Querying Futures Margin Rates with TqSdk2 Alongside TqSdk

Summary

The document explains how to retrieve futures margin rates through TqSdk2 when a trading program otherwise uses TqSdk. It describes running both libraries in one Python file: connect directly to a CTP broker through TqSdk2, query the margin rate for a contract, then use the regular TqSdk API for quotes and strategy updates.

The direct CTP method is limited to TqSdk2 connections and requires enterprise access. CTP rate limits queries to one per second, so a burst of requests can queue and delay later results. To reduce delays during trading, the document recommends starting before the session and querying required contracts in advance. It supplies an implementation example but no measured latency or validation across brokers, accounts, or contract types.

Key ideas

• TqSdk2 can be used alongside TqSdk to query futures margin rates.
• The described margin query uses TqSdk2's direct CTP connection.
• CTP limits query frequency, and excess requests may wait in a queue.
• Pre-session queries for required contracts can reduce delays during trading.
• The direct connection requires enterprise access.

Tags

# 正常和tqsdk一样执行策略


.. _tqsdk2ctptest:

在 TqSdk 中调用 TqSdk2 查询保证金
=================================================
TqSdk 没有直接提供查询保证金的接口，但是你可以通过使用 TqSdk2 的直连功能来做到这个效果。tqsdk和tqsdk2可以在一个py文件中同时运行。

该方法仅支持 TqSdk2 中直连CTP 柜台时使用。受限制于 CTP 柜台的流控机制(每秒 1 笔), 短时间发送大量查询指令后, 后续查询指令将会排队等待。
为了避免盘中的查询等待时间, 建议盘前启动程序, 对标的合约提前进行查询::

    from tqsdk import TqApi, TqAuth, TqAccount
    import tqsdk2

    account = tqsdk2.TqCtp(front_url, front_broker, app_id, auth_code, account_id, password)
    api_margin = tqsdk2.TqApi(account = account, auth=tqsdk2.TqAuth("快期账户", "账户密码"))
    rate = api_margin.get_margin_rates("SHFE.cu2201")
    print(rate)
    api = TqApi(TqAccount("期货公司","账号","密码"),auth=TqAuth("快期账户", "账户密码"))
    quote = api.get_quote("SHFE.cu2201")
    while True:
        api.wait_update()
        print(quote.datetime)
        # 正常和tqsdk一样执行策略


TqSdk2 的直连功能需要企业版权限，有关企业版的具体费用和功能，请参考 `天勤官方网站 <https://www.shinnytech.com/tqsdk-buy/>`_
如果想了解更多关于 TqSdk2 的直连功能TqCtp，请参考 `tqsdk2官方文档 <https://doc.shinnytech.com/tqsdk2/latest/reference/tqsdk2.ctp.html?highlight=tqctp#tqsdk2.TqCtp/>`_

Shown in full with attribution under the source's licence. Licence: Apache-2.0

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.