資源簡(jiǎn)介
原生python ctp
親測(cè)可用,提供與ctp完全一致的接口。

代碼片段和文件信息
#?-*-?coding:?UTF-8?-*-
import?threading?signal?sys?os
from?ctypes?import?*;
from?ctp.CtpApiStruct?import?*;
from?ctp.CThostFtdcMdSpi?import?*;
from?ctp.CThostFtdcMdApi?import?*;
class?MyMdSpi(CThostFtdcMdSpi):
????def?OnFrontConnected(self):
????????print(‘connect?successfully.‘)
????????field?=?CThostFtdcReqUserLoginField()
????????field.BrokerID?=?b‘broker888‘
????????field.UserID?=?b‘user‘
????????field.Password?=?b‘passwd‘
????????api.ReqUserLogin(byref(field)?1000)
????def?OnFrontDisconnected(self?nReason):
????????print(‘disconnect:?‘?+?str(nReason))
????def?OnRspUserLogin(self?pRspUserLogin?pRspInfo?nRequestID?bIsLast):
????????print(‘login?successfully.‘)
????????insts?=?(c_char_p?*?3)()
????????insts[0]?=?b‘ZC801‘
????????insts[1]?=?b‘rb1801‘
????????api.SubscribeMarketData(byref(insts)?2)
????def?OnRspSubMarketData(self?pSpecificInstrument?pRspInfo?nRequestID?bIsLast):
????????print(‘subscribe:?‘?+?pSpecificInstrument.contents.InstrumentID.decode())
????def?OnRtnDepthMarketData(self?pDepthMarketData):
????????print?(“%s.%s?%s?%.2f?%.2f?%d?%.2f?%d?%d?%.2f“?%
????????????????????(pDepthMarketData.contents.UpdateTime
?????????????????????pDepthMarketData.contents.UpdateMillisec
?????????????????????pDepthMarketData.contents.InstrumentID
?????????????????????pDepthMarketData.contents.LastPrice
?????????????????????pDepthMarketData.contents.BidPrice1
?????????????????????pDepthMarketData.contents.BidVolume1
?????????????????????pDepthMarketData.contents.AskPrice1
?????????????????????pDepthMarketData.contents.AskVolume1
?????????????????????pDepthMarketData.contents.Volume
?????????????????????pDepthMarketData.contents.Turnover))
CDLL(“./v6.3.6/libthostmduserapi.so“?mode=RTLD_GLOBAL)
CDLL(“./v6.3.6/libthosttraderapi.so“?mode=RTLD_GLOBAL)
CThostFtdcMdSpi._dll?=?cdll.LoadLibrary(‘./libpyctpmdapi.so‘)
CThostFtdcMdApi._dll?=?cdll.LoadLibrary(‘./libpyctpmdapi.so‘)
md_addr?=?b‘tcp://180.168.102.194:41213‘
tmp_path?=?‘./tmp‘
if?not?os.path.exists(tmp_path):
????os.makedirs(tmp_path)
spi?=?MyMdSpi()
api?=?CThostFtdcMdApi(tmp_path?+?‘/‘)
def?run():
????global?api
????global?md_addr
????print(‘connect?to?market?server:?‘?+?md_addr.decode())
????api.RegisterSpi(spi.GetSpi())
????api.RegisterFront(md_addr)
????api.Init()
????print(“market?run...“)
def?quit(signo?frame):
????global?api
????global?spi
????print(“exit(%d)!“?%?signo)
????api.RegisterSpi(None)
????api.Release()
????del?spi
????sys.exit()
signal.signal(signal.SIGINT?quit)
signal.signal(signal.SIGTERM?quit)
ser?=?threading.Thread(target?=?run)
ser.setDaemon(True)
ser.start()
while?True:
????pass
?屬性????????????大小?????日期????時(shí)間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2017-11-21?14:55??pyctp-master\
?????目錄???????????0??2017-11-21?14:55??pyctp-master\.gitignore\
?????文件?????????270??2017-11-21?14:55??pyctp-master\.gitignore\.gitignore
?????文件??????????65??2017-11-21?14:55??pyctp-master\README.md
?????目錄???????????0??2017-11-21?14:55??pyctp-master\source\
?????目錄???????????0??2017-11-21?14:55??pyctp-master\source\cpp\
?????文件????????8637??2017-11-21?14:55??pyctp-master\source\cpp\pyctpmdapi.cpp
?????文件????????1242??2017-11-21?14:55??pyctp-master\source\cpp\pyctpmdapi.h
?????文件???????85891??2017-11-21?14:55??pyctp-master\source\cpp\pyctptraderapi.cpp
?????文件????????8845??2017-11-21?14:55??pyctp-master\source\cpp\pyctptraderapi.h
?????目錄???????????0??2017-11-21?14:55??pyctp-master\source\ctp\
?????文件????????1961??2017-11-21?14:55??pyctp-master\source\ctp\CThostFtdcMdApi.py
?????文件????????5444??2017-11-21?14:55??pyctp-master\source\ctp\CThostFtdcMdSpi.py
?????文件???????13587??2017-11-21?14:55??pyctp-master\source\ctp\CThostFtdcTraderApi.py
?????文件???????54617??2017-11-21?14:55??pyctp-master\source\ctp\CThostFtdcTraderSpi.py
?????文件??????183301??2017-11-21?14:55??pyctp-master\source\ctp\CtpApiStruct.py
?????文件??????????93??2017-11-21?14:55??pyctp-master\source\ctp\PyCtpob
?????文件??????????23??2017-11-21?14:55??pyctp-master\source\ctp\__init__.py
?????文件???????21961??2017-11-21?14:55??pyctp-master\source\libpyctpmdapi.so
?????文件??????122417??2017-11-21?14:55??pyctp-master\source\libpyctptraderapi.so
?????文件??????????91??2017-11-21?14:55??pyctp-master\source\md.sh
?????文件????????2644??2017-11-21?14:55??pyctp-master\source\test_md.py
?????文件????????7005??2017-11-21?14:55??pyctp-master\source\test_trader.py
?????文件??????????99??2017-11-21?14:55??pyctp-master\source\trader.sh
?????目錄???????????0??2017-11-21?14:55??pyctp-master\source\v6.3.6\
?????文件????????6032??2017-11-21?14:55??pyctp-master\source\v6.3.6\ThostFtdcMdApi.h
?????文件???????33526??2017-11-21?14:55??pyctp-master\source\v6.3.6\ThostFtdcTraderApi.h
?????文件??????252114??2017-11-21?14:55??pyctp-master\source\v6.3.6\ThostFtdcUserApiDataType.h
?????文件??????221502??2017-11-21?14:55??pyctp-master\source\v6.3.6\ThostFtdcUserApiStruct.h
?????文件?????????184??2017-11-21?14:55??pyctp-master\source\v6.3.6\error.dtd
?????文件???????15366??2017-11-21?14:55??pyctp-master\source\v6.3.6\error.xm
............此處省略2個(gè)文件信息
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