[Add] Complete ib gateway development

requirements.txt

@@ -1,2 +1,2 @@
-pyqt
+PyQt5
 qdarkstyle

tests/trader/run.py

@@ -1,8 +1,11 @@
 from vnpy.event import EventEngine
 from vnpy.trader.engine import MainEngine
 from vnpy.trader.ui import MainWindow, create_qapp
+from vnpy.gateway.ib import IbGateway
 
-from vnpy.trader.ui.widget import TickMonitor
+import os
+import logging
+import time
 
 
 def main():
@@ -10,7 +13,9 @@ def main():
     qapp = create_qapp()
 
     event_engine = EventEngine()
+
     main_engine = MainEngine(event_engine)
+    main_engine.add_gateway(IbGateway)
 
     main_window = MainWindow(main_engine, event_engine)
     main_window.showMaximized()

vnpy/gateway/ib/__init__.py

@@ -1 +1 @@
-from ib_gateway import IbGateway
+from .ib_gateway import IbGateway

vnpy/gateway/ib/ib_gateway.py

@@ -3,15 +3,19 @@ Please install ibapi from Interactive Brokers github page.
 """
 from datetime import datetime
 from copy import copy
+from threading import Thread
+from queue import Empty
 
 from ibapi.wrapper import EWrapper
 from ibapi.client import EClient
 from ibapi.contract import Contract, ContractDetails
 from ibapi.order import Order
-from ibapi.common import TickerId, OrderId, TickAttrib
+from ibapi.common import TickerId, OrderId, TickAttrib, MAX_MSG_LEN
 from ibapi.ticktype import TickType
 from ibapi.order_state import OrderState
 from ibapi.execution import Execution
+from ibapi.utils import BadMessage
+from ibapi import comm
 
 from vnpy.trader.gateway import BaseGateway
 from vnpy.trader.object import (
@@ -62,7 +66,9 @@ PRICETYPE_VT2IB = {PRICETYPE_LIMIT: "LMT", PRICETYPE_MARKET: "MKT"}
 PRICETYPE_IB2VT = {v: k for k, v in PRICETYPE_VT2IB.items()}
 
 DIRECTION_VT2IB = {DIRECTION_LONG: "BUY", DIRECTION_SHORT: "SELL"}
-DIRECTION_IB2VT = {v: k for k, v in DIRECTION_IB2VT.items()}
+DIRECTION_IB2VT = {v: k for k, v in DIRECTION_VT2IB.items()}
+DIRECTION_IB2VT["BOT"] = DIRECTION_LONG
+DIRECTION_IB2VT["SLD"] = DIRECTION_SHORT
 
 EXCHANGE_VT2IB = {
     EXCHANGE_SMART: "SMART",
@@ -123,15 +129,11 @@ ACCOUNTFIELD_IB2VT = {
 class IbGateway(BaseGateway):
     """"""
 
-    default_setting = {
+    default_setting = {"host": "127.0.0.1", "port": 7497, "clientid": 1}
-        "host": "127.0.0.1",
-        "port": 7497,
-        "clientid": 1
-    }
 
     def __init__(self, event_engine):
         """"""
-        super(Gateway, self).__init__(event_engine, "IB")
+        super(IbGateway, self).__init__(event_engine, "IB")
 
         self.api = IbApi(self)
 
@@ -181,7 +183,7 @@ class IbGateway(BaseGateway):
 class IbApi(EWrapper):
     """"""
 
-    def __init__(self, gateway: Gateway):
+    def __init__(self, gateway: BaseGateway):
         """"""
         super(IbApi, self).__init__()
 
@@ -189,15 +191,36 @@ class IbApi(EWrapper):
         self.gateway_name = gateway.gateway_name
 
         self.status = False
+
         self.reqid = 0
         self.orderid = 0
         self.clientid = 0
         self.ticks = {}
         self.orders = {}
         self.accounts = {}
-        self.contracts = {}
 
-        self.client = EClient(self)
+        self.tick_exchange = {}
+
+        self.client = IbClient(self)
+        self.thread = Thread(target=self.client.run)
+
+    def connectAck(self):
+        """
+        Callback when connection is established.
+        """
+        self.status = True
+
+        log = LogData(msg="IB TWS连接成功", gateway_name=self.gateway_name)
+        self.gateway.on_log(log)
+
+    def connectionClosed(self):
+        """
+        Callback when connection is closed.
+        """
+        self.status = False
+
+        log = LogData(msg="IB TWS连接断开", gateway_name=self.gateway_name)
+        self.gateway.on_log(log)
 
     def nextValidId(self, orderId: int):
         """
@@ -213,12 +236,10 @@ class IbApi(EWrapper):
         """
         super(IbApi, self).currentTime(time)
 
-        self.status = True
-
         dt = datetime.fromtimestamp(time)
         time_string = dt.strftime("%Y-%m-%d %H:%M:%S.%f")
         log = LogData(
-            msg=f"IB TWS连接成功，服务器时间: {time_string}",
+            msg=f"服务器时间: {time_string}",
             gateway_name=self.gateway_name
         )
         self.gateway.on_log(log)
@@ -229,7 +250,7 @@ class IbApi(EWrapper):
         """
         super(IbApi, self).error(reqId, errorCode, errorString)
         log = LogData(
-            msg=f"发生错误，错误代码：{errorCode}，错误信息: {errorString}",
+            msg=f"信息通知，代码：{errorCode}，内容: {errorString}",
             gateway_name=self.gateway_name
         )
         self.gateway.on_log(log)
@@ -253,10 +274,10 @@ class IbApi(EWrapper):
         name = TICKFIELD_IB2VT[tickType]
         setattr(tick, name, price)
 
