README
xyctp_test
此分支为了做穿透式API测试而存在 向期货公司递交程序化软件认证申请表之后，需使用该分支代码进行穿透式API测试，测试通过后期货公司会下发生产系统的认证码，然后方可用于实盘
warning
目前仅支持linux64和win64平台(win32平台未测试，理论上支持)
支持的nodejs版本: 8.x.x, 如: 8.16.1 (8以上版本不被支持)
compile
windows平台需要安装编译工具：npm install --global --production windows-build-tools
执行脚本：
npm run rebuild 或 yarn rebuild
execute
run example
node ./example/ctpapp.js
Example
请参看example
version
适配看穿式监管库, 适配的库版本: 6.3.19_T1 (实现了ctp所有的接口, 其中包含客户端认证及组播接口)
可能遇到的报错问题
执行 yarn build 命令时可能会遇到node.lib文件损坏的情况, 此时可去官网下载node.lib文件替换, 下载地址：[https://nodejs.org/dist/latest-v8.x/win-x64/node.lib]
API
WrapTd {}:
- getApiVersion
- init
- release
- dispose
- createFtdcTraderApi
- getTradingDay
- registerFront
- registerNameServer
- registerFensUserInfo
- subscribePrivateTopic
- subscribePublicTopic
- reqAuthenticate
- reqUserLogin
- reqUserLogout
- reqUserPasswordUpdate
- reqTradingAccountPasswordUpdate
- reqOrderInsert
- reqParkedOrderInsert
- reqParkedOrderAction
- reqOrderAction
- reqQueryMaxOrderVolume
- reqSettlementInfoConfirm
- reqRemoveParkedOrder
- reqRemoveParkedOrderAction
- reqExecOrderInsert
- reqExecOrderAction
- reqForQuoteInsert
- reqQuoteInsert
- reqQuoteAction
- reqBatchOrderAction
- reqCombActionInsert
- reqQryOrder
- reqQryTrade
- reqQryInvestorPosition
- reqQryTradingAccount
- reqQryInvestor
- reqQryTradingCode
- reqQryInstrumentMarginRate
- reqQryInstrumentCommissionRate
- reqQryExchange
- reqQryProduct
- reqQryInstrument
- reqQryDepthMarketData
- reqQrySettlementInfo
- reqQryTransferBank
- reqQryInvestorPositionDetail
- reqQryNotice
- reqQrySettlementInfoConfirm
- reqQryCFMMCTradingAccountKey
- reqQryEWarrantOffset
- reqQryInvestorProductGroupMargin
- reqQryExchangeMarginRate
- reqQryExchangeMarginRateAdjust
- reqQryExchangeRate
- reqQrySecAgentACIDMap
- reqQryProductExchRate
- reqQryProductGroup
- reqQryMMInstrumentCommissionRate
- reqQryMMOptionInstrCommRate
- reqQryInstrumentOrderCommRate
- reqQryOptionInstrTradeCost
- reqQryOptionInstrCommRate
- reqQryExecOrder
- reqQryForQuote
- reqQryQuote
- reqQryCombInstrumentGuard
- reqQryCombAction
- reqQryTransferSerial
- reqQryAccountregister
- reqQryContractBank
- reqQryParkedOrder
- reqQryParkedOrderAction
- reqQryTradingNotice
- reqQryBrokerTradingParams
- reqQryBrokerTradingAlgos
- reqQueryCFMMCTradingAccountToken
- reqFromBankToFutureByFuture
- reqFromFutureToBankByFuture
- reqQueryBankAccountMoneyByFuture
- reqQryInvestorPositionCombineDetail
- registerUserSystemInfo
- submitUserSystemInfo
- reqUserAuthMethod
- reqGenUserCaptcha
- reqGenUserText
- reqUserLoginWithCaptcha
- reqUserLoginWithText
- reqUserLoginWithOTP
- reqQrySecAgentTradeInfo
- reqQrySecAgentTradingAccount
- reqQrySecAgentCheckMode
- on
callback events:
- FrontConnected
- FrontDisconnected
- HeartBeatWarning
- RspAuthenticate
- RspUserLogin
- RspUserLogout
- RspUserPasswordUpdate
