senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

cancel order successful

Browse Source 
send cancel req by rest_client
receive reponse by websocket

...  need to debug
This commit is contained in:
vigarbuaa 2019-06-18 23:13:41 +08:00
parent 1e0248ce5c
commit eb691525fc
1 changed files with 29 additions and 21 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

50
vnpy/gateway/alpaca/alpaca_gateway.py
View File

@ -143,7 +143,7 @@ class AlpacaRestApi(RestClient):
self.order_count = 1_000_000 self.order_count = 1_000_000
self.order_count_lock = Lock() self.order_count_lock = Lock()
self.connect_time = 0 self.connect_time = 0
self.order_list = [] self.order_dict ={}
def query_account(self): def query_account(self):
print("call query_account") print("call query_account")
@ -230,11 +230,14 @@ class AlpacaRestApi(RestClient):
self.query_position() self.query_position()
#self.query_contracts() #self.query_contracts()
def on_send_order(self, data, request ): def on_send_order(self, data, request: Request ):
print("debug on_send_order data: ", data)
print("debug on_send_order request: ", request)
print("***debug on_send_order request: ", request.extra)
remote_order_id = data['id'] remote_order_id = data['id']
order = request.extra order = request.extra
self.order_list.append(remote_order_id) self.order_dict[order.orderid]=remote_order_id
print('debug on_send_order: local is {} ---'.format(self.order_list)) print("+++debug on_send_order request: ", self.order_dict)
self.gateway.on_order(order) self.gateway.on_order(order)
def on_failed_order(self, status_code: int, request: Request): def on_failed_order(self, status_code: int, request: Request):
@ -268,9 +271,9 @@ class AlpacaRestApi(RestClient):
# need debug 0608 # need debug 0608
def cancel_order(self, req: CancelRequest): def cancel_order(self, req: CancelRequest):
"""""" """"""
"""
order_id = req.orderid order_id = req.orderid
remote_order_id = self.order_dict['order_id'] remote_order_id = self.order_dict[order_id]
print("debug cancel order: order id ", order_id, "---", remote_order_id)
if remote_order_id is None: if remote_order_id is None:
print("[error]: can not get remote_order_id from local dict!") print("[error]: can not get remote_order_id from local dict!")
return return
@ -283,7 +286,6 @@ class AlpacaRestApi(RestClient):
extra=req extra=req
) )
print("come to cancel_order", order_id) print("come to cancel_order", order_id)
"""
pass pass
def on_cancel_order(self, data, request): def on_cancel_order(self, data, request):
@ -307,6 +309,7 @@ class AlpacaRestApi(RestClient):
data = raw_dict data = raw_dict
order = req.create_order_data(orderid, self.gateway_name) order = req.create_order_data(orderid, self.gateway_name)
print("debug send_order orderBody extra: ",order)
self.add_request( self.add_request(
"POST", "POST",
"/v1/orders", "/v1/orders",
@ -440,7 +443,7 @@ class AlpacaWebsocketApi(WebsocketClient):
elif(stream_ret == "listening"): elif(stream_ret == "listening"):
self.gateway.write_log("listening {}".format(data_ret)) self.gateway.write_log("listening {}".format(data_ret))
else: else:
self.ondata(packet) self.on_data(packet)
else: else:
print("unrecognize msg", packet) print("unrecognize msg", packet)
@ -460,23 +463,28 @@ class AlpacaWebsocketApi(WebsocketClient):
self.gateway.on_account(account) self.gateway.on_account(account)
elif(stream_ret == "trade_updates"): elif(stream_ret == "trade_updates"):
d=data_ret['order'] d=data_ret['order']
trade = TradeData( if (data_ret['event'] == "fill"):
symbol=d["symbol"], trade = TradeData(
exchange=Exchange.ALPACA, symbol=d["symbol"],
orderid=d['id'], exchange=Exchange.ALPACA,
tradeid=None, orderid=d['id'],
direction=DIRECTION_ALPACA2VT[d["side"]], tradeid=None,
price=data_ret["price"], direction=DIRECTION_ALPACA2VT[d["side"]],
volume=data_ret["qty"], price=d["filled_avg_price"],
time=data_ret["timestamp"][11:19], volume=d["filled_qty"],
gateway_name=self.gateway_name, time=data_ret["timestamp"][11:19],
) gateway_name=self.gateway_name,
self.gateway.on_trade(trade) )
self.gateway.on_trade(trade)
elif (data_ret['event'] == "canceled"):
self.gateway.on_order(order)
else:
print("unhandled trade_update msg, ", data_ret['event'])
#self.gateway.on_order(order) # udpate order status #self.gateway.on_order(order) # udpate order status
else: else:
pass pass
# ---------------------------------------------------------------------- # ----------------------------------------------------------------------
def handle_auth(self, data): def handle_auth(self, data):
stream_ret = data['stream'] stream_ret = data['stream']