发明者量化的CTP终端升级了完整API支持

2019-05-09 本文已影响3人发明者量化FMZ

原帖地址：https://www.fmz.com/bbs-topic-new/3756

发明者量化的CTP(商品期货)终端提供了完整的全API实现, 当发明者平台的API满足不了你需要的功能时
可以用 exchange.IO 函数进行更深层的系统调用, 完全兼容官方的Api名称, 以几个简单的例子做为介绍

查询投资者信息

Log(exchange.IO("api", "ReqQryInvestor"))

修改密码

exchange.IO("api", "ReqUserPasswordUpdate", {BrokerID: "9999", UserID: "11111", OldPassword: "oldpass", NewPassword: "newpass"})

复杂的例子:

function main() {
    // 如果再加一个参数值为false表示不等待返回值, 只发送请求
    // 第三个参数只需要填充需要的字段, 也可省略此参数, 如果类型为char,传长度为1的字符串即可
    var r = exchange.IO("api", "ReqQryProduct", {ProductID: "MA"}); 
    if (!r) { // CTP 未登陆的时候会失败
        return
    }
    _.each(r, function(item) { // IO请求可能返回多个数据包, 所以以数组的形式返回
        _.each(item, function(f) { // 便历数据包的所有数据类型, 一个数据包可能包含多个具体数据
            // 具体数据类型的名称, 请参数CTP官方文档 http://www.sfit.com.cn/5_2_DocumentDown.htm
            if (f.Name == 'CThostFtdcProductField') { // 取出来需要的数据, Name 为此数据的类型, Value 为此数据的值
                f.Value.ProductName = StrDecode(f.Value.ProductName) // CTP中的汉字是GBK编码可用此函数解码
                Log(f.Value) // 打印查询的的甲醇的信息
            }
        })
    });
}

查询结算单

function main() {
    var r = exchange.IO("api", "ReqQrySettlementInfo", {TradingDay: "20190506"}); // 也可不指定日期
    var s = ''
    _.each(r, function(item) {
        _.each(item, function(f) {
            if (f.Name == 'CThostFtdcSettlementInfoField') {
                s += f.Value.Content
            }
        })
    });
    Log(StrDecode(s));
}

CTP 资料

上期技术： http://www.sfit.com.cn/5_2_DocumentDown.htm
CTP 文档下载地址： http://www.sfit.com.cn/DocumentDown/api_2/CTP-API-Interfacedescription-ct.zip
上期技术SIMNOW官网： http://www.simnow.com.cn

CTP Api Reference

ReqBatchOrderAction

CThostFtdcInputBatchOrderActionField {
    Number    OrderActionRef
    Number    FrontID
    Number    SessionID
    String    InvestUnitID
    String    IPAddress
    String    MacAddress
    String    BrokerID
    String    InvestorID
    Number    RequestID
    String    ExchangeID
    String    UserID
}

ReqCombActionInsert

CThostFtdcInputCombActionField {
    String    InvestUnitID
    String    InvestorID
    String    InstrumentID
    String    UserID
    String    HedgeFlag // char
    String    ExchangeID
    String    IPAddress
    String    MacAddress
    String    BrokerID
    String    CombActionRef
    String    Direction // char
    Number    Volume
    String    CombDirection // char
}

ReqExecOrderAction

CThostFtdcInputExecOrderActionField {
    String    MacAddress
    String    ExecOrderRef
    String    ExchangeID
    String    ExecOrderSysID
    String    BrokerID
    String    ActionFlag // char
    String    InvestUnitID
    String    UserID
    Number    ExecOrderActionRef
    Number    RequestID
    Number    SessionID
    String    IPAddress
    String    InvestorID
    Number    FrontID
    String    InstrumentID
}

ReqExecOrderInsert

CThostFtdcInputExecOrderField {
    String    InvestorID
    Number    Volume
    String    CloseFlag // char
    String    InvestUnitID
    String    BrokerID
    String    OffsetFlag // char
    String    ActionType // char
    String    PosiDirection // char
    String    ExchangeID
    String    AccountID
    String    IPAddress
    Number    RequestID
    String    CurrencyID
    String    ClientID
    String    MacAddress
    String    ReservePositionFlag // char
    String    ExecOrderRef
    String    UserID
    String    BusinessUnit
    String    HedgeFlag // char
    String    InstrumentID
}

