QIFI
Quantaxis Differential Information Flow for Finance Intergration
QIFI 协议 作为qatrader/ qapms的标准协议, 支持股票/期货市场
- 名称 QIFI 为 Quantaxis Differential Information Flow for Finance Intergration
- 核心字段
- 'accounts'
- 'events'
- 'trades'
- 'orders'
- 'positions'
- 'broker_name'
关联项目
为什么要有这个协议:
主要目的是把 策略 / 背后的账户实现解耦
策略无需关心背后的账户情况, 仅需相应的申请资源即可(如 申请模拟账户/ 申请回测账户/ 申请实盘账户/) 策略在申请完毕后, 可以直接去读取相应字段, 如 策略想获取持仓的时候 即可直接get('positions') 即为持仓字段
协议实例概览
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{
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"account_cookie" : "100010", // 账户号(兼容QUANTAXIS QAAccount)
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"password" : "100010",
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"ping_gap" : 5,
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"portfolio" : "default",
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"broker_name" : "QUANTAXIS", // 接入商名称
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"capital_password" : null, // 资金密码 (实盘用)
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"bank_password" : null, // 银行密码(实盘用)
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"bankid" : "SIM", // 银行id
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"investor_name" : "", // 开户人名称
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"money" : 0.0, // 当前可用现金
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"pub_host" : "localhost",
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"settlement" : {},
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"taskid" : null,
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"qifi_id": String,
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"trade_host" : "127.0.0.1",
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"updatetime" : "2019-09-06 21:19:48.346640",
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"wsuri" : "ws://www.yutiansut.com:7988",
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"bankname" : "模拟银行",
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"trading_day" : "20190909",
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"status" : 200
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"accounts" : {
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"user_id" : "100010", // 用户号 兼容diff协议, ==> 实盘则为具体账户号
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"currency" : "CNY", // 货币属性 兼容diff协议
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"pre_balance" : 0.0, // 上一个交易日的结算权益
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"deposit" : 1000000.0, // 今日转入资金
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"withdraw" : 0.0, // 今日转出资金
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"WithdrawQuota" : 3.95252516672997e-322, // 当前可取字段(QIFI 独有)
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"close_profit" : 0.0, // 平仓盈亏
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"commission" : 6.84, // 手续费
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"premium" : 0.0, // 附加费
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"static_balance" : 1000000.0, // 静态权益(一般= pre_balance)
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"position_profit" : -80.0, // 持仓盈亏
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"float_profit" : -80.0, // 浮动盈亏
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"balance" : 999913.16, // 当前权益
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"margin" : 5472.0, // 保证金
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"frozen_margin" : 5472.0, // 冻结保证金
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"frozen_commission" : 0.0, // 冻结手续费
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"frozen_premium" : 0.0, // 冻结附加费用
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"available" : 988969.16, // 可用资金
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"risk_ratio" : 0.00547247522974895 // 风险度
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},
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"banks" : { // 银行内容(支持多银行 id识别)
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"SIM" : {
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"id" : "SIM",
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"name" : "模拟银行",
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"bank_account" : "",
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"fetch_amount" : 0.0,
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"qry_count" : 0
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}
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},
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"event" : { // 事件 time+ 内容
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"2019-09-06 21:01:36" : "登录成功",
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"2019-09-06 21:12:53" : "下单成功",
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"2019-09-06 21:14:25" : "下单成功",
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"2019-09-06 21:14:37" : "下单成功",
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"2019-09-06 21:14:57" : "成交通知,合约:SHFE.rb2001,手数:1",
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"2019-09-06 21:16:50" : "成交通知,合约:SHFE.rb2001,手数:1"
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},
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"orders" : { // 多段order 订单
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"QAOTG_5oAYRUI3" : {
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"seqno" : 8,
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"user_id" : "100010",
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"order_id" : "QAOTG_5oAYRUI3",
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"exchange_id" : "SHFE",
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"instrument_id" : "rb2001",
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"direction" : "SELL",
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"offset" : "OPEN",
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"volume_orign" : 1,
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"price_type" : "LIMIT",
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"limit_price" : 3426.0,
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"time_condition" : "GFD",
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"volume_condition" : "ANY",
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"insert_date_time" : NumberLong(1567775573528050636),
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"exchange_order_id" : "QAOTG_5oAYRUI3",
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"status" : "FINISHED",
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"volume_left" : 0,
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"last_msg" : ""
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},
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"QAOTG_xyVXjgcZ" : {
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"seqno" : 3,
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"user_id" : "100010",
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"order_id" : "QAOTG_xyVXjgcZ",
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"exchange_id" : "SHFE",
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"instrument_id" : "rb2001",
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"direction" : "SELL",
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"offset" : "OPEN",
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"volume_orign" : 1,
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"price_type" : "LIMIT",
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"limit_price" : 3480.0,
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"time_condition" : "GFD",
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"volume_condition" : "ANY",
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"insert_date_time" : NumberLong(1567775665377198042),
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"exchange_order_id" : "QAOTG_xyVXjgcZ",
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"status" : "ALIVE",
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"volume_left" : 1,
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"last_msg" : ""
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},
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"QAOTG_BIn7hPtG" : {
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"seqno" : 5,
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"user_id" : "100010",
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"order_id" : "QAOTG_BIn7hPtG",
