[Mod]change constant PriceType to OrderType

vnpy/app/cta_strategy/engine.py

@@ -21,7 +21,7 @@ from vnpy.trader.object import (
     BarData
 )
 from vnpy.trader.event import EVENT_TICK, EVENT_ORDER, EVENT_TRADE
-from vnpy.trader.constant import Direction, PriceType, Interval, Exchange
+from vnpy.trader.constant import Direction, OrderType, Interval, Exchange
 from vnpy.trader.utility import load_json, save_json
 from vnpy.trader.database import DbTickData, DbBarData
 from vnpy.trader.setting import SETTINGS
@@ -276,7 +276,7 @@ class CtaEngine(BaseEngine):
             exchange=contract.exchange,
             direction=direction,
             offset=offset,
-            price_type=PriceType.LIMIT,
+            type=OrderType.LIMIT,
             price=price,
             volume=volume,
         )

vnpy/gateway/bitmex/bitmex_gateway.py

@@ -18,7 +18,7 @@ from vnpy.api.websocket import WebsocketClient
 from vnpy.trader.constant import (
     Direction,
     Exchange,
-    PriceType,
+    OrderType,
     Product,
     Status,
 )
@@ -52,7 +52,7 @@ STATUS_BITMEX2VT = {
 DIRECTION_VT2BITMEX = {Direction.LONG: "Buy", Direction.SHORT: "Sell"}
 DIRECTION_BITMEX2VT = {v: k for k, v in DIRECTION_VT2BITMEX.items()}
 
-PRICETYPE_VT2BITMEX = {PriceType.LIMIT: "Limit", PriceType.MARKET: "Market"}
+ORDERTYPE_VT2BITMEX = {OrderType.LIMIT: "Limit", OrderType.MARKET: "Market"}
 
 
 class BitmexGateway(BaseGateway):
@@ -212,14 +212,14 @@ class BitmexRestApi(RestClient):
         data = {
             "symbol": req.symbol,
             "side": DIRECTION_VT2BITMEX[req.direction],
-            "ordType": PRICETYPE_VT2BITMEX[req.price_type],
+            "ordType": ORDERTYPE_VT2BITMEX[req.type],
             "price": req.price,
             "orderQty": int(req.volume),
             "clOrdID": orderid,
         }
 
         # Only add price for limit order.
-        if req.price_type == PriceType.LIMIT:
+        if req.type == OrderType.LIMIT:
             data["price"] = req.price
 
         order = req.create_order_data(orderid, self.gateway_name)

vnpy/gateway/ctp/ctp_gateway.py

@@ -41,7 +41,7 @@ from vnpy.trader.constant import (
     Direction,
     Offset,
     Exchange,
-    PriceType,
+    OrderType,
     Product,
     Status,
     OptionType
@@ -80,9 +80,9 @@ DIRECTION_CTP2VT = {v: k for k, v in DIRECTION_VT2CTP.items()}
 DIRECTION_CTP2VT[THOST_FTDC_PD_Long] = Direction.LONG
 DIRECTION_CTP2VT[THOST_FTDC_PD_Short] = Direction.SHORT
 
-PRICETYPE_VT2CTP = {
+ORDERTYPE_VT2CTP = {
-    PriceType.LIMIT: THOST_FTDC_OPT_LimitPrice, 
+    OrderType.LIMIT: THOST_FTDC_OPT_LimitPrice, 
-    PriceType.MARKET: THOST_FTDC_OPT_AnyPrice
+    OrderType.MARKET: THOST_FTDC_OPT_AnyPrice
 }
 
 OFFSET_VT2CTP = {
@@ -687,7 +687,7 @@ class CtpTdApi(TdApi):
             "InstrumentID": req.symbol,
             "LimitPrice": req.price,
             "VolumeTotalOriginal": int(req.volume),
-            "OrderPriceType": PRICETYPE_VT2CTP.get(req.price_type, ""),
+            "OrderPriceType": ORDERTYPE_VT2CTP.get(req.type, ""),
             "Direction": DIRECTION_VT2CTP.get(req.direction, ""),
             "CombOffsetFlag": OFFSET_VT2CTP.get(req.offset, ""),
             "OrderRef": str(self.order_ref),
@@ -703,11 +703,11 @@ class CtpTdApi(TdApi):
             "MinVolume": 1
         }
         
-        if req.price_type == PriceType.FAK:
+        if req.type == OrderType.FAK:
             ctp_req["OrderPriceType"] = THOST_FTDC_OPT_LimitPrice
             ctp_req["TimeCondition"] = THOST_FTDC_TC_IOC
             ctp_req["VolumeCondition"] = THOST_FTDC_VC_AV
-        elif req.price_type == PriceType.FOK:
+        elif req.type == OrderType.FOK:
             ctp_req["OrderPriceType"] = THOST_FTDC_OPT_LimitPrice
             ctp_req["TimeCondition"] = THOST_FTDC_TC_IOC
             ctp_req["VolumeCondition"] = THOST_FTDC_VC_CV            

vnpy/gateway/futu/futu_gateway.py

@@ -244,7 +244,7 @@ class FutuGateway(BaseGateway):
     def send_order(self, req: OrderRequest):
         """"""
         side = DIRECTION_VT2FUTU[req.direction]
-        price_type = OrderType.NORMAL  # Only limit order is supported.
+        futu_order_type = OrderType.NORMAL  # Only limit order is supported.
 
