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修复IB接口的成交对象推送错误

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chenxy123 2016-12-02 22:54:01 +08:00
parent 17e0a40613
commit a431bf4353
1 changed files with 1 additions and 1 deletions
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vn.trader/ibGateway/ibGateway.py
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@ -561,7 +561,7 @@ class IbWrapper(IbApi):
trade.vtSymbol = '.'.join([trade.symbol, trade.exchange])
trade.orderID = str(execution.orderId)
trade.vtOrderID = '.'.join([self.gatewayName, trade.orderId])
trade.vtOrderID = '.'.join([self.gatewayName, trade.orderID])
trade.direction = directionMapReverse.get(execution.side, '')
trade.price = execution.price
trade.volume = execution.shares