From 8e19d218687702b0f0dfdfa401614f3e2f6f5db1 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Thu, 4 Apr 2019 07:44:23 +0800
Subject: [PATCH] [Mod]add support for order rejected

---
 vnpy/gateway/okex/okex_gateway.py | 9 ++++++++-
 1 file changed, 8 insertions(+), 1 deletion(-)

diff --git a/vnpy/gateway/okex/okex_gateway.py b/vnpy/gateway/okex/okex_gateway.py
index d59888b3..9e13dc99 100644
--- a/vnpy/gateway/okex/okex_gateway.py
+++ b/vnpy/gateway/okex/okex_gateway.py
@@ -380,7 +380,14 @@ class OkexRestApi(RestClient):
 
     def on_send_order(self, data, request):
         """Websocket will push a new order status"""
-        pass
+        order = request.extra
+
+        error_msg = data["error_message"]
+        if error_msg:
+            order.status = Status.REJECTED
+            self.gateway.on_order(order)
+        
+        self.gateway.write_log(f"委托失败：{error_msg}")
 
     def on_cancel_order_error(
         self, exception_type: type, exception_value: Exception, tb, request: Request