         # Set price adjustment mode to inside adjustment.
         if req.direction is Direction.LONG:
@@ -258,7 +258,7 @@ class FutuGateway(BaseGateway):
             req.volume,
             futu_symbol,
             side,
-            price_type,
+            futu_order_type,
             trd_env=self.env,
             adjust_limit=adjust_limit,
         )

vnpy/gateway/ib/ib_gateway.py

@@ -31,7 +31,7 @@ from vnpy.trader.object import (
 )
 from vnpy.trader.constant import (
     Product,
-    PriceType,
+    OrderType,
     Direction,
     Exchange,
     Currency,
@@ -39,8 +39,8 @@ from vnpy.trader.constant import (
     OptionType,
 )
 
-PRICETYPE_VT2IB = {PriceType.LIMIT: "LMT", PriceType.MARKET: "MKT"}
+ORDERTYPE_VT2IB = {OrderType.LIMIT: "LMT", OrderType.MARKET: "MKT"}
-PRICETYPE_IB2VT = {v: k for k, v in PRICETYPE_VT2IB.items()}
+ORDERTYPE_IB2VT = {v: k for k, v in ORDERTYPE_VT2IB.items()}
 
 DIRECTION_VT2IB = {Direction.LONG: "BUY", Direction.SHORT: "SELL"}
 DIRECTION_IB2VT = {v: k for k, v in DIRECTION_VT2IB.items()}
@@ -559,8 +559,8 @@ class IbApi(EWrapper):
             self.gateway.write_log(f"不支持的交易所：{req.exchange}")
             return ""
 
-        if req.price_type not in PRICETYPE_VT2IB:
+        if req.type not in ORDERTYPE_VT2IB:
-            self.gateway.write_log(f"不支持的价格类型：{req.price_type}")
+            self.gateway.write_log(f"不支持的价格类型：{req.type}")
             return ""
 
         self.orderid += 1
@@ -573,7 +573,7 @@ class IbApi(EWrapper):
         ib_order.orderId = self.orderid
         ib_order.clientId = self.clientid
         ib_order.action = DIRECTION_VT2IB[req.direction]
-        ib_order.orderType = PRICETYPE_VT2IB[req.price_type]
+        ib_order.orderType = ORDERTYPE_VT2IB[req.type]
         ib_order.lmtPrice = req.price
         ib_order.totalQuantity = req.volume
 

vnpy/gateway/oes/oes_td.py

@@ -21,7 +21,7 @@ from vnpy.api.oes.vnoes import OesApiClientEnvT, OesApiSubscribeInfoT, OesApi_De
 
 from vnpy.gateway.oes.error_code import error_to_str
 from vnpy.gateway.oes.utils import create_remote_config, is_disconnected
-from vnpy.trader.constant import Direction, Exchange, Offset, PriceType, Product, Status
+from vnpy.trader.constant import Direction, Exchange, Offset, OrderType, Product, Status
 from vnpy.trader.gateway import BaseGateway
 from vnpy.trader.object import AccountData, CancelRequest, ContractData, OrderData, OrderRequest, \
     PositionData, TradeData
@@ -41,8 +41,8 @@ PRODUCT_OES2VT = {
 
 # only limit price can match, all other price types are not perfectly match.
 ORDER_TYPE_VT2OES = {
-    (Exchange.SSE, PriceType.LIMIT): eOesOrdTypeShT.OES_ORD_TYPE_SH_LMT,
+    (Exchange.SSE, OrderType.LIMIT): eOesOrdTypeShT.OES_ORD_TYPE_SH_LMT,
-    (Exchange.SZSE, PriceType.LIMIT): eOesOrdTypeSzT.OES_ORD_TYPE_SZ_LMT,
+    (Exchange.SZSE, OrderType.LIMIT): eOesOrdTypeSzT.OES_ORD_TYPE_SZ_LMT,
 }
 