-        # Forex and spot product of IB has no tick time and last price.
+        # Forex and spot product of IDEALPRO has no tick time and last price.
         # We need to calculate locally.
-        contract = self.contracts[reqId]
+        exchange = self.tick_exchange[reqId]
-        if contract.product in (PRODUCT_FOREX, PRODUCT_SPOT):
+        if exchange == EXCHANGE_IDEALPRO:
             tick.last_price = (tick.bid_price_1 + tick.ask_price_1) / 2
             tick.datetime = datetime.now()
         self.gateway.on_tick(copy(tick))
@@ -323,7 +344,7 @@ class IbApi(EWrapper):
               )
 
         orderid = str(orderId)
-        order = self.orders.get[orderid]
+        order = self.orders.get(orderid, None)
         order.status = STATUS_IB2VT[status]
         order.traded = filled
 
@@ -349,12 +370,13 @@ class IbApi(EWrapper):
                 ib_contract.exchange
             ),
             orderid=orderid,
-            direction=DIRECTION_IB2V[ib_order.action],
+            direction=DIRECTION_IB2VT[ib_order.action],
-            price=order.lmtPrice,
+            price=ib_order.lmtPrice,
-            volume=order.totalQuantity,
+            volume=ib_order.totalQuantity,
             gateway_name=self.gateway_name
         )
 
+        self.orders[orderid] = order
         self.gateway.on_order(copy(order))
 
     def updateAccountValue(
@@ -379,6 +401,7 @@ class IbApi(EWrapper):
                 accountid=accountid,
                 gateway_name=self.gateway_name
             )
+            self.accounts[accountid] = account
 
         name = ACCOUNTFIELD_IB2VT[key]
         setattr(account, name, float(val))
@@ -426,7 +449,6 @@ class IbApi(EWrapper):
         Callback of account update time.
         """
         super(IbApi, self).updateAccountTime(timeStamp)
-
         for account in self.accounts.values():
             self.gateway.on_account(copy(account))
 
@@ -435,6 +457,7 @@ class IbApi(EWrapper):
         Callback of contract data update.
         """
         super(IbApi, self).contractDetails(reqId, contractDetails)
+
         ib_symbol = contractDetails.contract.conId
         ib_exchange = contractDetails.contract.exchange
         ib_size = contractDetails.contract.multiplier
@@ -445,7 +468,7 @@ class IbApi(EWrapper):
             exchange=EXCHANGE_IB2VT.get(ib_exchange,
                                         ib_exchange),
             name=contractDetails.longName,
-            product=PRODUCT_VT2IB[ib_product]
+            product=PRODUCT_IB2VT[ib_product],
             size=ib_size,
             pricetick=contractDetails.minTick,
             gateway_name=self.gateway_name
@@ -461,13 +484,15 @@ class IbApi(EWrapper):
         today_date = datetime.now().strftime("%Y%m%d")
         trade = TradeData(
             symbol=contract.conId,
-            exchange=EXCHANGE_IB2VT.get(contract.exchange, contract.exchange)
+            exchange=EXCHANGE_IB2VT.get(contract.exchange,
+                                        contract.exchange),
             orderid=str(execution.orderId),
             tradeid=str(execution.execId),
             direction=DIRECTION_IB2VT[execution.side],
             price=execution.price,
             volume=execution.shares,
-            time=datetime.strptime(f"{today_date} {execution.time}", "%Y%m%d %H:%M:%S"),
+            time=datetime.strptime(execution.time,
+                                   "%Y%m%d  %H:%M:%S"),
             gateway_name=self.gateway_name
         )
 
@@ -480,33 +505,44 @@ class IbApi(EWrapper):
         super(IbApi, self).managedAccounts(accountsList)
 
         for account_code in accountsList.split(","):
-            self.client.reqAccountUpdates(account_code)
+            self.client.reqAccountUpdates(True, account_code)
 
     def connect(self, setting: dict):
         """
         Connect to TWS.
         """
+        if self.status:
+            return
+
         self.clientid = setting["clientid"]
 
         self.client.connect(
-            setting["host"].
+            setting["host"],
             setting["port"],
             setting["clientid"]
         )
 
-        self.client.reqCurrentTime()
+        self.thread.start()
+
+        n = self.client.reqCurrentTime()
 
     def close(self):
         """
         Disconnect to TWS.
         """
+        if not self.status:
+            return
+
         self.status = False
-        self.client.eDisconnect()
+        self.client.disconnect()
 
     def subscribe(self, req: SubscribeRequest):
         """
         Subscribe tick data update.
         """
+        if not self.status:
+            return
+
         ib_contract = Contract()
         ib_contract.conId = str(req.symbol)
         ib_contract.exchange = EXCHANGE_VT2IB[req.exchange]
@@ -526,26 +562,30 @@ class IbApi(EWrapper):
             gateway_name=self.gateway_name
         )
         self.ticks[self.reqid] = tick
+        self.tick_exchange[self.reqid] = req.exchange
 
     def send_order(self, req: OrderRequest):
         """
         Send a new order.
         """
+        if not self.status:
+            return ''
+
         self.orderid += 1
 
         ib_contract = Contract()
         ib_contract.conId = str(req.symbol)
         ib_contract.exchange = EXCHANGE_VT2IB[req.exchange]
 
