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[Del] remove query trade and history order function

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This commit is contained in:
vn.py 2019-10-28 14:43:12 +08:00
parent 3f364e408a
commit 2147737169
1 changed files with 3 additions and 94 deletions
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97
vnpy/gateway/hbdm/hbdm_gateway.py
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@ -58,7 +58,7 @@ STATUS_HBDM2VT = {
ORDERTYPE_VT2HBDM = {
OrderType.MARKET: "opponent",
OrderType.LIMIT: "limit",
OrderType.LIMIT: "limit"
}
ORDERTYPE_HBDM2VT = {v: k for k, v in ORDERTYPE_VT2HBDM.items()}
ORDERTYPE_HBDM2VT[1] = OrderType.LIMIT
@ -284,41 +284,7 @@ class HbdmRestApi(RestClient):
self.add_request(
method="POST",
path="/api/v1/contract_openorders",
callback=self.on_query_active_order,
data=data,
extra=currency
)
# History Orders
data = {
"symbol": currency,
"trade_type": 0,
"type": 2,
"status": 0,
"create_date": 7
}
self.add_request(
method="POST",
path="/api/v1/contract_hisorders",
callback=self.on_query_history_order,
data=data,
extra=currency
)
def query_trade(self):
""""""
for currency in self.currencies:
data = {
"symbol": currency,
"trade_type": 0,
"create_date": 7
}
self.add_request(
method="POST",
path="/api/v1/contract_matchresults",
callback=self.on_query_trade,
callback=self.on_query_order,
data=data,
extra=currency
)
@ -549,7 +515,7 @@ class HbdmRestApi(RestClient):
for position in self.positions.values():
self.gateway.on_position(position)
def on_query_active_order(self, data, request):
def on_query_order(self, data, request):
""""""
if self.check_error(data, "查询活动委托"):
return
@ -582,61 +548,6 @@ class HbdmRestApi(RestClient):
self.gateway.write_log(f"{request.extra}活动委托信息查询成功")
def on_query_history_order(self, data, request):
""""""
if self.check_error(data, "查询历史委托"):
return
for d in data["data"]["orders"]:
timestamp = d["create_date"]
dt = datetime.fromtimestamp(timestamp / 1000)
time = dt.strftime("%H:%M:%S")
orderid = d["order_id"]
order = OrderData(
orderid=orderid,
symbol=d["contract_code"],
exchange=Exchange.HUOBI,
price=d["price"],
volume=d["volume"],
type=ORDERTYPE_HBDM2VT[d["order_price_type"]],
direction=DIRECTION_HBDM2VT[d["direction"]],
offset=OFFSET_HBDM2VT[d["offset"]],
traded=d["trade_volume"],
status=STATUS_HBDM2VT[d["status"]],
time=time,
gateway_name=self.gateway_name,
)
self.gateway.on_order(order)
self.gateway.write_log(f"{request.extra}历史委托信息查询成功")
def on_query_trade(self, data, request):
""""""
if self.check_error(data, "查询成交"):
return
for d in data["data"]["trades"]:
dt = datetime.fromtimestamp(d["create_date"] / 1000)
time = dt.strftime("%H:%M:%S")
trade = TradeData(
tradeid=d["match_id"],
orderid=d["order_id"],
symbol=d["contract_code"],
exchange=Exchange.HUOBI,
price=d["trade_price"],
volume=d["trade_volume"],
direction=DIRECTION_HBDM2VT[d["direction"]],
offset=OFFSET_HBDM2VT[d["offset"]],
time=time,
gateway_name=self.gateway_name,
)
self.gateway.on_trade(trade)
self.gateway.write_log(f"{request.extra}成交信息查询成功")
def on_query_contract(self, data, request): # type: (dict, Request)->None
""""""
if self.check_error(data, "查询合约"):
@ -663,7 +574,6 @@ class HbdmRestApi(RestClient):
self.gateway.write_log("合约信息查询成功")
self.query_order()
self.query_trade()
def on_send_order(self, data, request):
""""""
@ -1041,7 +951,6 @@ class HbdmDataWebsocketApi(HbdmWebsocketApiBase):
tick_data = data["tick"]
if "bids" not in tick_data or "asks" not in tick_data:
print(data)
return
bids = tick_data["bids"]