High Frequency Trading System

1.General Discription

This is a futures auto-trading project according to the strategy users configured.
It could collect the data from CTP and store it into the remote MySQL database.

2. Requirements

OS Platform:Linux-x86-64
Dynamic Lib:Please make sure the MySQL development lib is installed on the target device.
Dynamic Lib:Please make sure the Curl Lib is installed on the target device.The download url is here https://curl.se/download/curl-7.73.0.tar.gz

3.Run

command:print the following command in the project directory to make this project run on your device.If an error occurred,please check the instructions and requirements above.
```
make
make run;
```
Screenshots of running:

4.Tips && QA

The whole project could run but no messages received.
- Please make sure your device is connected to the Internet.
- Please make sure your contract serial number is valid.
- Please make sure it is trading period.For more details about the trading period,please look up the following table.
RuntimeError:can not open CFlow file in the file ../../source/userapi_se/ThostFtdcApiImplBase.cpp
- The directory this application needed is not satisfied

Appendix A:The Instrument ID Rules

SHANGQI:[a-z]{2}[0-9]{4}
ZHONGJIN:[A-Z]{2}{0-9}{4}
ZHENGSHANGSUO:[A-Z]{2}[0-9]{3}
DASHANGSUO:[a-z]{2}[0-9]{4} NB:IN THIS PROJECT YOU ONLY NEED TO CARE ABOUT THE ZHONGJINSUO INSTRUMENT RULES