-        order = Order()
+        ib_order = Order()
-        order.orderId = self.orderid
+        ib_order.orderId = self.orderid
-        order.clientId = self.clientid
+        ib_order.clientId = self.clientid
-        order.action = DIRECTION_VT2IB[req.direction]
+        ib_order.action = DIRECTION_VT2IB[req.direction]
-        order.orderType = PRICETYPE_VT2IB[req.price_type]
+        ib_order.orderType = PRICETYPE_VT2IB[req.price_type]
-        order.lmtPrice = req.price
+        ib_order.lmtPrice = req.price
-        order.totalQuantity = req.volume
+        ib_order.totalQuantity = req.volume
 
-        self.client.placeOrder(self.orderid, contract, order)
+        self.client.placeOrder(self.orderid, ib_contract, ib_order)
         self.client.reqIds(1)
 
         vt_orderid = f"{self.gateway_name}.{self.orderid}"
@@ -555,7 +595,32 @@ class IbApi(EWrapper):
         """
         Cancel an existing order.
         """
-        self.client.cancelOrder(int(req.orderid)))
+        if not self.status:
+            return
+
+        self.client.cancelOrder(int(req.orderid))
 
 
+class IbClient(EClient):
+    """"""
 
+    def run(self):
+        """
+        Reimplement the original run message loop of eclient.
+        
+        Remove all unnecessary try...catch... and allow exceptions to interrupt loop.
+        """
+        while not self.done and self.isConnected():
+            try:
+                text = self.msg_queue.get(block=True, timeout=0.2)
+
+                if len(text) > MAX_MSG_LEN:
+                    errorMsg = "%s:%d:%s" % (BAD_LENGTH.msg(), len(text), text)
+                    self.wrapper.error(NO_VALID_ID, BAD_LENGTH.code(), errorMsg)
+                    self.disconnect()
+                    break
+
+                fields = comm.read_fields(text)
+                self.decoder.interpret(fields)
+            except Empty:
+                pass

vnpy/trader/app.py

@@ -0,0 +1,11 @@
+from abc import ABC
+
+
+class BaseApp(ABC):
+    """
+    Abstract class for app.
+    """
+
+    app_name = ''
+    app_engine = None
+    app_ui = None

vnpy/trader/engine.py

@@ -18,7 +18,7 @@ from .event import (
     EVENT_CONTRACT
 )
 from .object import LogData, SubscribeRequest, OrderRequest, CancelRequest
-from .utility import Singleton, get_temp_path, check_order_active
+from .utility import Singleton, get_temp_path
 from .setting import SETTINGS
 from .gateway import BaseGateway
 
@@ -54,7 +54,7 @@ class MainEngine:
         Add gateway.
         """
         gateway = gateway_class(self.event_engine)
-        self.gateways[gateway.gateway_name] = engine
+        self.gateways[gateway.gateway_name] = gateway
 
     def init_engines(self):
         """
@@ -78,6 +78,7 @@ class MainEngine:
         gateway = self.gateways.get(gateway_name, None)
         if not gateway:
             self.write_log(f"找不到底层接口：{gateway_name}")
+            return None
         return gateway
 
     def get_default_setting(self, gateway_name: str):
@@ -87,14 +88,21 @@ class MainEngine:
         gateway = self.get_gateway(gateway_name)
         if gateway:
             return gateway.get_default_setting()
+        return None
 
-    def connect(self, gateway_name: str):
+    def get_all_gateway_names(self):
+        """
+        Get all names of gatewasy added in main engine.
+        """
+        return list(self.gateways.keys())
+
+    def connect(self, setting: dict, gateway_name: str):
         """
         Start connection of a specific gateway.
         """
         gateway = self.get_gateway(gateway_name)
         if gateway:
-            gateway.connect()
+            gateway.connect(setting)
 
     def subscribe(self, req: SubscribeRequest, gateway_name: str):
         """
@@ -120,7 +128,7 @@ class MainEngine:
         """
         gateway = self.get_gateway(gateway_name)
         if gateway:
-            gateway.send_order(req)
+            gateway.cancel_order(req)
 
     def close(self):
         """
@@ -277,7 +285,7 @@ class OmsEngine(BaseEngine):
         self.orders[order.vt_orderid] = order
 
         # If order is active, then update data in dict.
-        if check_order_active(order.status):
+        if order.check_active():
             self.active_orders[order.vt_orderid] = order
         # Otherwise, pop inactive order from in dict
         elif order.vt_orderid in self.active_orders:

vnpy/trader/object.py

@@ -6,6 +6,10 @@ from dataclasses import dataclass
 from datetime import datetime
 from logging import INFO
 
+from .constant import (STATUS_SUBMITTING, STATUS_NOTTRADED, STATUS_PARTTRADED)
+
+ACTIVE_STATUSES = set([STATUS_SUBMITTING, STATUS_NOTTRADED, STATUS_PARTTRADED])
+
 
 @dataclass
 class BaseData:
@@ -110,6 +114,26 @@ class OrderData(BaseData):
         self.vt_symbol = f"{self.symbol}.{self.exchange}"
         self.vt_orderid = f"{self.gateway_name}.{self.orderid}"
 
+    def check_active(self):
+        """
+        Check if the order is active.
+        """
+        if self.status in ACTIVE_STATUSES:
+            return True
+        else:
+            return False
+
+    def create_cancel_request(self):
+        """
+        Create cancel request object from order.
+        """
+        req = CancelRequest(
+            orderid=self.orderid,
+            symbol=self.symbol,
+            exchange=self.exchange
+        )
+        return req
+
 
 @dataclass
 class TradeData(BaseData):
@@ -182,7 +206,7 @@ class LogData(BaseData):
 
     def __post_init__(self):
         """"""
-        time = datetime
+        self.time = datetime.now()
 
