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[Mod] use ClientOrderNo for orderid (local)

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This commit is contained in:
vn.py 2019-06-08 22:25:23 +08:00
parent 5febb801aa
commit d072543dd6
1 changed files with 38 additions and 12 deletions
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46
vnpy/gateway/tap/tap_gateway.py
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@ -11,8 +11,8 @@ from vnpy.api.tap.vntap import (
TAPI_COMMODITY_TYPE_STOCK, TapAPIApplicationInfo, TapAPIContract,
TapAPIQuotLoginRspInfo, TapAPIQuoteLoginAuth, TapAPIQuoteWhole,
set_async_callback_exception_handler,
CreateITapTradeAPI,
)
CreateITapTradeAPI, FreeITapTradeAPI
)
from vnpy.api.tap.vntap.ITapTrade import (
ITapTradeAPINotify,
TapAPITradeLoginRspInfo, TapAPICommodityInfo, TapAPITradeContractInfo,
@ -132,7 +132,6 @@ ORDERTYPE_VT2TAP = {v: k for k, v in ORDERTYPE_TAP2VT.items()}
commodity_infos: Dict[str, "CommodityInfo"] = {}
contract_infos: Dict[Tuple[str, "Exchange"], "ContractInfo"] = {}
primary_account_no: str = ""
class TapGateway(BaseGateway):
"""
@ -371,6 +370,14 @@ class TradeApi(ITapTradeAPINotify):
self.gateway_name = gateway.gateway_name
self.api = None
self.account_no = ""
self.sys_local_map = {}
self.local_sys_map = {}
self.sys_server_map = {}
self.cancel_reqs = {}
def OnConnect(self):
""""""
self.gateway.write_log("交易服务器连接成功")
@ -564,8 +571,8 @@ class TradeApi(ITapTradeAPINotify):
def update_account(self, info: TapAPIFundData):
""""""
global primary_account_no
primary_account_no = info.AccountNo
self.account_no = info.AccountNo
account = AccountData(
accountid=info.AccountNo,
balance=info.Balance,
@ -589,10 +596,14 @@ class TradeApi(ITapTradeAPINotify):
def update_order(self, info: TapAPIOrderInfo):
""""""
self.local_sys_map[info.ClientOrderNo] = info.OrderNo
self.sys_local_map[info.OrderNo] = info.ClientOrderNo
self.sys_server_map[info.OrderNo] = info.ServerFlag
order = OrderData(
symbol=info.CommodityNo + info.ContractNo,
exchange=EXCHANGE_TAP2VT.get(info.ExchangeNo, None),
orderid=info.OrderNo,
orderid=info.ClientOrderNo,
type=ORDERTYPE_TAP2VT[info.OrderType],
direction=DIRECTION_TAP2VT[info.OrderSide],
price=info.OrderPrice,
@ -604,12 +615,19 @@ class TradeApi(ITapTradeAPINotify):
)
self.gateway.on_order(order)
# Send waiting cancel request to server
if info.ClientOrderNo in self.cancel_reqs:
req = self.cancel_reqs.pop(info.ClientOrderNo)
self.cancel_order(req)
def update_trade(self, info: TapAPIFillInfo):
""""""
orderid = self.sys_local_map[info.OrderNo]
trade = TradeData(
symbol=info.CommodityNo + info.ContractNo,
exchange=EXCHANGE_TAP2VT.get(info.ExchangeNo, None),
orderid=info.OrderNo,
orderid=orderid,
tradeid=info.MatchNo,
direction=DIRECTION_TAP2VT[info.MatchSide],
price=info.MatchPrice,
@ -653,7 +671,7 @@ class TradeApi(ITapTradeAPINotify):
order_req.ExchangeNo = contract_info.exchange_no
order_req.CommodityNo = contract_info.commodity_no
order_req.CommodityType = contract_info.commodity_type
order_req.AccountNo = primary_account_no
order_req.AccountNo = self.account_no
order_req.ContractNo = contract_info.contract_no
order_req.OrderType = ORDERTYPE_VT2TAP.get(req.type, "")
order_req.OrderSide = DIRECTION_VT2TAP.get(req.direction, "")
@ -661,7 +679,6 @@ class TradeApi(ITapTradeAPINotify):
order_req.OrderQty = int(req.volume) # verify me: force float as int
retv, session_id, order_id = self.api.InsertOrder(order_req)
print(retv, session_id, order_id)
order = req.create_order_data(
order_id,
@ -673,7 +690,16 @@ class TradeApi(ITapTradeAPINotify):
def cancel_order(self, req: CancelRequest):
""""""
order_no = self.local_sys_map.get(req.orderid, "")
if not order_no:
self.cancel_reqs[req.orderid] = req
return
server_flag = self.sys_server_map[order_no]
cancel_req = TapAPIOrderCancelReq()
cancel_req.OrderNo = order_no
cancel_req.ServerFlag = server_flag
self.api.CancelOrder(cancel_req)
@ -700,7 +726,7 @@ class TradeApi(ITapTradeAPINotify):
def close(self):
""""""
self.api.SetAPINotify(None)
FreeTapQuoteAPI(self.api)
FreeITapTradeAPI(self.api)
self.api = None