID!=0defOnFrontConnected(self):""" :return: """user_login=ApiStructure.ReqUserLoginField(BrokerID=self.broker_id,UserID=self.investor_id,Password=self.password)self.ReqUserLogin(user_login,self.request_id)defOnFrontDisconnected(self,nReason):print("Md OnFrontDisconnected %s",nReason)sys.exit()defOnHeartBeatWarning(self,nTimeLapse):"""心跳超时警告。当长时间未收到报文时，该方法被调用。 @param nTimeLapse 距离上次接收报文的时间 """print('Md OnHeartBeatWarning, time = %s',nTimeLapse)defOnRspUserLogin(self,pRspUserLogin,pRspInfo,nRequestID,bIsLast):""" 用户登录应答 :param pRspUserLogin: :param pRspInfo: :param nRequestID: :param bIsLast: :return: """ifpRspInfo.ErrorID!=0:print("Md OnRspUserLogin failed error_id=%s msg:%s",pRspInfo.ErrorID,pRspInfo.ErrorMsg.decode('gbk'))else:print("Md user login successfully")print(pRspUserLogin)print(pRspInfo)BORDKER_ID=""INVESTOR_ID=""PASSWORD=""SERVER=""md=Md(BORDKER_ID,INVESTOR_ID,PASSWORD)md.Create()md.RegisterFront(SERVER)md.Init()day=md.GetTradingDay()print(day)print("api worker!")
交易员类包装器
fromctpwrapperimportApiStructurefromctpwrapperimportTraderApiPyclassTrader(TraderApiPy):def__init__(self,broker_id,investor_id,password,request_id=1):self.request_id=request_idself.broker_id=broker_id.encode()self.investor_id=investor_id.encode()self.password=password.encode()defOnRspError(self,pRspInfo,nRequestID,bIsLast):self.ErrorRspInfo(pRspInfo,nRequestID)defErrorRspInfo(self,info,request_id):""" :param info: :return: """ifinfo.ErrorID!=0:print('request_id=%s ErrorID=%d, ErrorMsg=%s',request_id,info.ErrorID,info.ErrorMsg.decode('gbk'))returninfo.ErrorID!=0defOnHeartBeatWarning(self,nTimeLapse):"""心跳超时警告。当长时间未收到报文时，该方法被调用。 @param nTimeLapse 距离上次接收报文的时间 """print("on OnHeartBeatWarning time: ",nTimeLapse)defOnFrontDisconnected(self,nReason):print("on FrontDisConnected disconnected",nReason)defOnFrontConnected(self):req=ApiStructure.ReqUserLoginField(BrokerID=self.broker_id,UserID=self.investor_id,Password=self.password)self.ReqUserLogin(req,self.request_id)print("trader on front connection")defOnRspUserLogin(self,pRspUserLogin,pRspInfo,nRequestID,bIsLast):ifpRspInfo.ErrorID!=0:print("Md OnRspUserLogin failed error_id=%s msg:%s",pRspInfo.ErrorID,pRspInfo.ErrorMsg.decode('gbk'))else:print("Md user login successfully")inv=ApiStructure.QryInvestorField(BrokerID=self.broker_id,InvestorID=self.investor_id)self.ReqQryInvestor(inv,self.inc_request_id())req=ApiStructure.SettlementInfoConfirmField.from_dict({"BrokerID":self.broker_id,"InvestorID":self.investor_id})self.ReqSettlementInfoConfirm(req,self.inc_request_id())defOnRspSettlementInfoConfirm(self,pSettlementInfoConfirm,pRspInfo,nRequestID,bIsLast):print(pSettlementInfoConfirm,pRspInfo)print(pRspInfo.ErrorMsg.decode("GBK"))definc_request_id(self):self.request_id+=1returnself.request_iddefOnRspQryInvestor(self,pInvestor,pRspInfo,nRequestID,bIsLast):print(pInvestor,pRspInfo)if__name__=="__main__":investor_id=""broker_id=""password=""server=""user_trader=Trader(broker_id=broker_id,investor_id=investor_id,password=password)user_trader.Create()user_trader.RegisterFront(server)user_trader.SubscribePrivateTopic(2)# 只传送登录后的流内容user_trader.SubscribePrivateTopic(2)# 只传送登录后的流内容user_trader.Init()print("trader started")print(user_trader.GetTradingDay())user_trader.Join()
文档
ctp的文档可以在docs
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