 
 @dataclass

vnpy/trader/ui/__init__.py

@@ -7,6 +7,7 @@ from PyQt5 import QtWidgets, QtGui
 
 from .mainwindow import MainWindow
 from ..setting import SETTINGS
+from ..utility import get_icon_path
 
 
 def create_qapp():
@@ -19,9 +20,7 @@ def create_qapp():
     font = QtGui.QFont(SETTINGS["font.family"], SETTINGS["font.size"])
     qapp.setFont(font)
 
-    ui_path = Path(__file__).parent
+    icon = QtGui.QIcon(get_icon_path(__file__, "vnpy.ico"))
-    icon_path = ui_path.joinpath("ico", "vnpy.ico")
-    icon = QtGui.QIcon(str(icon_path))
     qapp.setWindowIcon(icon)
 
     if 'Windows' in platform.uname():

vnpy/trader/ui/mainwindow.py

@@ -1,14 +1,23 @@
-from PyQt5 import QtWidgets, QtCore
+"""
+Implements main window of VN Trader.
+"""
+
+from functools import partial
+
+from PyQt5 import QtWidgets, QtCore, QtGui
 
 from vnpy.event import EventEngine
 from ..engine import MainEngine
+from ..utility import get_icon_path
 from .widget import (
     TickMonitor,
     OrderMonitor,
     TradeMonitor,
     PositionMonitor,
     AccountMonitor,
-    LogMonitor
+    LogMonitor,
+    ConnectDialog,
+    TradingWidget
 )
 
 
@@ -23,6 +32,7 @@ class MainWindow(QtWidgets.QMainWindow):
         self.main_engine = main_engine
         self.event_engine = event_engine
 
+        self.connect_dialogs = {}
         self.widgets = {}
 
         self.init_ui()
@@ -35,6 +45,7 @@ class MainWindow(QtWidgets.QMainWindow):
 
     def init_dock(self):
         """"""
+        trading_widget, trading_dock = self.create_dock(TradingWidget, "交易", QtCore.Qt.LeftDockWidgetArea)
         tick_widget, tick_dock = self.create_dock(TickMonitor, "行情", QtCore.Qt.RightDockWidgetArea)
         order_widget, order_dock = self.create_dock(OrderMonitor, "委托", QtCore.Qt.RightDockWidgetArea)
         trade_widget, trade_dock = self.create_dock(TradeMonitor, "成交", QtCore.Qt.RightDockWidgetArea)
@@ -44,7 +55,22 @@ class MainWindow(QtWidgets.QMainWindow):
 
     def init_menu(self):
         """"""
-        pass
+        bar = self.menuBar()
+
+        sys_menu = bar.addMenu("系统")
+        app_menu = bar.addMenu("功能")
+        help_menu = bar.addMenu("帮助")
+
+        gateway_names = self.main_engine.get_all_gateway_names()
+        for name in gateway_names:
+            func = partial(self.connect, name)
+            icon = QtGui.QIcon(get_icon_path(__file__, "connect.ico"))
+
+            action = QtWidgets.QAction(f"连接{name}", self)
+            action.triggered.connect(func)
+            action.setIcon(icon)
+
+            sys_menu.addAction(action)
 
     def create_dock(
             self,
@@ -63,3 +89,35 @@ class MainWindow(QtWidgets.QMainWindow):
         dock.setFeatures(dock.DockWidgetFloatable | dock.DockWidgetMovable)
         self.addDockWidget(area, dock)
         return widget, dock
+
+    def connect(self, gateway_name: str):
+        """
+        Open connect dialog for gateway connection.
+        """
+        dialog = self.connect_dialogs.get(gateway_name, None)
+        if not dialog:
+            dialog = ConnectDialog(self.main_engine, gateway_name)
+
+        dialog.exec()
+
+    def closeEvent(self, event):
+        """
+        Call main engine close function before exit.
+        """
+        reply = QtWidgets.QMessageBox.question(
+            self,
+            "退出",
+            "确认退出？",
+            QtWidgets.QMessageBox.Yes | QtWidgets.QMessageBox.No,
+            QtWidgets.QMessageBox.No
+        )
+
+        if reply == QtWidgets.QMessageBox.Yes:
+            for widget in self.widgets.values():
+                widget.close()
+
+            self.main_engine.close()
+
+            event.accept()
+        else:
+            event.ignore()

vnpy/trader/ui/widget.py

@@ -8,10 +8,16 @@ from typing import Any
 from PyQt5 import QtWidgets, QtGui, QtCore
 
 from vnpy.event import EventEngine, Event
-from ..constant import DIRECTION_LONG, DIRECTION_SHORT, DIRECTION_NET
+from ..constant import (DIRECTION_LONG, DIRECTION_SHORT, DIRECTION_NET,
+                        OFFSET_OPEN, OFFSET_CLOSE, OFFSET_CLOSETODAY, OFFSET_CLOSEYESTERDAY,
+                        PRICETYPE_LIMIT, PRICETYPE_MARKET, PRICETYPE_FAK, PRICETYPE_FOK,
+                        EXCHANGE_CFFEX, EXCHANGE_SHFE, EXCHANGE_DCE, EXCHANGE_CZCE, EXCHANGE_SSE,
+                        EXCHANGE_SZSE, EXCHANGE_SGE, EXCHANGE_HKEX, EXCHANGE_HKFE, EXCHANGE_SMART,
+                        EXCHANGE_ICE, EXCHANGE_CME, EXCHANGE_NYMEX, EXCHANGE_GLOBEX, EXCHANGE_IDEALPRO)
 from ..engine import MainEngine
 from ..event import (EVENT_TICK, EVENT_ORDER, EVENT_TRADE, EVENT_ACCOUNT,
                      EVENT_POSITION, EVENT_CONTRACT, EVENT_LOG)
+from ..object import SubscribeRequest, OrderRequest, CancelRequest
 
