node-ctp
高性能期货程序化交易框架
Why?
Shif发布的CTP接口是基于C++语言开发的,我们使用CTP开发交易策略软件时,一般也使用C++语言。 我本人觉得这样不是很方便,封装成Node.js模块,我考虑基于以下两点:
1. 使用Javascript极大的方便了交易策略的编写。
2. 提供了一个高性能的并发框架,并支持多账户交易。
Demo
我们可以这样调用CTP接口 行情订阅调用示例
var ctp = require('node-ctp');ctp.settings({log:true});var mduser = ctp.createMduser({ connect() { console.log("on connected"); this.reqUserLogin('', '', '', function(result) {}); }, rspUserLogin(requestId, isLast, field, info) { console.log("on rspUserLogin", arguments) this.subscribeMarketData(['rb1801'], function(result) { console.log('subscribeMarketData result:' + result); }); }, rspSubMarketData(requestId, isLast, field, info) { console.log("on rspSubMarketData", arguments) }, rspUnSubMarketData(requestId, isLast, field, info) { console.log("on rspUnSubMarketData", arguments) }, rtnDepthMarketData(field) { console.log("on rtnDepthMarketData", field); }, rspError(requestId, isLast, info) { console.log(requestId, isLast, info) }}); mduser.connect('ctp url', 'conn/tmp', function (result){ console.log(result); });
交易接口示例
//confirm ctp = require('node-ctp');ctp.settings({ log: true});var trader = ctp.createTrader({ connect() { console.log("on connected"); this.reqUserLogin('', '', '', function(result, iRequestID) { console.log('login return val is ' + result); }); }, rspUserLogin(requestId, isLast, field, info) { console.log(JSON.stringify(field)); console.log(info); this.reqQrySettlementInfo('', '', '', function(result, iRequestID) { console.log('settlementinfo return val is ' + result); }); var tradingDay = this.getTradingDay(); console.log(tradingDay); }, rspInfoconfirm(requestId, isLast, field, info) { console.log() }, rqSettlementInfo(requestId, isLast, field, info) { console.log('rqsettlementinfo callback'); console.log(field); console.log(info); }, rtnOrder(field) { console.log(field); }, rspError(requestId, isLast, field) { console.log(JSON.stringify(field)); }}); trader.connect('',undefined,0,1,function(result){ console.log('connect return val is '+result);});