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修改gateway，显示更多的ErrMsg。

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This commit is contained in:
msincenselee 2016-08-04 15:13:04 +08:00
parent fc85f03d88
commit 00701b0f5e
2 changed files with 26 additions and 7 deletions
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32
vn.trader/ctpGateway/ctpGateway.py
View File

@ -586,7 +586,8 @@ class CtpTdApi(TdApi):
err = VtErrorData()
err.gatewayName = self.gatewayName
err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk') + u'{0},{1},{2}'.format(orderRef,direction , offset,)
err.errorMsg = error['ErrorMsg'].decode('gbk')
err.additionalInfo = u'onRspOrderInsert():{0},{1},{2},{3}'.format(symbol, orderRef, direction , offset)
self.gateway.onError(err)
#----------------------------------------------------------------------
@ -602,10 +603,16 @@ class CtpTdApi(TdApi):
#----------------------------------------------------------------------
def onRspOrderAction(self, data, error, n, last):
"""撤单错误（柜台）"""
try:
symbol = data['InstrumentID']
except KeyError:
symbol = u'KEYERROR'
err = VtErrorData()
err.gatewayName = self.gatewayName
err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk')
err.additionalInfo = u'onRspOrderAction,{0}'.format(symbol)
self.gateway.onError(err)
#----------------------------------------------------------------------
@ -903,10 +910,11 @@ class CtpTdApi(TdApi):
#----------------------------------------------------------------------
def onRspError(self, error, n, last):
"""错误回报"""
err = VtErrorData()
err.gatewayName = self.gatewayName
err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk')
err.errorMsg = u'onRspError' + error['ErrorMsg'].decode('gbk')
self.gateway.onError(err)
#----------------------------------------------------------------------
@ -937,15 +945,15 @@ class CtpTdApi(TdApi):
# 开平
if data['CombOffsetFlag'] == '0':
offset = OFFSET_OPEN
order.offset = OFFSET_OPEN
elif data['CombOffsetFlag'] == '1':
offset = OFFSET_CLOSE
order.offset = OFFSET_CLOSE
elif data['CombOffsetFlag'] == '2':
offset = OFFSET_FORCECLOSE
order.offset = OFFSET_FORCECLOSE
elif data['CombOffsetFlag'] == '3':
offset = OFFSET_CLOSETODAY
order.offset = OFFSET_CLOSETODAY
elif data['CombOffsetFlag'] == '4':
offset = OFFSET_CLOSEYESTERDAY
order.offset = OFFSET_CLOSEYESTERDAY
else:
order.offset = OFFSET_UNKNOWN
@ -1015,19 +1023,29 @@ class CtpTdApi(TdApi):
#----------------------------------------------------------------------
def onErrRtnOrderInsert(self, data, error):
"""发单错误回报（交易所）"""
symbol = data['InstrumentID']
volume = data['VolumeTotalOriginal']
orderRef = data['OrderRef']
err = VtErrorData()
err.gatewayName = self.gatewayName
err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk')
err.additionalInfo = u'onErrRtnOrderInsert.{0},v:{1},ref:{2}:'.format(symbol, volume,orderRef)
self.gateway.onError(err)
#----------------------------------------------------------------------
def onErrRtnOrderAction(self, data, error):
"""撤单错误回报（交易所）"""
symbol = data['InstrumentID']
err = VtErrorData()
err.gatewayName = self.gatewayName
err.errorID = error['ErrorID']
err.errorMsg = error['ErrorMsg'].decode('gbk')
err.additionalInfo =u'onErrRtnOrderAction.{0}'.format(symbol)
self.gateway.onError(err)
#----------------------------------------------------------------------

1
vn.trader/eventType.py
View File

@ -19,6 +19,7 @@ EVENT_LOG = 'eLog' # 日志事件，全局通用
EVENT_TICK = 'eTick.' # TICK行情事件，可后接具体的vtSymbol
EVENT_TRADE = 'eTrade.' # 成交回报事件
EVENT_ORDER = 'eOrder.' # 报单回报事件
EVENT_ERRRTNORDERINSERT = 'eErrRtnOrderInsert' # 报单录入错误回报事件
EVENT_POSITION = 'ePosition.' # 持仓回报事件
EVENT_ACCOUNT = 'eAccount.' # 账户回报事件
EVENT_CONTRACT = 'eContract.' # 合约基础信息回报事件