Skip to content

Commit 8928328

Browse files
适配 KTrader-Broker-API v1.1.1 更新
CtpTdApi.queryFuturesCommissionRate 实现了申报手续费的二次查询等待 修复了 Security.optionsStrikePrice 可能为 Double.MAX_VALUE 的 Bug 更改 getTradingDay 实现 添加 examples 示例项目
1 parent e110512 commit 8928328

File tree

14 files changed

+412
-40
lines changed

14 files changed

+412
-40
lines changed

README.md

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -15,7 +15,7 @@ repositories {
1515
}
1616

1717
dependencies {
18-
implementation("org.rationalityfrontline.ktrader:ktrader-broker-ctp:1.1.0")
18+
implementation("org.rationalityfrontline.ktrader:ktrader-broker-ctp:1.1.1")
1919
}
2020
```
2121

@@ -25,7 +25,7 @@ dependencies {
2525
<dependency>
2626
<groupId>org.rationalityfrontline.ktrader</groupId>
2727
<artifactId>ktrader-broker-ctp</artifactId>
28-
<version>1.1.0</version>
28+
<version>1.1.1</version>
2929
</dependency>
3030
```
3131

examples/library-basic/README.md

Lines changed: 13 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,13 @@
1+
# Library-Example-Basic
2+
展示以类库方式使用 [KTrader-Broker-CTP](https://github.com/ktrader-tech/ktrader-broker-ctp) 的最简单基础的示例项目。
3+
4+
## 运行
5+
1. 将 ./app/src/main/kotlin/com/example/basic/App.kt 中的 config 中的内容替换为你自己的测试账号的登录参数。
6+
2. 在当前目录下运行命令 `.\gradlew run`(Windows) 或 `./gradlew run`(Linux) 。
7+
8+
在一开始你会看到以下输出信息,这与日志打印相关,不影响项目运行。在类库依赖中添加一个 [SLF4J](http://www.slf4j.org/) 支持的日志类库即可消除该信息。
9+
```text
10+
SLF4J: Failed to load class "org.slf4j.impl.StaticLoggerBinder".
11+
SLF4J: Defaulting to no-operation (NOP) logger implementation
12+
SLF4J: See http://www.slf4j.org/codes.html#StaticLoggerBinder for further details.
13+
```
Lines changed: 16 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,16 @@
1+
plugins {
2+
kotlin("jvm") version "1.5.21"
3+
application
4+
}
5+
6+
repositories {
7+
mavenCentral()
8+
}
9+
10+
dependencies {
11+
implementation("org.rationalityfrontline.ktrader:ktrader-broker-ctp:1.1.1")
12+
}
13+
14+
application {
15+
mainClass.set("com.example.basic.AppKt")
16+
}
Lines changed: 70 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,70 @@
1+
package com.example.basic
2+
3+
import kotlinx.coroutines.runBlocking
4+
import org.rationalityfrontline.kevent.KEVENT
5+
import org.rationalityfrontline.ktrader.broker.api.*
6+
import org.rationalityfrontline.ktrader.broker.ctp.CtpBrokerApi
7+
8+
fun main() {
9+
println("------------ 启动 ------------")
10+
// 创建 CTP 配置参数
11+
val config = mutableMapOf(
12+
"mdFronts" to listOf( // 行情前置地址
13+
"tcp://0.0.0.0:0",
14+
),
15+
"tdFronts" to listOf( // 交易前置地址
16+
"tcp://0.0.0.0:0",
17+
),
18+
"investorId" to "123456", // 资金账号
19+
"password" to "123456", // 资金账号密码
20+
"brokerId" to "1234", // BROKER ID
21+
"appId" to "rf_ktrader_1.0.0", // APPID
22+
"authCode" to "ASDFGHJKL", // 授权码
23+
"cachePath" to "./build/flow/", // 本地缓存文件存储目录
24+
"disableAutoSubscribe" to false, // 是否禁用自动订阅
25+
"disableFeeCalculation" to false, // 是否禁用费用计算
26+
)
27+
// 创建 CtpBrokerApi 实例
28+
val api = CtpBrokerApi(config, KEVENT)
29+
// 订阅所有事件
30+
KEVENT.subscribeMultiple<BrokerEvent>(BrokerEventType.values().asList()) { event -> runBlocking {
31+
// 处理事件推送
32+
val brokerEvent = event.data
33+
when (brokerEvent.type) {
34+
// Tick 推送
35+
BrokerEventType.MD_TICK -> {
36+
val tick = brokerEvent.data as Tick
37+
// 当某合约触及涨停价时,以跌停价挂1手多单开仓限价委托单
38+
if (tick.lastPrice == tick.todayHighLimitPrice) {
39+
api.insertOrder(tick.code, tick.todayLowLimitPrice, 1, Direction.LONG, OrderOffset.OPEN, OrderType.LIMIT)
40+
}
41+
}
42+
// 其它事件(网络连接、订单回报、成交回报等)
43+
else -> {
44+
println(brokerEvent)
45+
}
46+
}
47+
}}
48+
// 测试 api
49+
runBlocking {
50+
api.connect()
51+
println("CTP 已连接")
52+
println("当前交易日:${api.getTradingDay()}")
53+
println("查询账户资金:")
54+
println(api.queryAssets())
55+
println("查询账户持仓:")
56+
println(api.queryPositions().joinToString("\n"))
57+
println("查询当日全部订单:")
58+
println(api.queryOrders(onlyUnfinished = false).joinToString("\n"))
59+
println("查询当日全部成交记录:")
60+
println(api.queryTrades().joinToString("\n"))
61+
// 订阅行情
62+
api.subscribeMarketData("SHFE.ru2109")
63+
// Thread.currentThread().join() // 如果需要 7x24 小时不间断运行,取消注释此行。(如需主动退出运行请使用 System.exit(0) 或 exitProcess(0))
64+
api.close()
65+
println("CTP 已关闭")
66+
}
67+
// 清空 KEVENT
68+
KEVENT.clear()
69+
println("------------ 退出 ------------")
70+
}
57.8 KB
Binary file not shown.
Lines changed: 5 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,5 @@
1+
distributionBase=GRADLE_USER_HOME
2+
distributionPath=wrapper/dists
3+
distributionUrl=https\://services.gradle.org/distributions/gradle-6.8.2-bin.zip
4+
zipStoreBase=GRADLE_USER_HOME
5+
zipStorePath=wrapper/dists

