senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

add cancel order fun for alpaca

Browse Source
This commit is contained in:
vigarbuaa 2019-06-20 22:24:18 +08:00
parent 04b0da5ce5
commit 0753e3cfe2
1 changed files with 14 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

20
vnpy/gateway/alpaca/alpaca_gateway.py
View File

@ -60,7 +60,7 @@ ORDERTYPE_VT2ALPACA = {
OrderType.MARKET: "market"
}
ORDERTYPE_ALPACA2VT = {v: k for k, v in ORDERTYPE_VT2ALPACA.items()}
GLOBAL_ORDER={}
class AlpacaGateway(BaseGateway):
"""
@ -239,6 +239,8 @@ class AlpacaRestApi(RestClient):
self.order_dict[order.orderid]=remote_order_id
print("+++debug on_send_order request: ", self.order_dict)
self.gateway.on_order(order)
GLOBAL_ORDER[remote_order_id]=order
print("===+++ debug update global_order_dict: ", GLOBAL_ORDER)
def on_failed_order(self, status_code: int, request: Request):
"""
@ -286,14 +288,15 @@ class AlpacaRestApi(RestClient):
extra=req
)
print("come to cancel_order", order_id)
pass
def on_cancel_order(self, data, request):
"""Websocket will push a new order status"""
pass
def on_cancel_order_error(self, data, request):
pass
def on_cancel_order_error( self, exception_type: type, exception_value: Exception, tb, request: Request):
# Record exception if not ConnectionError
if not issubclass(exception_type, ConnectionError):
self.on_error(exception_type, exception_value, tb, request)
def send_order(self, req: OrderRequest):
orderid = str(self.connect_time + self._new_order_id())
@ -320,6 +323,7 @@ class AlpacaRestApi(RestClient):
on_error=self.on_error_order,
json_str=data,
)
print("debug send_order ret val : ", order.vt_orderid)
return order.vt_orderid
def on_query_contracts(self, data, request: Request):
@ -341,7 +345,8 @@ class AlpacaRestApi(RestClient):
def on_error_query_contracts(self, exception_type: type, exception_value: Exception, tb, request: Request):
pass
# need debug
def query_contracts(self):
params = {"status": "active"}
self.add_request(
@ -477,8 +482,11 @@ class AlpacaWebsocketApi(WebsocketClient):
)
self.gateway.on_trade(trade)
elif (data_ret['event'] == "canceled"):
order_id = d['id']
order=GLOBAL_ORDER[order_id]
order.status = Status.CANCELLED
self.gateway.on_order(order)
print("^^^^debug cancel order id, ",order_id," body: ",order)
else:
print("unhandled trade_update msg, ", data_ret['event'])
#self.gateway.on_order(order) # udpate order status