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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
javascript
Log(exchange.IO("api", "ReqQryInvestor"))
修改密码
javascript
exchange.IO("api", "ReqUserPasswordUpdate", {BrokerID: "9999", UserID: "11111", OldPassword: "oldpass", NewPassword: "newpass"})
复杂的例子:
javascript
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
javascript
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 文档 下载地址 : CTP-API-Interfacedescription-ct.zip
-
上期技术SIMNOW官网 : http://www.simnow.com.cn
CTP Api Reference
-
ReqBatchOrderAction
javascriptCThostFtdcInputBatchOrderActionField { Number OrderActionRef Number FrontID Number SessionID String InvestUnitID String IPAddress String MacAddress String BrokerID String InvestorID Number RequestID String ExchangeID String UserID } -
ReqCombActionInsert
javascriptCThostFtdcInputCombActionField { 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
javascriptCThostFtdcInputExecOrderActionField { 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
javascriptCThostFtdcInputExecOrderField { 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
javascriptCThostFtdcInputForQuoteField { String MacAddress String InvestorID String InstrumentID String IPAddress String ExchangeID String InvestUnitID String BrokerID String ForQuoteRef String UserID } -
ReqFromBankToFutureByFuture
javascriptCThostFtdcReqTransferField { 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
javascriptCThostFtdcReqTransferField { 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
javascriptCThostFtdcReqGenUserCaptchaField { String TradingDay String BrokerID String UserID } -
ReqGenUserText
javascriptCThostFtdcReqGenUserTextField { String BrokerID String UserID String TradingDay } -
ReqOptionSelfCloseAction
javascriptCThostFtdcInputOptionSelfCloseActionField { 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
javascriptCThostFtdcInputOptionSelfCloseField { 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
javascriptCThostFtdcInputOrderActionField { 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
javascriptCThostFtdcInputOrderField { 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
javascriptCThostFtdcParkedOrderActionField { 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
javascriptCThostFtdcParkedOrderField { 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
javascriptCThostFtdcQryAccountregisterField { String BankID String BankBranchID String CurrencyID String BrokerID String AccountID } -
ReqQryBrokerTradingAlgos
javascriptCThostFtdcQryBrokerTradingAlgosField { String BrokerID String ExchangeID String InstrumentID } -
ReqQryBrokerTradingParams
javascriptCThostFtdcQryBrokerTradingParamsField { String BrokerID String InvestorID String CurrencyID String AccountID } -
ReqQryCFMMCTradingAccountKey
javascriptCThostFtdcQryCFMMCTradingAccountKeyField { String BrokerID String InvestorID } -
ReqQryCombAction
javascriptCThostFtdcQryCombActionField { String InvestorID String InstrumentID String ExchangeID String InvestUnitID String BrokerID } -
ReqQryCombInstrumentGuard
javascriptCThostFtdcQryCombInstrumentGuardField { String BrokerID String InstrumentID String ExchangeID } -
ReqQryContractBank
javascriptCThostFtdcQryContractBankField { String BrokerID String BankID String BankBrchID } -
ReqQryDepthMarketData
javascriptCThostFtdcQryDepthMarketDataField { String InstrumentID String ExchangeID } -
ReqQryEWarrantOffset
javascriptCThostFtdcQryEWarrantOffsetField { String BrokerID String InvestorID String ExchangeID String InstrumentID String InvestUnitID } -
ReqQryExchange
javascriptCThostFtdcQryExchangeField { String ExchangeID } -
ReqQryExchangeMarginRate
javascriptCThostFtdcQryExchangeMarginRateField { String HedgeFlag // char String ExchangeID String BrokerID String InstrumentID } -
ReqQryExchangeMarginRateAdjust
