From 243a74eac013c9e924cb135b096da21b202a8ce9 Mon Sep 17 00:00:00 2001 From: msincenselee Date: Thu, 31 May 2018 21:51:26 +0800 Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E6=94=B9=E6=8E=A5=E5=8F=A3?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../trader/gateway/okexGateway/okexGateway.py | 21 ++++++++++++------- 1 file changed, 14 insertions(+), 7 deletions(-) diff --git a/vnpy/trader/gateway/okexGateway/okexGateway.py b/vnpy/trader/gateway/okexGateway/okexGateway.py index 3c50c2e2..53669595 100644 --- a/vnpy/trader/gateway/okexGateway/okexGateway.py +++ b/vnpy/trader/gateway/okexGateway/okexGateway.py @@ -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