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修改接口

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This commit is contained in:
msincenselee 2018-05-31 21:51:26 +08:00
parent acae635d6b
commit 243a74eac0
1 changed files with 14 additions and 7 deletions
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21
vnpy/trader/gateway/okexGateway/okexGateway.py
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@ -50,6 +50,7 @@ statusMap[1] = STATUS_PARTTRADED # 部分成交
statusMap[2] = STATUS_ALLTRADED # 全部成交
statusMap[3] = STATUS_UNKNOWN
statusMap[4] = STATUS_UNKNOWN # 未知状态
statusMap[5] = STATUS_UNKNOWN # 未知状态
EVENT_OKEX_INDEX_FUTURE = "eFuture_Index_OKEX"
@ -1082,7 +1083,7 @@ nel': u'ok_sub_spot_etc_usdt_order'}
dt = datetime.now()
order.cancelTime = dt.strftime("%H:%M:%S.%f")
# 推送onOrder event
# 推送现货委托单到vtGateway.onOrder event
self.gateway.writeLog(u'onSpotSubOrder:发出OnOrder，vtOrderId={},orderStatus:{}'.format(order.vtOrderID,order.status))
self.gateway.onOrder(copy(order))
@ -1204,7 +1205,7 @@ nel': u'ok_sub_spot_etc_usdt_order'}
order.tradedVolume = data_order['deal_amount'] # 更新成交数量
order.status = statusMap[data_order['status']] # 更新成交状态
self.gateway.writeLog('orderId:{},tradedVolume:{},status:{}'.format(order.vtOrderID,order.tradedVolume,order.status))
self.gateway.onOrder(copy(order)) # 提交onOrder事件
self.gateway.onOrder(copy(order)) # 提交现货委托单到vtGatway.onOrder事件
# ----------------------------------------------------------------------
""" onSpotOrder的回报 ws_data 例子
@ -1238,6 +1239,7 @@ nel': u'ok_sub_spot_etc_usdt_order'}
order.status = STATUS_REJECTED
order.updateTime = datetime.now().strftime("%H:%M:%S.%f")
self.gateway.writeLog(u'发出OnOrder，拒单,vtOrderId={}'.format(vtOrderId))
# 发送现货委托单（拒单消息）到vtGateway
self.gateway.onOrder(order)
return
@ -1319,6 +1321,7 @@ nel': u'ok_sub_spot_etc_usdt_order'}
order.status = STATUS_CANCELLED
dt = datetime.now()
order.cancelTime = dt.strftime("%H:%M:%S.%f")
# 发送现货委托单（撤单消息）到vtGateway
self.gateway.onOrder(order)
# #self.gateway.writeLog(u'onSpotCancelOrder:删除self.orderDict[{}]'.format(ok_order_id))
@ -2084,6 +2087,7 @@ h_this_week_usd'}
order.cancelTime = dt.strftime("%H:%M:%S.%f")
order.status = STATUS_REJECTED
self.gateway.writeLog(u'onFutureOrder发出OnOrder，拒单,vtOrderId={}'.format(vtOrderId))
# 发送期货委托单（拒单消息）到vtGateway
self.gateway.onOrder(order)
return
ok_order_id = data.get('order_id')
@ -2145,6 +2149,7 @@ h_this_week_usd'}
dt = datetime.now()
order.cancelTime = dt.strftime("%H:%M:%S.%f")
order.status = STATUS_CANCELLED
# 发送现货委托单（撤单消息）到vtGateway
self.gateway.onOrder(order)
# 删除本地委托号与orderid的绑定
@ -2371,7 +2376,7 @@ u'contracts': [], u'balance': 0, u'rights': 0}, u'xrp': {u'contracts': [], u'bal
dic_info = self.contract_name_dict[contract_name]
use_contract_type = dic_info["contract_type"]
order.symbol = '.'.join([order_data["symbol"] + ":" + use_contract_type + ":" + str(self._use_leverage)]) #, EXCHANGE_OKEX])
order.symbol = '.'.join([order_data["symbol"] + ":" + use_contract_type + ":" + str(self._use_leverage), EXCHANGE_OKEX])
order.vtSymbol = order.symbol
order.orderID = self.orderIdDict[orderId] # 更新orderId为本地的序列号
@ -2388,7 +2393,7 @@ u'contracts': [], u'balance': 0, u'rights': 0}, u'xrp': {u'contracts': [], u'bal
order.tradedVolume = order_data['deal_amount']
order.status = statusMap[int(order_data['status'])]
# 推送到OnOrder中
# 推送期货委托单到vtGatway.OnOrder中
self.gateway.onOrder(copy(order))
'''
@ -2470,8 +2475,9 @@ user_id': 6548935, u'contract_id': 201802160040063L, u'price': 24.555, u'create_
self.gateway.writeLog(u'no contract_name:{} in self.contract_name_dict'.format(contract_name))
return
symbol = contract_info["symbol"] + "_usd" # 自动添加_usd结尾
order.symbol = ':'.join([symbol, use_contract_type, str(self._use_leverage)])
symbol = contract_info["symbol"] + "_usd" # 自动添加_usd结尾
future_symbol = ':'.join([symbol, use_contract_type, str(self._use_leverage)]) # 满足格式
order.symbol = '.'.join([future_symbol, EXCHANGE_OKEX]) # 合约.OKE
order.vtSymbol = order.symbol
order.orderID = localNo
order.vtOrderID = '.'.join([self.gatewayName, order.orderID])
@ -2492,6 +2498,7 @@ user_id': 6548935, u'contract_id': 201802160040063L, u'price': 24.555, u'create_
order.tradedVolume = float(data['deal_amount'])
order.status = statusMap[data['status']]
# 发出期货委托事件
self.gateway.onOrder(copy(order))
# 判断成交数量是否有变化，有，则发出onTrade事件
@ -2774,7 +2781,7 @@ utureusd_positions'}
self.writeLog(u'futureSendOrder 请求合约代码格式错误:{},exception:{},{}'.format(req.symbol,str(ex),traceback.format_exc()))
return ''
# print symbol_pair , symbol, contract_type , leverage
# print symbol_pair(例如:btc_usd) , symbol(btc), contract_type(this_week) , leverage(10)
type_ = priceContractTypeMapReverse[(req.direction, req.offset)]
self.writeLog(u'futureSendOrder:{},{},{},{},{}'.format(symbol_pair, symbol, contract_type, leverage, type_))
# 本地委托号加1，并将对应字符串保存到队列中，返回基于本地委托号的vtOrderID