[Fix] TapGateway: make send_order not to crash.
This commit is contained in:
nanoric
parent
1c661d07c4
commit
64e3be33fc
@ -1,5 +1,6 @@
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from dataclasses import dataclass
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from datetime import datetime
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from typing import Dict, Tuple
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from vnpy.api.tap.vntap import (
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APIYNFLAG_NO, AsyncDispatchException, CreateTapQuoteAPI,
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@ -11,7 +12,7 @@ from vnpy.api.tap.vntap import (
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TapAPIQuotLoginRspInfo, TapAPIQuoteLoginAuth, TapAPIQuoteWhole,
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set_async_callback_exception_handler,
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CreateITapTradeAPI,
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Dict, Any, Tuple)
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)
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from vnpy.api.tap.vntap.ITapTrade import (
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ITapTradeAPINotify,
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TapAPITradeLoginRspInfo, TapAPICommodityInfo, TapAPITradeContractInfo,
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@ -27,7 +28,11 @@ from vnpy.api.tap.vntap.ITapTrade import (
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TAPI_ORDER_STATE_FINISHED, TAPI_ORDER_STATE_CANCELED,
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TAPI_ORDER_STATE_SUBMIT, TAPI_ORDER_TYPE_MARKET,
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TAPI_ORDER_TYPE_LIMIT,
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)
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TapAPIOrderInfoNotice, TAPI_ORDER_STATE_ACCEPT, TAPI_ORDER_STATE_TRIGGERING,
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TAPI_ORDER_STATE_EXCTRIGGERING, TAPI_ORDER_STATE_CANCELING, TAPI_ORDER_STATE_MODIFYING,
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TAPI_ORDER_STATE_LEFTDELETED, TAPI_ORDER_STATE_FAIL, TAPI_ORDER_STATE_DELETED,
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TAPI_ORDER_STATE_SUPPENDED, TAPI_ORDER_STATE_DELETEDFOREXPIRE, TAPI_ORDER_STATE_EFFECT,
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TAPI_ORDER_STATE_APPLY)
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from vnpy.api.tap.error_codes import error_map
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from vnpy.event import EventEngine
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@ -80,11 +85,41 @@ DIRECTION_TAP2VT = {
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DIRECTION_VT2TAP = {v: k for k, v in DIRECTION_TAP2VT.items()}
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STATUS_TAP2VT = {
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TAPI_ORDER_STATE_SUBMIT: Status.SUBMITTING,
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TAPI_ORDER_STATE_QUEUED: Status.NOTTRADED,
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TAPI_ORDER_STATE_PARTFINISHED: Status.PARTTRADED,
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TAPI_ORDER_STATE_FINISHED: Status.ALLTRADED,
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TAPI_ORDER_STATE_CANCELED: Status.CANCELLED
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# 终端提交
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TAPI_ORDER_STATE_SUBMIT: Status.SUBMITTING,
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# 已受理
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TAPI_ORDER_STATE_ACCEPT: Status.NOTTRADED,
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# 策略待触发
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TAPI_ORDER_STATE_TRIGGERING: Status.NOTTRADED,
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# 交易所待触发
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TAPI_ORDER_STATE_EXCTRIGGERING: Status.NOTTRADED,
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# 已排队
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TAPI_ORDER_STATE_QUEUED: Status.NOTTRADED,
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# 部分成交
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TAPI_ORDER_STATE_PARTFINISHED: Status.PARTTRADED,
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# 完全成交
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TAPI_ORDER_STATE_FINISHED: Status.ALLTRADED,
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# 待撤消(排队临时状态)
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TAPI_ORDER_STATE_CANCELING: 0, # todo: vnpy缺少本地canceling的状态，可能导致重复撤单
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# 待修改(排队临时状态)
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TAPI_ORDER_STATE_MODIFYING: 0,
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# 完全撤单
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TAPI_ORDER_STATE_CANCELED: Status.CANCELLED,
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# 已撤余单
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TAPI_ORDER_STATE_LEFTDELETED: 0,
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# 指令失败
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TAPI_ORDER_STATE_FAIL: Status.CANCELLED,
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# 策略删除
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TAPI_ORDER_STATE_DELETED: 0,
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# 已挂起
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TAPI_ORDER_STATE_SUPPENDED: 0,
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# 到期删除
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TAPI_ORDER_STATE_DELETEDFOREXPIRE: 0,
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# 已生效——询价成功
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TAPI_ORDER_STATE_EFFECT: 0,
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# 已申请——行权、弃权、套利等申请成功
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TAPI_ORDER_STATE_APPLY: 0,
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}
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ORDERTYPE_TAP2VT = {
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@ -97,6 +132,7 @@ ORDERTYPE_VT2TAP = {v: k for k, v in ORDERTYPE_TAP2VT.items()}
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commodity_infos: Dict[str, "CommodityInfo"] = {}
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contract_infos: Dict[Tuple[str, "Exchange"], "ContractInfo"] = {}
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primary_account_no: str = ""
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class TapGateway(BaseGateway):
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"""
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@ -124,6 +160,7 @@ class TapGateway(BaseGateway):
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self.quote_api = QuoteApi(self)
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self.trade_api = TradeApi(self)
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set_async_callback_exception_handler(
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self._async_callback_exception_handler)
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@ -504,9 +541,11 @@ class TradeApi(ITapTradeAPINotify):
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self.gateway.write_log(f"查询委托信息成功")
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self.query_trade()
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def OnRtnOrder(self, info: TapAPIOrderInfo):
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def OnRtnOrder(self, info: TapAPIOrderInfoNotice):
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""""""
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self.update_order(info)
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# todo: error checking
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if info.OrderInfo:
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self.update_order(info.OrderInfo)
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def OnRspQryFill(
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self,
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@ -529,8 +568,10 @@ class TradeApi(ITapTradeAPINotify):
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""""""
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self.update_trade(info)
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def update_account(self, info: TapAPIAccountInfo):
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def update_account(self, info: TapAPIFundData):
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""""""
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global primary_account_no
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primary_account_no = info.AccountNo
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account = AccountData(
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accountid=info.AccountNo,
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balance=info.Balance,
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@ -617,13 +658,16 @@ class TradeApi(ITapTradeAPINotify):
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order_req = TapAPINewOrder()
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order_req.ExchangeNo = contract_info.exchange_no
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order_req.CommodityNo = contract_info.commodity_no
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order_req.CommodityType = contract_info.commodity_type
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order_req.AccountNo = primary_account_no
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order_req.ContractNo = contract_info.contract_no
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order_req.OrderType = ORDERTYPE_VT2TAP.get(OrderRequest.type, "")
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order_req.OrderSide = DIRECTION_VT2TAP.get(OrderRequest.direction, "")
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order_req.OrderType = ORDERTYPE_VT2TAP.get(req.type, "")
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order_req.OrderSide = DIRECTION_VT2TAP.get(req.direction, "")
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order_req.OrderPrice = req.price
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order_req.OrderQty = req.volume
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order_req.OrderQty = int(req.volume) # verify me: force float as int
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session_id, order_id = self.api.InsertOrder(order_req)
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retv, session_id, order_id = self.api.InsertOrder(order_req)
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print(retv, session_id, order_id)
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order = req.create_order_data(
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order_id,
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