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WebCTP

WebCTP is a WebSocket-based gateway that bridges the CTP (Comprehensive Transaction Platform) API to modern web applications. It provides a C++ server implementation and a TypeScript client library, enabling developers to interact with Chinese futures trading systems through WebSocket connections.

Overview

WebCTP wraps the official CTP API (ThostFtdcMdApi and ThostFtdcTraderApi) and exposes it via WebSocket endpoints, making it accessible from web browsers, Node.js applications, and other WebSocket-compatible clients.

Features

• Market Data WebSocket Endpoint (/market_data): Real-time market data streaming
• Trading WebSocket Endpoint (/trade): Order insertion, account queries, and trading operations
• TypeScript Client Library: Full-featured client SDK for easy integration
• High Performance: Built on uWebSockets for efficient WebSocket handling
• CTP API Compatibility: Supports official CTP API versions

Architecture

┌─────────────┐         WebSocket          ┌──────────────┐
│  TypeScript │ ◄─────────────────────────► │  C++ Server  │
│   Client    │                             │   (WebCTP)   │
└─────────────┘                             └──────┬───────┘
                                                   │
                                                   │ CTP API
                                                   ▼
                                          ┌──────────────┐
                                          │  CTP Broker  │
                                          │   Servers    │
                                          └──────────────┘

Components

Server (C++)

The server is implemented in C++17 and uses:

• uWebSockets: High-performance WebSocket server
• CTP API: Official ThostFtdcMdApi and ThostFtdcTraderApi libraries
• JSON: For message serialization

Client Library (TypeScript)

The TypeScript client library provides:

• MarketData class: For subscribing to market data feeds
• Trade class: For trading operations and account queries
• Event-driven API with callback handlers

Building

Prerequisites

• CMake 3.10 or higher
• C++17 compatible compiler
• CTP API libraries installed:
  • thostmduserapi_se (Market Data API)
  • thosttraderapi_se (Trading API)
• uWebSockets library
• ICU library

Build Steps

mkdir build
cd build
cmake ..
make

Running

Start the server with default settings (localhost:8888):

./WebCTP

Or specify custom address and port:

./WebCTP <address> <port>

Usage

Server Endpoints

• Health Check: GET /health
• Market Data: WS /market_data
• Trading: WS /trade

For detailed documentation and usage examples, please refer to:

• WebSocket Server API
• TypeScript Library Usage

See also the documentation index for a complete overview.

Project Structure

WebCTP/
├── src/                    # C++ server source code
│   ├── main.cpp           # Server entry point
│   ├── MessageHandler.cpp # WebSocket message handling
│   ├── MarketData/        # Market data handler
│   └── Trade/             # Trading handler
├── lib/
│   └── ts/                # TypeScript client library
│       └── src/
│           └── CTP/       # CTP client classes
└── CMakeLists.txt         # Build configuration

License

See LICENSE file for details.