What basic exchange information do I need to obtain for the CTP protocol?

Before the transaction starts, the basic information of the contract that must be known is as follows:

  1. First you need to obtain which exchanges

  2. Obtain all transaction information, including contract number, contract start date, contract delivery date, contract long margin ratio, and contract short margin ratio; the exchange where the contract is located;

  3. . The current contract's price limit, price limit, current transaction unit of the contract;

Everyone knows that because most of our time is trading main contracts, so after obtaining the basic information of the above exchanges and trading contracts, we need to use the above basic information to calculate the current main contract, and then through the market The interface subscribes to the market, formulates trading strategies, screens the main contracts that need to be traded, performs orders, analyzes positions, and closes positions.

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Origin blog.csdn.net/qinchun/article/details/105524745