Merge pull request #8 from vnpy/DEV

Dev

vnpy/gateway/bitmex/bitmex_gateway.py

@@ -71,8 +71,8 @@ class BitmexGateway(BaseGateway):
         "Secret": "",
         "会话数": 3,
         "服务器": ["REAL", "TESTNET"],
-        "代理地址": "127.0.0.1",
+        "代理地址": "",
-        "代理端口": 1080,
+        "代理端口": "",
     }
 
     def __init__(self, event_engine):
@@ -91,6 +91,11 @@ class BitmexGateway(BaseGateway):
         proxy_host = setting["代理地址"]
         proxy_port = setting["代理端口"]
 
+        if proxy_port.isdigit():
+            proxy_port = int(proxy_port)
+        else:
+            proxy_port = 0
+
         self.rest_api.connect(key, secret, session_number,
                               server, proxy_host, proxy_port)
 

vnpy/gateway/huobi/huobi_gateway.py

@@ -73,8 +73,8 @@ class HuobiGateway(BaseGateway):
         "API Key": "",
         "Secret Key": "",
         "会话数": 3,
-        "代理地址": "127.0.0.1",
+        "代理地址": "",
-        "代理端口": 1080,
+        "代理端口": "",
     }
 
     def __init__(self, event_engine):
@@ -95,6 +95,11 @@ class HuobiGateway(BaseGateway):
         proxy_host = setting["代理地址"]
         proxy_port = setting["代理端口"]
 
+        if proxy_port.isdigit():
+            proxy_port = int(proxy_port)
+        else:
+            proxy_port = 0
+
         self.rest_api.connect(key, secret, session_number,
                               proxy_host, proxy_port)
         self.trade_ws_api.connect(key, secret, proxy_host, proxy_port)

vnpy/gateway/okex/okex_gateway.py

@@ -74,8 +74,8 @@ class OkexGateway(BaseGateway):
         "Secret Key": "",
         "Passphrase": "",
         "会话数": 3,
-        "代理地址": "127.0.0.1",
+        "代理地址": "",
-        "代理端口": 1080,
+        "代理端口": "",
     }
 
     def __init__(self, event_engine):
@@ -85,6 +85,8 @@ class OkexGateway(BaseGateway):
         self.rest_api = OkexRestApi(self)
         self.ws_api = OkexWebsocketApi(self)
 
+        self.orders = {}
+
     def connect(self, setting: dict):
         """"""
         key = setting["API Key"]
@@ -94,9 +96,13 @@ class OkexGateway(BaseGateway):
         proxy_host = setting["代理地址"]
         proxy_port = setting["代理端口"]
 
+        if proxy_port.isdigit():
+            proxy_port = int(proxy_port)
+        else:
+            proxy_port = 0
+
         self.rest_api.connect(key, secret, passphrase,
                               session_number, proxy_host, proxy_port)
-
         self.ws_api.connect(key, secret, passphrase, proxy_host, proxy_port)
 
     def subscribe(self, req: SubscribeRequest):
@@ -124,6 +130,15 @@ class OkexGateway(BaseGateway):
         self.rest_api.stop()
         self.ws_api.stop()
 
+    def on_order(self, order: OrderData):
+        """"""
+        self.orders[order.vt_orderid] = order
+        super().on_order(order)
+
+    def get_order(self, vt_orderid: str):
+        """"""
+        return self.orders.get(vt_orderid, None)
+
 
 class OkexRestApi(RestClient):
     """
@@ -254,6 +269,8 @@ class OkexRestApi(RestClient):
             callback=self.on_cancel_order,
             data=data,
             on_error=self.on_cancel_order_error,
+            on_failed=self.on_cancel_order_failed,
+            extra=req
         )
 
     def query_contract(self):
@@ -402,6 +419,14 @@ class OkexRestApi(RestClient):
         """Websocket will push a new order status"""
         pass
 
+    def on_cancel_order_failed(self, status_code: int, request: Request):
+        """If cancel failed, mark order status to be rejected."""
+        req = request.extra
+        order = self.gateway.get_order(req.vt_orderid)
+        if order:
+            order.status = Status.REJECTED
+            self.gateway.on_order(order)
+
     def on_failed(self, status_code: int, request: Request):
         """
         Callback to handle request failed.

vnpy/trader/utility.py

@@ -394,5 +394,3 @@ def virtual(func: "callable"):
     that can be (re)implemented by subclasses.
     """
     return func
-
-