2026年QMT极简版调用教程[源码]

科技前沿 • 2026-04-26 18:13 • 阅读 0

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""" 迅投 QMT 交易回调处理模块来源：https://blog.csdn.net/liuyukuan/article/details/ """

from xtquant.xttrader import XtQuantTraderCallback import time import datetime import traceback import sys

class MyXtQuantTraderCallback(XtQuantTraderCallback):

"""自定义交易回调处理类""" def on_disconnected(self): """ 连接状态回调 :return: """ print(datetime.datetime.now(), "连接断开 connection lost") def on_account_status(self, status): """ 账号状态信息推送 :param status: XtAccountStatus 对象 :return: """ print("账号状态信息推送 on_account_status") print(status.account_id, status.account_type, status.status) print(datetime.datetime.now(), sys._getframe().f_code.co_name) def on_stock_asset(self, asset): """ 资金变动推送 :param asset: XtAsset 对象 :return: """ print("资金变动推送 on asset callback") print(asset.account_id, asset.cash, asset.total_asset) def on_stock_order(self, order): """ 委托回报推送 :param order: XtOrder 对象 :return: """ print(datetime.datetime.now(), '委托回调', order.order_remark) print(order.stock_code, order.order_status, order.order_sysid) def on_stock_trade(self, trade): """ 成交变动推送 :param trade: XtTrade 对象 :return: """ print(datetime.datetime.now(), '成交回调', trade.order_remark) print(trade.account_id, trade.stock_code, trade.order_id) def on_stock_position(self, position): """ 持仓变动推送 :param position: XtPosition 对象 :return: """ print("on position callback") print(position.stock_code, position.volume) def on_order_error(self, order_error): """ 委托失败推送 :param order_error: XtOrderError 对象 :return: """ print("委托失败单号【", order_error.order_id, "】

 "失败错误码:", order_error.error_id, "

 "失败具体说明:", order_error.error_msg) def on_cancel_error(self, cancel_error): """ 撤单失败信息推送 :param cancel_error: XtCancelError 对象 :return: """ print("on cancel_error callback") print(cancel_error.order_id, cancel_error.error_id, cancel_error.error_msg) def on_order_stock_async_response(self, response): """ 异步下单回报推送 :param response: XtOrderResponse 对象 :return: """ print(f"异步委托回调 {response.order_remark}") print(response.account_id, response.order_id, response.seq) def on_cancel_order_stock_async_response(self, response): """ 撤单异步回调 :param response: XtCancelOrderResponse 对象 :return: """ print(datetime.datetime.now(), sys._getframe().f_code.co_name) print(response.account_id, response.order_id, response.seq)

2026年QMT极简版调用教程[源码]

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