ReqForQuoteInsert

CThostFtdcInputForQuoteField {
    String    MacAddress
    String    InvestorID
    String    InstrumentID
    String    IPAddress
    String    ExchangeID
    String    InvestUnitID
    String    BrokerID
    String    ForQuoteRef
    String    UserID
}

ReqFromBankToFutureByFuture

CThostFtdcReqTransferField {
    String    BankID
    String    BrokerBranchID
    String    BankSerial
    Number    PlateSerial
    String    IdCardType // char
    String    Message
    String    BankAccType // char
    String    DeviceID
    String    BankPwdFlag // char
    Number    RequestID
    String    TradeDate
    String    TradingDay
    String    CustomerName
    String    BankPassWord
    String    SecuPwdFlag // char
    String    LongCustomerName
    String    TradeCode
    Number    SessionID
    String    IdentifiedCardNo
    String    CustType // char
    Number    CustFee
    String    BrokerIDByBank
    String    BankSecuAcc
    String    OperNo
    String    TradeTime
    String    BankAccount
    String    AccountID
    Number    TradeAmount
    Number    FutureFetchAmount
    String    VerifyCertNoFlag // char
    String    BankBranchID
    Number    FutureSerial
    String    Password
    Number    InstallID
    String    Digest
    Number    TID
    String    BrokerID
    String    LastFragment // char
    String    UserID
    String    CurrencyID
    String    FeePayFlag // char
    Number    BrokerFee
    String    BankSecuAccType // char
    String    TransferStatus // char
}

ReqFromFutureToBankByFuture

CThostFtdcReqTransferField {
    String    BankID
    String    CurrencyID
    String    BankSecuAccType // char
    String    BrokerIDByBank
    String    TradeCode
    String    TradeTime
    String    IdentifiedCardNo
    Number    FutureFetchAmount
    String    BankBranchID
    String    BrokerBranchID
    Number    SessionID
    String    CustomerName
    String    Password
    Number    InstallID
    Number    TradeAmount
    Number    CustFee
    String    DeviceID
    String    SecuPwdFlag // char
    String    LastFragment // char
    String    BankAccount
    String    VerifyCertNoFlag // char
    Number    BrokerFee
    String    TransferStatus // char
    String    BrokerID
    String    TradeDate
    String    BankSerial
    Number    PlateSerial
    String    FeePayFlag // char
    String    BankPwdFlag // char
    String    TradingDay
    String    IdCardType // char
    Number    FutureSerial
    String    Message
    Number    RequestID
    String    UserID
    String    Digest
    String    BankSecuAcc
    String    OperNo
    Number    TID
    String    LongCustomerName
    String    CustType // char
    String    BankPassWord
    String    AccountID
    String    BankAccType // char
}

ReqGenUserCaptcha

CThostFtdcReqGenUserCaptchaField {
    String    TradingDay
    String    BrokerID
    String    UserID
}

ReqGenUserText

CThostFtdcReqGenUserTextField {
    String    BrokerID
    String    UserID
    String    TradingDay
}

ReqOptionSelfCloseAction

CThostFtdcInputOptionSelfCloseActionField {
    Number    OptionSelfCloseActionRef
    Number    RequestID
    String    UserID
    String    IPAddress
    String    OptionSelfCloseRef
    Number    FrontID
    String    ExchangeID
    String    InstrumentID
    String    MacAddress
    String    BrokerID
    String    InvestorID
    String    OptionSelfCloseSysID
    String    ActionFlag // char
    String    InvestUnitID
    Number    SessionID
}

ReqOptionSelfCloseInsert

CThostFtdcInputOptionSelfCloseField {
    Number    RequestID
    String    IPAddress
    String    InstrumentID
    Number    Volume
    String    BusinessUnit
    String    InvestUnitID
    String    MacAddress
    String    BrokerID
    String    OptionSelfCloseRef
    String    UserID
    String    ExchangeID
    String    CurrencyID
    String    InvestorID
    String    HedgeFlag // char
    String    OptSelfCloseFlag // char
    String    AccountID
    String    ClientID
}