 BUY_SELL_TYPE_VT2OES = {
@@ -623,7 +623,7 @@ class OesTdApi:
         oes_req = OesOrdReqT()
         oes_req.clSeqNo = seq_id
         oes_req.mktId = EXCHANGE_VT2OES[vt_req.exchange]
-        oes_req.ordType = ORDER_TYPE_VT2OES[(vt_req.exchange, vt_req.price_type)]
+        oes_req.ordType = ORDER_TYPE_VT2OES[(vt_req.exchange, vt_req.type)]
         oes_req.bsType = BUY_SELL_TYPE_VT2OES[(vt_req.exchange, vt_req.offset, vt_req.direction)]
         oes_req.invAcctId = ""
         oes_req.securityId = vt_req.symbol

vnpy/gateway/tiger/tiger_gateway.py

@@ -22,7 +22,7 @@ from tigeropen.trade.domain.order import ORDER_STATUS
 from tigeropen.push.push_client import PushClient
 from tigeropen.common.exceptions import ApiException
 
-from vnpy.trader.constant import Direction, Product, Status, PriceType, Exchange
+from vnpy.trader.constant import Direction, Product, Status, OrderType, Exchange
 from vnpy.trader.gateway import BaseGateway
 from vnpy.trader.object import (
     TickData,
@@ -57,9 +57,9 @@ DIRECTION_TIGER2VT = {
     "sell": Direction.SHORT,
 }
 
-PRICETYPE_VT2TIGER = {
+ORDERTYPE_VT2TIGER = {
-    PriceType.LIMIT: "LMT",
+    OrderType.LIMIT: "LMT",
-    PriceType.MARKET: "MKT",
+    OrderType.MARKET: "MKT",
 }
 
 STATUS_TIGER2VT = {
@@ -339,7 +339,7 @@ class TigerGateway(BaseGateway):
                 account=self.account, 
                 contract=contract, 
                 action=DIRECTION_VT2TIGER[req.direction], 
-                order_type=PRICETYPE_VT2TIGER[req.price_type], 
+                order_type=ORDERTYPE_VT2TIGER[req.type], 
                 quantity=int(req.volume), 
                 limit_price=req.price,
             )

vnpy/trader/constant.py

@@ -53,9 +53,9 @@ class Product(Enum):
     SPREAD = "价差"
 
 
-class PriceType(Enum):
+class OrderType(Enum):
     """
-    Order price type.
+    Order type.
     """
     LIMIT = "限价"
     MARKET = "市价"

vnpy/trader/object.py

@@ -6,7 +6,7 @@ from dataclasses import dataclass
 from datetime import datetime
 from logging import INFO
 
-from .constant import Direction, Exchange, Interval, Offset, Status, Product, OptionType, PriceType
+from .constant import Direction, Exchange, Interval, Offset, Status, Product, OptionType, OrderType
 
 ACTIVE_STATUSES = set([Status.SUBMITTING, Status.NOTTRADED, Status.PARTTRADED])
 
@@ -265,7 +265,7 @@ class OrderRequest:
     symbol: str
     exchange: Exchange
     direction: Direction
-    price_type: PriceType
+    type: OrderType
     volume: float
     price: float = 0
     offset: Offset = Offset.NONE

vnpy/trader/ui/widget.py

@@ -9,7 +9,7 @@ from typing import Any
 from PyQt5 import QtCore, QtGui, QtWidgets
 
 from vnpy.event import Event, EventEngine
-from ..constant import Direction, Exchange, Offset, PriceType
+from ..constant import Direction, Exchange, Offset, OrderType
 from ..engine import MainEngine
 from ..event import (
     EVENT_TICK,
@@ -597,9 +597,9 @@ class TradingWidget(QtWidgets.QWidget):
         self.offset_combo = QtWidgets.QComboBox()
         self.offset_combo.addItems([offset.value for offset in Offset])
 
-        self.price_type_combo = QtWidgets.QComboBox()
+        self.order_type_combo = QtWidgets.QComboBox()
-        self.price_type_combo.addItems(
+        self.order_type_combo.addItems(
-            [price_type.value for price_type in PriceType])
+            [order_type.value for order_type in OrderType])
 
         double_validator = QtGui.QDoubleValidator()
         double_validator.setBottom(0)
@@ -625,7 +625,7 @@ class TradingWidget(QtWidgets.QWidget):
         form1.addRow("名称", self.name_line)
         form1.addRow("方向", self.direction_combo)
         form1.addRow("开平", self.offset_combo)
-        form1.addRow("类型", self.price_type_combo)
+        form1.addRow("类型", self.order_type_combo)
         form1.addRow("价格", self.price_line)
         form1.addRow("数量", self.volume_line)
         form1.addRow("接口", self.gateway_combo)
@@ -838,7 +838,7 @@ class TradingWidget(QtWidgets.QWidget):
             symbol=symbol,
             exchange=Exchange(str(self.exchange_combo.currentText())),
             direction=Direction(str(self.direction_combo.currentText())),
-            price_type=PriceType(str(self.price_type_combo.currentText())),
+            type=OrderType(str(self.order_type_combo.currentText())),
             volume=volume,
             price=price,
             offset=Offset(str(self.offset_combo.currentText())),