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[Add] ToraGateway: cancel_order

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This commit is contained in:
nanoric 2019-06-25 15:29:16 +08:00
parent 69bb4bc685
commit 213e35c690
2 changed files with 38 additions and 21 deletions
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30
vnpy/gateway/tora/constant.py
View File

@ -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: _,
}

29
vnpy/gateway/tora/td.py
View File

@ -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")