ReqOrderAction

CThostFtdcInputOrderActionField {
    String    IPAddress
    String    MacAddress
    String    OrderSysID
    Number    OrderActionRef
    Number    RequestID
    String    ExchangeID
    String    UserID
    String    InstrumentID
    String    InvestorID
    Number    VolumeChange
    String    BrokerID
    Number    FrontID
    Number    SessionID
    String    ActionFlag // char
    Number    LimitPrice
    String    InvestUnitID
    String    OrderRef
}

ReqOrderInsert

CThostFtdcInputOrderField {
    String    ClientID
    String    UserID
    String    TimeCondition // char
    String    BusinessUnit
    Number    IsSwapOrder
    String    InvestUnitID
    Number    LimitPrice
    String    AccountID
    String    IPAddress
    String    VolumeCondition // char
    Number    StopPrice
    Number    UserForceClose
    String    Direction // char
    Number    VolumeTotalOriginal
    String    ForceCloseReason // char
    String    ExchangeID
    String    MacAddress
    String    InstrumentID
    String    CombHedgeFlag
    Number    MinVolume
    String    ContingentCondition // char
    Number    RequestID
    String    OrderRef
    String    OrderPriceType // char
    String    CurrencyID
    String    BrokerID
    String    InvestorID
    String    CombOffsetFlag
    String    GTDDate
    Number    IsAutoSuspend
}

ReqParkedOrderAction

CThostFtdcParkedOrderActionField {
    String    BrokerID
    String    OrderRef
    String    ActionFlag // char
    Number    VolumeChange
    String    UserID
    String    InstrumentID
    String    UserType // char
    String    Status // char
    String    ErrorMsg
    String    InvestorID
    Number    OrderActionRef
    Number    SessionID
    String    OrderSysID
    String    InvestUnitID
    Number    FrontID
    String    ExchangeID
    Number    LimitPrice
    String    ParkedOrderActionID
    Number    RequestID
    Number    ErrorID
    String    IPAddress
    String    MacAddress
}

ReqParkedOrderInsert

CThostFtdcParkedOrderField {
    String    GTDDate
    Number    MinVolume
    Number    IsAutoSuspend
    String    Direction // char
    String    CombHedgeFlag
    String    ContingentCondition // char
    Number    StopPrice
    Number    RequestID
    String    ParkedOrderID
    Number    ErrorID
    String    InvestorID
    String    ErrorMsg
    String    CurrencyID
    Number    UserForceClose
    String    OrderPriceType // char
    String    CombOffsetFlag
    String    UserType // char
    Number    IsSwapOrder
    String    ClientID
    String    InvestUnitID
    String    InstrumentID
    Number    VolumeTotalOriginal
    String    TimeCondition // char
    String    BusinessUnit
    String    AccountID
    String    MacAddress
    String    BrokerID
    Number    LimitPrice
    String    ExchangeID
    String    Status // char
    String    IPAddress
    String    UserID
    String    VolumeCondition // char
    String    ForceCloseReason // char
    String    OrderRef
}

ReqQryAccountregister

CThostFtdcQryAccountregisterField {
    String    BankID
    String    BankBranchID
    String    CurrencyID
    String    BrokerID
    String    AccountID
}

ReqQryBrokerTradingAlgos

CThostFtdcQryBrokerTradingAlgosField {
    String    BrokerID
    String    ExchangeID
    String    InstrumentID
}

ReqQryBrokerTradingParams

CThostFtdcQryBrokerTradingParamsField {
    String    BrokerID
    String    InvestorID
    String    CurrencyID
    String    AccountID
}

ReqQryCFMMCTradingAccountKey

CThostFtdcQryCFMMCTradingAccountKeyField {
    String    BrokerID
    String    InvestorID
}

ReqQryCombAction

CThostFtdcQryCombActionField {
    String    InvestorID
    String    InstrumentID
    String    ExchangeID
    String    InvestUnitID
    String    BrokerID
}

ReqQryCombInstrumentGuard

CThostFtdcQryCombInstrumentGuardField {
    String    BrokerID
    String    InstrumentID
    String    ExchangeID
}

ReqQryContractBank

CThostFtdcQryContractBankField {
    String    BrokerID
    String    BankID
    String    BankBrchID
}

