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https://github.com/nooperpudd/ctpwrapper

上海期货交易所CTP接口 Shanghai Future CTP Interface CTP Python API Wrapper
https://github.com/nooperpudd/ctpwrapper

ctp futures shfe trading-api

Last synced: 2 months ago
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上海期货交易所CTP接口 Shanghai Future CTP Interface CTP Python API Wrapper

Host: GitHub
URL: https://github.com/nooperpudd/ctpwrapper
Owner: nooperpudd
License: other
Created: 2017-12-09T03:28:24.000Z (about 7 years ago)
Default Branch: master
Last Pushed: 2023-07-05T03:49:57.000Z (over 1 year ago)
Last Synced: 2024-04-23T14:43:25.592Z (9 months ago)
Topics: ctp, futures, shfe, trading-api
Language: Python
Homepage:
Size: 59.8 MB
Stars: 446
Watchers: 23
Forks: 153
Open Issues: 18
Metadata Files:
- Readme: README.md
- License: LICENSE

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awesome-ai-in-finance - ctpwrapper - Shanghai future exchange CTP api. (Exchange API / Crypto Currencies)

README

        # CTP期货 API Python Wrapper 

[![build action](https://github.com/nooperpudd/ctpwrapper/actions/workflows/build.yaml/badge.svg?branch=master)](https://github.com/nooperpudd/ctpwrapper/actions/workflows/build.yaml)

[![Build status](https://ci.appveyor.com/api/projects/status/gvvtcqsjo9nsw0ct/branch/master?svg=true)](https://ci.appveyor.com/project/nooperpudd/ctpwrapper)

[![Codacy Badge](https://api.codacy.com/project/badge/Grade/9ed5d0e55ed84dfeba30a7630ab5c160)](https://www.codacy.com/app/nooperpudd/ctpwrapper?utm_source=github.com&utm_medium=referral&utm_content=nooperpudd/ctpwrapper&utm_campaign=Badge_Grade)

[![pypi](https://img.shields.io/pypi/v/ctpwrapper.svg)](https://pypi.python.org/pypi/ctpwrapper)

[![status](https://img.shields.io/pypi/status/ctpwrapper.svg)](https://pypi.python.org/pypi/ctpwrapper)

[![pyversion](https://img.shields.io/pypi/pyversions/ctpwrapper.svg)](https://pypi.python.org/pypi/ctpwrapper)

[![implementation](https://img.shields.io/pypi/implementation/ctpwrapper.svg)](https://pypi.python.org/pypi/ctpwrapper)

[![Downloads](https://pepy.tech/badge/ctpwrapper)](https://pepy.tech/project/ctpwrapper)

[CTP Website](http://www.sfit.com.cn/5_2_DocumentDown_1.htm)

Version: v6.7.0

Platform: Linux 64bit, Windows 64bit

Python Requirement: x86-64

**Especially Support PyPy3-3.6 Linux 64bit**

Inspire By lovelylain 

# Install

Before you install ctpwrapper package, you need to make sure you have 

already install cython package.

    >>>pip install cython --upgrade

    >>>pip install ctpwrapper --upgrade

# Donate [捐助]

  

## ⚠️⚠️ notice ⚠️⚠️

 sometimes quote the market futures data, but there is no trading data from the API stream,

 better just add `time.sleep(2)` func call after `Init()` method invoked, this could help to solve no data response issue.

 

## Demo

sample code  [samples](samples/)

## issues

 https://github.com/nooperpudd/ctpwrapper/issues/62

 this is a temporary solution for the UnicodeDecodeError issue.

 ```

  Traceback (most recent call last):

    File "ctpwrapper/TraderApi.pyx", line 1402, in ctpwrapper.TraderApi.TraderSpi_OnRspQrySettlementInfo

    File "/root/python/futures/trader_main.py", line 149, in OnRspQrySettlementInfo

      print(pSettlementInfo.Content)

    File "/root/python/futures/.venv/lib/python3.9/site-packages/ctpwrapper/base.py", line 28, in __getattribute__

      return value.decode("gbk")

  UnicodeDecodeError: 'gbk' codec can't decode byte 0xd2 in position 499: incomplete multibyte sequence

 ```

 ```python

error_message = ""

def OnRspQryTradingAccount(self, pTradingAccount, pRspInfo, nRequestID, bIsLast):

     print("OnRspQryTradingAccount")

     print("nRequestID:", nRequestID)

     print("bIsLast:", bIsLast)

     print("pRspInfo:", pRspInfo)

     print("pTradingAccount:", pTradingAccount)

     # need to check is last message from the server.

     global error_message

     if not bIsLast:

        error_message+=pRspInfo.ErrorMsg

     else:

        error_message+=pRspInfo.ErrorMsg

        if isinstance(error_message,bytes):

            error_message.decode("gbk")

 ```

# Documentation

  CTP documentation can be found in the [docs](doc/ctp/)

# Contact

If you have any question about the ctpwrapper API, contact [email protected]