tradebest-ctp-python

tradebest-ctp-python

tradebest-ctp-python 是一个功能完善、使用便捷的中国金融期货交易平台(CTP)的Python接口封装。

特点

• 功能完善：完整支持CTP交易和行情接口的所有功能
• 使用便捷：提供简洁直观的API，降低学习和使用门槛
• 易于迭代：模块化设计，当CTP接口变更时可以轻松适配
• 跨平台支持：支持Windows、Linux和MacOS系统
• 多版本兼容：支持多个CTP API版本
• 类型提示：完整的类型注解，提升开发体验
• 异常处理：健壮的错误处理机制
• 详细文档：简洁易懂的使用文档和示例

安装

pip install tradebest-ctp-python

快速开始

行情接口示例

from tradebest_ctp import mdapi

class CMdImpl(mdapi.CThostFtdcMdSpi):
    def __init__(self, md_front):
        mdapi.CThostFtdcMdSpi.__init__(self)
        self.md_front = md_front
        self.api = None

    def Run(self):
        self.api = mdapi.CThostFtdcMdApi.CreateFtdcMdApi()
        self.api.RegisterFront(self.md_front)
        self.api.RegisterSpi(self)
        self.api.Init()

    def OnFrontConnected(self):
        print("OnFrontConnected")
        
        # 登录
        req = mdapi.CThostFtdcReqUserLoginField()
        self.api.ReqUserLogin(req, 0)

    def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
        if pRspInfo is not None and pRspInfo.ErrorID != 0:
            print(f"Login failed. {pRspInfo.ErrorMsg}")
            return
        print(f"Login succeed.{pRspUserLogin.TradingDay}")
        
        # 订阅行情
        self.api.SubscribeMarketData(["au2406".encode('utf-8')], 1)

    def OnRtnDepthMarketData(self, pDepthMarketData):
        print(f"{pDepthMarketData.InstrumentID} - {pDepthMarketData.LastPrice} - {pDepthMarketData.Volume}")

if __name__ == '__main__':
    md = CMdImpl("tcp://180.168.146.187:10131")
    md.Run()
    
    input("Press enter key to exit.")

交易接口示例

from tradebest_ctp import tdapi

class TdImpl(tdapi.CThostFtdcTraderSpi):
    def __init__(self, host, broker, user, password, appid, authcode):
        super().__init__()
        
        self.broker = broker
        self.user = user
        self.password = password
        self.appid = appid
        self.authcode = authcode
        
        self.api = tdapi.CThostFtdcTraderApi.CreateFtdcTraderApi()
        self.api.RegisterSpi(self)
        self.api.RegisterFront(host)
        self.api.SubscribePrivateTopic(tdapi.THOST_TERT_QUICK)
        self.api.SubscribePublicTopic(tdapi.THOST_TERT_QUICK)
    
    def Run(self):
        self.api.Init()
    
    def OnFrontConnected(self):
        print("OnFrontConnected")
        
        # 认证
        req = tdapi.CThostFtdcReqAuthenticateField()
        req.BrokerID = self.broker
        req.UserID = self.user
        req.AppID = self.appid
        req.AuthCode = self.authcode
        self.api.ReqAuthenticate(req, 0)
    
    def OnRspAuthenticate(self, pRspAuthenticateField, pRspInfo, nRequestID, bIsLast):
        if pRspInfo and pRspInfo.ErrorID != 0:
            print("认证失败：{}".format(pRspInfo.ErrorMsg))
            return
        print("Authenticate succeed.")
        
        # 登录
        req = tdapi.CThostFtdcReqUserLoginField()
        req.BrokerID = self.broker
        req.UserID = self.user
        req.Password = self.password
        self.api.ReqUserLogin(req, 0)
    
    def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
        if pRspInfo is not None and pRspInfo.ErrorID != 0:
            print(f"Login failed. {pRspInfo.ErrorMsg}")
            return
        print(f"Login succeed. TradingDay: {pRspUserLogin.TradingDay}")
        
        # 查询账户资金
        self.QryAccount()
    
    def QryAccount(self):
        req = tdapi.CThostFtdcQryTradingAccountField()
        req.BrokerID = self.broker
        req.InvestorID = self.user
        self.api.ReqQryTradingAccount(req, 0)
    
    def OnRspQryTradingAccount(self, pTradingAccount, pRspInfo, nRequestID, bIsLast):
        if pRspInfo is not None and pRspInfo.ErrorID != 0:
            print(f"查询账户资金失败: {pRspInfo.ErrorMsg}")
            return
        
        if pTradingAccount is not None:
            print(f"账户资金: 可用资金={pTradingAccount.Available}, "
                  f"当前保证金={pTradingAccount.CurrMargin}, "
                  f"平仓盈亏={pTradingAccount.CloseProfit}, "
                  f"持仓盈亏={pTradingAccount.PositionProfit}")

if __name__ == '__main__':
    td = TdImpl(
        "tcp://180.168.146.187:10101",  # 交易前置地址
        "9999",                         # 经纪公司代码
        "123456",                       # 投资者代码
        "password",                     # 密码
        "simnow_client_test",           # AppID
        "0000000000000000"              # 授权码
    )
    td.Run()
    
    input("Press enter key to exit.")

支持的CTP版本

tradebest-ctp-python当前版本支持以下CTP API版本:

• 6.7.7 (当前版本)

未来将只支持最新的CTP API版本，不会支持旧版本。

支持的Python版本

tradebest-ctp-python支持以下Python版本:

• Python 3.7
• Python 3.8
• Python 3.9
• Python 3.10
• Python 3.11
• Python 3.12

许可证

BSD 3-Clause License