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[Mod] remove OrderManager

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This commit is contained in:
nanoric 2019-03-08 07:15:01 -04:00
parent 897e7f0372
commit 637dabd406
1 changed files with 30 additions and 56 deletions
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86
vnpy/gateway/oes/oes_td.py
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@ -108,48 +108,17 @@ def parse_oes_datetime(date: int, time: int):
return datetime(year, month, day, hour, minute, sec, mill * 1000, tzinfo=bjtz)
class OrderManager:
def __init__(self):
self.last_order_id = 100000000
self._orders: Dict[int, InternalOrder] = {}
@staticmethod
def hash_remote_order(data):
key = (data.origClSeqNo, data.origClOrdId, data.origClEnvId, data.userInfo)
return key
@staticmethod
def hash_remote_trade(data: OesTrdCnfmT):
key = (data.clSeqNo, data.clOrdId, data.clEnvId, data.userInfo)
return key
def save_local_created(self, order_id: int, order: OrderData):
print(f"saved order, id:{order_id}")
self._orders[order_id] = InternalOrder(
order_id=order_id,
vt_order=order,
)
def save_remote_created(self, order_id: int, vt_order: OrderData):
return self.save_local_created(order_id, vt_order)
def get_from_order_id(self, id: int):
return self._orders[id]
class OesTdMessageLoop:
def __init__(self,
gateway: BaseGateway,
env: OesApiClientEnvT,
order_manager: OrderManager,
td: "OesTdApi"
):
self.gateway = gateway
self._td = td
self._env = env
self._order_manager = order_manager
self._td = td
self._alive = False
self._th = Thread(target=self.message_loop)
@ -218,7 +187,7 @@ class OesTdMessageLoop:
error_string = error_to_str(error_code)
data: OesOrdRejectT = d.rptMsg.rptBody.ordRejectRsp
if not data.origClSeqNo:
i = self._order_manager.get_from_order_id(data.clSeqNo)
i = self._td.get_order(data.clSeqNo)
vt_order = i.vt_order
if vt_order == Status.ALLTRADED:
@ -236,9 +205,9 @@ class OesTdMessageLoop:
data = d.rptMsg.rptBody.ordInsertRsp
if not data.origClSeqNo:
i = self._order_manager.get_from_order_id(data.clSeqNo)
i = self._td.get_order(data.clSeqNo)
else:
i = self._order_manager.get_from_order_id(data.origClSeqNo)
i = self._td.get_order(data.origClSeqNo)
vt_order = i.vt_order
vt_order.status = STATUS_OES2VT[data.ordStatus]
vt_order.volume = data.ordQty
@ -251,20 +220,22 @@ class OesTdMessageLoop:
data: OesOrdCnfmT = d.rptMsg.rptBody.ordCnfm
if not data.origClSeqNo:
i = self._order_manager.get_from_order_id(data.clSeqNo)
i = self._td.get_order(data.clSeqNo)
else:
i = self._order_manager.get_from_order_id(data.origClSeqNo)
i = self._td.get_order(data.origClSeqNo)
vt_order = i.vt_order
vt_order.status = STATUS_OES2VT[data.ordStatus]
vt_order.volume = data.ordQty
vt_order.traded = data.cumQty
vt_order.time = parse_oes_datetime(data.ordDate, data.ordCnfmTime)
self.gateway.on_order(vt_order)
def on_trade_report(self, d: OesRspMsgBodyT):
data: OesTrdCnfmT = d.rptMsg.rptBody.trdCnfm
i = self._order_manager.get_from_order_id(data.clSeqNo)
i = self._td.get_order(data.clSeqNo)
vt_order = i.vt_order
# vt_order.status = STATUS_OES2VT[data.ordStatus]
@ -280,18 +251,11 @@ class OesTdMessageLoop:
volume=data.trdQty,
time=parse_oes_datetime(data.trdDate, data.trdTime)
)
vt_order.status = STATUS_OES2VT[data.ordStatus]
vt_order.traded = data.origOrdQty + data.trdQty
vt_order.time = parse_oes_datetime(data.trdDate, data.trdTime)
self.gateway.on_trade(trade)
# hack :
# Sometimes order_report is not received after a trade is received.
# (only trade msg but no order msg)
# This cause a problem that vt_order.traded stay 0 after a trade, which is a error state.
# So we have to query new status of order for every receiving of trade.
# BUT
# Oes have no async call to query order only.
# And calling sync function here will slow down vnpy.
# So we queue it into another thread.
self._td.schedule_query_order(i)
self.gateway.on_order(vt_order)
def on_option_holding(self, d: OesRspMsgBodyT):
pass
@ -339,14 +303,14 @@ class OesTdApi:
self._env = OesApiClientEnvT()
self._order_manager = OrderManager()
self._message_loop = OesTdMessageLoop(gateway,
self._env,
self._order_manager,
self)
self._last_seq_lock = Lock()
self._last_seq_index = 1000000 # 0 has special manning for oes
self._orders: Dict[int, InternalOrder] = {}
def connect(self):
"""Connect to trading server.
@ -574,7 +538,7 @@ class OesTdApi:
order = vt_req.create_order_data(str(order_id), self.gateway.gateway_name)
order.direction = Direction.NET # fix direction into NET: stock only
self._order_manager.save_local_created(order_id, order)
self.save_order(order_id, order)
ret = OesApi_SendOrderReq(self._env.ordChannel,
oes_req
)
@ -622,7 +586,7 @@ class OesTdApi:
cursor: OesQryCursorT):
data: OesOrdCnfmT = cast.toOesOrdItemT(body)
i = self._order_manager.get_from_order_id(data.clSeqNo)
i = self._td.get_order(data.clSeqNo)
vt_order = i.vt_order
vt_order.status = STATUS_OES2VT[data.ordStatus]
vt_order.volume = data.ordQty - data.canceledQty
@ -650,7 +614,7 @@ class OesTdApi:
):
data: OesOrdCnfmT = cast.toOesOrdItemT(body)
try:
i = self._order_manager.get_from_order_id(data.clSeqNo)
i = self.get_order(data.clSeqNo)
vt_order = i.vt_order
vt_order.status = STATUS_OES2VT[data.ordStatus]
vt_order.volume = data.ordQty - data.canceledQty
@ -680,6 +644,16 @@ class OesTdApi:
# this time should be generated automatically or by a static function
time=datetime.utcnow().isoformat(),
)
self._order_manager.save_remote_created(order_id, vt_order)
self.save_order(order_id, vt_order)
self.gateway.on_order(vt_order)
return 1
def save_order(self, order_id: int, order: OrderData):
self._orders[order_id] = InternalOrder(
order_id=order_id,
vt_order=order,
)
def get_order(self, order_id: int):
return self._orders[order_id]