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将CTP接口转换成websocket+json协议对外通讯，适合web类应用。

Home Page: http://www.openctp.cn

License: BSD 3-Clause "New" or "Revised" License

Python 100.00%

ctp ctpapi finance fintech futures openctp options quant stocks trader

webctp's Issues

配置文件修改为yaml格式，并且在启动的时候可以指定配置文件的位置

订阅行情和取消订阅行情的应答数据格式有误

期望为

{
  "MsgType": "OnRspUnSubscribeMarketData",
  "SpecificInstrument": {
    "InstrumentID": "au2305"
  },
  "RspInfo": {
    "ErrorID": 0,
    "ErrorMsg": ""
  },
  "RequestID": 0,
  "IsLast": true
}

实际是

{
    "MsgType": "OnRspSubMarketData",
    "RspInfo": {
        "ErrorID": 0,
        "ErrorMsg": "CTP:No Error"
    },
    "RequestID": 0,
    "IsLast": true,
    "SpecificInstrument": "ag2306"
}

Add request validation code.

Requirements:

Can easily define the validation strategy.
Easy to use.
Better to throw an exception with the response info, then we can catch it and return it in the connection.

Unit test

For clients package.
For service package.

Release md client以后仍然会继续发送行情数据

Now one connection(websocket) has one client(md/td).
If the same user login by multi clients, then server will create multi same clients which are repeated.
Can webctp avoid the repeated resources ?

查询交易所、产品、行情、持仓明细、保证金率、手续费、交易成本和合约手续费API及SPI函数

补充行情接口的相关API和SPI

请另外建一个issue说明在补充哪些API和SPI，新建的issue请引用本issue并在本issue下comment，然后把开发中的API和SPI填写在开发中一栏，merge以后再改到已有中。

已有

login
SubscribeMarketData
OnRspSubscribeMarketData
UnSubscribeMarketData
OnRspUnSubMarketData
OnRtnDepthMarketData

开发中

未开发

GetTradingDay
RegisterFensUserInfo
RegisterNameServer
ReqQryMulticastInstrument
ReqUserLogout
SubscribeForQuoteRsp
UnSubscribeForQuoteRsp
OnHeartBeatWarning
OnRspError
OnRspQryMulticastInstrument
OnRspSubForQuoteRsp
OnRspUnSubForQuoteRsp
OnRspUserLogout
OnRtnForQuoteRsp

查询成交、持仓、资金账户、投资者、交易编码、保证金率和手续费率的API和SPI函数

相关issue #5
///请求查询成交
virtual int ReqQryTrade(CThostFtdcQryTradeField *pQryTrade, int nRequestID) = 0;

///请求查询投资者持仓
virtual int ReqQryInvestorPosition(CThostFtdcQryInvestorPositionField *pQryInvestorPosition, int nRequestID) = 0;

///请求查询资金账户
virtual int ReqQryTradingAccount(CThostFtdcQryTradingAccountField *pQryTradingAccount, int nRequestID) = 0;

///请求查询投资者
virtual int ReqQryInvestor(CThostFtdcQryInvestorField *pQryInvestor, int nRequestID) = 0;

///请求查询交易编码
virtual int ReqQryTradingCode(CThostFtdcQryTradingCodeField *pQryTradingCode, int nRequestID) = 0;

///请求查询合约保证金率
virtual int ReqQryInstrumentMarginRate(CThostFtdcQryInstrumentMarginRateField *pQryInstrumentMarginRate, int nRequestID) = 0;

///请求查询合约手续费率
virtual int ReqQryInstrumentCommissionRate(CThostFtdcQryInstrumentCommissionRateField *pQryInstrumentCommissionRate, int nRequestID) = 0;

补充交易接口的API和SPI

已有

login
ReqQryInstrument
OnRspReqQryInstrument

开发中

ReqUserPasswordUpdate
OnRspUserPasswordUpdate
ReqOrderInsert
OnRspOrderInsert
OnErrRtnOrderInsert
ReqOrderAction
OnRspOrderAction
OnErrRtnOrderAction
ReqQryMaxOrderVolume
OnRspQryMaxOrderVolume
ReqQryOrder
OnRspQryOrder