- RspTradingAccountPasswordUpdate
- RspOrderInsert
- RspParkedOrderInsert
- RspParkedOrderAction
- RspOrderAction
- RspQueryMaxOrderVolume
- RspSettlementInfoConfirm
- RspRemoveParkedOrder
- RspRemoveParkedOrderAction
- RspExecOrderInsert
- RspExecOrderAction
- RspForQuoteInsert
- RspQuoteInsert
- RspQuoteAction
- RspBatchOrderAction
- RspCombActionInsert
- RspQryOrder
- RspQryTrade
- RspQryInvestorPosition
- RspQryTradingAccount
- RspQryInvestor
- RspQryTradingCode
- RspQryInstrumentMarginRate
- RspQryInstrumentCommissionRate
- RspQryExchange
- RspQryProduct
- RspQryInstrument
- RspQryDepthMarketData
- RspQrySettlementInfo
- RspQryTransferBank
- RspQryInvestorPositionDetail
- RspQryNotice
- RspQrySettlementInfoConfirm
- RspQryInvestorPositionCombineDetail
- RspQryCFMMCTradingAccountKey
- RspQryEWarrantOffset
- RspQryInvestorProductGroupMargin
- RspQryExchangeMarginRate
- RspQryExchangeMarginRateAdjust
- RspQryExchangeRate
- RspQrySecAgentACIDMap
- RspQryProductExchRate
- RspQryProductGroup
- RspQryMMInstrumentCommissionRate
- RspQryMMOptionInstrCommRate
- RspQryInstrumentOrderCommRate
- RspQryOptionInstrTradeCost
- RspQryOptionInstrCommRate
- RspQryExecOrder
- RspQryForQuote
- RspQryQuote
- RspQryCombInstrumentGuard
- RspQryCombAction
- RspQryTransferSerial
- RspQryAccountregister
- RspError
- RtnOrder
- RtnTrade
- ErrRtnOrderInsert
- ErrRtnOrderAction
- RtnInstrumentStatus
- RtnBulletin
- RtnTradingNotice
- RtnErrorConditionalOrder
- RtnExecOrder
- ErrRtnExecOrderInsert
- ErrRtnExecOrderAction
- ErrRtnForQuoteInsert
- RtnQuote
- ErrRtnQuoteInsert
- ErrRtnQuoteAction
- RtnForQuoteRsp
- RtnCFMMCTradingAccountToken
- ErrRtnBatchOrderAction
- RtnCombAction
- ErrRtnCombActionInsert
- RspQryContractBank
- RspQryParkedOrder
- RspQryParkedOrderAction
- RspQryTradingNotice
- RspQryBrokerTradingParams
- RspQryBrokerTradingAlgos
- RspQueryCFMMCTradingAccountToken
- RtnFromBankToFutureByBank
- RtnFromFutureToBankByBank
- RtnRepealFromBankToFutureByBank
- RtnRepealFromFutureToBankByBank
- RtnFromBankToFutureByFuture
- RtnFromFutureToBankByFuture
- RtnRepealFromBankToFutureByFutureManual
- RtnRepealFromFutureToBankByFutureManual
- RtnQueryBankBalanceByFuture
- ErrRtnBankToFutureByFuture
- ErrRtnFutureToBankByFuture
- ErrRtnRepealBankToFutureByFutureManual
- ErrRtnRepealFutureToBankByFutureManual
- ErrRtnQueryBankBalanceByFuture
- RtnRepealFromBankToFutureByFuture
- RtnRepealFromFutureToBankByFuture
- RspFromBankToFutureByFuture
- RspFromFutureToBankByFuture
- RspQueryBankAccountMoneyByFuture
- RtnOpenAccountByBank
- RtnCancelAccountByBank
- RtnChangeAccountByBank
// 穿透式监管新增响应事件
- RspUserAuthMethod
- RspGenUserCaptcha
- RspGenUserText
- RspQrySecAgentTradeInfo
- RspQrySecAgentTradingAccount
- RspQrySecAgentCheckMode
WrapMd {}:
- init
- release
- dispose
- createFtdcMdApi
