# High_Frequency_Trading_Platform

**Repository Path**: bessiechen2022/High_Frequency_Trading_Platform

## Basic Information

- **Project Name**: High_Frequency_Trading_Platform
- **Description**: At present, the CTP high-frequency quantitative trading platform only involves the basic functions, which include reading account configuration information, CTP penetration regulatory testing, account
- **Primary Language**: C++
- **License**: Not specified
- **Default Branch**: main
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2022-05-21
- **Last Updated**: 2023-06-19

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# CTP Quantitative Trading System

The CTP Quantitative Trading System is a medium to high-frequency trading platform developed using C++ programming. 

### Basic functions
The basic functions include reading account configuration information, CTP penetration regulation testing, account login and settlement confirmation, order and transaction record acquisition, investor position details acquisition, account fund information acquisition, as well as contract information acquisition and market data SPI initialization and log in.

### Advanced features
The advanced features of the CTP high-frequency quantitative platform delve into the platform's advanced capabilities. These include subscribing to market data for all contracts, obtaining order status, acquiring trade reports, requesting orders, and more. Additionally, it provides detailed instructions for placing orders and requesting order cancellations in the CTP system. It also involves dynamically updating all trade details, order records, and position details. Furthermore, it includes handling order errors, handling cancellation errors, high-frequency Tick data collection, and K-line data structure, implementing K-line generation from tick data, porting K-line testing code to the trading system, saving real-time K-line data, and reading historical K-line data.

In the live quantitative strategy development section, the platform would implement high-frequency strategy event-driven mechanisms to familiarize users with the strategy development process, followed by the development of the first high-frequency strategy.