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[Mod]change ctp gateway orderid format to avoid conflict with negative sessionid

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This commit is contained in:
vn.py 2019-03-30 23:42:19 +08:00
parent cd7a3a0d53
commit e63542c44a
1 changed files with 4 additions and 4 deletions
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8
vnpy/gateway/ctp/ctp_gateway.py
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@ -433,7 +433,7 @@ class CtpTdApi(TdApi):
def onRspOrderInsert(self, data: dict, error: dict, reqid: int, last: bool):
""""""
order_ref = data["OrderRef"]
orderid = f"{self.frontid}-{self.sessionid}-{order_ref}"
orderid = f"{self.frontid}_{self.sessionid}_{order_ref}"
symbol = data["InstrumentID"]
exchange = symbol_exchange_map[symbol]
@ -586,7 +586,7 @@ class CtpTdApi(TdApi):
frontid = data["FrontID"]
sessionid = data["SessionID"]
order_ref = data["OrderRef"]
orderid = f"{frontid}-{sessionid}-{order_ref}"
orderid = f"{frontid}_{sessionid}_{order_ref}"
order = OrderData(
symbol=symbol,
@ -722,7 +722,7 @@ class CtpTdApi(TdApi):
self.reqid += 1
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)
self.gateway.on_order(order)
@ -732,7 +732,7 @@ class CtpTdApi(TdApi):
"""
Cancel existing order.
"""
frontid, sessionid, order_ref = req.orderid.split("-")
frontid, sessionid, order_ref = req.orderid.split("_")
ctp_req = {
"InstrumentID": req.symbol,