- getApiVersion
- getTradingDay
- registerFront
- registerNameServer
- registerFensUserInfo
- reqUserLogin
- reqUserLogout
- subscribeMarketData
- unSubscribeMarketData
- subscribeForQuoteRsp
- unSubscribeForQuoteRsp
- reqQryMulticastInstrument
- on
callback events:
- FrontConnected
- FrontDisconnected
- HeartBeatWarning
- RspUserLogin
- RspUserLogout
- RspQryMulticastInstrument
- RspError
- RspSubMarketData
- RspUnSubMarketData
- RspSubForQuoteRsp
- RspUnSubForQuoteRsp
- RtnDepthMarketData
- RtnForQuoteRsp
Rsp params
trade
onFrontConnected() {
}
onFrontDisconnected(nReason) {
}
onRspAuthenticate(data, rsp, nReqId, bIsLast) {
}
onRspUserLogin(data, rsp, nReqId, bIsLast) {
}
onRspUserLogout(data, rsp, nReqId, bIsLast) {
}
// 报单通知
onRtnOrder(data) {
}
// 成交通知
onRtnTrade(data) {
}
// 报单录入请求响应
onRspOrderInsert(data, rsp, nReqId, bIsLast) {
}
// 报单操作请求响应
onRspOrderAction(data, rsp, nReqId, bIsLast) {
}
// 预埋单录入请求响应
onRspParkedOrderInsert(data, rsp, nReqId, bIsLast) {
}
// 预埋撤单录入请求响应
onRspParkedOrderAction(data, rsp, nReqId, bIsLast) {
}
// 删除预埋单响应
onRspRemoveParkedOrder(data, rsp, nReqId, bIsLast) {
}
// 删除预埋撤单响应
onRspRemoveParkedOrderAction(data, rsp, nReqId, bIsLast) {
}
// 执行宣告录入请求响应
onRspExecOrderInsert(data, rsp, nReqId, bIsLast) {
}
// 执行宣告操作请求响应
onRspExecOrderAction(data, rsp, nReqId, bIsLast) {
}
// 询价录入请求响应
onRspForQuoteInsert(data, rsp, nReqId, bIsLast) {
}
// 报价录入请求响应
onRspQuoteInsert(data, rsp, nReqId, bIsLast) {
}
// 报价操作请求响应
onRspQuoteAction(data, rsp, nReqId, bIsLast) {
}
// 批量报单操作请求响应
onRspBatchOrderAction(data, rsp, nReqId, bIsLast) {
}
// 申请组合录入请求响应
onRspCombActionInsert(data, rsp, nReqId, bIsLast) {
}
// 请求查询报单响应
onRspQryOrder(data, rsp, nReqId, bIsLast) {
}
// 请求查询成交响应
onRspQryTrade(data, rsp, nReqId, bIsLast) {
}
// 查询最大报单数量响应
onRspQueryMaxOrderVolume(data, rsp, nReqId, bIsLast) {
}
// 投资者结算结果确认响应
onRspSettlementInfoConfirm(data, rsp, nReqId, bIsLast) {
}
// 请求查询投资者持仓响应
onRspQryInvestorPosition(data, rsp, nReqId, bIsLast) {
}
// 请求查询签约银行响应
onRspQryContractBank(data, rsp, nReqId, bIsLast) {
}
// 请求查询资金账户响应
onRspQryTradingAccount(data, rsp, nReqId, bIsLast) {
}
// 期货发起期货资金转银行应答
onRspFromFutureToBankByFuture(data, rsp, nReqId, bIsLast) {
}
// 期货发起银行资金转期货应答
onRspFromBankToFutureByFuture(data, rsp, nReqId, bIsLast) {
}
// 用户口令更新请求响应
onRspUserPasswordUpdate(data, rsp, nReqId, bIsLast) {
}
// 资金账户口令更新请求响应
onRspTradingAccountPasswordUpdate(data, rsp, nReqId, bIsLast) {
}
// 请求查询投资者响应
onRspQryInvestor(data, rsp, nReqId, bIsLast) {
}
// 请求查询交易编码响应
onRspQryTradingCode(data, rsp, nReqId, bIsLast) {
}
// 请求查询合约保证金率响应
onRspQryInstrumentMarginRate(data, rsp, nReqId, bIsLast) {
}
// 请求查询合约手续费率响应
onRspQryInstrumentCommissionRate(data, rsp, nReqId, bIsLast) {
}
// 请求查询交易所响应
onRspQryExchange(data, rsp, nReqId, bIsLast) {
}
// 请求查询产品响应
onRspQryProduct(data, rsp, nReqId, bIsLast) {
}