javascriptCThostFtdcQryExchangeMarginRateAdjustField { String BrokerID String InstrumentID String HedgeFlag // char } -
ReqQryExchangeRate
javascriptCThostFtdcQryExchangeRateField { String BrokerID String FromCurrencyID String ToCurrencyID } -
ReqQryExecOrder
javascriptCThostFtdcQryExecOrderField { String InsertTimeStart String InsertTimeEnd String BrokerID String InvestorID String InstrumentID String ExchangeID String ExecOrderSysID } -
ReqQryForQuote
javascriptCThostFtdcQryForQuoteField { String InstrumentID String ExchangeID String InsertTimeStart String InsertTimeEnd String InvestUnitID String BrokerID String InvestorID } -
ReqQryInstrument
javascriptCThostFtdcQryInstrumentField { String InstrumentID String ExchangeID String ExchangeInstID String ProductID } -
ReqQryInstrumentCommissionRate
javascriptCThostFtdcQryInstrumentCommissionRateField { String BrokerID String InvestorID String InstrumentID String ExchangeID String InvestUnitID } -
ReqQryInstrumentMarginRate
javascriptCThostFtdcQryInstrumentMarginRateField { String InvestorID String InstrumentID String HedgeFlag // char String ExchangeID String InvestUnitID String BrokerID } -
ReqQryInstrumentOrderCommRate
javascriptCThostFtdcQryInstrumentOrderCommRateField { String BrokerID String InvestorID String InstrumentID } -
ReqQryInvestUnit
javascriptCThostFtdcQryInvestUnitField { String InvestorID String InvestUnitID String BrokerID } -
ReqQryInvestor
javascriptCThostFtdcQryInvestorField { String InvestorID String BrokerID } -
ReqQryInvestorPosition
javascriptCThostFtdcQryInvestorPositionField { String BrokerID String InvestorID String InstrumentID String ExchangeID String InvestUnitID } -
ReqQryInvestorPositionCombineDetail
javascriptCThostFtdcQryInvestorPositionCombineDetailField { String ExchangeID String InvestUnitID String BrokerID String InvestorID String CombInstrumentID } -
ReqQryInvestorPositionDetail
javascriptCThostFtdcQryInvestorPositionDetailField { String BrokerID String InvestorID String InstrumentID String ExchangeID String InvestUnitID } -
ReqQryInvestorProductGroupMargin
javascriptCThostFtdcQryInvestorProductGroupMarginField { String ProductGroupID String HedgeFlag // char String ExchangeID String InvestUnitID String BrokerID String InvestorID } -
ReqQryMMInstrumentCommissionRate
javascriptCThostFtdcQryMMInstrumentCommissionRateField { String BrokerID String InvestorID String InstrumentID } -
ReqQryMMOptionInstrCommRate
javascriptCThostFtdcQryMMOptionInstrCommRateField { String BrokerID String InvestorID String InstrumentID } -
ReqQryNotice
javascriptCThostFtdcQryNoticeField { String BrokerID } -
ReqQryOptionInstrCommRate
javascriptCThostFtdcQryOptionInstrCommRateField { String BrokerID String InvestorID String InstrumentID String ExchangeID String InvestUnitID } -
ReqQryOptionInstrTradeCost
javascriptCThostFtdcQryOptionInstrTradeCostField { String HedgeFlag // char Number InputPrice Number UnderlyingPrice String ExchangeID String InvestUnitID String BrokerID String InvestorID String InstrumentID } -
ReqQryOptionSelfClose
javascriptCThostFtdcQryOptionSelfCloseField { String InsertTimeStart String InsertTimeEnd String BrokerID String InvestorID String InstrumentID String ExchangeID String OptionSelfCloseSysID } -
ReqQryOrder
javascriptCThostFtdcQryOrderField { String InsertTimeEnd String InvestUnitID String BrokerID String InvestorID String InstrumentID String ExchangeID String OrderSysID String InsertTimeStart } -
ReqQryParkedOrder
javascriptCThostFtdcQryParkedOrderField { String BrokerID String InvestorID String InstrumentID String ExchangeID String InvestUnitID } -
ReqQryParkedOrderAction
javascriptCThostFtdcQryParkedOrderActionField { String InvestorID String InstrumentID String ExchangeID String InvestUnitID String BrokerID } -
ReqQryProduct
javascriptCThostFtdcQryProductField { String ProductID String ProductClass // char String ExchangeID } -
ReqQryProductExchRate
