基于高频交易系统thunder-trade开发，主要适用于web版本的monitor的 代码管理.zip

# An implementation of arbitrage strategy ## Quick start We will show a complete procession of arbitraging between IF1901 and IF1902 using thunder-trader in this section. Firstly, we should add the configuration information of IF1901 and IF1902 to the Monitor.json, so that the thunder-trader will know how to subscribe these two instrumentid. ``` { "TradeServer": [ { "Name": "Trade server #1", "IP": "10.255.83.34", "Port": "8800" } ], "UIStyle": { "OutLookBarStyle": "NewStyle", "OutLookBarTabStyle": "STYLE_3D_ONENOTE" }, "SymbolDefine":{ "Stock Index Futures 1901":{ "type":"future", "instrumentid":"IF1901", "exchangeid":"CFFEX" }, "Stock Index Futures 1902":{ "type":"future", "instrumentid":"IF1902", "exchangeid":"CFFEX" } } } ``` Every child of **SymbolDefine** node defined a instrumentid. The keyword field, for example, **Stock Index Futures 1901**, will be displayed in the drop-down menu of the strategy configuration interface of monitor. It is just for human viewing, you can give him a name you like. The **Type** should be `future`, the CTP plugin will check this value, and if it's not `future`, it will report an error. The **instrumentid** is very important, and it's case sensitive. The **exchangeid** is also very important, because ctp plugin need it when subscribing instrumentid. The value can be one of `CFFEX`,`SHFE`,`DCE`,`CZCE`. Secondly, we start start the thunder-trader like: ``` nohup /path/to/thunder-trader /path/to/thunder-trader.conf 1 1>/dev/null 2>&1 & ``` Next, we run monitor and start deploying the strategy. First, we should config the marketdata account and trade account. Drag the profile of the transaction and market accounts to the left sidebar of monitor. # [CTP_MD.json](https://github.com/solopointer/thunder-trader/blob/master/config_file_templates/CTP_MD.json) # [CTP_TD.json](https://github.com/solopointer/thunder-trader/blob/master/config_file_templates/CTP_TD.json)