 COLOR_LONG = QtGui.QColor("red")
 COLOR_SHORT = QtGui.QColor("green")
@@ -27,7 +33,7 @@ class BaseCell(QtWidgets.QTableWidgetItem):
 
     def __init__(self, content: Any, data: Any):
         """"""
-        super(BaseCel, self).__init__()
+        super(BaseCell, self).__init__()
         self.setTextAlignment(QtCore.Qt.AlignCenter)
         self.set_content(content, data)
 
@@ -108,7 +114,7 @@ class PnlCell(BaseCell):
         """
         super(PnlCell, self).set_content(content, data)
 
-        if content.startswith("-"):
+        if str(content).startswith("-"):
             self.setForeground(COLOR_SHORT)
         else:
             self.setForeground(COLOR_LONG)
@@ -171,7 +177,7 @@ class BaseMonitor(QtWidgets.QTableWidget):
         """
         self.setColumnCount(len(self.headers))
 
-        labels = [d['display'] for d in self.headers.values()]
+        labels = [d["display"] for d in self.headers.values()]
         self.setHorizontalHeaderLabels(labels)
 
         self.verticalHeader().setVisible(False)
@@ -198,7 +204,7 @@ class BaseMonitor(QtWidgets.QTableWidget):
         Register event handler into event engine.
         """
         self.signal.connect(self.process_event)
-        self.event_engine.register(self.event_type, self.process_event)
+        self.event_engine.register(self.event_type, self.signal.emit)
 
     def process_event(self, event):
         """
@@ -236,10 +242,10 @@ class BaseMonitor(QtWidgets.QTableWidget):
             setting = self.headers[header]
 
             content = data.__getattribute__(header)
-            cell = setting['cell'](content, data)
+            cell = setting["cell"](content, data)
             self.setItem(0, column, cell)
 
-            if setting['update']:
+            if setting["update"]:
                 row_cells[header] = cell
 
         if self.data_key:
@@ -253,7 +259,7 @@ class BaseMonitor(QtWidgets.QTableWidget):
         key = data.__getattribute__(self.data_key)
         row_cells = self.cells[key]
 
-        for header, cell in row_cells:
+        for header, cell in row_cells.items():
             content = data.__getattribute__(header)
             cell.set_content(content, data)
 
@@ -298,65 +304,65 @@ class TickMonitor(BaseMonitor):
     sorting = True
 
     headers = {
-        'symbol': {
+        "symbol": {
-            'display': '代码',
+            "display": "代码",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'last_price': {
+        "last_price": {
-            'display': '最新价',
+            "display": "最新价",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'volume': {
+        "volume": {
-            'display': '成交量',
+            "display": "成交量",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'open_price': {
+        "open_price": {
-            'display': '开盘价',
+            "display": "开盘价",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'high_price': {
+        "high_price": {
-            'display': '最高价',
+            "display": "最高价",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'low_price': {
+        "low_price": {
-            'display': '最低价',
+            "display": "最低价",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'bid_price_1': {
+        "bid_price_1": {
-            'display': '买1价',
+            "display": "买1价",
-            'cell': BidCell,
+            "cell": BidCell,
-            'update': True
+            "update": True
         },
-        'bid_volume_1': {
+        "bid_volume_1": {
-            'display': '买1量',
+            "display": "买1量",
-            'cell': BidCell,
+            "cell": BidCell,
-            'update': True
+            "update": True
         },
-        'ask_price_1': {
+        "ask_price_1": {
-            'display': '卖1价',
+            "display": "卖1价",
-            'cell': AskCell,
+            "cell": AskCell,
-            'update': True
+            "update": True
         },
-        'ask_volume_1': {
+        "ask_volume_1": {
-            'display': '卖1量',
+            "display": "卖1量",
-            'cell': AskCell,
+            "cell": AskCell,
-            'update': True
+            "update": True
         },
-        'time': {
+        "datetime": {
-            'display': '时间',
+            "display": "时间",
-            'cell': TimeCell,
+            "cell": TimeCell,
-            'update': True
+            "update": True
         },
-        'gateway_name': {
+        "gateway_name": {
-            'display': '接口',
+            "display": "接口",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         }
     }
 
@@ -370,28 +376,23 @@ class LogMonitor(BaseMonitor):
     sorting = False
 
     headers = {
-        'time': {
+        "time": {
-            'display': '时间',
+            "display": "时间",
-            'cell': BaseCell,
+            "cell": TimeCell,
-            'update': False
+            "update": False
         },
-        'msg': {
+        "msg": {
-            'display': '信息',
+            "display": "信息",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'gateway_name': {
+        "gateway_name": {
-            'display': '接口',
+            "display": "接口",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         }
     }
 
-    def process_event(self, event):
-        """Resize row heights for diplaying long log message."""
-        super(LogMonitor, self).process_event(event)
-        self.resizeRowToContents(0)
-
 
 class TradeMonitor(BaseMonitor):
     """
@@ -402,45 +403,45 @@ class TradeMonitor(BaseMonitor):
     sorting = True
 
     headers = {
-        'tradeid': {
+        "tradeid": {
-            'display': "成交号 ",
+            "display": "成交号 ",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'orderid': {
+        "orderid": {
-            'display': '委托号',
+            "display": "委托号",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'symbol': {
+        "symbol": {
-            'display': '代码',
+            "display": "代码",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'direction': {
+        "direction": {
-            'display': '方向',
+            "display": "方向",
-            'cell': DirectionCell,
+            "cell": DirectionCell,
-            'update': False
+            "update": False
         },
-        'offset': {
+        "offset": {
-            'display': '开平',
+            "display": "开平",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'price': {
+        "price": {
-            'display': '价格',
+            "display": "价格",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'volume': {
+        "volume": {
-            'display': '数量',
+            "display": "数量",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'gateway_name': {
+        "gateway_name": {
-            'display': '接口',
+            "display": "接口",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         }
     }
 