ReqQryDepthMarketData

CThostFtdcQryDepthMarketDataField {
    String    InstrumentID
    String    ExchangeID
}

ReqQryEWarrantOffset

CThostFtdcQryEWarrantOffsetField {
    String    BrokerID
    String    InvestorID
    String    ExchangeID
    String    InstrumentID
    String    InvestUnitID
}

ReqQryExchange

CThostFtdcQryExchangeField {
    String    ExchangeID
}

ReqQryExchangeMarginRate

CThostFtdcQryExchangeMarginRateField {
    String    HedgeFlag // char
    String    ExchangeID
    String    BrokerID
    String    InstrumentID
}

ReqQryExchangeMarginRateAdjust

CThostFtdcQryExchangeMarginRateAdjustField {
    String    BrokerID
    String    InstrumentID
    String    HedgeFlag // char
}

ReqQryExchangeRate

CThostFtdcQryExchangeRateField {
    String    BrokerID
    String    FromCurrencyID
    String    ToCurrencyID
}

ReqQryExecOrder

CThostFtdcQryExecOrderField {
    String    InsertTimeStart
    String    InsertTimeEnd
    String    BrokerID
    String    InvestorID
    String    InstrumentID
    String    ExchangeID
    String    ExecOrderSysID
}

ReqQryForQuote

CThostFtdcQryForQuoteField {
    String    InstrumentID
    String    ExchangeID
    String    InsertTimeStart
    String    InsertTimeEnd
    String    InvestUnitID
    String    BrokerID
    String    InvestorID
}

ReqQryInstrument

CThostFtdcQryInstrumentField {
    String    InstrumentID
    String    ExchangeID
    String    ExchangeInstID
    String    ProductID
}

ReqQryInstrumentCommissionRate

CThostFtdcQryInstrumentCommissionRateField {
    String    BrokerID
    String    InvestorID
    String    InstrumentID
    String    ExchangeID
    String    InvestUnitID
}

ReqQryInstrumentMarginRate

CThostFtdcQryInstrumentMarginRateField {
    String    InvestorID
    String    InstrumentID
    String    HedgeFlag // char
    String    ExchangeID
    String    InvestUnitID
    String    BrokerID
}

ReqQryInstrumentOrderCommRate

CThostFtdcQryInstrumentOrderCommRateField {
    String    BrokerID
    String    InvestorID
    String    InstrumentID
}

ReqQryInvestUnit

CThostFtdcQryInvestUnitField {
    String    InvestorID
    String    InvestUnitID
    String    BrokerID
}

ReqQryInvestor

CThostFtdcQryInvestorField {
    String    InvestorID
    String    BrokerID
}

ReqQryInvestorPosition

CThostFtdcQryInvestorPositionField {
    String    BrokerID
    String    InvestorID
    String    InstrumentID
    String    ExchangeID
    String    InvestUnitID
}

ReqQryInvestorPositionCombineDetail

CThostFtdcQryInvestorPositionCombineDetailField {
    String    ExchangeID
    String    InvestUnitID
    String    BrokerID
    String    InvestorID
    String    CombInstrumentID
}

ReqQryInvestorPositionDetail

CThostFtdcQryInvestorPositionDetailField {
    String    BrokerID
    String    InvestorID
    String    InstrumentID
    String    ExchangeID
    String    InvestUnitID
}

ReqQryInvestorProductGroupMargin

CThostFtdcQryInvestorProductGroupMarginField {
    String    ProductGroupID
    String    HedgeFlag // char
    String    ExchangeID
    String    InvestUnitID
    String    BrokerID
    String    InvestorID
}

ReqQryMMInstrumentCommissionRate

CThostFtdcQryMMInstrumentCommissionRateField {
    String    BrokerID
    String    InvestorID
    String    InstrumentID
}

ReqQryMMOptionInstrCommRate

CThostFtdcQryMMOptionInstrCommRateField {
    String    BrokerID
    String    InvestorID
    String    InstrumentID
}

ReqQryNotice

CThostFtdcQryNoticeField {
    String    BrokerID
}

ReqQryOptionInstrCommRate

CThostFtdcQryOptionInstrCommRateField {
    String    BrokerID
    String    InvestorID
    String    InstrumentID
    String    ExchangeID
    String    InvestUnitID
}

