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[Add] support for FOK and IOC order of HBDM

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vn.py 2019-10-28 14:43:34 +08:00
parent 2147737169
commit 877c703e0f
1 changed files with 3 additions and 1 deletions
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vnpy/gateway/hbdm/hbdm_gateway.py
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@ -58,7 +58,9 @@ STATUS_HBDM2VT = {
ORDERTYPE_VT2HBDM = { ORDERTYPE_VT2HBDM = {
OrderType.MARKET: "opponent", OrderType.MARKET: "opponent",
OrderType.LIMIT: "limit" OrderType.LIMIT: "limit",
OrderType.FOK: "fok",
OrderType.FAK: "ioc"
} }
ORDERTYPE_HBDM2VT = {v: k for k, v in ORDERTYPE_VT2HBDM.items()} ORDERTYPE_HBDM2VT = {v: k for k, v in ORDERTYPE_VT2HBDM.items()}
ORDERTYPE_HBDM2VT[1] = OrderType.LIMIT ORDERTYPE_HBDM2VT[1] = OrderType.LIMIT