// 请求查询合约响应
onRspQryInstrument(data, rsp, nReqId, bIsLast) {
}
// 请求查询行情响应
onRspQryDepthMarketData(data, rsp, nReqId, bIsLast) {
}
// 请求查询投资者结算结果响应
onRspQrySettlementInfo(data, rsp, nReqId, bIsLast) {
}
// 请求查询转帐银行响应
onRspQryTransferBank(data, rsp, nReqId, bIsLast) {
}
// 请求查询投资者持仓明细响应
onRspQryInvestorPositionDetail(data, rsp, nReqId, bIsLast) {
}
// 请求查询客户通知响应
onRspQryNotice(data, rsp, nReqId, bIsLast) {
}
// 请求查询结算信息确认响应
onRspQrySettlementInfoConfirm(data, rsp, nReqId, bIsLast) {
}
// 请求查询投资者持仓组合明细响应
onRspQryInvestorPositionCombineDetail(data, rsp, nReqId, bIsLast) {
}
// 查询保证金监管系统经纪公司资金账户密钥响应
onRspQryCFMMCTradingAccountKey(data, rsp, nReqId, bIsLast) {
}
// 请求查询仓单折抵信息响应
onRspQryEWarrantOffset(data, rsp, nReqId, bIsLast) {
}
// 请求查询投资者品种/跨品种保证金响应
onRspQryInvestorProductGroupMargin(data, rsp, nReqId, bIsLast) {
}
// 请求查询交易所保证金率响应
onRspQryExchangeMarginRate(data, rsp, nReqId, bIsLast) {
}
// 请求查询交易所调整保证金率响应
onRspQryExchangeMarginRateAdjust(data, rsp, nReqId, bIsLast) {
}
// 请求查询汇率响应
onRspQryExchangeRate(data, rsp, nReqId, bIsLast) {
}
// 请求查询二级代理操作员银期权限响应
onRspQrySecAgentACIDMap(data, rsp, nReqId, bIsLast) {
}
// 请求查询产品报价汇率响应
onRspQryProductExchRate(data, rsp, nReqId, bIsLast) {
}
// 请求查询产品组响应
onRspQryProductGroup(data, rsp, nReqId, bIsLast) {
}
// 请求查询做市商合约手续费率响应
onRspQryMMInstrumentCommissionRate(data, rsp, nReqId, bIsLast) {
}
// 请求查询做市商期权合约手续费响应
onRspQryMMOptionInstrCommRate(data, rsp, nReqId, bIsLast) {
}
// 请求查询报单手续费响应
onRspQryInstrumentOrderCommRate(data, rsp, nReqId, bIsLast) {
}
// 请求查询期权交易成本响应
onRspQryOptionInstrTradeCost(data, rsp, nReqId, bIsLast) {
}
// 请求查询期权合约手续费响应
onRspQryOptionInstrCommRate(data, rsp, nReqId, bIsLast) {
}
// 请求查询执行宣告响应
onRspQryExecOrder(data, rsp, nReqId, bIsLast) {
}
// 请求查询询价响应
onRspQryForQuote(data, rsp, nReqId, bIsLast) {
}
// 请求查询报价响应
onRspQryQuote(data, rsp, nReqId, bIsLast) {
}
// 请求查询组合合约安全系数响应
onRspQryCombInstrumentGuard(data, rsp, nReqId, bIsLast) {
}
// 请求查询申请组合响应
onRspQryCombAction(data, rsp, nReqId, bIsLast) {
}
// 请求查询转帐流水响应
onRspQryTransferSerial(data, rsp, nReqId, bIsLast) {
}
// 请求查询银期签约关系响应
onRspQryAccountregister(data, rsp, nReqId, bIsLast) {
}
// 错误应答
onRspError(rsp, nReqId, bIsLast) {
}
// 报单录入错误回报
onErrRtnOrderInsert(data, rsp) {
}
// 报单操作错误回报
onErrRtnOrderAction(data, rsp) {
}
// 合约交易状态通知
onRtnInstrumentStatus(data) {
}
// 交易所公告通知
onRtnBulletin(data) {
}
// 交易通知
onRtnTradingNotice(data) {
}
// 提示条件单校验错误
onRtnErrorConditionalOrder(data) {
}
// 执行宣告通知
onRtnExecOrder(data) {
}
// 执行宣告录入错误回报
onErrRtnExecOrderInsert(data, rsp) {
}
// 执行宣告操作错误回报
onErrRtnExecOrderAction(data, rsp) {
}
// 询价录入错误回报
onErrRtnForQuoteInsert(data, rsp) {
}
// 报价通知
onRtnQuote(data) {
}
// 报价录入错误回报
onErrRtnQuoteInsert(data, rsp) {
}
// 报价操作错误回报
onErrRtnQuoteAction(data, rsp) {
}
// 询价通知
onRtnForQuoteRsp(data) {
}
// 保证金监控中心用户令牌
onRtnCFMMCTradingAccountToken(data) {
