Stock automatic trading interface development principle and source code sharing

The development principle of the stock automatic trading interface involves many aspects, mainly including the following steps:

1. Data interface acquisition: By connecting to the API of the stock exchange or a third-party data provider, obtain real-time market data, including stock quotes, transaction volume, order book and other information.

2. Strategy definition: According to the user's needs and trading strategies, write relevant code logic. These strategies may be based on different algorithms such as technical indicators, quantitative models, and event-driven.

3. Trading order generation: According to the strategy logic and market data, generate corresponding trading orders, including buying, selling or other trading operations.

 

4. Order sending: Send the generated transaction order to the execution system of the exchange or brokerage through the transaction interface to execute the actual transaction.

5. Order status monitoring: monitor the execution of sent orders, including transaction volume, transaction price, etc., to ensure that orders are executed as expected.

6. Risk control management: During the entire transaction process, carry out risk control and risk management, such as setting stop loss points, position control, price limits, etc.

For example, understand the basic stock automatic trading interface call function analysis:

	name	Function
basic function	Init	API initialization
	Deinit	API deinitialization
	Logon	Login to trading account
	logoff	Log out of trading account
	QueryData	Query various transaction data
	QueryHistoryData	Query various historical data
	SendOrder	Order
	CancelOrder	Order Cancellation
	GetQuote	Get five quotes
	Repay	Margin and securities lending account direct repayment
	GetExpireDate	Query API authorization expiration date
Single Account Batch Function	QueryDatas	Single-account batch query of various transaction data
	SendOrders	Single account batch order
	CancelOrders	Single account batch cancellation
	GetQuotes	Get five quotes in batches for a single account
Multi-account batch function	QueryMultiAccountsDatas	Multi-account batch query of various transaction data
	SendMultiAccountsOrders	Batch orders for multiple accounts
	CancelMultiAccountsOrders	Multi-account batch cancellation
	GetMultiAccountsQuotes	Get five quotes in batches for multiple accounts

// Query various transaction data

// category: 0=>funds, 1=>shares, 2=>daily entrustment, 3=>daily transaction, 4=>cancellable order,

// 5=>shareholder code, 6=>financing balance, 7=>short lending balance, 8=>marginable securities,

// 12=>can apply for new shares, 13=>subscription quota for new shares, 14=>allocation number, 15=>winning,

// 16=>open financing contracts, 17=>open securities lending contracts, 18=>open securities lending contracts

typedef void (*QueryDataProc)(int clientId, int category, char *result, char *errinfo);

const auto QueryData = reinterpret_cast<QueryDataProc>(GetProcAddress(hDLL, "QueryData"));

assert(QueryData);

std::cout <<  "========== Query funds: category = 0 ===========\n" ;

int category = 0;

QueryData(clientId, category, result, errinfo);

if (NULL != errinfo[0]) {

  std::cout << errinfo << std::endl;

} else {

  std::cout << result << std::endl;

}

std::cout << std::endl;

 

In other words, the development of the automatic trading interface needs to be associated with the functional principle, and the source code development to be executed requires a step-by-step fine-tuning process. It is worth noting that the development of an automatic stock trading interface involves the complexity and risks of the financial market. In the process of development and use, it is necessary to have an in-depth understanding of market rules and relevant laws and regulations, and operate in combination with personal investment experience and risk tolerance. At the same time, it is recommended to consult professionals or institutions familiar with related fields before development and use to ensure the safety and compliance of operations.