High Frequency Trading System

1.General Discription

• This is a futures auto-trading project according to the strategy users configured.
• It could collect the data from CTP and store it into the remote MySQL database.

2. Requirements

• OS Platform:Linux-x86-64
• Dynamic Lib:Please make sure the MySQL development lib is installed on the target device.
• Dynamic Lib:Please make sure the Curl Lib is installed on the target device.The download url is here https://curl.se/download/curl-7.73.0.tar.gz

3.Run

• command:print the following command in the project directory to make this project run on your device.If an error occurred,please check the instructions and requirements above.

  make
  make run;

• Screenshots of running:

  

  

  

  

  

  

4.Tips && QA

• The whole project could run but no messages received.

  • Please make sure your device is connected to the Internet.

  • Please make sure your contract serial number is valid.

  • Please make sure it is trading period.For more details about the trading period,please look up the following table.

• RuntimeError:can not open CFlow file in the file ../../source/userapi_se/ThostFtdcApiImplBase.cpp

  • The directory this application needed is not satisfied

Appendix A:The Instrument ID Rules

• SHANGQI:[a-z]{2}[0-9]{4}
• ZHONGJIN:[A-Z]{2}{0-9}{4}
• ZHENGSHANGSUO:[A-Z]{2}[0-9]{3}
• DASHANGSUO:[a-z]{2}[0-9]{4} NB:IN THIS PROJECT YOU ONLY NEED TO CARE ABOUT THE ZHONGJINSUO INSTRUMENT RULES