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modify send_order func to fill limit price order

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This commit is contained in:
vigarbuaa 2019-06-06 23:33:17 +08:00
parent 21cc72ac3f
commit 4e30095ac3
1 changed files with 6 additions and 3 deletions
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9
vnpy/gateway/alpaca/alpaca_gateway.py
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@ -263,14 +263,17 @@ class AlpacaRestApi(RestClient):
def send_order(self, req: OrderRequest):
orderid = str(self.connect_time + self._new_order_id())
data = {
raw_dict={
"symbol": req.symbol,
"qty": int(req.volume),
"side": DIRECTION_VT2ALPACA[req.direction],
"type": ORDERTYPE_VT2ALPACA[req.type],
"time_in_force":'opg',
"limit_price": float(req.price)
"time_in_force":'day',
}
if raw_dict['type'] == "limit":
raw_dict['limit_price'] = float(req.price)
data = raw_dict
order = req.create_order_data(orderid, self.gateway_name)
self.add_request(
"POST",