gamobink/ctp-rs

A Rust wrapper of CTP API

ctp-rs

A Rust wrapper of CTP API.

Background

CTP is a popular trading system in Chinese futures market. Finding a CTP trading system to connect to is easy in Chinese futures market. As a result, large portions of individual investors implement their trading strategies against CTP.

CTP API is an offical C++ API that manages connections to CTP trading system. Several language bindings for CTP API ranging from C# to Python have been created. Rust has native FFI support for C, but does not support C++ directly. This wrapper aims to provide an easy to use Rust binding of CTP API.

In contrast to conventional Rust binding for C++ that uses intermediate C wrapper, this Rust wrapper includes a handcrafted C++ calling interface in Rust for virtual function calls and virtual tables in callbacks. This makes the Rust interface cleaner and faster than alternatives.

This git repository contains 3 Rust crates: ctp-common, ctp-md, ctp-trader. ctp-md and ctp-trader both depend on ctp-common, but can be used separately.

ctp-common

Common datatypes including constants, structs in original C++ API, as well as some conversions to idiomatic Rust data types.

ctp-md

Wrapper for market data API. A run-time dependency of thostmduserapi.so is needed for Rust application that uses this crate.

ctp-trader

Wrapper for trader API. A run-time dependency of thosttraderapi.so is needed for Rust application that uses this crate.

OS support

Currently these 3 crates only support Linux x86_64