setup.py

from setuptools import setup, find_packages, Extension
from setuptools.command.build_py import build_py

from distutils import dist
import distutils.command.install as dist_install
import os, glob, shutil

API_VER='6.3.15'
API_DIR='api/' + API_VER
API_LIBS=glob.glob(API_DIR + '/*.so')
API_NAMES=[os.path.basename(path)[3:-3] for path in API_LIBS]

def get_install_data_dir():
    d = dist.Distribution()
    install_cmd = dist_install.install(d)
    install_cmd.finalize_options()
    return install_cmd.install_data

class BuildPy(build_py):
    def run(self):
        self.run_command('build_ext')
        return super().run()

CTP_EXT = Extension(
    '_ctp',
    #['ctp.i'],
    ['ctp_wrap.cpp'],
    include_dirs=[API_DIR],
    library_dirs=[API_DIR],
    extra_link_args=['-Wl,-rpath,$ORIGIN'],
    #libraries=['thostmduserapi', 'thosttraderapi'],
    libraries=API_NAMES,
    language='c++',
    #swig_opts=['-py3', '-c++', '-threads', '-I./' + API_DIR],
)

try:
    for path in API_LIBS:
        shutil.copy(path, './')
    setup(
        name='ctp',
        version=API_VER,
        author='Keli Hu',
        author_email='dev@keli.hu',
        description="""CTP for python""",
        ext_modules=[CTP_EXT],
        py_modules=['ctp'],
        packages=[''],
        package_dir={'': '.'},
        package_data={'': glob.glob('*.so')},
        classifiers=[
            'License :: OSI Approved :: BSD License',
            'Programming Language :: Python',
            'Programming Language :: Python :: 3',
            'Programming Language :: Python :: 3.6',
            'Programming Language :: Python :: 3.7',
            'Programming Language :: Python :: Implementation :: CPython',
        ],
        cmdclass={
            'build_py': BuildPy,
        },
    )
finally:
    for path in glob.glob('*.so'):
        os.remove(path)