From 7a72d5f63fb03e8b9090e22521169520d37c3d93 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Tue, 22 Oct 2019 15:17:13 +0800
Subject: [PATCH] [Mod] convert coin volume to contract volume for inverse
 contract

---
 vnpy/app/spread_trading/base.py     | 5 +++++
 vnpy/app/spread_trading/template.py | 7 ++++++-
 2 files changed, 11 insertions(+), 1 deletion(-)

diff --git a/vnpy/app/spread_trading/base.py b/vnpy/app/spread_trading/base.py
index d04689f9..d9589817 100644
--- a/vnpy/app/spread_trading/base.py
+++ b/vnpy/app/spread_trading/base.py
@@ -268,6 +268,11 @@ class SpreadData:
         )
         return tick
 
+    def is_inverse(self, vt_symbol: str) -> bool:
+        """"""
+        inverse_contract = self.inverse_contracts[vt_symbol]
+        return inverse_contract
+
 
 def calculate_inverse_volume(original_volume: float, price: float) -> float:
     """"""
diff --git a/vnpy/app/spread_trading/template.py b/vnpy/app/spread_trading/template.py
index de4ca343..2b460ce1 100644
--- a/vnpy/app/spread_trading/template.py
+++ b/vnpy/app/spread_trading/template.py
@@ -8,7 +8,7 @@ from vnpy.trader.object import TickData, TradeData, OrderData, ContractData
 from vnpy.trader.constant import Direction, Status, Offset
 from vnpy.trader.utility import virtual
 
-from .base import SpreadData
+from .base import SpreadData, calculate_inverse_volume
 
 
 class SpreadAlgoTemplate:
@@ -177,6 +177,11 @@ class SpreadAlgoTemplate:
         direction: Direction,
     ):
         """"""
+        # For inverse contract:
+        # contract trading volume = coin trading volume * trading price
+        if self.spread.is_inverse(vt_symbol):
+            volume = volume * price
+
         vt_orderids = self.algo_engine.send_order(
             self,
             vt_symbol,