QATrader兼容 QIFI协议标准
pip install QATRADER
QATRADER 会逐步开放多个语言的实现
==> GO Client
==> Rust Client
QATRADER websocket 接入的期货交易/ 并给予HTTP接口方便快速调用业务(可自行封装)
需要先行配置好Rabbitmq/ quantaxis_pubsub
rabbitmq ubuntu一键部署 https://github.com/yutiansut/QUANTAXIS_RUN/blob/master/ubuntu_install.bash
windows 可以参考, erlang/rabbit的安装文件在群文件中有
安装部署可以参见: 安装参考
策略无需考虑交易的部分, 及策略只负责从数据库读取实时的账户数据/ 并发送业务请求到EVENT MQ即可实现交易
这种设置主要是为了单账户多策略/ 以及单策略多市场等考虑
eventmq的接入模式速度较快, 延迟也较低
AMQP协议天生也支持多个语言: c++/java/python/go/javascript/rust (具体可以在github搜索 rabbitmq的相关支持)
QUANTAIXS的python版本的api接入 采用quantaxis_pubsub
详细信息可以参考:[eventmq](## EVENTMQ 接入API)
在pip install 之后, 在命令行输入
qatraderserver
即可开启http端口(8020)
账户相关
查询账户组合: [GET] http://localhost:8020/tradeaccounts?action=list_sim
查询单个账户: [GET] http://localhost:8020/tradeaccounts?action=query_account&account_cookie=1010101
查询账户历史(昨日 前日这些) [GET] http://localhost:8020/tradeaccounts?action=query_accounthistory&account_cookie=1010101
查询账户的资金曲线 [GET] http://localhost:8020/tradeaccounts?action=query_accounthistorytick&account_cookie=1010101
订单相关 [POST] http://localhost:8020/order?action={}&acc={}
下单: [POST]
attention:
- exchange 内的交易所大写
- direction/offset 大写
撤单 [POST]
http://localhost:8020/order?action=cancel_order&acc=1010101&order_id=xxxxx
转账 [POST]
http://localhost:8020/order?action=transfer&acc=1010101&type=real&amount=100
查询银行 [POST] (实盘独有API)
http://localhost:8020/order?action=query_bank&acc=1010101&type=real&bank_id=1
修改密码 [POST]
http://localhost:8020/order?action=change_password&acc=1010101&new_password=xxxx&type=real
查询结算单 [POST]
http://localhost:8020/order?action=query_settlement&acc=1010101&day=20190818
获取账户数据:
acc = pymongo.MongoClient().QAREALTIME.account.find_one({'account_cookie':'xxxx'})
# 基础信息
print(acc['accounts'])
# 持仓
print(acc['positions'])
# 订单
print(acc['orders'])
# 交易
print(acc['trades'])
# 银期转账
print(acc['transfer'])
# 查询银行(多银行)
print(acc['banks'])当然 除了从数据库获取, 你也可以从业务平台上订阅该账户的增量信息
from QAPUBSUB import consumer
import json
from QAREALTIME.setting import real_account_mongo_ip
z = consumer.subscriber_routing(host='127.0.0.1', user='admin', password='admin',exchange='QAACCOUNT',routing_key='812572')
import pandas as pd
import QUANTAXIS as QA
def parse(a, b, c, body):
z = json.loads(str(body, encoding='utf-8'))
# QA.QA_util_log_info(z)
if z['aid'] == 'rtn_data':
data = z['data'][0]['trade']
account_cookie = str(list(data.keys())[0])
QA.QA_util_log_info(data)
user_id = data[account_cookie]['user_id']
accounts = data[account_cookie]['accounts']['CNY']
positions = data[account_cookie]['positions']
orders = data[account_cookie]['orders']
trades = data[account_cookie]['trades']
banks = data[account_cookie]['banks']
transfers = data[account_cookie]['transfers']
QA.QA_util_log_info("======================= QUANTAXIS ::{}=======================".format(
account_cookie))
QA.QA_util_log_info("== pre_balance " + str(accounts['pre_balance']) +
"== balance " + str(accounts['balance']))
QA.QA_util_log_info("== 可用资金 " + str(accounts['available']) +
"== 冻结保证金 " + str(accounts['margin']) +
"== risk_ratio " + str(accounts['risk_ratio']))
QA.QA_util_log_info('== position_profit ' +
str(accounts['position_profit']))
QA.QA_util_log_info("==============POSITIONS===============")
QA.QA_util_log_info(pd.DataFrame(positions))
QA.QA_util_log_info("==============ORDERS==================")
QA.QA_util_log_info(pd.DataFrame(orders))
QA.QA_util_log_info("==============TRADERS==================")
QA.QA_util_log_info(pd.DataFrame(trades))
z.callback = parse
z.start()下单:
from QAPUBSUB import producer
p = producer.publisher_routing(
user='admin', password='admin', host=host, exchange='QAORDER_ROUTER')
p.pub(json.dumps({
'topic': 'sendorder',
'account_cookie': '111111',
'strategy_id': 'test',
'code': 'rb1910',
'price': 4750,
'order_direction': 'BUY',
'order_offset': 'OPEN',
'volume': 1,
'order_time': str(datetime.datetime.now()),
'exchange_id': 'SHFE'
}), routing_key='111111')撤单:
from QAPUBSUB import producer
p = producer.publisher_routing(
user='admin', password='admin', host=host, exchange='QAORDER_ROUTER')
p.pub(json.dumps({
'topic':'cancel_order',
'order_id':'xxxx'}), routing_key=acc)
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