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[Mod] 使用一些VtObject相关的静态函数

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This commit is contained in:
nanoric 2018-10-15 04:36:00 -04:00
parent 4d7c3bf417
commit b8c6c92c43
1 changed files with 34 additions and 40 deletions
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74
vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py
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@ -98,11 +98,6 @@ class VnpyGateway(VtGateway):
def gatewayName(self): # type: ()->str
return 'VnpyGateway'
#----------------------------------------------------------------------
@abstractproperty
def exchange(self): # type: ()->str
return constant.EXCHANGE_UNKNOWN
#----------------------------------------------------------------------
def readConfig(self):
"""
@ -168,7 +163,7 @@ class OkexFutureGateway(VnpyGateway):
return 'OkexFutureGateway'
#----------------------------------------------------------------------
@abstractproperty
@property
def exchange(self): # type: ()->str
return constant.EXCHANGE_OKEXFUTURE
@ -216,20 +211,18 @@ class OkexFutureGateway(VnpyGateway):
self._remoteIds[remoteId] = myorder
#----------------------------------------------------------------------
def _genereteLocalOrder(self, symbol, price, volume, direction):
def _genereteLocalOrder(self, symbol, price, volume, direction, offset):
myorder = _Order()
localId = myorder.localId
self._orders[localId] = myorder
vtOrder = VtOrderData()
vtOrder.orderID = localId
vtOrder.vtOrderID = ".".join([self.gatewayName, localId])
vtOrder.exchange = self.exchange
vtOrder.symbol = symbol
vtOrder.vtSymbol = '.'.join([vtOrder.symbol, vtOrder.exchange])
vtOrder.price = price
vtOrder.totalVolume = volume
vtOrder.direction = direction
myorder.vtOrder = vtOrder
myorder.vtOrder = VtOrderData.createFromGateway(self,
self.exchange,
localId,
symbol,
price,
volume,
direction,
offset)
return myorder
#----------------------------------------------------------------------
@ -238,7 +231,8 @@ class OkexFutureGateway(VnpyGateway):
myorder = self._genereteLocalOrder(vtRequest.symbol,
vtRequest.price,
vtRequest.volume,
vtRequest.direction)
vtRequest.direction,
vtRequest.offset)
remoteSymbol, remoteContractType = localSymbolToRemote(vtRequest.symbol)
orderType = _orderTypeMap[(vtRequest.priceType, vtRequest.offset)] # 开多、开空、平多、平空
@ -325,22 +319,22 @@ class OkexFutureGateway(VnpyGateway):
self._saveRemoteId(remoteId, myorder)
self.onOrder(myorder.vtOrder)
#----------------------------------------------------------------------
def _pushOrderAsTraded(self, order):
trade = VtTradeData()
trade.gatewayName = order.gatewayName
trade.symbol = order.symbol
trade.vtSymbol = order.vtSymbol
trade.orderID = order.orderID
trade.vtOrderID = order.vtOrderID
self.tradeID += 1
trade.tradeID = str(self.tradeID)
trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID])
trade.direction = order.direction
trade.price = order.price
trade.volume = order.tradedVolume
trade.tradeTime = datetime.now().strftime('%H:%M:%S')
self.onTrade(trade)
# #----------------------------------------------------------------------
# def _pushOrderAsTraded(self, order):
# trade = VtTradeData()
# trade.gatewayName = order.gatewayName
# trade.symbol = order.symbol
# trade.vtSymbol = order.vtSymbol
# trade.orderID = order.orderID
# trade.vtOrderID = order.vtOrderID
# self.tradeID += 1
# trade.tradeID = str(self.tradeID)
# trade.vtTradeID = '.'.join([self.gatewayName, trade.tradeID])
# trade.direction = order.direction
# trade.price = order.price
# trade.volume = order.tradedVolume
# trade.tradeTime = datetime.now().strftime('%H:%M:%S')
# self.onTrade(trade)
#----------------------------------------------------------------------
@staticmethod
@ -367,17 +361,17 @@ class OkexFutureGateway(VnpyGateway):
# 缓存该订单，并推送
symbol = remoteSymbolToLocal(order.symbol, localContractType)
direction, offset = remoteOrderTypeToLocal(order.orderType)
myorder = self._genereteLocalOrder(symbol, order.price, order.volume, direction)
myorder = self._genereteLocalOrder(symbol, order.price, order.volume, direction, offset)
myorder.vtOrder.tradedVolume = order.tradedVolume
myorder.remoteId = order.remoteId
self._saveRemoteId(myorder.remoteId, myorder)
self.onOrder(myorder.vtOrder)
# 如果该订单已经交易完成，推送交易完成消息
# todo: 这样写会导致同一个订单产生多次交易完成消息
if order.status == OkexFutureOrderStatus.Finished:
myorder.vtOrder.status = constant.STATUS_ALLTRADED
self._pushOrderAsTraded(myorder.vtOrder)
# # 如果该订单已经交易完成，推送交易完成消息
# # todo: 这样写会导致同一个订单产生多次交易完成消息
# if order.status == OkexFutureOrderStatus.Finished:
# myorder.vtOrder.status = constant.STATUS_ALLTRADED
# self._pushOrderAsTraded(myorder.vtOrder)
#----------------------------------------------------------------------
def _onQueryAccount(self, infos, _): # type: (List[OkexFutureUserInfo], Any)->None