# vnpy_ctp

**Repository Path**: marketmaking/vnpy_ctp

## Basic Information

- **Project Name**: vnpy_ctp
- **Description**: vn.py框架的CTP交易接口
- **Primary Language**: C++
- **License**: MIT
- **Default Branch**: main
- **Homepage**: https://www.vnpy.com
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 60
- **Created**: 2022-10-13
- **Last Updated**: 2022-10-13

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# VeighNa框架的CTP底层接口 修改版本

ctp_gateway 修改函数
支持了timestamp 不同数据类型的情况

```python
    def onRtnOrder(self, data: dict) -> None:
        """委托更新推送"""
        if not self.contract_inited:
            self.order_data.append(data)
            return

        symbol: str = data["InstrumentID"]
        contract: ContractData = symbol_contract_map[symbol]

        frontid: int = data["FrontID"]
        sessionid: int = data["SessionID"]
        order_ref: str = data["OrderRef"]
        orderid: str = f"{frontid}_{sessionid}_{order_ref}"

        timestamp: str = f"{data['InsertDate']} {data['InsertTime']}"
        # print(timestamp)
        # dt: datetime = datetime.strptime(timestamp, "%Y%m%d %H:%M:%S")
        # dt: datetime = CHINA_TZ.localize(dt)
        if len(str(int(timestamp))) == 8:
            print(timestamp[:4], timestamp[4:6], timestamp[6:8])
            year = int(timestamp[:4])
            month = int(timestamp[4:6])
            day = int(timestamp[6:8])
            now = date(year, month, day)
            dt: datetime = now.strftime("%Y%m%d %H:%M:%S")
            # dt: datetime = dt.replace(tzinfo=CHINA_TZ)
            print(dt)
        else:
            dt: datetime = datetime.strptime(timestamp, "%Y%m%d %H:%M:%S")
            dt: datetime = dt.replace(tzinfo=CHINA_TZ)

        tp: tuple = (data["OrderPriceType"], data["TimeCondition"], data["VolumeCondition"])
        order: OrderData = OrderData(
            symbol=symbol,
            exchange=contract.exchange,
            orderid=orderid,
            type=ORDERTYPE_CTP2VT[tp],
            direction=DIRECTION_CTP2VT[data["Direction"]],
            offset=OFFSET_CTP2VT[data["CombOffsetFlag"]],
            price=data["LimitPrice"],
            volume=data["VolumeTotalOriginal"],
            traded=data["VolumeTraded"],
            status=STATUS_CTP2VT[data["OrderStatus"]],
            datetime=dt,
            gateway_name=self.gateway_name
        )
        self.gateway.on_order(order)

        self.sysid_orderid_map[data["OrderSysID"]] = orderid


```

<p align="center">
  <img src ="https://vnpy.oss-cn-shanghai.aliyuncs.com/vnpy-logo.png"/>
</p>

<p align="center">
    <img src ="https://img.shields.io/badge/version-6.6.7.0-blueviolet.svg"/>
    <img src ="https://img.shields.io/badge/platform-windows|linux-yellow.svg"/>
    <img src ="https://img.shields.io/badge/python-3.7|3.8|3.9|3.10-blue.svg" />
    <img src ="https://img.shields.io/github/license/vnpy/vnpy.svg?color=orange"/>
</p>

## 说明

基于CTP期货版的6.6.7接口封装开发，接口中自带的是【穿透式实盘环境】的dll文件。

## 安装

安装环境推荐基于3.3.0版本以上的【[**VeighNa Studio**](https://www.vnpy.com)】。

直接使用pip命令：

```
pip install vnpy_ctp
```


或者下载源代码后，解压后在cmd中运行：

```
pip install .
```

使用源代码安装时需要进行C++编译，因此在执行上述命令之前请确保已经安装了【Visual Studio（Windows）】或者【GCC（Linux）】编译器。

## 使用

以脚本方式启动（script/run.py）：

```
from vnpy.event import EventEngine
from vnpy.trader.engine import MainEngine
from vnpy.trader.ui import MainWindow, create_qapp

from vnpy_ctp import CtpGateway


def main():
    """主入口函数"""
    qapp = create_qapp()

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(CtpGateway)
    
    main_window = MainWindow(main_engine, event_engine)
    main_window.showMaximized()

    qapp.exec()


if __name__ == "__main__":
    main()
```