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