[Mod]add on_cancel_order_failed callback for OkexGateway

vnpy/gateway/okex/okex_gateway.py

@@ -85,6 +85,8 @@ class OkexGateway(BaseGateway):
         self.rest_api = OkexRestApi(self)
         self.ws_api = OkexWebsocketApi(self)
 
+        self.orders = {}
+
     def connect(self, setting: dict):
         """"""
         key = setting["API Key"]
@@ -128,6 +130,15 @@ class OkexGateway(BaseGateway):
         self.rest_api.stop()
         self.ws_api.stop()
 
+    def on_order(self, order: OrderData):
+        """"""
+        self.orders[order.vt_orderid] = order
+        super().on_order(order)
+
+    def get_order(self, vt_orderid: str):
+        """"""
+        return self.orders.get(vt_orderid, None)
+
 
 class OkexRestApi(RestClient):
     """
@@ -258,6 +269,8 @@ class OkexRestApi(RestClient):
             callback=self.on_cancel_order,
             data=data,
             on_error=self.on_cancel_order_error,
+            on_failed=self.on_cancel_order_failed,
+            extra=req
         )
 
     def query_contract(self):
@@ -406,6 +419,14 @@ class OkexRestApi(RestClient):
         """Websocket will push a new order status"""
         pass
 
+    def on_cancel_order_failed(self, status_code: int, request: Request):
+        """If cancel failed, mark order status to be rejected."""
+        req = request.extra
+        order = self.gateway.get_order(req.vt_orderid)
+        if order:
+            order.status = Status.REJECTED
+            self.gateway.on_order(order)
+
     def on_failed(self, status_code: int, request: Request):
         """
         Callback to handle request failed.

vnpy/trader/utility.py

@@ -394,5 +394,3 @@ def virtual(func: "callable"):
     that can be (re)implemented by subclasses.
     """
     return func
-
-