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cancel order successful

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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
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50
vnpy/gateway/alpaca/alpaca_gateway.py
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@ -143,7 +143,7 @@ class AlpacaRestApi(RestClient):
self.order_count = 1_000_000
self.order_count_lock = Lock()
self.connect_time = 0
self.order_list = []
self.order_dict ={}
def query_account(self):
print("call query_account")
@ -230,11 +230,14 @@ class AlpacaRestApi(RestClient):
self.query_position()
#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']
order = request.extra
self.order_list.append(remote_order_id)
print('debug on_send_order: local is {} ---'.format(self.order_list))
self.order_dict[order.orderid]=remote_order_id
print("+++debug on_send_order request: ", self.order_dict)
self.gateway.on_order(order)
def on_failed_order(self, status_code: int, request: Request):
@ -268,9 +271,9 @@ class AlpacaRestApi(RestClient):
# need debug 0608
def cancel_order(self, req: CancelRequest):
""""""
"""
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:
print("[error]: can not get remote_order_id from local dict!")
return
@ -283,7 +286,6 @@ class AlpacaRestApi(RestClient):
extra=req
)
print("come to cancel_order", order_id)
"""
pass
def on_cancel_order(self, data, request):
@ -307,6 +309,7 @@ class AlpacaRestApi(RestClient):
data = raw_dict
order = req.create_order_data(orderid, self.gateway_name)
print("debug send_order orderBody extra: ",order)
self.add_request(
"POST",
"/v1/orders",
@ -440,7 +443,7 @@ class AlpacaWebsocketApi(WebsocketClient):
elif(stream_ret == "listening"):
self.gateway.write_log("listening {}".format(data_ret))
else:
self.ondata(packet)
self.on_data(packet)
else:
print("unrecognize msg", packet)
@ -460,23 +463,28 @@ class AlpacaWebsocketApi(WebsocketClient):
self.gateway.on_account(account)
elif(stream_ret == "trade_updates"):
d=data_ret['order']
trade = TradeData(
symbol=d["symbol"],
exchange=Exchange.ALPACA,
orderid=d['id'],
tradeid=None,
direction=DIRECTION_ALPACA2VT[d["side"]],
price=data_ret["price"],
volume=data_ret["qty"],
time=data_ret["timestamp"][11:19],
gateway_name=self.gateway_name,
)
self.gateway.on_trade(trade)
if (data_ret['event'] == "fill"):
trade = TradeData(
symbol=d["symbol"],
exchange=Exchange.ALPACA,
orderid=d['id'],
tradeid=None,
direction=DIRECTION_ALPACA2VT[d["side"]],
price=d["filled_avg_price"],
volume=d["filled_qty"],
time=data_ret["timestamp"][11:19],
gateway_name=self.gateway_name,
)
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
else:
pass
# ----------------------------------------------------------------------
def handle_auth(self, data):
stream_ret = data['stream']