[Add] send_orders and cancel_orders function

This commit is contained in:
vn.py 2019-05-09 21:33:09 +08:00
parent fb4d7c9c01
commit 4cdf809d41

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@ -3,7 +3,7 @@
"""
from abc import ABC, abstractmethod
from typing import Any
from typing import Any, Sequence
from copy import copy
from vnpy.event import Event, EventEngine
@ -210,6 +210,29 @@ class BaseGateway(ABC):
"""
pass
def send_orders(self, reqs: Sequence[OrderRequest]):
"""
Send a batch of orders to server.
Use a for loop of send_order function by default.
Reimplement this function if batch order supported on server.
"""
vt_orderids = []
for req in reqs:
vt_orderid = self.send_order(req)
vt_orderids.append(vt_orderid)
return vt_orderids
def cancel_orders(self, reqs: Sequence[CancelRequest]):
"""
Cancel a batch of orders to server.
Use a for loop of cancel_order function by default.
Reimplement this function if batch cancel supported on server.
"""
for req in reqs:
self.cancel_order(req)
@abstractmethod
def query_account(self):
"""