ReqQryOptionInstrTradeCost

CThostFtdcQryOptionInstrTradeCostField {
    String    HedgeFlag // char
    Number    InputPrice
    Number    UnderlyingPrice
    String    ExchangeID
    String    InvestUnitID
    String    BrokerID
    String    InvestorID
    String    InstrumentID
}

ReqQryOptionSelfClose

CThostFtdcQryOptionSelfCloseField {
    String    InsertTimeStart
    String    InsertTimeEnd
    String    BrokerID
    String    InvestorID
    String    InstrumentID
    String    ExchangeID
    String    OptionSelfCloseSysID
}

ReqQryOrder

CThostFtdcQryOrderField {
    String    InsertTimeEnd
    String    InvestUnitID
    String    BrokerID
    String    InvestorID
    String    InstrumentID
    String    ExchangeID
    String    OrderSysID
    String    InsertTimeStart
}

ReqQryParkedOrder

CThostFtdcQryParkedOrderField {
    String    BrokerID
    String    InvestorID
    String    InstrumentID
    String    ExchangeID
    String    InvestUnitID
}

ReqQryParkedOrderAction

CThostFtdcQryParkedOrderActionField {
    String    InvestorID
    String    InstrumentID
    String    ExchangeID
    String    InvestUnitID
    String    BrokerID
}

ReqQryProduct

CThostFtdcQryProductField {
    String    ProductID
    String    ProductClass // char
    String    ExchangeID
}

ReqQryProductExchRate

CThostFtdcQryProductExchRateField {
    String    ProductID
    String    ExchangeID
}

ReqQryProductGroup

CThostFtdcQryProductGroupField {
    String    ProductID
    String    ExchangeID
}

ReqQryQuote

CThostFtdcQryQuoteField {
    String    InvestorID
    String    InstrumentID
    String    ExchangeID
    String    QuoteSysID
    String    InsertTimeStart
    String    InsertTimeEnd
    String    InvestUnitID
    String    BrokerID
}

ReqQrySecAgentACIDMap

CThostFtdcQrySecAgentACIDMapField {
    String    UserID
    String    AccountID
    String    CurrencyID
    String    BrokerID
}

ReqQrySecAgentCheckMode

CThostFtdcQrySecAgentCheckModeField {
    String    BrokerID
    String    InvestorID
}

ReqQrySecAgentTradeInfo

CThostFtdcQrySecAgentTradeInfoField {
    String    BrokerSecAgentID
    String    BrokerID
}

ReqQrySecAgentTradingAccount

CThostFtdcQryTradingAccountField {
    String    BrokerID
    String    InvestorID
    String    CurrencyID
    String    BizType // char
    String    AccountID
}

ReqQrySettlementInfo

CThostFtdcQrySettlementInfoField {
    String    BrokerID
    String    InvestorID
    String    TradingDay
    String    AccountID
    String    CurrencyID
}

ReqQrySettlementInfoConfirm

CThostFtdcQrySettlementInfoConfirmField {
    String    InvestorID
    String    AccountID
    String    CurrencyID
    String    BrokerID
}

ReqQryTrade

CThostFtdcQryTradeField {
    String    BrokerID
    String    InvestorID
    String    InstrumentID
    String    ExchangeID
    String    TradeID
    String    TradeTimeStart
    String    TradeTimeEnd
    String    InvestUnitID
}

ReqQryTradingAccount

CThostFtdcQryTradingAccountField {
    String    BrokerID
    String    InvestorID
    String    CurrencyID
    String    BizType // char
    String    AccountID
}

ReqQryTradingCode

CThostFtdcQryTradingCodeField {
    String    InvestorID
    String    ExchangeID
    String    ClientID
    String    ClientIDType // char
    String    InvestUnitID
    String    BrokerID
}

ReqQryTradingNotice

CThostFtdcQryTradingNoticeField {
    String    BrokerID
    String    InvestorID
    String    InvestUnitID
}

ReqQryTransferBank

CThostFtdcQryTransferBankField {
    String    BankBrchID
    String    BankID
}

ReqQryTransferSerial

CThostFtdcQryTransferSerialField {
    String    BrokerID
    String    AccountID
    String    BankID
    String    CurrencyID
}

