eff9ed2ae9
- bridge.py: lifespan连miniQMT, health/order/account/positions, 连不上不崩 - xt_gateway.py: xtquant单例封装(延迟import), 照搬check_xtquant验证模式 - auth.py: X-Bridge-Token校验(hmac防时序攻击), 未配token返回503不裸奔 - requirements.txt(fastapi+uvicorn) + README.md(Windows部署步骤) 安全: 无硬编码secret, token/userdata/account均走环境变量(grep验证CLEAN)
127 lines
3.0 KiB
Markdown
127 lines
3.0 KiB
Markdown
# sanguo QMT bridge (D-1 MVP)
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Windows 端 FastAPI 服务,封装 xtquant,供 sanguo(NAS) 跨网调 miniQMT 下单/查询。
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## 前提
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1. **miniQMT 客户端已登录并保持运行**(极简模式即可)
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2. **xtquant 可 import**(miniQMT 安装目录自带,或 `pip install xtquant`)
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3. Python 3.10+
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## 安装
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```powershell
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cd C:\sanguo_qmt_bridge # bridge 代码所在目录
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pip install -r requirements.txt
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```
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> xtquant 来自 miniQMT 安装目录(`bin.x64\Lib\site-packages`),无需 pip install。
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> 若 import 失败,确认 miniQMT 的 site-packages 在 PYTHONPATH,或 `pip install xtquant`。
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## 配置(环境变量)
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| 变量 | 说明 | 默认值 |
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|------|------|--------|
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| `BRIDGE_TOKEN` | **必填**。共享密钥,sanguo 端同值。不设则受保护接口返回 503 | — |
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| `MINIQMT_USERDATA` | miniQMT userdata_mini 路径 | `D:\国金QMT交易端模拟\userdata_mini` |
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| `ACCOUNT_ID` | miniQMT 账户 ID | `66639661` |
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| `BRIDGE_SESSION_ID` | xtquant session ID(int) | `20260710` |
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**设置 BRIDGE_TOKEN**(PowerShell):
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```powershell
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# 临时(当前终端)
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$env:BRIDGE_TOKEN = "你的随机密钥"
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# 永久(系统环境变量)
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[Environment]::SetEnvironmentVariable("BRIDGE_TOKEN", "你的随机密钥", "User")
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```
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> 生成密钥:`python -c "import secrets; print(secrets.token_urlsafe(32))"`
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## 启动
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```powershell
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cd C:\sanguo_qmt_bridge
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uvicorn bridge:app --host 127.0.0.1 --port 8765
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```
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启动日志看到 `xtquant 连接成功` 即就绪。若 miniQMT 未连上,服务仍运行(`/health` 报 `disconnected`)。
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## 接口
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所有受保护接口需 header `X-Bridge-Token: <BRIDGE_TOKEN>`,`/health` 豁免。
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### GET /health(无需鉴权)
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```json
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{"status": "ok", "miniqmt_connected": true}
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```
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### POST /order
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请求:
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```json
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{
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"code": "sh600000",
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"action": "buy",
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"price": 10.50,
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"volume": 100,
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"price_type": "limit",
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"reason": "策略信号"
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}
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```
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成功:
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```json
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{"ok": true, "order_id": 12345}
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```
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失败:
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```json
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{"ok": false, "error": "报单失败 order_id=-1"}
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```
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### GET /account
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```json
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{"ok": true, "cash": 100000.0, "frozen": 0.0, "market_value": 50000.0, "total": 150000.0}
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```
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### GET /positions
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```json
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{
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"ok": true,
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"positions": [
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{"code": "sh600000", "volume": 200, "can_use": 200, "avg_price": 10.30}
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]
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}
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```
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## 代码格式
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- 入参(/order):sanguo 格式 `sh600000` / `sz000001`
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- 返回(/positions):sanguo 格式 `sh600000` / `sz000001`
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- bridge 内部自动转 xtquant 格式 `600000.SH` / `000001.SZ`
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## 验证
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跑过 `check_xtquant.py` 确认 xtquant 可用后,启动 bridge 再验证:
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```powershell
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# 健康检查(无需 token)
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curl http://127.0.0.1:8765/health
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# 查资金(需 token)
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curl -H "X-Bridge-Token: 你的密钥" http://127.0.0.1:8765/account
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```
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## 自启(可选,D-2)
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任务计划程序创建 `sanguo-bridge`,onstart,命令:
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```
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uvicorn bridge:app --host 127.0.0.1 --port 8765
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```
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工作目录设为 bridge 代码目录。依赖 miniQMT 客户端已先启动。
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