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[Add]OrderData object support order type data (ctp/ib)

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vn.py 2019-03-22 15:52:26 +08:00
parent 38f00a24ed
commit 9e91df57d4
4 changed files with 6 additions and 0 deletions
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2
vnpy/gateway/ctp/ctp_gateway.py
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@ -84,6 +84,7 @@ ORDERTYPE_VT2CTP = {
OrderType.LIMIT: THOST_FTDC_OPT_LimitPrice, OrderType.LIMIT: THOST_FTDC_OPT_LimitPrice,
OrderType.MARKET: THOST_FTDC_OPT_AnyPrice OrderType.MARKET: THOST_FTDC_OPT_AnyPrice
} }
ORDERTYPE_CTP2VT = {v: k for k, v in ORDERTYPE_VT2CTP.items()}
OFFSET_VT2CTP = { OFFSET_VT2CTP = {
Offset.OPEN: THOST_FTDC_OF_Open, Offset.OPEN: THOST_FTDC_OF_Open,
@ -591,6 +592,7 @@ class CtpTdApi(TdApi):
symbol=symbol, symbol=symbol,
exchange=exchange, exchange=exchange,
orderid=orderid, orderid=orderid,
type=ORDERTYPE_CTP2VT[data["OrderPriceType"]],
direction=DIRECTION_CTP2VT[data["Direction"]], direction=DIRECTION_CTP2VT[data["Direction"]],
offset=OFFSET_CTP2VT[data["CombOffsetFlag"]], offset=OFFSET_CTP2VT[data["CombOffsetFlag"]],
price=data["LimitPrice"], price=data["LimitPrice"],

1
vnpy/gateway/ib/ib_gateway.py
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@ -349,6 +349,7 @@ class IbApi(EWrapper):
symbol=ib_contract.conId, symbol=ib_contract.conId,
exchange=EXCHANGE_IB2VT.get( exchange=EXCHANGE_IB2VT.get(
ib_contract.exchange, ib_contract.exchange), ib_contract.exchange, ib_contract.exchange),
type=ORDERTYPE_IB2VT[ib_order.orderType],
orderid=orderid, orderid=orderid,
direction=DIRECTION_IB2VT[ib_order.action], direction=DIRECTION_IB2VT[ib_order.action],
price=ib_order.lmtPrice, price=ib_order.lmtPrice,

2
vnpy/trader/object.py
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@ -108,6 +108,7 @@ class OrderData(BaseData):
exchange: Exchange exchange: Exchange
orderid: str orderid: str
type: OrderType = OrderType.LIMIT
direction: Direction = "" direction: Direction = ""
offset: Offset = Offset.NONE offset: Offset = Offset.NONE
price: float = 0 price: float = 0
@ -282,6 +283,7 @@ class OrderRequest:
symbol=self.symbol, symbol=self.symbol,
exchange=self.exchange, exchange=self.exchange,
orderid=orderid, orderid=orderid,
type=self.type,
direction=self.direction, direction=self.direction,
offset=self.offset, offset=self.offset,
price=self.price, price=self.price,

1
vnpy/trader/ui/widget.py
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@ -411,6 +411,7 @@ class OrderMonitor(BaseMonitor):
"orderid": {"display": "委托号", "cell": BaseCell, "update": False}, "orderid": {"display": "委托号", "cell": BaseCell, "update": False},
"symbol": {"display": "代码", "cell": BaseCell, "update": False}, "symbol": {"display": "代码", "cell": BaseCell, "update": False},
"exchange": {"display": "交易所", "cell": EnumCell, "update": False}, "exchange": {"display": "交易所", "cell": EnumCell, "update": False},
"type": {"display": "类型", "cell": EnumCell, "update": False},
"direction": {"display": "方向", "cell": DirectionCell, "update": False}, "direction": {"display": "方向", "cell": DirectionCell, "update": False},
"offset": {"display": "开平", "cell": EnumCell, "update": False}, "offset": {"display": "开平", "cell": EnumCell, "update": False},
"price": {"display": "价格", "cell": BaseCell, "update": False}, "price": {"display": "价格", "cell": BaseCell, "update": False},