}
// 批量报单操作错误回报
onErrRtnBatchOrderAction(data, rsp) {
}
// 申请组合通知
onRtnCombAction(data) {
}
// 申请组合录入错误回报
onErrRtnCombActionInsert(data, rsp) {
}
// 请求查询预埋撤单响应
onRspQryParkedOrder(data, rsp, nReqId, bIsLast) {
}
// 请求查询交易通知响应
onRspQryTradingNotice(data, rsp, nReqId, bIsLast) {
}
// 请求查询经纪公司交易参数响应
onRspQryBrokerTradingParams(data, rsp, nReqId, bIsLast) {
}
// 请求查询经纪公司交易算法响应
onRspQryBrokerTradingAlgos(data, rsp, nReqId, bIsLast) {
}
// 请求查询监控中心用户令牌响应
onRspQueryCFMMCTradingAccountToken(data, rsp, nReqId, bIsLast) {
}
// 银行发起银行资金转期货通知
onRtnFromBankToFutureByBank(data) {
}
// 银行发起期货资金转银行通知
onRtnFromFutureToBankByBank(data) {
}
// 银行发起冲正银行转期货通知
onRtnRepealFromBankToFutureByBank(data) {
}
// 银行发起冲正期货转银行通知
onRtnRepealFromFutureToBankByBank(data) {
}
// 期货发起银行资金转期货通知
onRtnFromBankToFutureByFuture(data) {
}
// 期货发起期货资金转银行通知
onRtnFromFutureToBankByFuture(data) {
}
// 系统运行时期货端手工发起冲正银行转期货请求，银行处理完毕后报盘发回的通知
onRtnRepealFromBankToFutureByFutureManual(data) {
}
// 系统运行时期货端手工发起冲正期货转银行请求，银行处理完毕后报盘发回的通知
onRtnRepealFromFutureToBankByFutureManual(data) {
}
// 期货发起查询银行余额通知
onRtnQueryBankBalanceByFuture(data) {
}
// 期货发起银行资金转期货错误回报
onErrRtnBankToFutureByFuture(data, rsp) {
}
// 期货发起期货资金转银行错误回报
onErrRtnFutureToBankByFuture(data, rsp) {
}
// 系统运行时期货端手工发起冲正银行转期货错误回报
onErrRtnRepealBankToFutureByFutureManual(data, rsp) {
}
// 系统运行时期货端手工发起冲正期货转银行错误回报
onErrRtnRepealFutureToBankByFutureManual(data, rsp) {
}
// 期货发起查询银行余额错误回报
onErrRtnQueryBankBalanceByFuture(data, rsp) {
}
// 期货发起冲正银行转期货请求，银行处理完毕后报盘发回的通知
onRtnRepealFromBankToFutureByFuture(data) {
}
// 期货发起冲正期货转银行请求，银行处理完毕后报盘发回的通知
onRtnRepealFromFutureToBankByFuture(data) {
}
// 期货发起查询银行余额应答
onRspQueryBankAccountMoneyByFuture(data, rsp, nReqId, bIsLast) {
}
// 银行发起银期开户通知
onRtnOpenAccountByBank(data) {
}
// 银行发起银期销户通知
onRtnCancelAccountByBank(data) {
}
// 银行发起变更银行账号通知
onRtnChangeAccountByBank(data) {
}
// 查询用户当前支持的认证模式的回复
onRspUserAuthMethod(data, rsp, nReqId, bIsLast) {
}
// 获取图形验证码请求的回复
onRspGenUserCaptcha(data, rsp, nReqId, bIsLast) {
}
// 获取短信验证码请求的回复
onRspGenUserText(data, rsp, nReqId, bIsLast) {
}
// 请求查询二级代理商信息响应
onRspQrySecAgentTradeInfo(data, rsp, nReqId, bIsLast) {
}
// 请求查询资金账户响应
onRspQrySecAgentTradingAccount(data, rsp, nReqId, bIsLast) {
}
// 请求查询二级代理商资金校验模式响应
onRspQrySecAgentCheckMode(data, rsp, nReqId, bIsLast) {
}
market
onFrontConnected() {
}
onFrontDisconnected(nReason) {
}
onRspUserLogin(data, rsp, nReqId, bIsLast) {
}
onRspUserLogout(data, rsp, nReqId, bIsLast) {
}
onRspError(rsp, nReqId, bIsLast) {
}
onRspSubMarketData(data, rsp, nReqId, bIsLast) {
}
onRspUnSubMarketData(data, rsp, nReqId, bIsLast) {
}
onRspSubForQuoteRsp(data, rsp, nReqId, bIsLast) {
}
onRspUnSubForQuoteRsp(data, rsp, nReqId, bIsLast) {
}
onRtnForQuoteRsp(data) {
}
onRtnDepthMarketData(data) {
}
onRspQryMulticastInstrument(data, rsp, nReqId, bIsLast) {
}