未开发

GetApiVersion
GetTradingDay
RegisterFensUserInfo
RegisterNameServer
RegisterUserSystemInfo
ReqBatchOrderAction
ReqCombActionInsert
ReqExecOrderAction
ReqExecOrderInsert
ReqForQuoteInsert
ReqFromBankToFutureByFuture
ReqFromFutureToBankByFuture
ReqGenUserCaptcha
ReqGenUserText
ReqOptionSelfCloseAction
ReqOptionSelfCloseInsert
ReqParkedOrderAction
ReqParkedOrderInsert
ReqQryAccountregister
ReqQryBrokerTradingAlgos
ReqQryBrokerTradingParams
ReqQryCFMMCTradingAccountKey
ReqQryClassifiedInstrument
ReqQryCombAction
ReqQryCombInstrumentGuard
ReqQryCombPromotionParam
ReqQryContractBank
ReqQryDepthMarketData
ReqQryEWarrantOffset
ReqQryExchange
ReqQryExchangeMarginRate
ReqQryExchangeMarginRateAdjust
ReqQryExchangeRate
ReqQryExecOrder
ReqQryForQuote
ReqQryInstrumentCommissionRate
ReqQryInstrumentMarginRate
ReqQryInstrumentOrderCommRate
ReqQryInvestUnit
ReqQryInvestor
ReqQryInvestorPosition
ReqQryInvestorPositionCombineDetail
ReqQryInvestorPositionDetail
ReqQryInvestorProductGroupMargin
ReqQryMMInstrumentCommissionRate
ReqQryMMOptionInstrCommRate
ReqQryNotice
ReqQryOptionInstrCommRate
ReqQryOptionInstrTradeCost
ReqQryOptionSelfClose
ReqQryParkedOrder
ReqQryParkedOrderAction
ReqQryProduct
ReqQryProductExchRate
ReqQryProductGroup
ReqQryQuote
ReqQryRiskSettleInvstPosition
ReqQryRiskSettleProductStatus
ReqQrySecAgentACIDMap
ReqQrySecAgentCheckMode
ReqQrySecAgentTradeInfo
ReqQrySecAgentTradingAccount
ReqQrySettlementInfo
ReqQrySettlementInfoConfirm
ReqQryTrade
ReqQryTraderOffer
ReqQryTradingAccount
ReqQryTradingCode
ReqQryTradingNotice
ReqQryTransferBank
ReqQryTransferSerial
ReqQueryBankAccountMoneyByFuture
ReqQueryCFMMCTradingAccountToken
ReqQuoteAction
ReqQuoteInsert
ReqRemoveParkedOrder
ReqRemoveParkedOrderAction
ReqSettlementInfoConfirm
ReqTradingAccountPasswordUpdate
ReqUserAuthMethod
ReqUserLoginWithCaptcha
ReqUserLoginWithOTP
ReqUserLoginWithText
ReqUserLogout
SubmitUserSystemInfo
SubscribePrivateTopic
SubscribePublicTopic

