[Add] Add oms engine

test/trader/run.py

@@ -4,7 +4,9 @@ from vnpy.trader.ui import MainWindow, create_qapp
 
 from vnpy.trader.ui.widget import TickMonitor
 
-if __name__ == "__main__":
+
+def main():
+    """"""
     qapp = create_qapp()
 
     event_engine = EventEngine()
@@ -17,3 +19,7 @@ if __name__ == "__main__":
     monitor.show()
 
     qapp.exec()
+
+
+if __name__ == "__main__":
+    main()

vnpy/trader/engine.py

@@ -8,9 +8,10 @@ from vnpy.event import EventEngine, Event
 
 from .event import EVENT_LOG
 from .object import LogData, SubscribeRequest, OrderRequest, CancelRequest
-from .utility import Singleton, get_temp_path
+from .utility import Singleton, get_temp_path, check_order_active
 from .setting import SETTINGS
 
+
 class MainEngine:
     """
     Acts as the core of VN Trader.
@@ -25,9 +26,33 @@ class MainEngine:
         self.event_engine.start()
 
         self.gateways = {}
+        self.engines = {}
         self.apps = {}
 
-        self.log_engine = LogEngine(self, self.event_engine)
+        self.init_engines()
+
+    def init_engines:
+        """
+        Init all engines.
+        """
+        # Log Engine
+        self.engines["log"] = LogEngine(self, self.event_engine)
+
+        # OMS Engine
+        self.engines["oms"] = OmsEngine(self, self.event_engine)
+        
+        oms_engine = self.engines["oms"]
+        self.get_tick = oms_engine.get_tick
+        self.get_order = oms_engine.get_order
+        self.get_position = oms_engine.get_position
+        self.get_account = oms_engine.get_account
+        self.get_contract = oms_engine.get_contract
+        self.get_all_ticks = oms.get_all_ticks
+        self.get_all_orders = oms.get_all_orders
+        self.get_all_trades = oms.get_all_trades
+        self.get_all_positions = oms.get_all_positions
+        self.get_all_accounts = oms.get_all_accounts
+        self.get_all_active_orders = oms.get_all_active_orders
         
     def write_log(self, msg: str):
         """
@@ -91,7 +116,7 @@ class MainEngine:
 
 class LogEngine:
     """
-    Process log event and output with logging module.
+    Processes log event and output with logging module.
     """
 
     __metaclass__ = Singleton
@@ -106,7 +131,9 @@ class LogEngine:
 
         self.level = SETTINGS["log.level"]
         self.logger = logging.getLogger("VN Trader")
-        self.formatter = logging.Formatter("%(asctime)s  %(levelname)s: %(message)s")
+        self.formatter = logging.Formatter(
+            "%(asctime)s  %(levelname)s: %(message)s"
+        )
 
         self.add_null_handler()
 
@@ -152,6 +179,160 @@ class LogEngine:
         self.event_engine.register(EVENT_LOG, self.process_log_event)
 
