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[Fix] OesGateway: ensure all on_order on_tick response will receive a new python object.

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This commit is contained in:
nanoric 2019-03-15 02:58:37 -04:00
parent 2ee257bed1
commit ee307d6323
2 changed files with 12 additions and 10 deletions
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7
vnpy/gateway/oes/oes_md.py
View File

@ -1,4 +1,5 @@
import time
from copy import copy
from datetime import datetime
from gettext import gettext as _
from threading import Thread
@ -146,7 +147,7 @@ class OesMdMessageLoop:
tick.__dict__['bid_price_' + str(i + 1)] = data.BidLevels[i].Price / 10000
for i in range(min(data.OfferPriceLevel, 5)):
tick.__dict__['ask_price_' + str(i + 1)] = data.OfferLevels[i].Price / 10000
self.gateway.on_tick(tick)
self.gateway.on_tick(copy(tick))
def on_market_full_refresh(self, d: MdsMktRspMsgBodyT):
""""""
@ -162,7 +163,7 @@ class OesMdMessageLoop:
tick.__dict__['bid_price_' + str(i + 1)] = data.BidLevels[i].Price / 10000
for i in range(5):
tick.__dict__['ask_price_' + str(i + 1)] = data.OfferLevels[i].Price / 10000
self.gateway.on_tick(tick)
self.gateway.on_tick(copy(tick))
def on_l2_trade(self, d: MdsMktRspMsgBodyT):
""""""
@ -172,7 +173,7 @@ class OesMdMessageLoop:
tick.datetime = datetime.utcnow()
tick.volume = data.TradeQty
tick.last_price = data.TradePrice / 10000
self.gateway.on_tick(tick)
self.gateway.on_tick(copy(tick))
def on_market_data_request(self, d: MdsMktRspMsgBodyT):
""""""

15
vnpy/gateway/oes/oes_td.py
View File

@ -1,4 +1,5 @@
import time
from copy import copy
from dataclasses import dataclass
from datetime import datetime, timedelta, timezone
from gettext import gettext as _
@ -210,7 +211,7 @@ class OesTdMessageLoop:
vt_order.status = Status.REJECTED
self.gateway.on_order(vt_order)
self.gateway.on_order(copy(vt_order))
self.gateway.write_log(
f"Order: {vt_order.vt_symbol}-{vt_order.vt_orderid} Code: {error_code} Rejected: {error_string}")
else:
@ -230,7 +231,7 @@ class OesTdMessageLoop:
vt_order.traded = data.cumQty
vt_order.time = parse_oes_datetime(data.ordDate, data.ordTime)
self.gateway.on_order(vt_order)
self.gateway.on_order(copy(vt_order))
def on_order_report(self, d: OesRspMsgBodyT):
""""""
@ -247,7 +248,7 @@ class OesTdMessageLoop:
vt_order.traded = data.cumQty
vt_order.time = parse_oes_datetime(data.ordDate, data.ordCnfmTime)
self.gateway.on_order(vt_order)
self.gateway.on_order(copy(vt_order))
def on_trade_report(self, d: OesRspMsgBodyT):
""""""
@ -273,7 +274,7 @@ class OesTdMessageLoop:
vt_order.traded = data.cumQty
vt_order.time = parse_oes_datetime(data.trdDate, data.trdTime)
self.gateway.on_trade(trade)
self.gateway.on_order(vt_order)
self.gateway.on_order(copy(vt_order))
def on_option_holding(self, d: OesRspMsgBodyT):
""""""
@ -692,7 +693,7 @@ class OesTdApi:
vt_order.status = STATUS_OES2VT[data.ordStatus]
vt_order.volume = data.ordQty - data.canceledQty
vt_order.traded = data.cumQty
self.gateway.on_order(vt_order)
self.gateway.on_order(copy(vt_order))
return 1
def query_orders(self) -> bool:
@ -718,7 +719,7 @@ class OesTdApi:
vt_order.status = STATUS_OES2VT[data.ordStatus]
vt_order.volume = data.ordQty - data.canceledQty
vt_order.traded = data.cumQty
self.gateway.on_order(vt_order)
self.gateway.on_order(copy(vt_order))
except KeyError:
# order_id = self.order_manager.new_remote_id()
order_id = data.clSeqNo
@ -744,7 +745,7 @@ class OesTdApi:
time=datetime.utcnow().isoformat(),
)
self.save_order(order_id, vt_order)
self.gateway.on_order(vt_order)
self.gateway.on_order(copy(vt_order))
return 1
def save_order(self, order_id: int, order: OrderData):