CTP接口Python Web服务

基于ctpwrapper和ctp_client的CTP轻量级Python Web服务封装，可查询期货、期权行情以及进行下单交易。

• HTTP请求期货期权合约代码
• HTTP获取持仓、资金、今日订单、今日成交
• HTTP下单(限价、市价单的开仓与平仓)
• 每日定时自动启动(白天8:40，夜盘20:40)
• HTTP订阅行情
• 展示页面

安装

• 以Ubuntu为例:

cd ctp-server
apt install python3.9 python3.9-dev python3.9-venv
python3.9 -m venv venv
pip install cython==0.29.33  wheel==0.40.0
pip install -r requirements.txt
cd app
python ctp_service.py

使用

配置config.json

配置CTP实盘账号或Simnow账号

{
    "investor_id": "******",
    "broker_id": "9999",
    "password": "******",
    "md_server": "tcp://180.168.146.187:10131",
    "trader_server": "tcp://180.168.146.187:10130",
    "app_id": "simnow_client_test",
    "auth_code": "0000000000000000"
  }

启动服务

cd server
export PYTHONPATH=.
python app/ctp_service.py

启动展示页面

npm install && npm start  

展示效果

HTTP接口

行情功能

• 获取期货合约所有代码

data = requests.get('http://127.0.0.1:7000/get_instruments_future?exchange=INE').json()
print(data[0])
{'name': '原油2309', 'exchange': 'INE', 'multiple': 1000, 'price_tick': 0.1, 'expire_date': '2023-08-31', 'long_margin_ratio': 0.17, 'short_margin_ratio': 0.17, 'option_type': None, 'strike_price': 0.0, 'is_trading': True, 'symbol': 'sc2309'}

• 获取期权合约所有代码

data = requests.get('http://127.0.0.1:7000/get_instruments_option?func_name=sc2302').json()
print(data[0])
{'name': 'sc2302C510', 'exchange': 'INE', 'multiple': 1000, 'price_tick': 0.05, 'expire_date': '2022-12-28', 'long_margin_ratio': None, 'short_margin_ratio': None, 'option_type': 'call', 'strike_price': 510.0, 'is_trading': True, 'symbol': 'sc2302C510'}

• 订阅、取消订阅行情

data = requests.get('http://127.0.0.1:7000/subscribe?codes=MA301').json()
print(data)
{'trade_time': '2022-11-24 03:07:28', 'update_sec': 0, 'code': 'MA301', 'price': 2583.0, 'open': 2530.0, 'close': 2553.0, 'highest': 2588.0, 'lowest': 2523.0, 'upper_limit': 2732.0, 'lower_limit': 2374.0, 'settlement': 2546.0, 'volume': 1690398, 'turnover': 4325728482.0, 'open_interest': 1013956, 'pre_close': 2542.0, 'pre_settlement': 2553.0, 'pre_open_interest': 1068566, 'ask1': (2584.0, 659), 'bid1': (2583.0, 497), 'ask2': (None, 0), 'bid2': (None, 0), 'ask3': (None, 0), 'bid3': (None, 0), 'ask4': (None, 0), 'bid4': (None, 0), 'ask5': (None, 0), 'bid5': (None, 0)}

data = requests.get('http://127.0.0.1:7000/unsubscribe?codes=MA301').json()

交易功能

• 获取资金

data = requests.get('http://127.0.0.1:7000/get_account').json()
{'balance': 20011519.72, 'margin': 0.0, 'available': 20011519.72}

• 下限价单

data = requests.get('http://127.0.0.1:7000/order_limit?code=MA301&direction=long&volume=6&price=2600').json()
data = requests.get('http://127.0.0.1:7000/order_limit?code=sc2302&direction=long&volume=1&price=600').json()

• 获取持仓

data = requests.get('http://127.0.0.1:7000/get_postion').json()

[
    {'code': 'MA301',
    'direction': 'long',
    'volume': 6,
    'margin': 24883.2,
    'cost': 155520.0},
    {'code': 'sc2302',
    'direction': 'long',
    'volume': 1,
    'margin': 97580.00000000001,
    'cost': 574000.0}
]

• 查看今日订单

data = requests.get('http://127.0.0.1:7000/get_orders').json()
  
[
    {'code': 'MA301',
    'direction': 'long',
    'volume': 6,
    'margin': 24883.2,
    'cost': 155520.0},
    {'code': 'sc2302',
    'direction': 'long',
    'volume': 1,
    'margin': 97580.00000000001,
    'cost': 574000.0}
]

• 撤单

data = requests.get('http://127.0.0.1:7000/order_limit?code=MA301&direction=long&volume=6&price=2500').json()
print(data)
# '       36554@MA301'
data = requests.get('http://127.0.0.1:7000/order_delete?order_id=       36554@MA301').json()