ReqQueryBankAccountMoneyByFuture

CThostFtdcReqQueryAccountField {
    String    BankID
    String    BankBranchID
    Number    SessionID
    String    IdentifiedCardNo
    String    Digest
    Number    PlateSerial
    String    LastFragment // char
    String    BankPassWord
    String    LongCustomerName
    Number    TID
    String    BankSerial
    String    UserID
    String    CurrencyID
    String    BankAccType // char
    String    BankSecuAcc
    String    SecuPwdFlag // char
    String    OperNo
    String    TradeCode
    String    TradeDate
    String    TradeTime
    String    TradingDay
    String    IdCardType // char
    String    BankAccount
    String    DeviceID
    String    BrokerIDByBank
    String    BrokerID
    String    Password
    String    BrokerBranchID
    String    CustType // char
    Number    FutureSerial
    String    BankPwdFlag // char
    Number    RequestID
    String    CustomerName
    String    AccountID
    Number    InstallID
    String    VerifyCertNoFlag // char
    String    BankSecuAccType // char
}

ReqQueryCFMMCTradingAccountToken

CThostFtdcQueryCFMMCTradingAccountTokenField {
    String    InvestUnitID
    String    BrokerID
    String    InvestorID
}

ReqQueryMaxOrderVolume

CThostFtdcQueryMaxOrderVolumeField {
    String    HedgeFlag // char
    Number    MaxVolume
    String    ExchangeID
    String    InvestUnitID
    String    BrokerID
    String    Direction // char
    String    OffsetFlag // char
    String    InvestorID
    String    InstrumentID
}

ReqQuoteAction

CThostFtdcInputQuoteActionField {
    Number    QuoteActionRef
    Number    FrontID
    String    QuoteSysID
    String    ActionFlag // char
    String    ClientID
    String    MacAddress
    String    BrokerID
    String    UserID
    String    IPAddress
    Number    SessionID
    String    InstrumentID
    String    ExchangeID
    String    QuoteRef
    Number    RequestID
    String    InvestUnitID
    String    InvestorID
}

ReqQuoteInsert

CThostFtdcInputQuoteField {
    Number    BidVolume
    String    BidOffsetFlag // char
    String    BidHedgeFlag // char
    String    ForQuoteSysID
    String    BrokerID
    String    InstrumentID
    Number    BidPrice
    String    QuoteRef
    String    AskHedgeFlag // char
    String    IPAddress
    String    ExchangeID
    String    InvestUnitID
    String    MacAddress
    String    InvestorID
    String    UserID
    String    AskOrderRef
    String    BusinessUnit
    String    AskOffsetFlag // char
    String    BidOrderRef
    String    ClientID
    Number    AskPrice
    Number    AskVolume
    Number    RequestID
}

ReqRemoveParkedOrder

CThostFtdcRemoveParkedOrderField {
    String    ParkedOrderID
    String    InvestUnitID
    String    BrokerID
    String    InvestorID
}

ReqRemoveParkedOrderAction

CThostFtdcRemoveParkedOrderActionField {
    String    InvestorID
    String    ParkedOrderActionID
    String    InvestUnitID
    String    BrokerID
}

ReqSettlementInfoConfirm

CThostFtdcSettlementInfoConfirmField {
    String    BrokerID
    String    InvestorID
    String    ConfirmDate
    String    ConfirmTime
    Number    SettlementID
    String    AccountID
    String    CurrencyID
}

ReqTradingAccountPasswordUpdate

CThostFtdcTradingAccountPasswordUpdateField {
    String    NewPassword
    String    CurrencyID
    String    BrokerID
    String    AccountID
    String    OldPassword
}

ReqUserAuthMethod

CThostFtdcReqUserAuthMethodField {
    String    TradingDay
    String    BrokerID
    String    UserID
}

ReqUserLogout

CThostFtdcUserLogoutField {
    String    BrokerID
    String    UserID
}

ReqUserPasswordUpdate

CThostFtdcUserPasswordUpdateField {
    String    UserID
    String    OldPassword
    String    NewPassword
    String    BrokerID
}