OnErrRtnBankToFutureByFuture
OnErrRtnBatchOrderAction
OnErrRtnCombActionInsert
OnErrRtnExecOrderAction
OnErrRtnExecOrderInsert
OnErrRtnForQuoteInsert
OnErrRtnFutureToBankByFuture
OnErrRtnOptionSelfCloseAction
OnErrRtnOptionSelfCloseInsert
OnErrRtnQueryBankBalanceByFuture
OnErrRtnQuoteAction
OnErrRtnQuoteInsert
OnErrRtnRepealBankToFutureByFutureManual
OnErrRtnRepealFutureToBankByFutureManual
OnHeartBeatWarning
OnRspBatchOrderAction
OnRspCombActionInsert
OnRspError
OnRspExecOrderAction
OnRspExecOrderInsert
OnRspForQuoteInsert
OnRspFromBankToFutureByFuture
OnRspFromFutureToBankByFuture
OnRspGenUserCaptcha
OnRspGenUserText
OnRspOptionSelfCloseAction
OnRspOptionSelfCloseInsert
OnRspParkedOrderAction
OnRspParkedOrderInsert
OnRspQryAccountregister
OnRspQryBrokerTradingAlgos
OnRspQryBrokerTradingParams
OnRspQryCFMMCTradingAccountKey
OnRspQryClassifiedInstrument
OnRspQryCombAction
OnRspQryCombInstrumentGuard
OnRspQryCombPromotionParam
OnRspQryContractBank
OnRspQryDepthMarketData
OnRspQryEWarrantOffset
OnRspQryExchange
OnRspQryExchangeMarginRate
OnRspQryExchangeMarginRateAdjust
OnRspQryExchangeRate
OnRspQryExecOrder
OnRspQryForQuote
OnRspQryInstrumentCommissionRate
OnRspQryInstrumentMarginRate
OnRspQryInstrumentOrderCommRate
OnRspQryInvestUnit
OnRspQryInvestor
OnRspQryInvestorPosition
OnRspQryInvestorPositionCombineDetail
OnRspQryInvestorPositionDetail
OnRspQryInvestorProductGroupMargin
OnRspQryMMInstrumentCommissionRate
OnRspQryMMOptionInstrCommRate
OnRspQryNotice
OnRspQryOptionInstrCommRate
OnRspQryOptionInstrTradeCost
OnRspQryOptionSelfClose
OnRspQryParkedOrder
OnRspQryParkedOrderAction
OnRspQryProduct
OnRspQryProductExchRate
OnRspQryProductGroup
OnRspQryQuote
OnRspQryRiskSettleInvstPosition
OnRspQryRiskSettleProductStatus
OnRspQrySecAgentACIDMap
OnRspQrySecAgentCheckMode
OnRspQrySecAgentTradeInfo
OnRspQrySecAgentTradingAccount
OnRspQrySettlementInfo
OnRspQrySettlementInfoConfirm
OnRspQryTrade
OnRspQryTraderOffer
OnRspQryTradingAccount
OnRspQryTradingCode
OnRspQryTradingNotice
OnRspQryTransferBank
OnRspQryTransferSerial
OnRspQueryBankAccountMoneyByFuture
OnRspQueryCFMMCTradingAccountToken
OnRspQuoteAction
OnRspQuoteInsert
OnRspRemoveParkedOrder
OnRspRemoveParkedOrderAction
OnRspSettlementInfoConfirm
OnRspTradingAccountPasswordUpdate
OnRspUserAuthMethod
OnRspUserLogout
OnRtnBulletin
OnRtnCFMMCTradingAccountToken
OnRtnCancelAccountByBank
OnRtnChangeAccountByBank
OnRtnCombAction
OnRtnErrorConditionalOrder
OnRtnExecOrder
OnRtnForQuoteRsp
OnRtnFromBankToFutureByBank
OnRtnFromBankToFutureByFuture
OnRtnFromFutureToBankByBank
OnRtnFromFutureToBankByFuture
OnRtnInstrumentStatus
OnRtnOpenAccountByBank
OnRtnOptionSelfClose
OnRtnOrder
OnRtnQueryBankBalanceByFuture
OnRtnQuote
OnRtnRepealFromBankToFutureByBank
OnRtnRepealFromBankToFutureByFuture
OnRtnRepealFromBankToFutureByFutureManual
OnRtnRepealFromFutureToBankByBank
OnRtnRepealFromFutureToBankByFuture
OnRtnRepealFromFutureToBankByFutureManual
OnRtnTrade
OnRtnTradingNotice

Redeclared 'OnRspOrderInsert'

@DennisXie https://github.com/openctp/webctp/blob/main/constants/constant.py#L46

Replace ctpapi-python by openctp-ctp

https://github.com/openctp/openctp-ctp-python

[feature] demo in python

您好，
请问有没有可能在这个项目里用python做一个简单的demo? 最好包括登录，获取合约信息，获取用户信息之类的。
非常感谢

Continue fix potential bugs and add documents of issue/22

#22 继续修复该单里的bug和添加文档

RspInfo中Reason字段的字符串编解码

目前响应是unicode，需要按utf-8进行编码。

日志格式需要统一

增加配置项指定ctp的con文件的存放路径

能支持命名格式更好

添加报单相关以及口令更新的API和SPI方法

关联单#5

///用户口令更新请求
virtual int ReqUserPasswordUpdate(CThostFtdcUserPasswordUpdateField *pUserPasswordUpdate, int nRequestID) = 0;
///报单录入请求
virtual int ReqOrderInsert(CThostFtdcInputOrderField *pInputOrder, int nRequestID) = 0;
///报单操作请求
virtual int ReqOrderAction(CThostFtdcInputOrderActionField *pInputOrderAction, int nRequestID) = 0;
///查询最大报单数量请求
virtual int ReqQueryMaxOrderVolume(CThostFtdcQueryMaxOrderVolumeField *pQueryMaxOrderVolume, int nRequestID) = 0;
///请求查询报单
virtual int ReqQryOrder(CThostFtdcQryOrderField *pQryOrder, int nRequestID) = 0;

日志输出等级需要在配置文件中进行配置

添加启动脚本

添加各个平台的启动脚本，方便一键启动分为如下几个脚本

# Windows
webctp_md.ps1 -c configure_file
webctp_td.ps1 -c configure_file
# Linux
webctp_md.sh -c configure_file
webctp_td.sh -c configure_file
# MacOS
webctp_md.sh -c configure_file
webctp_td.sh -c configure_file

openctp / webctp Goto Github PK

webctp's Issues

已有

开发中

未开发

已有

开发中

未开发

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