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[Add] 完成OkexFutureApi.queryOrders

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This commit is contained in:
nanoric 2018-10-11 22:39:10 -04:00
parent 0ee13bf862
commit a396b55f8e
1 changed files with 29 additions and 13 deletions
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42
vnpy/api/okexfuture/OkexFutureApi.py
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@ -6,6 +6,7 @@ from vnpy.api.okexfuture.vnokexFuture import OkexFutureRestBase
from vnpy.network.RestClient import Request
########################################################################
class _OkexFutureCustomExtra(object):
def __init__(self, onSuccess, onFailed, extra):
@ -14,26 +15,20 @@ class _OkexFutureCustomExtra(object):
self.extra = extra
########################################################################
class OkexFuturePriceType(Enum):
Buy = 'buy'
Sell = 'sell'
########################################################################
class OkexFutureContractType(Enum):
ThisWeek = 'this_week'
NextWeek = 'next_week'
Quarter = 'quarter'
class OkexFutureStatus(Enum):
NoTraded = '0'
PartialTraded = '1'
AllTraded = '2'
Canceled = '-1'
CancelProcessing = '4'
Canceling = '5'
########################################################################
class OkexFutureOrderType(Enum):
OpenLong = '1'
OpenShort = '2'
@ -41,8 +36,16 @@ class OkexFutureOrderType(Enum):
CloseShort = '4'
########################################################################
class OkexFutureOrderStatus(Enum):
NotFinished = '1'
Finished = '2'
########################################################################
class OkexFutureOrder(object):
#----------------------------------------------------------------------
def __init__(self):
self.volume = None
self.contractName = None
@ -59,8 +62,10 @@ class OkexFutureOrder(object):
self.unitAmount = None
########################################################################
class OkexFutureUserInfo(object):
#----------------------------------------------------------------------
def __init__(self):
self.accountRights = None
self.keepDeposit = None
@ -69,15 +74,19 @@ class OkexFutureUserInfo(object):
self.riskRate = None
########################################################################
class OkexFuturePosition(object):
#----------------------------------------------------------------------
def __init__(self, ):
self.forceLiquidatePrice = None
self.holding = [] # type: List[OkexFuturePositionDetail]
########################################################################
class OkexFuturePositionDetail(object):
#----------------------------------------------------------------------
def __init__(self, ):
self.buyAmount = None
self.buyAvailable = None
@ -206,10 +215,12 @@ class OkexFutureRestClient(OkexFutureRestBase):
callback=self.onOrder,
data=data,
extra=_OkexFutureCustomExtra(onSuccess, onFailed, extra))
#----------------------------------------------------------------------
# todos: complete this
def queryOrders(self, symbol, contractType, orderId, onSuccess, onFailed=None,
extra=None): # type: (str, OkexFutureContractType, str, Callable[[OkexFutureOrder, Any], Any], Callable[[Any], Any], Any)->Request
def queryOrders(self, symbol, contractType, status,
onSuccess, onFailed=None,
pageIndex=None, pageLength=50,
extra=None): # type: (str, OkexFutureContractType, OkexFutureOrderStatus, Callable[[OkexFutureOrder, Any], Any], Callable[[Any], Any], int, int, Any)->Request
"""
:param symbol: str
:param contractType: OkexFutureContractType
@ -222,8 +233,13 @@ class OkexFutureRestClient(OkexFutureRestBase):
data = {
'symbol': symbol,
'contractType': contractType,
'order_id': orderId
'status': status,
'order_id': '-1',
'pageLength': 50
}
if pageIndex:
data['page_index'] = pageIndex
return self.addReq('POST',
'/future_order_info.do',
callback=self.onOrder,