高性能期货程序化交易框架
##Why?
Shif发布的CTP接口是基于C++语言开发的，我们使用CTP开发交易策略软件时，一般也使用C++语言。 我本人觉得这样不是很方便，封装成Node.js模块，我考虑基于以下两点：
1. 使用Javascript极大的方便了交易策略的编写。
2. 提供了一个高性能的并发框架，并支持多账户交易。
##Demo
我们可以这样调用CTP接口 行情订阅调用示例
var ctp = require('node-ctp');
ctp.settings({log:true});
var mduser = ctp.createMduser({
connect() {
console.log("on connected");
this.reqUserLogin('', '', '', function(result) {});
},
rspUserLogin(requestId, isLast, field, info) {
console.log("on rspUserLogin", arguments)
this.subscribeMarketData(['rb1801'], function(result) {
console.log('subscribeMarketData result:' + result);
});
},
rspSubMarketData(requestId, isLast, field, info) {
console.log("on rspSubMarketData", arguments)
},
rspUnSubMarketData(requestId, isLast, field, info) {
console.log("on rspUnSubMarketData", arguments)
},
rtnDepthMarketData(field) {
console.log("on rtnDepthMarketData", field);
},
rspError(requestId, isLast, info) {
console.log(requestId, isLast, info)
}
});
mduser.connect('ctp url', 'conn/tmp', function (result){
console.log(result);
});
交易接口示例
//confirm
ctp = require('node-ctp');
ctp.settings({ log: true});
var trader = ctp.createTrader({
connect() {
console.log("on connected");
this.reqUserLogin('', '', '', function(result, iRequestID) {
console.log('login return val is ' + result);
});
},
rspUserLogin(requestId, isLast, field, info) {
console.log(JSON.stringify(field));
console.log(info);
this.reqQrySettlementInfo('', '', '', function(result, iRequestID) {
console.log('settlementinfo return val is ' + result);
});
var tradingDay = this.getTradingDay();
console.log(tradingDay);
},
rspInfoconfirm(requestId, isLast, field, info) {
console.log()
},
rqSettlementInfo(requestId, isLast, field, info) {
console.log('rqsettlementinfo callback');
console.log(field);
console.log(info);
},
rtnOrder(field) {
console.log(field);
},
rspError(requestId, isLast, field) {
console.log(JSON.stringify(field));
}
});
trader.connect('',undefined,0,1,function(result){
console.log('connect return val is '+result);
});
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