[Add]on_send_order_fail callback for HuobiGateway

vnpy/gateway/huobi/huobi_gateway.py

@@ -15,7 +15,7 @@ from copy import copy
 from datetime import datetime
 
 from vnpy.event import Event
-from vnpy.api.rest import RestClient
+from vnpy.api.rest import RestClient, Request
 from vnpy.api.websocket import WebsocketClient
 from vnpy.trader.constant import (
     Direction,
@@ -275,6 +275,8 @@ class HuobiRestApi(RestClient):
             callback=self.on_send_order,
             data=data,
             extra=order,
+            on_error=self.on_send_order_error,
+            on_failed=self.on_send_order_failed
         )
 
         self.order_manager.on_order(order)
@@ -397,19 +399,44 @@ class HuobiRestApi(RestClient):
         sys_orderid = data["data"]
         self.order_manager.update_orderid_map(order.orderid, sys_orderid)
 
+    def on_send_order_failed(self, status_code: str, request: Request):
+        """
+        Callback when sending order failed on server.
+        """
+        order = request.extra
+        order.status = Status.REJECTED
+        self.gateway.on_order(order)
+
+        msg = f"委托失败，状态码：{status_code}，信息：{request.response.text}"
+        self.gateway.write_log(msg)
+
+    def on_send_order_error(
+        self, exception_type: type, exception_value: Exception, tb, request: Request
+    ):
+        """
+        Callback when sending order caused exception.
+        """
+        order = request.extra
+        order.status = Status.REJECTED
+        self.gateway.on_order(order)
+
+        # Record exception if not ConnectionError
+        if not issubclass(exception_type, ConnectionError):
+            self.on_error(exception_type, exception_value, tb, request)
+
     def on_cancel_order(self, data, request):
         """"""
-        if self.check_error(data, "撤单"):
-            return
-
         cancel_request = request.extra
         local_orderid = cancel_request.orderid
-
         order = self.order_manager.get_order_with_local_orderid(local_orderid)
-        order.status = Status.CANCELLED
+        
+        if self.check_error(data, "撤单"):
+            order.status = Status.REJECTED
+        else:
+            order.status = Status.CANCELLED
+            self.gateway.write_log(f"委托撤单成功：{order.orderid}")
         
         self.order_manager.on_order(order)
-        self.gateway.write_log(f"委托撤单成功：{order.orderid}")
         
     def check_error(self, data: dict, func: str = ""):
         """"""