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[Mod]change ctp orderid format

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This commit is contained in:
vn.py 2019-03-28 11:23:31 +08:00
parent 90682ab92d
commit cd716b4da8
2 changed files with 5 additions and 7 deletions
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4
vnpy/app/cta_strategy/converter.py
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@ -139,9 +139,7 @@ class PositionHolding:
def update_order_request(self, req: OrderRequest, vt_orderid: str): def update_order_request(self, req: OrderRequest, vt_orderid: str):
"""""" """"""
ix = vt_orderid.index(".") gateway_name, orderid = vt_orderid.split(".")
gateway_name = vt_orderid[:ix]
orderid = vt_orderid[ix + 1:]
order = req.create_order_data(orderid, gateway_name) order = req.create_order_data(orderid, gateway_name)
self.update_order(order) self.update_order(order)

8
vnpy/gateway/ctp/ctp_gateway.py
View File

@ -433,7 +433,7 @@ class CtpTdApi(TdApi):
def onRspOrderInsert(self, data: dict, error: dict, reqid: int, last: bool): def onRspOrderInsert(self, data: dict, error: dict, reqid: int, last: bool):
"""""" """"""
order_ref = data["OrderRef"] order_ref = data["OrderRef"]
orderid = f"{self.frontid}.{self.sessionid}.{order_ref}" orderid = f"{self.frontid}-{self.sessionid}-{order_ref}"
symbol = data["InstrumentID"] symbol = data["InstrumentID"]
exchange = symbol_exchange_map[symbol] exchange = symbol_exchange_map[symbol]
@ -586,7 +586,7 @@ class CtpTdApi(TdApi):
frontid = data["FrontID"] frontid = data["FrontID"]
sessionid = data["SessionID"] sessionid = data["SessionID"]
order_ref = data["OrderRef"] order_ref = data["OrderRef"]
orderid = f"{frontid}.{sessionid}.{order_ref}" orderid = f"{frontid}-{sessionid}-{order_ref}"
order = OrderData( order = OrderData(
symbol=symbol, symbol=symbol,
@ -722,7 +722,7 @@ class CtpTdApi(TdApi):
self.reqid += 1 self.reqid += 1
self.reqOrderInsert(ctp_req, self.reqid) self.reqOrderInsert(ctp_req, self.reqid)
orderid = f"{self.frontid}.{self.sessionid}.{self.order_ref}" orderid = f"{self.frontid}-{self.sessionid}-{self.order_ref}"
order = req.create_order_data(orderid, self.gateway_name) order = req.create_order_data(orderid, self.gateway_name)
self.gateway.on_order(order) self.gateway.on_order(order)
@ -732,7 +732,7 @@ class CtpTdApi(TdApi):
""" """
Cancel existing order. Cancel existing order.
""" """
frontid, sessionid, order_ref = req.orderid.split(".") frontid, sessionid, order_ref = req.orderid.split("-")
ctp_req = { ctp_req = {
"InstrumentID": req.symbol, "InstrumentID": req.symbol,