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"exchange_id" : "SHFE",
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"instrument_id" : "rb2001",
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"direction" : "SELL",
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"offset" : "OPEN",
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"volume_orign" : 1,
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"price_type" : "LIMIT",
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"limit_price" : 3480.0,
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"time_condition" : "GFD",
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"volume_condition" : "ANY",
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"insert_date_time" : NumberLong(1567775677891881150),
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"exchange_order_id" : "QAOTG_BIn7hPtG",
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"status" : "ALIVE",
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"volume_left" : 1,
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"last_msg" : ""
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},
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"QAOTG_P4kEw2FJ" : {
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"seqno" : 13,
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"user_id" : "100010",
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"order_id" : "QAOTG_P4kEw2FJ",
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"exchange_id" : "SHFE",
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"instrument_id" : "rb2001",
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"direction" : "BUY",
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"offset" : "OPEN",
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"volume_orign" : 1,
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"price_type" : "LIMIT",
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"limit_price" : 3480.0,
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"time_condition" : "GFD",
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"volume_condition" : "ANY",
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"insert_date_time" : NumberLong(1567775810195686542),
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"exchange_order_id" : "QAOTG_P4kEw2FJ",
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"status" : "FINISHED",
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"volume_left" : 0,
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"last_msg" : ""
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}
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},
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"positions" : {
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"SHFE_rb2001" : {
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"user_id" : "100010",
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"exchange_id" : "SHFE",
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"instrument_id" : "rb2001",
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"volume_long_today" : 1,
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"volume_long_his" : 0,
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"volume_long" : 1,
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"volume_long_frozen_today" : 0,
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"volume_long_frozen_his" : 0,
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"volume_long_frozen" : 0,
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"volume_short_today" : 1,
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"volume_short_his" : 0,
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"volume_short" : 1,
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"volume_short_frozen_today" : 0,
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"volume_short_frozen_his" : 0,
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"volume_short_frozen" : 0,
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"volume_long_yd" : 0,
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"volume_short_yd" : 0,
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"pos_long_his" : 0,
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"pos_long_today" : 1,
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"pos_short_his" : 0,
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"pos_short_today" : 1,
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"open_price_long" : 3434.0,
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"open_price_short" : 3426.0,
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"open_cost_long" : 34340.0,
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"open_cost_short" : 34260.0,
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"position_price_long" : 3434.0,
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"position_price_short" : 3426.0,
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"position_cost_long" : 34340.0,
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"position_cost_short" : 34260.0,
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"last_price" : 3432.0,
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"float_profit_long" : -20.0,
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"float_profit_short" : -60.0,
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"float_profit" : -80.0,
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"position_profit_long" : -20.0,
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"position_profit_short" : -60.0,
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"position_profit" : -80.0,
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"margin_long" : 2736.0,
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"margin_short" : 2736.0,
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"margin" : 5472.0
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}
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},
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"trades" : {
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"6" : {
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"seqno" : 7,
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"user_id" : "100010",
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"trade_id" : "6",
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"exchange_id" : "SHFE",
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"instrument_id" : "rb2001",
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"order_id" : "QAOTG_5oAYRUI3",
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"exchange_trade_id" : "6",
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"direction" : "SELL",
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"offset" : "OPEN",
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"volume" : 1,
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"price" : 3426.0,
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"trade_date_time" : NumberLong(1567775697237747424),
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"commission" : 3.42
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},
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"11" : {
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"seqno" : 12,
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"user_id" : "100010",
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"trade_id" : "11",
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"exchange_id" : "SHFE",
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"instrument_id" : "rb2001",
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"order_id" : "QAOTG_P4kEw2FJ",
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"exchange_trade_id" : "11",
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"direction" : "BUY",
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"offset" : "OPEN",
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"volume" : 1,
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"price" : 3434.0,
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"trade_date_time" : NumberLong(1567775810195972480),
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"commission" : 3.42
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}
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},
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"transfers" : {},
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}
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