From 213e35c690c77e20cd573e0edb6e9b9be874aab5 Mon Sep 17 00:00:00 2001 From: nanoric Date: Tue, 25 Jun 2019 15:29:16 +0800 Subject: [PATCH] [Add] ToraGateway: cancel_order --- vnpy/gateway/tora/constant.py | 30 ++++++++++++++++++++++++++++-- vnpy/gateway/tora/td.py | 29 ++++++++++------------------- 2 files changed, 38 insertions(+), 21 deletions(-) diff --git a/vnpy/gateway/tora/constant.py b/vnpy/gateway/tora/constant.py index 2a1f46ee..1670c1f9 100644 --- a/vnpy/gateway/tora/constant.py +++ b/vnpy/gateway/tora/constant.py @@ -4,9 +4,12 @@ from vnpy.api.tora.vntora import TORA_TSTP_D_Buy, TORA_TSTP_D_Sell, TORA_TSTP_EX TORA_TSTP_EXD_SSE, TORA_TSTP_EXD_SZSE, TORA_TSTP_OPT_AnyPrice, TORA_TSTP_OPT_LimitPrice, \ TORA_TSTP_PID_SHBond, TORA_TSTP_PID_SHFund, TORA_TSTP_PID_SHStock, TORA_TSTP_PID_SZBond, \ TORA_TSTP_PID_SZFund, TORA_TSTP_PID_SZStock, TORA_TSTP_TC_IOC, TORA_TSTP_VC_AV, \ - TORA_TSTP_TC_GTC, TORA_TSTP_TC_GFD + TORA_TSTP_TC_GTC, TORA_TSTP_TC_GFD, TORA_TSTP_OST_Canceled, TORA_TSTP_OST_AllTraded, \ + TORA_TSTP_OST_PartTradedQueueing, TORA_TSTP_OST_PartTradedNotQueueing, \ + TORA_TSTP_OST_NoTradeQueueing, TORA_TSTP_OST_NoTradeNotQueueing, TORA_TSTP_OST_Unknown, \ + TORA_TSTP_OST_NotTouched, TORA_TSTP_OST_Touched, TORA_TSTP_OST_Cached -from vnpy.trader.constant import Direction, Exchange, OrderType, Product +from vnpy.trader.constant import Direction, Exchange, OrderType, Product, Status EXCHANGE_TORA2VT = { TORA_TSTP_EXD_SSE: Exchange.SSE, @@ -107,3 +110,26 @@ ORDER_TYPE_VT2TORA: Dict[OrderType, Tuple[str, str, str]] = { ORDER_TYPE_TORA2VT: Dict[Tuple[str, str, str], OrderType] = { v: k for k, v in ORDER_TYPE_VT2TORA.items() } + +ORDER_STATUS_TORA2VT: Dict[str, Status] = { +# 全部成交 +TORA_TSTP_OST_AllTraded: Status.ALLTRADED, +# 部分成交还在队列中 +TORA_TSTP_OST_PartTradedQueueing: Status.PARTTRADED, +# 部分成交不在队列中 +# TORA_TSTP_OST_PartTradedNotQueueing: _, +# 未成交还在队列中 +TORA_TSTP_OST_NoTradeQueueing: Status.NOTTRADED, +# 未成交不在队列中 +# TORA_TSTP_OST_NoTradeNotQueueing: _, +# 撤单 +TORA_TSTP_OST_Canceled: Status.CANCELLED, +# 未知 +TORA_TSTP_OST_Unknown: Status.NOTTRADED, # todo: unknown status??? +# 尚未触发 +# TORA_TSTP_OST_NotTouched: _, +# 已触发 +# TORA_TSTP_OST_Touched: _, +# 预埋 +# TORA_TSTP_OST_Cached: _, +} diff --git a/vnpy/gateway/tora/td.py b/vnpy/gateway/tora/td.py index f10cb3a9..44ce7310 100644 --- a/vnpy/gateway/tora/td.py +++ b/vnpy/gateway/tora/td.py @@ -3,8 +3,6 @@ author: nanoric TODOS: * send_order @ sell - * cancel_order @ local submitted - * cancel_order @ non-local submitted * test of reconnection(am i need re-login?) * correct some confused keys. * remove useless codes @@ -29,7 +27,7 @@ from vnpy.api.tora.vntora import (CTORATstpConditionOrderField, CTORATstpInputOr CTORATstpTradingAccountField, TORA_TE_RESUME_TYPE, TORA_TSTP_AF_ForceDelete, TORA_TSTP_FCC_NotForceClose, TORA_TSTP_HF_Speculation, TORA_TSTP_LACT_AccountID, - TORA_TSTP_OF_Open, TORA_TSTP_OPERW_PCClient) + TORA_TSTP_OF_Open, TORA_TSTP_OPERW_PCClient, TORA_TSTP_AF_Delete) from vnpy.event import EVENT_TIMER from vnpy.trader.constant import Direction, Exchange, Offset, OrderType, Status @@ -38,7 +36,7 @@ from vnpy.trader.object import AccountData, CancelRequest, ContractData, OrderDa PositionData, TradeData from vnpy.trader.utility import get_folder_path from .constant import DIRECTION_TORA2VT, DIRECTION_VT2TORA, EXCHANGE_TORA2VT, EXCHANGE_VT2TORA, \ - ORDER_TYPE_TORA2VT, ORDER_TYPE_VT2TORA, PRODUCT_TORA2VT + ORDER_TYPE_TORA2VT, ORDER_TYPE_VT2TORA, PRODUCT_TORA2VT, ORDER_STATUS_TORA2VT from .error_codes import get_error_msg @@ -155,19 +153,11 @@ class ToraTdSpi(CTORATstpTraderSpi): order_data = self.parse_order_field(info) except KeyError: return - traded = info.VolumeTraded - order_data.traded = traded - if traded == 0: - order_data.status = Status.NOTTRADED - elif traded < order_data.volume: - order_data.status = Status.PARTTRADED - else: - order_data.status = Status.ALLTRADED - - self.orders[info.OrderRef] = OrderInfo(info.OrderRef, - info.ExchangeID, - info.SessionID, - info.FrontID, + order_data.status = ORDER_STATUS_TORA2VT[info.OrderStatus] + self.orders[info.OrderRef] = OrderInfo(local_order_id=info.OrderRef, + exchange_id=info.ExchangeID, + session_id=info.SessionID, + front_id=info.FrontID, ) self.gateway.on_order(order_data) @@ -496,6 +486,7 @@ class ToraTdApi: info = CTORATstpInputOrderActionField() info.InvestorID = self.session_info.investor_id info.ExchangeID = EXCHANGE_VT2TORA[req.exchange] # 没有的话：(16608)：VIP:未知的交易所代码 + info.SecurityID = req.symbol # info.OrderActionRef = str(self._get_new_req_id()) order_info = self.orders[req.orderid] @@ -504,8 +495,8 @@ class ToraTdApi: info.FrontID = order_info.front_id info.SessionID = order_info.session_id - # info.ActionFlag = TORA_TSTP_AF_Delete # (12673)：VIP:撤单与原报单信息不符 - info.ActionFlag = TORA_TSTP_AF_ForceDelete # (12368)：VIP:报单状态异常 + info.ActionFlag = TORA_TSTP_AF_Delete # (12673)：VIP:撤单与原报单信息不符 + # info.ActionFlag = TORA_TSTP_AF_ForceDelete # (12368)：VIP:报单状态异常 err = self._native_api.ReqOrderAction(info, self._get_new_req_id()) self._if_error_write_log(err, "cancel_order:ReqOrderAction")