examples/library-basic/gradlew

Lines changed: 185 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,185 @@
1+
#!/usr/bin/env sh
2+
3+
#
4+
# Copyright 2015 the original author or authors.
5+
#
6+
# Licensed under the Apache License, Version 2.0 (the "License");
7+
# you may not use this file except in compliance with the License.
8+
# You may obtain a copy of the License at
9+
#
10+
# https://www.apache.org/licenses/LICENSE-2.0
11+
#
12+
# Unless required by applicable law or agreed to in writing, software
13+
# distributed under the License is distributed on an "AS IS" BASIS,
14+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
15+
# See the License for the specific language governing permissions and
16+
# limitations under the License.
17+
#
18+
19+
##############################################################################
20+
##
21+
## Gradle start up script for UN*X
22+
##
23+
##############################################################################
24+
25+
# Attempt to set APP_HOME
26+
# Resolve links: $0 may be a link
27+
PRG="$0"
28+
# Need this for relative symlinks.
29+
while [ -h "$PRG" ] ; do
30+
ls=`ls -ld "$PRG"`
31+
link=`expr "$ls" : '.*-> \(.*\)$'`
32+
if expr "$link" : '/.*' > /dev/null; then
33+
PRG="$link"
34+
else
35+
PRG=`dirname "$PRG"`"/$link"
36+
fi
37+
done
38+
SAVED="`pwd`"
39+
cd "`dirname \"$PRG\"`/" >/dev/null
40+
APP_HOME="`pwd -P`"
41+
cd "$SAVED" >/dev/null
42+
43+
APP_NAME="Gradle"
44+
APP_BASE_NAME=`basename "$0"`
45+
46+
# Add default JVM options here. You can also use JAVA_OPTS and GRADLE_OPTS to pass JVM options to this script.
47+
DEFAULT_JVM_OPTS='"-Xmx64m" "-Xms64m"'
48+
49+
# Use the maximum available, or set MAX_FD != -1 to use that value.
50+
MAX_FD="maximum"
51+
52+
warn () {
53+
echo "$*"
54+
}
55+
56+
die () {
57+
echo
58+
echo "$*"
59+
echo
60+
exit 1
61+
}
62+
63+
# OS specific support (must be 'true' or 'false').
64+
cygwin=false
65+
msys=false
66+
darwin=false
67+
nonstop=false
68+
case "`uname`" in
69+
CYGWIN* )
70+
cygwin=true
71+
;;
72+
Darwin* )
73+
darwin=true
74+
;;
75+
MINGW* )
76+
msys=true
77+
;;
78+
NONSTOP* )
79+
nonstop=true
80+
;;
81+
esac
82+
83+
CLASSPATH=$APP_HOME/gradle/wrapper/gradle-wrapper.jar
84+
85+
86+
# Determine the Java command to use to start the JVM.
87+
if [ -n "$JAVA_HOME" ] ; then
88+
if [ -x "$JAVA_HOME/jre/sh/java" ] ; then
89+
# IBM's JDK on AIX uses strange locations for the executables
90+
JAVACMD="$JAVA_HOME/jre/sh/java"
91+
else
92+
JAVACMD="$JAVA_HOME/bin/java"
93+
fi
94+
if [ ! -x "$JAVACMD" ] ; then
95+
die "ERROR: JAVA_HOME is set to an invalid directory: $JAVA_HOME
96+
97+
Please set the JAVA_HOME variable in your environment to match the
98+
location of your Java installation."
99+
fi
100+
else
101+
JAVACMD="java"
102+
which java >/dev/null 2>&1 || die "ERROR: JAVA_HOME is not set and no 'java' command could be found in your PATH.
103+
104+
Please set the JAVA_HOME variable in your environment to match the
105+
location of your Java installation."
106+
fi
107+
108+
# Increase the maximum file descriptors if we can.
109+
