[Mod] improve code style
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@ -14,7 +14,7 @@ from vnpy.api.tap.vntap import (
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CreateITapTradeAPI, FreeITapTradeAPI
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CreateITapTradeAPI, FreeITapTradeAPI
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)
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)
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from vnpy.api.tap.vntap.ITapTrade import (
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from vnpy.api.tap.vntap.ITapTrade import (
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ITapTradeAPINotify,
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ITapTradeAPINotify,
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TapAPITradeLoginRspInfo, TapAPICommodityInfo, TapAPITradeContractInfo,
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TapAPITradeLoginRspInfo, TapAPICommodityInfo, TapAPITradeContractInfo,
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TapAPIApplicationInfo as TapTradeAPIApplicationInfo,
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TapAPIApplicationInfo as TapTradeAPIApplicationInfo,
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TapAPITradeLoginAuth, TapAPIAccQryReq, TapAPIFundReq,
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TapAPITradeLoginAuth, TapAPIAccQryReq, TapAPIFundReq,
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@ -27,12 +27,9 @@ from vnpy.api.tap.vntap.ITapTrade import (
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TAPI_ORDER_STATE_QUEUED, TAPI_ORDER_STATE_PARTFINISHED,
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TAPI_ORDER_STATE_QUEUED, TAPI_ORDER_STATE_PARTFINISHED,
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TAPI_ORDER_STATE_FINISHED, TAPI_ORDER_STATE_CANCELED,
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TAPI_ORDER_STATE_FINISHED, TAPI_ORDER_STATE_CANCELED,
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TAPI_ORDER_STATE_SUBMIT, TAPI_ORDER_TYPE_MARKET,
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TAPI_ORDER_STATE_SUBMIT, TAPI_ORDER_TYPE_MARKET,
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TAPI_ORDER_TYPE_LIMIT,
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TAPI_ORDER_TYPE_LIMIT, TAPI_ORDER_STATE_FAIL,
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TapAPIOrderInfoNotice, TAPI_ORDER_STATE_ACCEPT, TAPI_ORDER_STATE_TRIGGERING,
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TapAPIOrderInfoNotice
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TAPI_ORDER_STATE_EXCTRIGGERING, TAPI_ORDER_STATE_CANCELING, TAPI_ORDER_STATE_MODIFYING,
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)
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TAPI_ORDER_STATE_LEFTDELETED, TAPI_ORDER_STATE_FAIL, TAPI_ORDER_STATE_DELETED,
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TAPI_ORDER_STATE_SUPPENDED, TAPI_ORDER_STATE_DELETEDFOREXPIRE, TAPI_ORDER_STATE_EFFECT,
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TAPI_ORDER_STATE_APPLY)
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from vnpy.api.tap.error_codes import error_map
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from vnpy.api.tap.error_codes import error_map
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from vnpy.event import EventEngine
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from vnpy.event import EventEngine
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@ -85,41 +82,12 @@ DIRECTION_TAP2VT = {
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DIRECTION_VT2TAP = {v: k for k, v in DIRECTION_TAP2VT.items()}
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DIRECTION_VT2TAP = {v: k for k, v in DIRECTION_TAP2VT.items()}
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STATUS_TAP2VT = {
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STATUS_TAP2VT = {
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# 终端提交
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TAPI_ORDER_STATE_SUBMIT: Status.SUBMITTING,
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TAPI_ORDER_STATE_SUBMIT: Status.SUBMITTING,
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TAPI_ORDER_STATE_QUEUED: Status.NOTTRADED,
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# 已受理
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TAPI_ORDER_STATE_PARTFINISHED: Status.PARTTRADED,
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TAPI_ORDER_STATE_ACCEPT: Status.NOTTRADED,
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TAPI_ORDER_STATE_FINISHED: Status.ALLTRADED,
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# 策略待触发
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TAPI_ORDER_STATE_CANCELED: Status.CANCELLED,
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TAPI_ORDER_STATE_TRIGGERING: Status.NOTTRADED,
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TAPI_ORDER_STATE_FAIL: Status.REJECTED,
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# 交易所待触发
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TAPI_ORDER_STATE_EXCTRIGGERING: Status.NOTTRADED,
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# 已排队
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TAPI_ORDER_STATE_QUEUED: Status.NOTTRADED,
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# 部分成交
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TAPI_ORDER_STATE_PARTFINISHED: Status.PARTTRADED,
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# 完全成交
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TAPI_ORDER_STATE_FINISHED: Status.ALLTRADED,
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# 待撤消(排队临时状态)
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TAPI_ORDER_STATE_CANCELING: 0, # todo: vnpy缺少本地canceling的状态,可能导致重复撤单
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# 待修改(排队临时状态)
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TAPI_ORDER_STATE_MODIFYING: 0,
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# 完全撤单
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TAPI_ORDER_STATE_CANCELED: Status.CANCELLED,
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# 已撤余单
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TAPI_ORDER_STATE_LEFTDELETED: 0,
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# 指令失败
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TAPI_ORDER_STATE_FAIL: Status.CANCELLED,
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# 策略删除
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TAPI_ORDER_STATE_DELETED: 0,
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# 已挂起
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TAPI_ORDER_STATE_SUPPENDED: 0,
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# 到期删除
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TAPI_ORDER_STATE_DELETEDFOREXPIRE: 0,
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# 已生效——询价成功
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TAPI_ORDER_STATE_EFFECT: 0,
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# 已申请——行权、弃权、套利等申请成功
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TAPI_ORDER_STATE_APPLY: 0,
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}
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}
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ORDERTYPE_TAP2VT = {