@@ -454,55 +455,55 @@ class OrderMonitor(BaseMonitor):
     sorting = True
 
     headers = {
-        'orderid': {
+        "orderid": {
-            'display': '委托号',
+            "display": "委托号",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'symbol': {
+        "symbol": {
-            'display': '代码',
+            "display": "代码",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'direction': {
+        "direction": {
-            'display': '方向',
+            "display": "方向",
-            'cell': DirectionCell,
+            "cell": DirectionCell,
-            'update': False
+            "update": False
         },
-        'offset': {
+        "offset": {
-            'display': '开平',
+            "display": "开平",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'price': {
+        "price": {
-            'display': '价格',
+            "display": "价格",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'volume': {
+        "volume": {
-            'display': '总数量',
+            "display": "总数量",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'traded': {
+        "traded": {
-            'display': '已成交',
+            "display": "已成交",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'status': {
+        "status": {
-            'display': '状态',
+            "display": "状态",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'time': {
+        "time": {
-            'display': '时间',
+            "display": "时间",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'gateway_name': {
+        "gateway_name": {
-            'display': '接口',
+            "display": "接口",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         }
     }
 
@@ -515,40 +516,40 @@ class PositionMonitor(BaseMonitor):
     sorting = True
 
     headers = {
-        'symbol': {
+        "symbol": {
-            'display': '代码',
+            "display": "代码",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'direction': {
+        "direction": {
-            'display': '方向',
+            "display": "方向",
-            'cell': DirectionCell,
+            "cell": DirectionCell,
-            'update': False
+            "update": False
         },
-        'volume': {
+        "volume": {
-            'display': '数量',
+            "display": "数量",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'frozen': {
+        "frozen": {
-            'display': '冻结',
+            "display": "冻结",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'price': {
+        "price": {
-            'display': '均价',
+            "display": "均价",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'pnl': {
+        "pnl": {
-            'display': '盈亏',
+            "display": "盈亏",
-            'cell': PnlCell,
+            "cell": PnlCell,
-            'update': True
+            "update": True
         },
-        'gateway_name': {
+        "gateway_name": {
-            'display': '接口',
+            "display": "接口",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         }
     }
 