     def process_log_event(self, event: Event):
-        """"""
+        """
+        Output log event data with logging function.
+        """
         log = event.data
         self.logger.log(log.level, log.msg)
+
+
+class OmsEngine:
+    """
+    Provides order management system function for VN Trader.
+    """
+
+    def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
+        """"""
+        self.main_engine = main_engine
+        self.event_engine = event_engine
+
+        self.ticks = {}
+        self.orders = {}
+        self.trades = {}
+        self.positions = {}
+        self.accounts = {}
+        self.contracts = {}
+
+        self.active_orders = {}
+
+        self.register_event()
+
+    def register_event(self):
+        """"""
+        self.event_engine.register(EVENT_TICK, self.process_tick_event)
+        self.event_engine.register(EVENT_ORDER, self.process_order_event)
+        self.event_engine.register(EVENT_TRADE, self.process_trade_event)
+        self.event_engine.register(EVENT_POSITION, self.process_position_event)
+        self.event_engine.register(EVENT_ACCOUNT, self.process_account_event)
+        self.event_engine.register(EVENT_CONTRACT, self.process_contract_event)
+
+    def process_tick_event(self, event: Event):
+        """"""
+        tick = event.data
+        self.ticks[tick.vt_symbol] = tick
+
+    def process_order_event(self, event: Event):
+        """"""
+        order = event.data
+        self.orders[order.vt_orderid] = order
+
+        # If order is active, then update data in dict.
+        if check_order_active(order.status):
+            self.active_orders[order.vt_orderid] = order
+        # Otherwise, pop inactive order from in dict
+        elif order.vt_orderid in self.active_orders:
+            self.active_orders.pop(order.vt_orderid)
+    
+    def process_trade_event(self, event: Event):
+        """"""
+        trade = event.data
+        self.trades[trade.vt_tradeid] = trade
+
+    def process_position_event(self, event: Event):
+        """"""
+        position = event.data
+        self.positions[position.vt_positionid] = position
+
+    def process_account_event(self, event: Event):
+        """"""
+        account = event.data
+        self.accounts[account.vt_accountid] = account
+
+    def process_contract_event(self, event: Event):
+        """"""
+        contract = event.data
+        self.contracts[contract.vt_symbol]] = contract
+    
+    def get_tick(self, vt_symbol):
+        """
+        Get latest market tick data by vt_symbol.
+        """
+        return self.ticks.get(vt_symbol, None)
+
+    def get_order(self, vt_orderid):
+        """
+        Get latest order data by vt_orderid.
+        """
+        return self.orders.get(vt_orderid, None)
+    
+    def get_trade(self, vt_tradeid):
+        """
+        Get trade data by vt_tradeid.
+        """
+        return self.trades.get(vt_tradeid, None)
+
+    def get_position(self, vt_positionid):
+        """
+        Get latest position data by vt_positionid.
+        """
+        return self.positions.get(vt_positionid, None)
+
+    def get_account(self, vt_accountid):
+        """
+        Get latest account data by vt_accountid.
+        """
+        return self.accounts.get(vt_accountid, None)
+
+    def get_contract(self, vt_symbol):
+        """
+        Get contract data by vt_symbol.
+        """
+        return self.contracts.get(vt_symbol, None)
+    
+    def get_all_ticks(self):
+        """
+        Get all tick data.
+        """
+        return list(self.ticks.values())
+
+    def get_all_orders(self):
+        """
+        Get all order data.
+        """
+        return list(self.orders.values())
+
+    def get_all_trades(self):
+        """
+        Get all trade data.
+        """
+        return list(self.trades.values())
+
+    def get_all_positions(self):
+        """
+        Get all position data.
+        """
+        return list(self.positions.values())
+
+    def get_all_accounts(self):
+        """
+        Get all account data.
+        """
+        return list(self.accounts.values())
+
+    def get_all_contracts(self):
+        """
+        Get all contract data.
+        """
+        return list(self.contracts.values())
+    
+    def get_all_active_orders(self, vt_symbol: str=''):
+        """
+        Get all active orders by vt_symbol.
+
+        If vt_symbol is empty, return all active orders.
+        """
+        if not vt_symbol:
+            return list(self.active_orders.values())
+        else:
+            active_orders = [order for order in self.active_orders.values() if order.vt_symbol == vt_symbol]
+            return active_orders

vnpy/trader/utility.py

@@ -4,6 +4,9 @@ General utility functions.
 
 from pathlib import Path
 
+from .constant import (STATUS_NOTTRADED, STATUS_PARTTRADED, STATUS_SUBMITTING)
+
+
 class Singleton(type):
     """
     Singleton metaclass, 
@@ -17,12 +20,14 @@ class Singleton(type):
     def __call__(cls, *args, **kwargs):
         """"""
         if cls not in cls._instances:
-            cls._instances[cls] = super(VtSingleton, cls).__call__(*args, **kwargs)
+            cls._instances[cls] = super(VtSingleton,
+                                        cls).__call__(*args,
+                                                      **kwargs)
 
         return cls._instances[cls]
 
 
-def get_temp_path(filename):
+def get_temp_path(filename: str):
     """
     Get path for temp file with filename.
     """
@@ -33,3 +38,16 @@ def get_temp_path(filename):
         temp_path.mkdir()
 
     return temp_path.joinpath(filename)
+
+
+ACTIVE_STATUSES = set([STATUS_SUBMITTING, STATUS_NOTTRADED, STATUS_PARTTRADED])
+
+
+def check_order_active(status: str):
+    """
+    Check if order is active by status.
+    """
+    if status in ACTIVE_STATUSES:
+        return True
+    else:
+        return False