python 调用 CTP API 进行下多单 下空单 平单 撤单 操作

小白一枚如有问题欢迎交流可以加我微信:y1906891715 备注:ctp使用交流

基本流程

1.获取基于python的CTP API版本

github: https://github.com/nicai0609/
来自大神的封装:是Windows 64位平台下利用Swig工具将CTP C++接口trader API转换为python可调用的接口

2.注册虚拟账号进行联系

可以下载simnow快期新一代 这个期货交易软件是基于ctp
下载地址: http://www.simnow.com.cn/static/softwareOthersDownload.action
然后注册一个账号就可以模拟期货交易一开始有十万的虚拟金额(别亏完了哈哈哈一个账号只能用一次)

3.下载ctp api的说明文档

说明文档百度云分享
链接：https://pan.baidu.com/s/1dg2Yo4HhUtx2tAwZXJC4Lg
提取码：rloc
说明文档是基于c++的原生接口说明,主要的使用方法可以参考它

4.调用api实现基本的交易操作

实现查账户结算示例

# -*- coding: utf-8 -*-
import thosttraderapi as api
import time

class CTradeSpi(api.CThostFtdcTraderSpi):
	tapi=''
	def __init__(self,tapi):
		api.CThostFtdcTraderSpi.__init__(self)
		self.tapi=tapi
		
	def OnFrontConnected(self):
		print ("OnFrontConnected")
		#time.sleep( 60 )
		loginfield = api.CThostFtdcReqUserLoginField()
		loginfield.BrokerID="9999"
		loginfield.UserID="*******" 填写自己账号
		loginfield.Password="********"填写自己账号的密码
		loginfield.UserProductInfo="python dll"
		self.tapi.ReqUserLogin(loginfield,0)
		print ("send login ok")
	def OnRspUserLogin(self, *args):
		print ("OnRspUserLogin")
		rsploginfield=args[0]
		rspinfofield=args[1]
		msg=args[2]
		print ("SessionID=",rsploginfield.SessionID)
		print ("ErrorID=",rspinfofield.ErrorID)
		print ("ErrorMsg=",rspinfofield.ErrorMsg.encode("utf-8",errors='surrogateescape').decode('gbk'))
		qryinfofield = api.CThostFtdcQrySettlementInfoField()
		qryinfofield.BrokerID="9999"
		qryinfofield.InvestorID="*****"填写自己的账号
		self.tapi.ReqQrySettlementInfo(qryinfofield,0)
		print ("send ReqQrySettlementInfo ok")
		#ReqorderfieldInsert(self.tapi)

	def OnRspQrySettlementInfo(self, *args):
		print ("OnRspQrySettlementInfo")
		pSettlementInfo=args[0]
		print ("content:",pSettlementInfo.Content.encode("utf-8",errors='surrogateescape').decode('gbk'))


	def OnRtnOrder(self, *args):
		print ("OnRtnOrder")
		rtnfield=args[0]
		print ("OrderStatus=",rtnfield.OrderStatus)
		print ("StatusMsg=",rtnfield.StatusMsg.encode("utf-8",errors='surrogateescape').decode('gbk'))
		print ("LimitPrice=",rtnfield.LimitPrice)
		
	def OnRspOrderInsert(self, *args):
		print ("OnRspOrderInsert")
		rspinfofield=args[1]
		print ("ErrorID=",rspinfofield.ErrorID)
		print ("ErrorMsg=",rspinfofield.ErrorMsg.encode("utf-8",errors='surrogateescape').decode('gbk'))

def main():
	tradeapi=api.CThostFtdcTraderApi_CreateFtdcTraderApi()
	tradespi=CTradeSpi(tradeapi)
	#去simnon快期新一代的官网网址可以获取地址
	tradeapi.RegisterFront("tcp://180.168.146.187:10001")
	tradeapi.RegisterSpi(tradespi)
	tradeapi.SubscribePrivateTopic(api.THOST_TERT_RESUME)
	tradeapi.SubscribePublicTopic(api.THOST_TERT_RESUME)
	tradeapi.Init()
	tradeapi.Join()

if __name__ == '__main__':
	main()