if [ "$cygwin" = "false" -a "$darwin" = "false" -a "$nonstop" = "false" ] ; then
110+
MAX_FD_LIMIT=`ulimit -H -n`
111+
if [ $? -eq 0 ] ; then
112+
if [ "$MAX_FD" = "maximum" -o "$MAX_FD" = "max" ] ; then
113+
MAX_FD="$MAX_FD_LIMIT"
114+
fi
115+
ulimit -n $MAX_FD
116+
if [ $? -ne 0 ] ; then
117+
warn "Could not set maximum file descriptor limit: $MAX_FD"
118+
fi
119+
else
120+
warn "Could not query maximum file descriptor limit: $MAX_FD_LIMIT"
121+
fi
122+
fi
123+
124+
# For Darwin, add options to specify how the application appears in the dock
125+
if $darwin; then
126+
GRADLE_OPTS="$GRADLE_OPTS \"-Xdock:name=$APP_NAME\" \"-Xdock:icon=$APP_HOME/media/gradle.icns\""
127+
fi
128+
129+
# For Cygwin or MSYS, switch paths to Windows format before running java
130+
if [ "$cygwin" = "true" -o "$msys" = "true" ] ; then
131+
APP_HOME=`cygpath --path --mixed "$APP_HOME"`
132+
CLASSPATH=`cygpath --path --mixed "$CLASSPATH"`
133+
134+
JAVACMD=`cygpath --unix "$JAVACMD"`
135+
136+
# We build the pattern for arguments to be converted via cygpath
137+
ROOTDIRSRAW=`find -L / -maxdepth 1 -mindepth 1 -type d 2>/dev/null`
138+
SEP=""
139+
for dir in $ROOTDIRSRAW ; do
140+
ROOTDIRS="$ROOTDIRS$SEP$dir"
141+
SEP="|"
142+
done
143+
OURCYGPATTERN="(^($ROOTDIRS))"
144+
# Add a user-defined pattern to the cygpath arguments
145+
if [ "$GRADLE_CYGPATTERN" != "" ] ; then
146+
OURCYGPATTERN="$OURCYGPATTERN|($GRADLE_CYGPATTERN)"
147+
fi
148+
# Now convert the arguments - kludge to limit ourselves to /bin/sh
149+
i=0
150+
for arg in "$@" ; do
151+
CHECK=`echo "$arg"|egrep -c "$OURCYGPATTERN" -`
152+
CHECK2=`echo "$arg"|egrep -c "^-"` ### Determine if an option
153+
154+
if [ $CHECK -ne 0 ] && [ $CHECK2 -eq 0 ] ; then ### Added a condition
155+
eval `echo args$i`=`cygpath --path --ignore --mixed "$arg"`
156+
else
157+
eval `echo args$i`="\"$arg\""
158+
fi
159+
i=`expr $i + 1`
160+
done
161+
case $i in
162+
0) set -- ;;
163+
1) set -- "$args0" ;;
164+
2) set -- "$args0" "$args1" ;;
165+
3) set -- "$args0" "$args1" "$args2" ;;
166+
4) set -- "$args0" "$args1" "$args2" "$args3" ;;
167+
5) set -- "$args0" "$args1" "$args2" "$args3" "$args4" ;;
168+
6) set -- "$args0" "$args1" "$args2" "$args3" "$args4" "$args5" ;;
169+
7) set -- "$args0" "$args1" "$args2" "$args3" "$args4" "$args5" "$args6" ;;
170+
8) set -- "$args0" "$args1" "$args2" "$args3" "$args4" "$args5" "$args6" "$args7" ;;
171+
9) set -- "$args0" "$args1" "$args2" "$args3" "$args4" "$args5" "$args6" "$args7" "$args8" ;;
172+
esac
173+
fi
174+
175+
# Escape application args
176+
save () {
177+
for i do printf %s\\n "$i" | sed "s/'/'\\\\''/g;1s/^/'/;\$s/\$/' \\\\/" ; done
178+
echo " "
179+
}
180+
APP_ARGS=`save "$@"`
181+
182+
# Collect all arguments for the java command, following the shell quoting and substitution rules
183+
eval set -- $DEFAULT_JVM_OPTS $JAVA_OPTS $GRADLE_OPTS "\"-Dorg.gradle.appname=$APP_BASE_NAME\"" -classpath "\"$CLASSPATH\"" org.gradle.wrapper.GradleWrapperMain "$APP_ARGS"
184+
185+
exec "$JAVACMD" "$@"

0 commit comments

Comments
 (0)