2022年 11月 3日

python，CTP接口函数调用逻辑

本文章为说明https://github.com/nicai0609/Python-CTPAPI的pythonCTP接口的使用方法。

首先我们先从下面这个图表大概了解各个函数的作用

消息 格式 实例
请求 Req—— ReqUserLogin
响应 OnRsp—— OnRspUserLogin
查询 ReqQry—— ReqQryInstrument
查询请求的响应 OnRspQry—— OnRspQryInstrument
回报 OnRtn—— OnRtnOrder
错误回报 OnErrRtn—— OnErrRtnOrderInsert

 然后看一个下单的示例代码：

  1. # -*- coding: utf-8 -*-
  2. import thosttraderapi as api
  3.  
  4. #Addr交易服务器地址
  5. FrontAddr="tcp://180.168.146.187:10101"
  6. #LoginInfo
  7. BROKERID="9999"
  8. USERID="070624"
  9. PASSWORD="070624"
  10. #OrderInfo
  11. EXCHANGEID="CFFEX"
  12. INSTRUMENTID="IF2012"
  13. PRICE=50000
  14. VOLUME=1
  15. # 空
  16. # DIRECTION=api.THOST_FTDC_D_Sell
  17. # 多
  18. DIRECTION=api.THOST_FTDC_D_Buy
  19. # open开仓
  20. OFFSET="0"
  21. # #close平仓
  22. # OFFSET="1"
  23.  
  24. def ReqorderfieldInsert(tradeapi):
  25. 	print ("ReqOrderInsert Start")
  26. 	orderfield=api.CThostFtdcInputOrderField()
  27. 	orderfield.BrokerID=BROKERID
  28. 	orderfield.ExchangeID=EXCHANGEID
  29. 	orderfield.InstrumentID=INSTRUMENTID
  30. 	orderfield.UserID=USERID
  31. 	orderfield.InvestorID=USERID
  32. 	orderfield.Direction=DIRECTION
  33. 	orderfield.LimitPrice=PRICE
  34. 	orderfield.VolumeTotalOriginal=VOLUME
  35. 	orderfield.OrderPriceType=api.THOST_FTDC_OPT_LimitPrice
  36. 	orderfield.ContingentCondition = api.THOST_FTDC_CC_Immediately
  37. 	orderfield.TimeCondition = api.THOST_FTDC_TC_GFD
  38. 	orderfield.VolumeCondition = api.THOST_FTDC_VC_AV
  39. 	orderfield.CombHedgeFlag="1"
  40. 	orderfield.CombOffsetFlag=OFFSET
  41. 	orderfield.GTDDate=""
  42. 	orderfield.OrderRef="1"
  43. 	orderfield.MinVolume = 0
  44. 	orderfield.ForceCloseReason = api.THOST_FTDC_FCC_NotForceClose
  45. 	orderfield.IsAutoSuspend = 0
  46. 	tradeapi.ReqOrderInsert(orderfield,0)
  47. 	print ("ReqOrderInsert End")
  48. 	
  49.  
  50. class CTradeSpi(api.CThostFtdcTraderSpi):
  51. 	tapi=''
  52. 	def __init__(self,tapi):
  53. 		api.CThostFtdcTraderSpi.__init__(self)
  54. 		self.tapi=tapi
  55. 		
  56. 	def OnFrontConnected(self) -> "void":
  57. 		print ("OnFrontConnected")
  58. 		loginfield = api.CThostFtdcReqUserLoginField()
  59. 		loginfield.BrokerID=BROKERID
  60. 		loginfield.UserID=USERID
  61. 		loginfield.Password=PASSWORD
  62. 		loginfield.UserProductInfo="python dll"
  63. 		self.tapi.ReqUserLogin(loginfield,0)
  64. 		print ("send login ok")
  65. 		
  66. 	def OnRspUserLogin(self, pRspUserLogin: 'CThostFtdcRspUserLoginField', pRspInfo: 'CThostFtdcRspInfoField', nRequestID: 'int', bIsLast: 'bool') -> "void":
  67. 		print ("OnRspUserLogin")
  68. 		print ("TradingDay=",pRspUserLogin.TradingDay)
  69. 		print ("SessionID=",pRspUserLogin.SessionID)
  70. 		print ("ErrorID=",pRspInfo.ErrorID)
  71. 		print ("ErrorMsg=",pRspInfo.ErrorMsg)
  72.  
  73. 		qryinfofield = api.CThostFtdcQrySettlementInfoField()
