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Update onetoken_gateway.py

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xldistance 2019-06-30 13:55:11 +08:00 committed by GitHub
parent 0fae58f333
commit e14672ab8c
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GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 25 additions and 24 deletions
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33
vnpy/gateway/onetoken/onetoken_gateway.py
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@ -618,21 +618,23 @@ class OnetokenTradeWebsocketApi(WebsocketClient):
# Futures
elif _type == "future":
long_position = PositionData(
symbol=account_data["contract"],
exchange=Exchange.OKEX, # todo add Exchange
symbol=X["contract"],
exchange=Exchange(self.exchange.upper()),
direction=Direction.LONG,
volume=account_data["total_amount_long"],
frozen=account_data["total_amount_long"] - \
account_data["available_long"],
price=X["average_open_price_long"],
volume=X["total_amount_long"],
pnl=X["unrealized_long"],
frozen=X["frozen_position_long"],
gateway_name=self.gateway_name,
)
short_position = PositionData(
symbol=account_data["contract"],
exchange=Exchange.OKEX, # todo add Exchange
symbol=X["contract"],
exchange=Exchange(self.exchange.upper()),
direction=Direction.SHORT,
volume=account_data["total_amount_short"],
frozen=account_data["total_amount_short"] - \
account_data["available_short"],
price=X["average_open_price_short"],
volume=X["total_amount_short"],
pnl=X["unrealized_short"],
frozen=X["frozen_position_short"],
gateway_name=self.gateway_name,
)
self.gateway.on_position(long_position)
@ -677,19 +679,18 @@ class OnetokenTradeWebsocketApi(WebsocketClient):
trade_timestamp = order_data["last_update"][11:19]
self.trade_count += 1
if order_data["dealt_amount"]:
self.trade_count += 1
trade = TradeData(
symbol=order.symbol,
exchange=order.exchange,
orderid=order.orderid,
orderid=orderid,
tradeid=str(self.trade_count),
direction=order.direction,
price=order_data["average_dealt_price"],
volume=order_data["last_dealt_amount"],
volume=order_data["dealt_amount"],
gateway_name=self.gateway_name,
time=trade_timestamp
)
time=trade_timestamp)
self.gateway.on_trade(trade)
def ping(self):