Merge remote-tracking branch 'remotes/nanoric/tora' into tora

# Conflicts:
#	vnpy/gateway/tora/td.py
This commit is contained in:
nanoric 2019-06-25 15:00:30 +08:00
commit 69bb4bc685

View File

@ -2,6 +2,7 @@
author: nanoric
TODOS:
* send_order @ sell
* cancel_order @ local submitted
* cancel_order @ non-local submitted
* test of reconnection(am i need re-login?)
@ -173,14 +174,20 @@ class ToraTdSpi(CTORATstpTraderSpi):
@_check_error(error_return=False, write_log=False, print_function_name=False)
def OnErrRtnOrderInsert(self, info: CTORATstpInputOrderField,
error_info: CTORATstpRspInfoField) -> None:
self._api.update_last_local_order_id(int(info.OrderRef))
try:
self._api.update_last_local_order_id(int(info.OrderRef))
except ValueError:
pass
try:
order_data = self.parse_order_field(info)
except KeyError:
# no prints here because we don't care about insertion failure.
return
order_data.status = Status.REJECTED
self.gateway.on_order(order_data)
self.gateway.write_log(f"拒单({order_data.orderid}):"
f"错误码:{error_info.ErrorID}, 错误消息:{error_info.ErrorMsg}")
@_check_error(error_return=False, write_log=False, print_function_name=False)
def OnErrRtnOrderAction(self, info: CTORATstpOrderActionField,
@ -194,7 +201,7 @@ class ToraTdSpi(CTORATstpTraderSpi):
@_check_error()
def OnRspOrderAction(self, info: CTORATstpInputOrderActionField,
error_info: CTORATstpRspInfoField, request_id: int, is_last: bool) -> None:
pass
print("order action succeed!")
@_check_error()
def OnRspOrderInsert(self, info: CTORATstpInputOrderField,