实现下单操作

下多单空单平单都一样具体就是参数不同
平单的话ctp分平今天单和平昨天单

# -*- coding: utf-8 -*-
import thosttraderapi as api
import time
a=""
#下单函数 
def ReqorderfieldInsert(tradeapi):
    print("ReqOrderInsert Start")
    orderfield = api.CThostFtdcInputOrderField()
    orderfield.BrokerID = "9999"
    orderfield.InstrumentID = "rb1905"
    orderfield.UserID = "********"账号
    orderfield.InvestorID = "*******"账号
    #开买单
    orderfield.Direction = api.THOST_FTDC_D_Buy
    #下单限价单价格
    orderfield.LimitPrice = 4130
    orderfield.VolumeTotalOriginal = 1
    orderfield.OrderPriceType = api.THOST_FTDC_OPT_LimitPrice
    orderfield.ContingentCondition = api.THOST_FTDC_CC_Immediately
    orderfield.TimeCondition = api.THOST_FTDC_TC_GFD
    orderfield.VolumeCondition = api.THOST_FTDC_VC_AV
    orderfield.CombHedgeFlag = "1"
    #开平标志    '0'开单  '1'平昨单  '3' 平今单
    orderfield.CombOffsetFlag = "0"
    orderfield.GTDDate = ""
    orderfield.orderfieldRef = "1"
    orderfield.MinVolume = 0
    orderfield.ForceCloseReason = api.THOST_FTDC_FCC_NotForceClose
    orderfield.IsAutoSuspend = 0
    tradeapi.ReqOrderInsert(orderfield, 0)
    print("ReqOrderInsert End")
#撤单
def ReqOrderfieldAction(tradeapi,z,f):
    orderfield = api.CThostFtdcInputOrderActionField()
    orderfield.BrokerID = "9999"
    orderfield.InstrumentID = "rb1905"
    orderfield.UserID = "******"
    orderfield.InvestorID='*******'
    orderfield.OrderSysID=z
    orderfield.ExchangeID=f
    orderfield.ActionFlag=api.THOST_FTDC_AF_Delete
    tradeapi.ReqOrderAction(orderfield,1)
    print("撤单")
    
class CTradeSpi(api.CThostFtdcTraderSpi):
    tapi = ''

    def __init__(self, tapi):
        api.CThostFtdcTraderSpi.__init__(self)
        self.tapi = tapi

    def OnFrontConnected(self):
        print("OnFrontConnected")
        # time.sleep( 60 )
        loginfield = api.CThostFtdcReqUserLoginField()
        loginfield.BrokerID = "9999"
        loginfield.UserID = "*******"自己账号
        loginfield.Password = "********"自己账号的密码
        loginfield.UserProductInfo = "python dll"
        self.tapi.ReqUserLogin(loginfield, 0)
        print("send login ok")

    def OnRspUserLogin(self, *args):
        print("OnRspUserLogin")
        rsploginfield = args[0]
        rspinfofield = args[1]
        msg = args[2]
        print("SessionID=", rsploginfield.SessionID)
        print("ErrorID=", rspinfofield.ErrorID)
        print("ErrorMsg=", rspinfofield.ErrorMsg.encode("utf-8", errors='surrogateescape').decode('gbk'))
        #下单
        ReqorderfieldInsert(self.tapi)
        #qry=api.CThostFtdcQryOrderField()
        #qry.ExchangeID='SHFE'
        #qry.BrokerID = "9999"
        #qry.InvestorID = "******"自己账号
        #self.tapi.ReqQryOrder(qry,1)
        # qryinfofield = api.CThostFtdcQryTradingAccountField()
        # qryinfofield.BrokerID = "9999"
        # qryinfofield.InvestorID = "******"自己账号
        # self.tapi.ReqQryTradingAccount(qryinfofield, 1)
   #查询报单响应
    def OnRspQryOrder(self, pOrder, pRspInfo, nRequestID, bIsLast):
        what=pOrder
        print(what.OrderStatus,what.ExchangeID,what.OrderSysID)
        #撤掉为成交的订单
        if what.OrderStatus=='3':
            ReqOrderfieldAction(self.tapi,what.OrderSysID,what.ExchangeID)
            
    def OnRtnOrder(self, *args):
        print("OnRtnOrder")
        rtnfield = args[0]
        print("OrderStatus=", rtnfield.OrderStatus)
        print("StatusMsg=", rtnfield.StatusMsg.encode("utf-8", errors='surrogateescape').decode('gbk'))
        print("LimitPrice=", rtnfield.LimitPrice)
        print("报单编号",rtnfield.OrderSysID)

    def OnRspOrderInsert(self, *args):
        print("OnRspOrderInsert")
        rspinfofield = args[1]
        print("ErrorID=", rspinfofield.ErrorID)
        print("ErrorMsg=", rspinfofield.ErrorMsg.encode("utf-8", errors='surrogateescape').decode('gbk'))


def main():
    tradeapi = api.CThostFtdcTraderApi_CreateFtdcTraderApi()
    tradespi = CTradeSpi(tradeapi)
    tradeapi.RegisterFront("tcp://180.168.146.187:10001")
    tradeapi.RegisterSpi(tradespi)
    tradeapi.SubscribePrivateTopic(api.THOST_TERT_RESUME)
    tradeapi.SubscribePublicTopic(api.THOST_TERT_RESUME)
    tradeapi.Init()
    tradeapi.Join()

if __name__ == '__main__':
    main()