@@ -562,29 +563,399 @@ class AccountMonitor(BaseMonitor):
     sorting = True
 
     headers = {
-        'accountid': {
+        "accountid": {
-            'display': '账号',
+            "display": "账号",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         },
-        'balance': {
+        "balance": {
-            'display': '余额',
+            "display": "余额",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'frozen': {
+        "frozen": {
-            'display': '冻结',
+            "display": "冻结",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'available': {
+        "available": {
-            'display': '可用',
+            "display": "可用",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': True
+            "update": True
         },
-        'gateway_name': {
+        "gateway_name": {
-            'display': '接口',
+            "display": "接口",
-            'cell': BaseCell,
+            "cell": BaseCell,
-            'update': False
+            "update": False
         }
     }
+
+
+class ConnectDialog(QtWidgets.QDialog):
+    """
+    Start connection of a certain gateway.
+    """
+
+    def __init__(self, main_engine: MainEngine, gateway_name: str):
+        """"""
+        super(ConnectDialog, self).__init__()
+
+        self.main_engine = main_engine
+        self.gateway_name = gateway_name
+
+        self.line_edits = {}
+
+        self.init_ui()
+    
+    def init_ui(self):
+        """"""
+        self.setWindowTitle(f"连接{self.gateway_name}")
+
+        form = QtWidgets.QFormLayout()
+        default_setting = self.main_engine.get_default_setting(self.gateway_name)
+        
+        # Initialize line edits and form layout based on default setting.
+        for field_name, field_value in default_setting.items():
+            field_type = type(field_value)
+            line_edit = QtWidgets.QLineEdit(str(field_value))
+
+            form.addRow(f"{field_name} <{field_type.__name__}>", line_edit)
+            self.line_edits[field_name] = (line_edit, field_type)
+
+        button = QtWidgets.QPushButton(u"连接")
+        button.clicked.connect(self.connect)
+        form.addRow(button)
+
+        self.setLayout(form)
+
+    def connect(self):
+        """
+        Get setting value from line edits and connect the gateway.
+        """
+        setting = {}
+        for field_name, tp in self.line_edits.items():
+            line_edit, field_type = tp
+            field_value = field_type(line_edit.text())
+            setting[field_name] = field_value
+        
+        self.main_engine.connect(setting, self.gateway_name)
+        self.accept()
+
+
+class TradingWidget(QtWidgets.QWidget):
+    """
+    General manual trading widget.
+    """
+
+    signal_tick = QtCore.pyqtSignal(Event)
+
+    def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
+        """"""
+        super(TradingWidget, self).__init__()
+
+        self.main_engine = main_engine
+        self.event_engine = event_engine
+
+        self.vt_symbol = ""
+
+        self.init_ui()
+        self.register_event()
+    
+    def init_ui(self):
+        """"""
+        self.setFixedWidth(300)
+
+        # Trading function area
+        self.exchange_combo = QtWidgets.QComboBox()
+        self.exchange_combo.addItems([
+            EXCHANGE_CFFEX,
+            EXCHANGE_SHFE,
+            EXCHANGE_DCE,
+            EXCHANGE_CZCE,
+            EXCHANGE_SSE,
+            EXCHANGE_SZSE,
+            EXCHANGE_HKEX,
+            EXCHANGE_HKFE,
+            EXCHANGE_SMART,
+            EXCHANGE_ICE,
+            EXCHANGE_CME,
+            EXCHANGE_NYMEX,
+            EXCHANGE_GLOBEX,
+            EXCHANGE_IDEALPRO
+        ])
+
+        self.symbol_line = QtWidgets.QLineEdit()
+        self.symbol_line.returnPressed.connect(self.set_vt_symbol)
+
+        self.name_line = QtWidgets.QLineEdit()
+        self.name_line.setReadOnly(True)
+
+        self.direction_combo = QtWidgets.QComboBox()
+        self.direction_combo.addItems([
+            DIRECTION_LONG,
+            DIRECTION_SHORT
+        ])
+
+        self.offset_combo = QtWidgets.QComboBox()
+        self.offset_combo.addItems([
+            OFFSET_OPEN,
+            OFFSET_CLOSE,
+            OFFSET_CLOSETODAY,
+            OFFSET_CLOSEYESTERDAY
+        ])
+
+        self.pricetype_combo = QtWidgets.QComboBox()
+        self.pricetype_combo.addItems([
+            PRICETYPE_LIMIT,
+            PRICETYPE_MARKET,
+            PRICETYPE_FAK,
+            PRICETYPE_FOK
+        ])
+
+        double_validator = QtGui.QDoubleValidator()
+        double_validator.setBottom(0)
+        
+        self.price_line = QtWidgets.QLineEdit()
+        self.price_line.setValidator(double_validator)
+
+        self.volume_line = QtWidgets.QLineEdit()
+        self.volume_line.setValidator(double_validator)
+
+        self.gateway_combo = QtWidgets.QComboBox()
+        self.gateway_combo.addItems(self.main_engine.get_all_gateway_names())
+
+        send_button = QtWidgets.QPushButton("委托")
+        send_button.clicked.connect(self.send_order)
+
+        cancel_button = QtWidgets.QPushButton("全撤")
+        cancel_button.clicked.connect(self.cancel_all)
+
+        form1 = QtWidgets.QFormLayout()
+        form1.addRow("交易所", self.exchange_combo)
+        form1.addRow("代码", self.symbol_line)
+        form1.addRow("名称", self.name_line)
+        form1.addRow("方向", self.direction_combo)
+        form1.addRow("开平", self.offset_combo)
+        form1.addRow("类型", self.pricetype_combo)
+        form1.addRow("价格", self.price_line)
+        form1.addRow("数量", self.volume_line)
+        form1.addRow("接口", self.gateway_combo)
+        form1.addRow(send_button)
+        form1.addRow(cancel_button)
+
+        # Market depth display area
+        bid_color = "rgb(255,174,201)"
+        ask_color = "rgb(160,255,160)"
+        
+        self.bp1_label = self.create_label(bid_color)
+        self.bp2_label = self.create_label(bid_color)
+        self.bp3_label = self.create_label(bid_color)
+        self.bp4_label = self.create_label(bid_color)
+        self.bp5_label = self.create_label(bid_color)
+
+        self.bv1_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight)
+        self.bv2_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight)
+        self.bv3_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight)
+        self.bv4_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight)
+        self.bv5_label = self.create_label(bid_color, alignment=QtCore.Qt.AlignRight)
+
+        self.ap1_label = self.create_label(ask_color)
+        self.ap2_label = self.create_label(ask_color)
+        self.ap3_label = self.create_label(ask_color)
+        self.ap4_label = self.create_label(ask_color)
+        self.ap5_label = self.create_label(ask_color)
+
+        self.av1_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight)
+        self.av2_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight)
+        self.av3_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight)
+        self.av4_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight)
