XtQuant · 交易API参考

基于MiniQMT的Python交易框架，支持股票、信用、期货、期权等全品种交易

函数速查表

函数名称	简要说明

附录与Demo

数据结构说明 (XtAsset, XtOrder, XtPosition等)

XtAsset - 资产：account_id, cash, frozen_cash, market_value, total_asset, fetch_balance
XtOrder - 委托：order_id, stock_code, order_type, order_volume, price, traded_volume, order_status, direction, offset_flag...
XtTrade - 成交：traded_id, traded_price, traded_volume, commission...
XtPosition - 持仓：volume, can_use_volume, avg_price, open_price, profit_rate, float_profit...
详细字段参见官方文档或数据字典。

版本迭代历史 (2020-2025)

2025-06-03 智能算法下单/任务查询/撤销
2025-03-27 CTP资金内转
2024-11-28 银证转账、股东账户查询
2023-10-20 期货多空/offset_flag字段
2020-11 信用交易接口
更多详见文档版本日志

快速入门Demo (完整策略框架)

from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
from xtquant.xttype import StockAccount
from xtquant import xtconstant

class MyCallback(XtQuantTraderCallback):
    def on_stock_order(self, order):
        print(f"委托回报: {order.stock_code} 状态{order.order_status}")
    def on_stock_asset(self, asset):
        print(f"资产: {asset.cash}")

path = r'D:\QMT\userdata_mini'
session_id = 999999
xt_trader = XtQuantTrader(path, session_id)
acc = StockAccount('55012345')
xt_trader.register_callback(MyCallback())
xt_trader.start()
xt_trader.connect()
xt_trader.subscribe(acc)
order_id = xt_trader.order_stock(acc, '600000.SH', xtconstant.STOCK_BUY, 200, xtconstant.FIX_PRICE, 10.5, 'demo', 'remark')
xt_trader.run_forever()

数据字典速查 (委托类型/市场/账号状态)

委托类型：STOCK_BUY=23买入, STOCK_SELL=24卖出；信用：CREDIT_BUY等；期货：FUTURE_OPEN_LONG等。
市场：SH_MARKET, SZ_MARKET, FUTURE等
委托状态：ORDER_REPORTED(50已报), ORDER_SUCCEEDED(56已成), ORDER_CANCELED(54已撤)
更多参见文档 xtconstant 枚举。