  74. 		qryinfofield.BrokerID=BROKERID
  75. 		qryinfofield.InvestorID=USERID
  76. 		qryinfofield.TradingDay=pRspUserLogin.TradingDay
  77. 		self.tapi.ReqQrySettlementInfo(qryinfofield,0)
  78. 		print ("send ReqQrySettlementInfo ok")
  79. 		
  80.  
  81. 	def OnRspQrySettlementInfo(self, pSettlementInfo: 'CThostFtdcSettlementInfoField', pRspInfo: 'CThostFtdcRspInfoField', nRequestID: 'int', bIsLast: 'bool') -> "void":
  82. 		print ("OnRspQrySettlementInfo")
  83. 		if  pSettlementInfo is not None :
  84. 			print ("content:",pSettlementInfo.Content)
  85. 		else :
  86. 			print ("content null")
  87. 		if bIsLast :
  88. 			pSettlementInfoConfirm=api.CThostFtdcSettlementInfoConfirmField()
  89. 			pSettlementInfoConfirm.BrokerID=BROKERID
  90. 			pSettlementInfoConfirm.InvestorID=USERID
  91. 			self.tapi.ReqSettlementInfoConfirm(pSettlementInfoConfirm,0)
  92. 			print ("send ReqSettlementInfoConfirm ok")
  93. 		
  94. 	def OnRspSettlementInfoConfirm(self, pSettlementInfoConfirm: 'CThostFtdcSettlementInfoConfirmField', pRspInfo: 'CThostFtdcRspInfoField', nRequestID: 'int', bIsLast: 'bool') -> "void":
  95. 		print ("OnRspSettlementInfoConfirm")
  96. 		print ("ErrorID=",pRspInfo.ErrorID)
  97. 		print ("ErrorMsg=",pRspInfo.ErrorMsg)
  98. 		ReqorderfieldInsert(self.tapi)
  99. 		print ("send ReqorderfieldInsert ok")
  100.  
  101.  
  102. 	def OnRtnOrder(self, pOrder: 'CThostFtdcOrderField') -> "void":
  103. 		print ("OnRtnOrder")
  104. 		print ("OrderStatus=",pOrder.OrderStatus)
  105. 		print ("StatusMsg=",pOrder.StatusMsg)
  106. 		print ("LimitPrice=",pOrder.LimitPrice)
  107. 		
  108. 	def OnRspOrderInsert(self, pInputOrder: 'CThostFtdcInputOrderField', pRspInfo: 'CThostFtdcRspInfoField', nRequestID: 'int', bIsLast: 'bool') -> "void":
  109. 		print ("OnRspOrderInsert")
  110. 		print ("ErrorID=",pRspInfo.ErrorID)
  111. 		print ("ErrorMsg=",pRspInfo.ErrorMsg)
  112. 		
  113. def main():
  114. 	tradeapi=api.CThostFtdcTraderApi_CreateFtdcTraderApi()
  115. 	tradespi=CTradeSpi(tradeapi)
  116. 	tradeapi.RegisterSpi(tradespi)
  117. 	tradeapi.SubscribePrivateTopic(api.THOST_TERT_QUICK)
  118. 	tradeapi.SubscribePublicTopic(api.THOST_TERT_QUICK)
  119. 	tradeapi.RegisterFront(FrontAddr)	
  120. 	tradeapi.Init()
  121. 	tradeapi.Join()
  122. 	
  123. if __name__ == '__main__':
  124. 	main()

然后讲下这个程序函数的调用顺序就能很清楚了。

直接来到main函数，

tradeapi.RegisterSpi(tradespi)调用登陆接口，然后会调用我们重载的OnRspUserLogin函数返回登录是否成功的信息；

在OnRspUserLogin函数下会调用self.tapi.ReqQrySettlementInfo(qryinfofield,0)查询历史结算接口，然后会调用我们重载的OnRspQrySettlementInfo

函数返回历史结算的信息；

在OnRspQrySettlementInfo函数下会调用self.tapi.ReqSettlementInfoConfirm(pSettlementInfoConfirm, 0)确认历史结算接口，然后会调用我们重载的OnRspSettlementInfoConfirm函数返回确认历史结算的信息；

在OnRspSettlementInfoConfirm函数下会调用我们自定义的ReqorderfieldInsert(self.tapi)函数，在该自定义函数下会调用CTP下单接口。

整个流程就是这样了，希望对大家有所帮助。

join函数的作用是阻塞当前线程， 直到 tradeapi 线程结束。