+        self.av5_label = self.create_label(ask_color, alignment=QtCore.Qt.AlignRight)
+
+        self.lp_label = self.create_label()
+        self.return_label = self.create_label(alignment=QtCore.Qt.AlignRight)
+
+        form2 = QtWidgets.QFormLayout()
+        form2.addRow(self.ap5_label, self.av5_label)
+        form2.addRow(self.ap4_label, self.av4_label)
+        form2.addRow(self.ap3_label, self.av3_label)
+        form2.addRow(self.ap2_label, self.av2_label)
+        form2.addRow(self.ap1_label, self.av1_label)
+        form2.addRow(self.lp_label, self.return_label)
+        form2.addRow(self.bp1_label, self.bv1_label)
+        form2.addRow(self.bp2_label, self.bv2_label)
+        form2.addRow(self.bp3_label, self.bv3_label)
+        form2.addRow(self.bp4_label, self.bv4_label)
+        form2.addRow(self.bp5_label, self.bv5_label)
+        
+        # Overall layout
+        vbox = QtWidgets.QVBoxLayout()
+        vbox.addLayout(form1)
+        vbox.addLayout(form2)
+        self.setLayout(vbox)
+    
+    def create_label(self, color: str = "", alignment: int = QtCore.Qt.AlignLeft):
+        """
+        Create label with certain font color.
+        """
+        label = QtWidgets.QLabel()
+        if color:
+            label.setStyleSheet(f"color:{color}")
+        label.setAlignment(alignment)
+        return label
+        
+    def register_event(self):
+        """"""
+        self.signal_tick.connect(self.process_tick_event)
+        self.event_engine.register(EVENT_TICK, self.signal_tick.emit)
+    
+    def process_tick_event(self, event: Event):
+        """"""
+        tick = event.data
+        if tick.vt_symbol != self.vt_symbol:
+            return
+
+        self.lp_label.setText(str(tick.last_price))
+        self.bp1_label.setText(str(tick.bid_price_1))
+        self.bv1_label.setText(str(tick.bid_volume_1))
+        self.ap1_label.setText(str(tick.ask_price_1))
+        self.av1_label.setText(str(tick.ask_volume_1))
+
+        if tick.pre_close:
+            r = (tick.last_price / tick.pre_close - 1) * 100
+            self.return_label.setText(f"{r:.2f}%")
+        
+        if tick.bid_price_2:    
+            self.bp2_label.setText(str(tick.bid_price_2))
+            self.bv2_label.setText(str(tick.bid_volume_2))
+            self.ap2_label.setText(str(tick.ask_price_2))
+            self.av2_label.setText(str(tick.ask_volume_2))
+
+            self.bp3_label.setText(str(tick.bid_price_3))
+            self.bv3_label.setText(str(tick.bid_volume_3))
+            self.ap3_label.setText(str(tick.ask_price_3))
+            self.av3_label.setText(str(tick.ask_volume_3))
+
+            self.bp4_label.setText(str(tick.bid_price_4))
+            self.bv4_label.setText(str(tick.bid_volume_4))
+            self.ap4_label.setText(str(tick.ask_price_4))
+            self.av4_label.setText(str(tick.ask_volume_4))
+
+            self.bp5_label.setText(str(tick.bid_price_5))
+            self.bv5_label.setText(str(tick.bid_volume_5))
+            self.ap5_label.setText(str(tick.ask_price_5))
+            self.av5_label.setText(str(tick.ask_volume_5))
+
+    def set_vt_symbol(self):
+        """
+        Set the tick depth data to monitor by vt_symbol.
+        """
+        symbol = str(self.symbol_line.text())
+        if not symbol:
+            return
+
+        # Generate vt_symbol from symbol and exchange
+        exchange = str(self.exchange_combo.currentText())
+        vt_symbol = f"{symbol}.{exchange}"
+
+        if vt_symbol == self.vt_symbol:
+            return
+        self.vt_symbol = vt_symbol
+
+        # Update name line widget and clear all labels
+        contract = self.main_engine.get_contract(vt_symbol)
+        if not contract:
+            self.name_line.setText("")
+        else:
+            self.name_line.setText(contract.name)
+
+        self.clear_label_text()
+
+        # Subscribe tick data
+        req = SubscribeRequest(
+            symbol=symbol,
+            exchange=exchange
+        )
+        gateway_name = (self.gateway_combo.currentText())
+        
+        self.main_engine.subscribe(req, gateway_name)
+
+    def clear_label_text(self):
+        """
+        Clear text on all labels.
+        """
+        self.lp_label.setText("")
+        self.return_label.setText("")
+
+        self.bv1_label.setText("")
+        self.bv2_label.setText("")
+        self.bv3_label.setText("")
+        self.bv4_label.setText("")
+        self.bv5_label.setText("")
+
+        self.av1_label.setText("")
+        self.av2_label.setText("")
+        self.av3_label.setText("")
+        self.av4_label.setText("")
+        self.av5_label.setText("")
+
+        self.bp1_label.setText("")
+        self.bp2_label.setText("")
+        self.bp3_label.setText("")
+        self.bp4_label.setText("")
+        self.bp5_label.setText("")
+
+        self.ap1_label.setText("")
+        self.ap2_label.setText("")
+        self.ap3_label.setText("")
+        self.ap4_label.setText("")
+        self.ap5_label.setText("")
+
+    def send_order(self):
+        """
+        Send new order manually.
+        """
+        symbol = str(self.symbol_line.text())
+        if not symbol:
+            QtWidgets.QMessageBox.critical(
+                "委托失败",
+                "请输入合约代码"
+            )
+            return
+
+        volume_text = str(self.volume_line.text())
+        if not volume_text:
+            QtWidgets.QMessageBox.critical(
+                "委托失败",
+                "请输入委托数量"
+            )
+            return
+        volume = float(volume_text)
+        
+        price_text = str(self.price_line.text())
+        if not price_text:
+            price = 0
+        else:
+            price = float(price_text)
+
+        req = OrderRequest(
+            symbol=symbol,
+            exchange=str(self.exchange_combo.currentText()),
+            direction=str(self.direction_combo.currentText()),
+            price_type=str(self.pricetype_combo.currentText()),
+            volume=volume,
+            price=price,
+            offset=str(self.offset_combo.currentText())
+        )
+
+        gateway_name = str(self.gateway_combo.currentText())
+
+        self.main_engine.send_order(req, gateway_name)
+    
+    def cancel_all(self):
+        """
+        Cancel all active orders.
+        """
+        order_list = self.main_engine.get_all_active_orders()
+        for order in order_list:
+            req = order.create_cancel_request()
+            self.main_engine.cancel_order(req, order.gateway_name)

vnpy/trader/utility.py

@@ -40,14 +40,10 @@ def get_temp_path(filename: str):
     return temp_path.joinpath(filename)
 
 
-ACTIVE_STATUSES = set([STATUS_SUBMITTING, STATUS_NOTTRADED, STATUS_PARTTRADED])
+def get_icon_path(file_path: str, ico_name: str):
-
-
-def check_order_active(status: str):
     """
-    Check if order is active by status.
+    Get path for icon file with ico name.
     """
-    if status in ACTIVE_STATUSES:
+    ui_path = Path(file_path).parent
-        return True
+    icon_path = ui_path.joinpath("ico", ico_name)
-    else:
+    return str(icon_path)
-        return False