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ORDERTYPE_TAP2VT = {
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@ -159,7 +127,6 @@ class TapGateway(BaseGateway):
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self.quote_api = QuoteApi(self)
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self.quote_api = QuoteApi(self)
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self.trade_api = TradeApi(self)
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self.trade_api = TradeApi(self)
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set_async_callback_exception_handler(
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set_async_callback_exception_handler(
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self._async_callback_exception_handler)
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self._async_callback_exception_handler)
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@ -376,7 +343,6 @@ class TradeApi(ITapTradeAPINotify):
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self.local_sys_map = {}
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self.local_sys_map = {}
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self.sys_server_map = {}
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self.sys_server_map = {}
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self.cancel_reqs = {}
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self.cancel_reqs = {}
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def OnConnect(self):
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def OnConnect(self):
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""""""
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""""""
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@ -603,12 +569,12 @@ class TradeApi(ITapTradeAPINotify):
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symbol=info.CommodityNo + info.ContractNo,
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symbol=info.CommodityNo + info.ContractNo,
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exchange=EXCHANGE_TAP2VT.get(info.ExchangeNo, None),
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exchange=EXCHANGE_TAP2VT.get(info.ExchangeNo, None),
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orderid=info.ClientOrderNo,
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orderid=info.ClientOrderNo,
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type=ORDERTYPE_TAP2VT[info.OrderType],
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type=ORDERTYPE_TAP2VT.get(info.OrderType, info.OrderType),
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direction=DIRECTION_TAP2VT[info.OrderSide],
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direction=DIRECTION_TAP2VT[info.OrderSide],
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price=info.OrderPrice,
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price=info.OrderPrice,
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volume=info.OrderQty,
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volume=info.OrderQty,
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traded=info.OrderMatchQty,
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traded=info.OrderMatchQty,
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status=STATUS_TAP2VT[info.OrderState],
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status=STATUS_TAP2VT.get(info.OrderState, info.OrderState),
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time=info.OrderInsertTime,
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time=info.OrderInsertTime,
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gateway_name=self.gateway_name
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gateway_name=self.gateway_name
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)
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)
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@ -666,19 +632,23 @@ class TradeApi(ITapTradeAPINotify):
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self.write_log(f"找不到匹配的合约:{req.symbol}和{req.exchange.value}")
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self.write_log(f"找不到匹配的合约:{req.symbol}和{req.exchange.value}")
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return ""
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return ""
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if req.type not in ORDERTYPE_VT2TAP:
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self.write_log(f"不支持的委托类型: {req.type.value}")
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return ""
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order_req = TapAPINewOrder()
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order_req = TapAPINewOrder()
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order_req.ExchangeNo = contract_info.exchange_no
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order_req.ExchangeNo = contract_info.exchange_no
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order_req.CommodityNo = contract_info.commodity_no
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order_req.CommodityNo = contract_info.commodity_no
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order_req.CommodityType = contract_info.commodity_type
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order_req.CommodityType = contract_info.commodity_type
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order_req.AccountNo = self.account_no
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order_req.AccountNo = self.account_no
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order_req.ContractNo = contract_info.contract_no
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order_req.ContractNo = contract_info.contract_no
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order_req.OrderType = ORDERTYPE_VT2TAP.get(req.type, "")
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order_req.OrderType = ORDERTYPE_VT2TAP.get[req.type]
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order_req.OrderSide = DIRECTION_VT2TAP.get(req.direction, "")
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order_req.OrderSide = DIRECTION_VT2TAP.get[req.direction]
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order_req.OrderPrice = req.price
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order_req.OrderPrice = req.price
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order_req.OrderQty = int(req.volume) # verify me: force float as int
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order_req.OrderQty = int(req.volume) # verify me: force float as int
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retv, session_id, order_id = self.api.InsertOrder(order_req)
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retv, session_id, order_id = self.api.InsertOrder(order_req)
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order = req.create_order_data(
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order = req.create_order_data(
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order_id,
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order_id,
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self.gateway_name
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self.gateway_name
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