Merge pull request #2087 from MarvelousPeach/bitstamp_gateway
Bitstamp gateway
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commit
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vn.py是一套基于Python的开源量化交易系统开发框架,于2015年1月正式发布,在开源社区5年持续不断的贡献下一步步成长为全功能量化交易平台,目前国内外金融机构用户已经超过300家,包括:私募基金、证券自营和资管、期货资管和子公司、高校研究机构、自营交易公司、交易所、Token Fund等。
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**傻瓜式入门教程**已经在官方微信公众号[**vnpy-community**]全新上线,新手使用过程中有任何疑问看这个解决是最快的,后续会不断增加进阶经验、发布公告、活动报名等功能,请扫描下方二维码关注:
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全新的《vn.py全实战进阶》在线课程,已经在官方微信公众号[**vnpy-community**]上线,50节内容覆盖从策略设计开发、参数回测优化,到最终实盘自动交易的完整CTA量化业务流程。购买请扫描下方二维码关注后,点击菜单栏的【进阶课程】按钮即可:
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<p align="center">
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<img src ="https://vnpy.oss-cn-shanghai.aliyuncs.com/vnpy_qr.jpg"/>
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vnpy/gateway/bitstamp/__init__.py
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vnpy/gateway/bitstamp/__init__.py
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from .bitstamp_gateway import BitstampGateway
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vnpy/gateway/bitstamp/bitstamp_gateway.py
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vnpy/gateway/bitstamp/bitstamp_gateway.py
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Load Diff
@ -68,11 +68,14 @@ EXCHANGE_VT2IB = {
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EXCHANGE_IB2VT = {v: k for k, v in EXCHANGE_VT2IB.items()}
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STATUS_IB2VT = {
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"Submitted": Status.NOTTRADED,
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"Filled": Status.ALLTRADED,
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"Cancelled": Status.CANCELLED,
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"ApiPending": Status.SUBMITTING,
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"PendingSubmit": Status.SUBMITTING,
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"PreSubmitted": Status.NOTTRADED,
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"Submitted": Status.NOTTRADED,
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"ApiCancelled": Status.CANCELLED,
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"Cancelled": Status.CANCELLED,
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"Filled": Status.ALLTRADED,
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"Inactive": Status.REJECTED,
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}
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PRODUCT_VT2IB = {
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@ -357,9 +360,13 @@ class IbApi(EWrapper):
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orderid = str(orderId)
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order = self.orders.get(orderid, None)
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order.status = STATUS_IB2VT[status]
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order.traded = filled
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# To filter PendingCancel status
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order_status = STATUS_IB2VT.get(status, None)
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if order_status:
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order.status = order_status
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self.gateway.on_order(copy(order))
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def openOrder( # pylint: disable=invalid-name
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