修复部分成交后撤单的bug

This commit is contained in:
msincenselee 2018-07-10 23:45:22 +08:00
parent ac050b6699
commit 9bcc225e18

View File

@ -605,7 +605,7 @@ pending_cancel 撤销已提交
self.cache_trade_data.append(trade) self.cache_trade_data.append(trade)
# 订单已经结束 # 订单已经结束
if status in ["filled","canceled"]: if status in ["filled","canceled","partial_canceled"]:
# 判断是否是 撤销单 # 判断是否是 撤销单
if tradedVolume + 0.000001 < totalVolume: if tradedVolume + 0.000001 < totalVolume:
order.status = STATUS_CANCELLED order.status = STATUS_CANCELLED
@ -635,7 +635,7 @@ pending_cancel 撤销已提交
else: else:
# 说明是以前发的单子 # 说明是以前发的单子
if systemID not in self.cancelSystemOrderFilter: # 排除已经cancel消失得单子 if systemID not in self.cancelSystemOrderFilter: # 排除已经cancel消失得单子
if status not in ["filled" , "canceled"]: if status not in ["filled" , "canceled","partial_canceled"]:
symbol_pair = systemSymbolToVnSymbol(use_order["symbol"]) symbol_pair = systemSymbolToVnSymbol(use_order["symbol"])
if symbol_pair in self.registerSymbols: if symbol_pair in self.registerSymbols:
self.localID += 1 self.localID += 1