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Python版CTP期货接口

这套接口使用swig为官方C++版CTP接口提供Python版API,同时支持Linux/Mac/Windows。

注意事项

  • 本项目出于个人兴趣及分享目的,与上期所CTP官方无任何关系。本人不对使用这套库的任何后果负责。
  • 本人生产环境使用Linux,其他平台仅编译测试通过
  • 已通过 GitHub Actions 编译并发布至 PyPI
  • Linux已测试环境:Debian stable amd64
  • Mac已测试环境:macOS 15.x(M1 Mac Mini,API版本6.6.9以上;Intel 版本通过 CI 编译,未做运行测试)
  • Windows已测试环境:Windows 11 64位(API版本6.6.9以上)+ MiniConda3
  • api目录中结尾带.c的版本号为测评版
  • CTP返回的GBK编码字符串已经全部自动转换为UTF-8
  • 市场数据中的极大值代表无数据,为可读性起见打印整个结构体时会显示为None

快速安装

  • 如果在Windows下推荐使用miniconda3环境
winget install miniconda3
  • Windows下使用ctp前还需要安装libiconv
conda install -c conda-forge libiconv
  • 直接使用pip安装
pip install ctp-python
  • 只支持6.6.9以上的CTP版本,如需使用评测版本请自行编译
  • 已编译的二进制版本支持 Python 3.9 - 3.14
  • 已编译的二进制版本支持平台:Windows amd64,Linux amd64,MacOS arm64 和 amd64
  • 其他版本请自行尝试编译(前提是有对应的CTP C++链接库),具体方法见下

测试

打开python shell,检查是否能正常import ctp

$ python
Python 3.11.3
Type "help", "copyright", "credits" or "license" for more information.
>>> import ctp
>>>

跑一下测试(以simnow服务器为例,需要在simnow网站注册用户)

pytest -s tests/test_trader.py --front=tcp://180.168.146.187:10130 --broker=9999 --user=<investor_id> --password=<password> --app=simnow_client_test --auth=0000000000000000

自行编译 (可选)

编译环境准备

Windows 11

  1. 安装编译环境

    winget install Microsoft.VisualStudio.2022.BuildTools
    

    然后菜单栏搜索并打开Visual Studio Installer,修改Build Tools的配置,将使用C++的桌面开发勾选上并安装

  2. 安装Python(以miniconda为例)

    winget install miniconda3
    conda init
    
  3. 安装swig命令,以及iconv库

    conda install -c conda-forge swig libiconv
    

    可能需要关闭并重新打开命令行

Mac OS

  1. 安装Xcode和命令行工具

    xcode-select --install
    

    在弹出的窗口确认

  2. 安装Python(推荐使用pyenv)

  3. 安装swig命令(以homebrew为例)

    brew install swig
    

Linux

  • 使用系统自带包管理器安装swig和gcc/g++编译器
  • 推荐使用pyenv安装管理python版本

编译方法

  1. 克隆代码到本地

    git clone git@github.com:keli/ctp-python.git
    cd ctp-python
    
  2. 编译安装

    python -m pip install .
    

    如需只构建 wheel:

    python -m pip install build
    python -m build --wheel
    

    构建工具会根据 pyproject.toml 自动创建隔离环境并安装 setuptools。系统仍需提前安装 SWIG,以及 Windows 所需的 libiconv。

  3. 版本选择(可选)

    目前默认使用的是6.7.13 版本。如果需要链接和使用其他版本,只需要在编译安装前,设置API_VER环境变量为相应版本即可。

    以6.6.9.c版为例:

    Linux/Mac(bash/zsh):

    export API_VER=6.6.9.c
    

    Windows:

    set API_VER=6.6.9.c
    

Linux下穿透式监管信息采集常见问题

  • 到底需要不需要LinuxDataCollect.so?

    自写CTP程序直连是不需要的,如果你不确定,那就是不需要

  • 报错Decrypt handshake data failed

    CTP版本与服务器端不一致,首次跟期货公司采集的时候可能需要使用"评测版本"如6.6.9.c,后续生产环境请用"生产版本"如6.6.9

  • 报错 dmidecode not found

    通常默认都有装,加一下dmidecode命令的相关路径到PATH,一般是/usr/sbin

  • 报一堆 permission denied

    给dmidecode加下权限sudo chmod a+s /usr/sbin/dmidecode

  • 拿不到硬盘序列号

    Debian系可以sudo adduser username disk把自己加到disk组(加完需要重新登录,输入groups确认自己已经在disk组里),或者直接给磁盘设备文件加读权限sudo chmod a+r /dev/sda

  • 不知道什么情况,xx数据拿不到

    用以下python脚本自己慢慢试吧,当打印出来是第一行结果是0则成功了,否则是-1。第二行是取到的信息,格式为(操作系统类型)@(信息采集时间)@(内网IP1)@(内网IP2)@(网卡MAC1)@(网卡MAC2)@(设备名)@(操作系统版本)@(Disk_ID)@(CPU_ID)@(BIOS_ID)

    import ctypes
    dll = ctypes.cdll.LoadLibrary('./thosttraderapi_se.so')
    info = (ctypes.c_char * 344)()
    length = ctypes.c_int()
    print(dll._Z21CTP_GetRealSystemInfoPcRi(info, ctypes.byref(length)))
    print(info.value)
    

升级说明

  • 回调结构体现在可以直接缓存

    之前回调函数传入的结构体由 CTP 库管理内存,回调返回后即失效,需要在用户代码中手动拷贝。现在 SWIG 层会自动将结构体复制到独立的堆内存并交由 Python 管理,回调结束后依然有效,可以直接持有引用或存入队列。

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Release files for ctp-python 6.7.13

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Table of built distributions (wheels) for ctp-python 6.7.13
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6.7.13 This release

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6.6.9

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