From 0fd1901ada2c8ab78f990f6b887dfbcbcec50019 Mon Sep 17 00:00:00 2001
From: nanoric <nanoric@qq.com>
Date: Fri, 15 Mar 2019 04:28:23 -0400
Subject: [PATCH] =?UTF-8?q?[Add]=20OesGateway:=20=E5=A2=9E=E5=8A=A0?=
 =?UTF-8?q?=E4=B8=80=E4=BA=9B=E6=B3=A8=E9=87=8A?=
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---
 vnpy/gateway/oes/oes_gateway.py |  9 ++++++++-
 vnpy/gateway/oes/oes_td.py      | 13 ++++++++-----
 2 files changed, 16 insertions(+), 6 deletions(-)

diff --git a/vnpy/gateway/oes/oes_gateway.py b/vnpy/gateway/oes/oes_gateway.py
index dbdb922c..dc5cea83 100644
--- a/vnpy/gateway/oes/oes_gateway.py
+++ b/vnpy/gateway/oes/oes_gateway.py
@@ -17,7 +17,14 @@ from .utils import config_template
 
 class OesGateway(BaseGateway):
     """
-    VN Trader Gateway for BitMEX connection.
+    VN Trader Gateway for OES
+
+    Because the design of OES API, multiple gateway instance with a same account is currently
+        not supported.
+    running multiple gateway instance with the same account will make send_order and
+        cancel_order fail frequently, because:
+        * seq_index is not unique between instances
+        * value range of client_id is too small to create a unique hash for different client.
     """
 
     default_setting = {
diff --git a/vnpy/gateway/oes/oes_td.py b/vnpy/gateway/oes/oes_td.py
index 3878dbaf..a2240a2a 100644
--- a/vnpy/gateway/oes/oes_td.py
+++ b/vnpy/gateway/oes/oes_td.py
@@ -202,10 +202,9 @@ class OesTdMessageLoop:
             try:
                 i = self._td.get_order(data.clSeqNo)
             except KeyError:
-                # todo: maybe I should find a way to disable subscription of orders at startup
-                return
-            vt_order = i.vt_order
+                return  # rejected order created by others, don't need to care.
 
+            vt_order = i.vt_order
             if vt_order == Status.ALLTRADED:
                 return
 
@@ -222,8 +221,10 @@ class OesTdMessageLoop:
         data = d.rptMsg.rptBody.ordInsertRsp
 
         if not data.origClSeqNo:
+            # normal order
             i = self._td.get_order(data.clSeqNo)
         else:
+            # data.ordStatus == eOesOrdStatusT.OES_ORD_STATUS_CANCEL_DONE:
             i = self._td.get_order(data.origClSeqNo)
         vt_order = i.vt_order
         vt_order.status = STATUS_OES2VT[data.ordStatus]
@@ -238,8 +239,10 @@ class OesTdMessageLoop:
         data: OesOrdCnfmT = d.rptMsg.rptBody.ordCnfm
 
         if not data.origClSeqNo:
+            # normal order
             i = self._td.get_order(data.clSeqNo)
         else:
+            # data.ordStatus == eOesOrdStatusT.OES_ORD_STATUS_CANCEL_DONE:
             i = self._td.get_order(data.origClSeqNo)
         vt_order = i.vt_order
 
@@ -691,7 +694,7 @@ class OesTdApi:
         i = self.get_order(data.clSeqNo)
         vt_order = i.vt_order
         vt_order.status = STATUS_OES2VT[data.ordStatus]
-        vt_order.volume = data.ordQty - data.canceledQty
+        vt_order.volume = data.ordQty
         vt_order.traded = data.cumQty
         self.gateway.on_order(copy(vt_order))
         return 1
@@ -717,7 +720,7 @@ class OesTdApi:
             i = self.get_order(data.clSeqNo)
             vt_order = i.vt_order
             vt_order.status = STATUS_OES2VT[data.ordStatus]
-            vt_order.volume = data.ordQty - data.canceledQty
+            vt_order.volume = data.ordQty
             vt_order.traded = data.cumQty
             self.gateway.on_order(copy(vt_order))
         except KeyError: