修复ibGateway的成交回报中缺少vtOrderID字段的问题

2016-11-29 22:46:26 +08:00 · 2016-11-29 22:46:26 +08:00 · 17e0a40613
commit 17e0a40613
parent 875b25b59a
1 changed files with 1 additions and 0 deletions
--- a/vn.trader/ibGateway/ibGateway.py
+++ b/vn.trader/ibGateway/ibGateway.py
@ -561,6 +561,7 @@ class IbWrapper(IbApi):
        trade.vtSymbol = '.'.join([trade.symbol, trade.exchange])  
    
        trade.orderID = str(execution.orderId)
+        trade.vtOrderID = '.'.join([self.gatewayName, trade.orderId])
        trade.direction = directionMapReverse.get(execution.side, '')
        trade.price = execution.price
        trade.volume = execution.shares