TAP gateway for vn.py quant trading framework.
Project description
VeighNa框架的易盛外盘交易接口
说明
基于易盛的北斗星交易API的9.0接口(iTapTradeApi9.3.8.7)封装开发的接口,适用于香港、新加坡以及其他境外交易所行情/交易。
安装
安装需要基于4.0.0版本以上的VeighNa Studio。
直接使用pip命令:
pip install vnpy_tap
或者下载源代码后,解压后在cmd中运行:
pip install .
使用源代码安装时需要进行C++编译,因此在执行上述命令之前请确保已经安装了【Visual Studio(Windows)】或者【GCC(Linux)】编译器。
如果需要以开发模式安装到当前Python环境,可以使用下述命令:
pip install -e . --no-build-isolation --config-settings=build-dir=.\vnpy_tap\api
使用
以脚本方式启动(script/run.py):
from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import MainWindow, create_qapp
from vnpy_tap import TapGateway
def main():
"""主入口函数"""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(TapGateway)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
if __name__ == "__main__":
main()
连接
请注意,若需通过子账号下单,请在连接登录时对【子账号】与【区域代码】进行配置。
如果下单人位于美国或加拿大,地址信息需填写到省份,共5个字节,省份信息如下:ftp://ftp.cmegroup.com/fix/coo/country_state.rtf
如果下单人位于其他地区,地址信息需填写到国家,共2个字节,国家信息如下:ftp://ftp.cmegroup.com/fix/coo/country_codes.rtf
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