From 3b279c68eb0b061e1e27d19ad0408fa212d3fefb Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Fri, 10 May 2019 14:06:27 +0800
Subject: [PATCH] [Add] query history order and trade data

---
 vnpy/gateway/hbdm/hbdm_gateway.py | 115 +++++++++++++++++++++++++++---
 1 file changed, 104 insertions(+), 11 deletions(-)

diff --git a/vnpy/gateway/hbdm/hbdm_gateway.py b/vnpy/gateway/hbdm/hbdm_gateway.py
index 022f6842..e6df8b20 100644
--- a/vnpy/gateway/hbdm/hbdm_gateway.py
+++ b/vnpy/gateway/hbdm/hbdm_gateway.py
@@ -57,7 +57,8 @@ ORDERTYPE_VT2HBDM = {
     OrderType.LIMIT: "limit",
 }
 ORDERTYPE_HBDM2VT = {v: k for k, v in ORDERTYPE_VT2HBDM.items()}
-
+ORDERTYPE_HBDM2VT[1] = OrderType.LIMIT
+ORDERTYPE_HBDM2VT[3] = OrderType.MARKET
 
 DIRECTION_VT2HBDM = {
     Direction.LONG: "buy",
@@ -174,7 +175,7 @@ class HbdmRestApi(RestClient):
 
         self.gateway = gateway
         self.gateway_name = gateway.gateway_name
-        
+
         self.host = ""
         self.key = ""
         self.secret = ""
@@ -254,12 +255,47 @@ class HbdmRestApi(RestClient):
     def query_order(self):
         """"""
         for currency in self.currencies:
+            # Open Orders
             data = {"symbol": currency}
 
             self.add_request(
                 method="POST",
                 path="/api/v1/contract_openorders",
-                callback=self.on_query_order,
+                callback=self.on_query_active_order,
+                data=data,
+                extra=currency
+            )
+
+            # History Orders
+            data = {
+                "symbol": currency,
+                "trade_type": 0,
+                "type": 2,
+                "status": 0,
+                "create_date": 7
+            }
+
+            self.add_request(
+                method="POST",
+                path="/api/v1/contract_hisorders",
+                callback=self.on_query_history_order,
+                data=data,
+                extra=currency
+            )
+
+    def query_trade(self):
+        """"""
+        for currency in self.currencies:
+            data = {
+                "symbol": currency,
+                "trade_type": 0,
+                "create_date": 7
+            }
+
+            self.add_request(
+                method="POST",
+                path="/api/v1/contract_matchresults",
+                callback=self.on_query_trade,
                 data=data,
                 extra=currency
             )
@@ -271,7 +307,7 @@ class HbdmRestApi(RestClient):
             path="/api/v1/contract_contract_info",
             callback=self.on_query_contract
         )
-    
+
     def new_local_orderid(self):
         """"""
         with self.order_count_lock:
@@ -320,7 +356,7 @@ class HbdmRestApi(RestClient):
 
         for req in reqs:
             local_orderid = self.new_local_orderid()
-        
+
             order = req.create_order_data(
                 local_orderid,
                 self.gateway_name
@@ -412,7 +448,7 @@ class HbdmRestApi(RestClient):
         for d in data["data"]:
             key = f"{d['contract_code']}_{d['direction']}"
             position = self.positions.get(key, None)
-            
+
             if not position:
                 position = PositionData(
                     symbol=d["contract_code"],
@@ -426,17 +462,18 @@ class HbdmRestApi(RestClient):
             position.frozen = d["frozen"]
             position.price = d["cost_hold"]
             position.pnl = d["profit"]
-        
+
         for position in self.positions.values():
             self.gateway.on_position(position)
 
-    def on_query_order(self, data, request):
+    def on_query_active_order(self, data, request):
         """"""
-        if self.check_error(data, "查询委托"):
+        if self.check_error(data, "查询活动委托"):
             return
 
         for d in data["data"]["orders"]:
-            dt = datetime.fromtimestamp(d["created_at"] / 1000)
+            timestamp = d["created_at"]
+            dt = datetime.fromtimestamp(timestamp / 1000)
             time = dt.strftime("%H:%M:%S")
 
             if d["client_order_id"]:
@@ -460,7 +497,62 @@ class HbdmRestApi(RestClient):
             )
             self.gateway.on_order(order)
 
-        self.gateway.write_log(f"{request.extra}委托信息查询成功")
+        self.gateway.write_log(f"{request.extra}活动委托信息查询成功")
+
+    def on_query_history_order(self, data, request):
+        """"""
+        if self.check_error(data, "查询历史委托"):
+            return
+
+        for d in data["data"]["orders"]:
+            timestamp = d["create_date"]
+            dt = datetime.fromtimestamp(timestamp / 1000)
+            time = dt.strftime("%H:%M:%S")
+
+            orderid = d["order_id"]
+
+            order = OrderData(
+                orderid=orderid,
+                symbol=d["contract_code"],
+                exchange=Exchange.HUOBI,
+                price=d["price"],
+                volume=d["volume"],
+                type=ORDERTYPE_HBDM2VT[d["order_price_type"]],
+                direction=DIRECTION_HBDM2VT[d["direction"]],
+                offset=OFFSET_HBDM2VT[d["offset"]],
+                traded=d["trade_volume"],
+                status=STATUS_HBDM2VT[d["status"]],
+                time=time,
+                gateway_name=self.gateway_name,
+            )
+            self.gateway.on_order(order)
+
+        self.gateway.write_log(f"{request.extra}历史委托信息查询成功")
+
+    def on_query_trade(self, data, request):
+        """"""
+        if self.check_error(data, "查询成交"):
+            return
+
+        for d in data["data"]["trades"]:
+            dt = datetime.fromtimestamp(d["create_date"] / 1000)
+            time = dt.strftime("%H:%M:%S")
+            
+            trade = TradeData(
+                tradeid=d["match_id"],
+                orderid=d["order_id"],
+                symbol=d["contract_code"],
+                exchange=Exchange.HUOBI,
+                price=d["trade_price"],
+                volume=d["trade_volume"],
+                direction=DIRECTION_HBDM2VT[d["direction"]],
+                offset=OFFSET_HBDM2VT[d["offset"]],
+                time=time,
+                gateway_name=self.gateway_name,
+            )
+            self.gateway.on_trade(trade)
+
+        self.gateway.write_log(f"{request.extra}成交信息查询成功")
 
     def on_query_contract(self, data, request):  # type: (dict, Request)->None
         """"""
@@ -487,6 +579,7 @@ class HbdmRestApi(RestClient):
         self.gateway.write_log("合约信息查询成功")
 
         self.query_order()
+        self.query_trade()
 
     def on_send_order(self, data, request):
         """"""