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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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