Skip to main content

CTP client v6.3.6_20160606

Project description

# CTP期货 API Python Wrapper

[![Build Status](https://travis-ci.org/nooperpudd/ctpwrapper.svg?branch=master)](https://travis-ci.org/nooperpudd/ctpwrapper)
[![Build status](https://ci.appveyor.com/api/projects/status/gvvtcqsjo9nsw0ct/branch/master?svg=true)](https://ci.appveyor.com/project/nooperpudd/ctpwrapper)
[![Codacy Badge](https://api.codacy.com/project/badge/Grade/9ed5d0e55ed84dfeba30a7630ab5c160)](https://www.codacy.com/app/nooperpudd/ctpwrapper?utm_source=github.com&utm_medium=referral&utm_content=nooperpudd/ctpwrapper&utm_campaign=Badge_Grade)
[![pypi](https://img.shields.io/pypi/v/ctpwrapper.svg)](https://pypi.python.org/pypi/ctpwrapper)
[![status](https://img.shields.io/pypi/status/ctpwrapper.svg)](https://pypi.python.org/pypi/ctpwrapper)
[![pyversion](https://img.shields.io/pypi/pyversions/ctpwrapper.svg)](https://pypi.python.org/pypi/ctpwrapper)
[![implementation](https://img.shields.io/pypi/implementation/ctpwrapper.svg)](https://pypi.python.org/pypi/ctpwrapper)

[CTP Website](http://www.sfit.com.cn/5_2_DocumentDown.htm)

Version: v6.3.6_20160606

Platform: Linux 64bit, Windows 64bit

Python Requirement: x86-64

**Especially Support PyPy3-v5.10.1-3.5.3 Linux 64bit**

Inspire By lovelylain

# Install

Before you install ctpwrapper package, you need to make sure you have
already install cython package.

>>>pip install cython --upgrade
>>>pip install ctpwrapper


# Donate [捐助]

<img src="images/alipay.jpg" width="250" height="250"><img src="images/wechat.jpg" width="250" height="250">


# Usage

MdApi Class Wrapper

```python
import sys

from ctpwrapper import ApiStructure
from ctpwrapper import MdApiPy


class Md(MdApiPy):
"""
"""

def __init__(self, broker_id, investor_id, password, request_id=1):

self.broker_id = broker_id
self.investor_id = investor_id
self.password = password
self.request_id = request_id

def OnRspError(self, pRspInfo, nRequestID, bIsLast):

self.ErrorRspInfo(pRspInfo, nRequestID)

def ErrorRspInfo(self, info, request_id):
"""
:param info:
:return:
"""
if info.ErrorID != 0:
print('request_id=%s ErrorID=%d, ErrorMsg=%s',
request_id, info.ErrorID, info.ErrorMsg.decode('gbk'))
return info.ErrorID != 0

def OnFrontConnected(self):
"""
:return:
"""

user_login = ApiStructure.ReqUserLoginField(BrokerID=self.broker_id,
UserID=self.investor_id,
Password=self.password)
self.ReqUserLogin(user_login, self.request_id)

def OnFrontDisconnected(self, nReason):

print("Md OnFrontDisconnected %s", nReason)
sys.exit()

def OnHeartBeatWarning(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)

def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):
"""
用户登录应答
:param pRspUserLogin:
:param pRspInfo:
:param nRequestID:
:param bIsLast:
:return:
"""
if pRspInfo.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!")
```

Trader Class Wrapper

```python

from ctpwrapper import ApiStructure
from ctpwrapper import TraderApiPy

class Trader(TraderApiPy):

def __init__(self, broker_id, investor_id, password, request_id=1):
self.request_id = request_id
self.broker_id = broker_id.encode()
self.investor_id = investor_id.encode()
self.password = password.encode()

def OnRspError(self, pRspInfo, nRequestID, bIsLast):

self.ErrorRspInfo(pRspInfo, nRequestID)

def ErrorRspInfo(self, info, request_id):
"""
:param info:
:return:
"""
if info.ErrorID != 0:
print('request_id=%s ErrorID=%d, ErrorMsg=%s',
request_id, info.ErrorID, info.ErrorMsg.decode('gbk'))
return info.ErrorID != 0

def OnHeartBeatWarning(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)

def OnFrontDisconnected(self, nReason):
print("on FrontDisConnected disconnected", nReason)

def OnFrontConnected(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")

def OnRspUserLogin(self, pRspUserLogin, pRspInfo, nRequestID, bIsLast):

if pRspInfo.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())

def OnRspSettlementInfoConfirm(self, pSettlementInfoConfirm, pRspInfo, nRequestID, bIsLast):
print(pSettlementInfoConfirm, pRspInfo)
print(pRspInfo.ErrorMsg.decode("GBK"))

def inc_request_id(self):
self.request_id += 1
return self.request_id

def OnRspQryInvestor(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()

```

# Documentation
CTP's documentation can be found in the [docs](doc/ctp/)



# Contact

If you have any question about the ctpwrapper API, contact 365504029@qq.com

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

ctpwrapper-6.3.6.6.tar.gz (4.7 MB view hashes)

Uploaded Source

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page