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CTP IO Api Document
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创建于 2019-05-08 20:25:50  更新于 2019-05-09 12:39:04
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优宽量化的CTP(商品期货)终端提供了完整的全API实现, 当优宽平台的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

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 }
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