javascriptCThostFtdcQryProductExchRateField { String ProductID String ExchangeID } -
ReqQryProductGroup
javascriptCThostFtdcQryProductGroupField { String ProductID String ExchangeID } -
ReqQryQuote
javascriptCThostFtdcQryQuoteField { String InvestorID String InstrumentID String ExchangeID String QuoteSysID String InsertTimeStart String InsertTimeEnd String InvestUnitID String BrokerID } -
ReqQrySecAgentACIDMap
javascriptCThostFtdcQrySecAgentACIDMapField { String UserID String AccountID String CurrencyID String BrokerID } -
ReqQrySecAgentCheckMode
javascriptCThostFtdcQrySecAgentCheckModeField { String BrokerID String InvestorID } -
ReqQrySecAgentTradeInfo
javascriptCThostFtdcQrySecAgentTradeInfoField { String BrokerSecAgentID String BrokerID } -
ReqQrySecAgentTradingAccount
javascriptCThostFtdcQryTradingAccountField { String BrokerID String InvestorID String CurrencyID String BizType // char String AccountID } -
ReqQrySettlementInfo
javascriptCThostFtdcQrySettlementInfoField { String BrokerID String InvestorID String TradingDay String AccountID String CurrencyID } -
ReqQrySettlementInfoConfirm
javascriptCThostFtdcQrySettlementInfoConfirmField { String InvestorID String AccountID String CurrencyID String BrokerID } -
ReqQryTrade
javascriptCThostFtdcQryTradeField { String BrokerID String InvestorID String InstrumentID String ExchangeID String TradeID String TradeTimeStart String TradeTimeEnd String InvestUnitID } -
ReqQryTradingAccount
javascriptCThostFtdcQryTradingAccountField { String BrokerID String InvestorID String CurrencyID String BizType // char String AccountID } -
ReqQryTradingCode
javascriptCThostFtdcQryTradingCodeField { String InvestorID String ExchangeID String ClientID String ClientIDType // char String InvestUnitID String BrokerID } -
ReqQryTradingNotice
javascriptCThostFtdcQryTradingNoticeField { String BrokerID String InvestorID String InvestUnitID } -
ReqQryTransferBank
javascriptCThostFtdcQryTransferBankField { String BankBrchID String BankID } -
ReqQryTransferSerial
javascriptCThostFtdcQryTransferSerialField { String BrokerID String AccountID String BankID String CurrencyID } -
ReqQueryBankAccountMoneyByFuture
javascriptCThostFtdcReqQueryAccountField { 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
javascriptCThostFtdcQueryCFMMCTradingAccountTokenField { String InvestUnitID String BrokerID String InvestorID } -
ReqQueryMaxOrderVolume
javascriptCThostFtdcQueryMaxOrderVolumeField { String HedgeFlag // char Number MaxVolume String ExchangeID String InvestUnitID String BrokerID String Direction // char String OffsetFlag // char String InvestorID String InstrumentID } -
ReqQuoteAction
javascriptCThostFtdcInputQuoteActionField { 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
javascriptCThostFtdcInputQuoteField { 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
javascriptCThostFtdcRemoveParkedOrderField { String ParkedOrderID String InvestUnitID String BrokerID String InvestorID } -
ReqRemoveParkedOrderAction
javascriptCThostFtdcRemoveParkedOrderActionField { String InvestorID String ParkedOrderActionID String InvestUnitID String BrokerID } -
ReqSettlementInfoConfirm
javascriptCThostFtdcSettlementInfoConfirmField { String BrokerID String InvestorID String ConfirmDate String ConfirmTime Number SettlementID String AccountID String CurrencyID } -
ReqTradingAccountPasswordUpdate
javascriptCThostFtdcTradingAccountPasswordUpdateField { String NewPassword String CurrencyID String BrokerID String AccountID String OldPassword } -
ReqUserAuthMethod
javascriptCThostFtdcReqUserAuthMethodField { String TradingDay String BrokerID String UserID } -
ReqUserLogout
javascriptCThostFtdcUserLogoutField { String BrokerID String UserID } -
ReqUserPasswordUpdate
javascriptCThostFtdcUserPasswordUpdateField { String UserID String OldPassword String NewPassword String BrokerID }
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