exsdk · 易行量化
面向期货、期权策略开发的 Python SDK，提供合约查询、实时行情、期货 K 线和直连 CTP 交易。 通过简洁的同步接口，策略可以持续读取行情、计算指标并响应数据变化。
快速开始
安装：
pip install exsdk
在 官网 获取 Token 后，连接行情和 K 线。
连接示例：
from exsdk import ExApi
with ExApi("YOUR_TOKEN") as api:
# 请替换为当前有效的合约代码。
symbol = "SHFE.au2610"
quote = api.watch_quote(symbol)
klines = api.watch_kline(symbol, "1m", data_length=200)
while api.wait_update():
if quote.is_changing("last_price"):
print("最新价", quote.data().last_price)
if klines.is_changing("timestamp"):
print("新 K 线", klines.data().iloc[-1].to_dict())
连接交易账户并读取资金（资金账号须与 官网 绑定的期货账号一致）：
from exsdk import ExApi, CtpAccount
ctp_account = CtpAccount(
broker_id="期货公司代码",
user_id="资金账号",
password="交易密码",
front_url="tcp://期货公司提供的地址:端口",
app_id="期货公司提供的 AppID",
auth_code="期货公司提供的授权码",
)
with ExApi("YOUR_TOKEN", ctp_account) as api:
account = api.watch_account()
while api.wait_update():
if api.trading_status() == "READY" and account.is_changing("available"):
print("柜台可用资金", account.data().available)
交易账户同步完成后才进入 READY。行情或交易连接中断时，data() 保留最近一次快照；策略使用前应检查交易状态和行情时间戳。
系统架构
flowchart TD
Broker[期货公司交易柜台]
Market[官方期货、期权行情系统]
SDK[exsdk]
Broker <-->|直连 CTP| SDK
Market -->|行情接口| SDK
classDef source fill:#f3f4f6,stroke:#9ca3af,color:#111;
classDef sdk fill:#dbeafe,stroke:#598bea,stroke-width:2px,color:#111;
class Broker,Market source;
class SDK sdk;
- 策略始终运行在用户本地环境中，策略代码与交易信号计算均保留在本地。
- 交易连接由本地 SDK 直接建立到期货公司柜台，交易账号、密码和委托不经过行情服务。
主要功能
- 合约查询：按交易所、品种、期货/期权和是否主力筛选合约，获取合约详细信息。
- 实时行情：通过 Quote 对象读取期货、期权的最新价格、成交量、持仓量和盘口。
- 期货 K 线序列：通过 pandas DataFrame 获取历史与实时 K 线，支持多种周期；期权暂不提供 K 线。
- CTP 交易：读取账户资金及期货、期权的持仓、订单与成交，支持普通投机限价下单与撤单。
- 统一更新：使用
wait_update()推进更新，通过观察句柄的is_changing()判断变化、data()读取快照。 - 连接管理：自动连接官方数据服务，支持断线重连和订阅恢复。
1 maintainer
Metadata
1 maintainer
Release files for exsdk 1.6
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Release files / exsdk-1.6-cp314-cp314-win_amd64.whl
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