From f0aa9c7172128b593deae1b314c585ee2e4da24f Mon Sep 17 00:00:00 2001 From: nanoric Date: Wed, 10 Oct 2018 04:52:33 -0400 Subject: [PATCH] =?UTF-8?q?[Add]=20okexFutureGateway:=E5=A2=9E=E5=8A=A0can?= =?UTF-8?q?celOrder?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../okexFutureGateway/okexFutureGateway.py | 78 ++++++++++++++++++- 1 file changed, 76 insertions(+), 2 deletions(-) diff --git a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py index 55954db1..b706634c 100644 --- a/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py +++ b/vnpy/trader/gateway/okexFutureGateway/okexFutureGateway.py @@ -174,16 +174,21 @@ class VnpyOrder(): def __init__(self): """ 这个东西将VtOrderReq和VtOrderData还有Request三者绑定起来，以便查询 + """ self.vtRequest = None # type: VtOrderReq # 如果这个order是通过sendOrder产生的，则会有对应的vtRequest self.request = None # type: Request # 如果这个order是通过sendOrder产生的，request就是对应的网络请求 self.order = None # type: VtOrderData # 对应的VtOrderData + self.remoteId = None # type: str # 当确定了这个order在交易所内部的id的时候，这个值才会有效 ######################################################################## class ApiBase(object): """ + 写在前面：现在不打算重构MainEngine才会有这个类的存在 + 所以这个类注定活不久。 + 每个Api实现发单等等操作的时候，有太多重复代码。 于是我写了这个类，以期简化Api的实现。 @@ -208,13 +213,26 @@ class ApiBase(object): #---------------------------------------------------------------------- def __init__(self, gateway): self.gateway = gateway # type: VnpyGateway + + self._lastOrderId = 0 + + self._orders = {} # type: dict[str, VnpyOrder] + self._cancelDict = {} # type: dict[str, VtCancelOrderReq] #---------------------------------------------------------------------- # todo: push this / make this standalone def generateVnpyOrder(self): + localId = str(self._lastOrderId) + self._lastOrderId += 1 + order = VnpyOrder() + order.order = VtOrderData() + order.order.orderID = localId + order.order.vtOrderID = ".".join(self.gateway.gatewayName, localId) order.order.exchange = self.gateway.exchange + + self._orders[localId] = order return order #---------------------------------------------------------------------- @@ -226,6 +244,18 @@ class ApiBase(object): order.order.price = price order.order.totalVolume = totalVolume order.order.direction = direction + + #---------------------------------------------------------------------- + def local2remote(self, localId): + """将localId（orderId）转化为remoteId""" + return self._orders[localId] + + #---------------------------------------------------------------------- + def getOrder(self, localId=None, remoteId=None): + """通过localId或者remoteId获取order""" + if remoteId: + raise NotImplementedError() + return self._orders[localId] #---------------------------------------------------------------------- def sendOrder(self, vtRequest): # type: (VtOrderReq)->str @@ -249,6 +279,16 @@ class ApiBase(object): order.request.extra = order return order.order.vtOrderID + + #---------------------------------------------------------------------- + def cancelOrder(self, vtCancelRequest): # type: (VtCancelOrderReq)->Request + localId = vtCancelRequest.orderID + + order = self.getOrder(localId) + if order.remoteId: + return self._cancelOrder(vtCancelRequest) + else: + self._cancelDict[localId] = vtCancelRequest #---------------------------------------------------------------------- def _processOrderSent(self, request, remoteId): @@ -258,12 +298,28 @@ class ApiBase(object): 如果该下单请求失败，将remoteId设为None即可 """ + order = request.extra # type: VnpyOrder + localId = order.order.orderID if remoteId: - order = request.extra # type: VnpyOrder order.remoteId = remoteId # None就是失败或者未返回 self.gateway.onOrder(order.order) + order.order.status = constant.STATUS_NOTTRADED # todo: 撤单委托相关 + if localId in self._cancelDict: + req = self._cancelDict[localId] + self.cancelOrder(req) + del self._cancelDict[localId] + + #---------------------------------------------------------------------- + def _processOrderCancel(self, req, success): + """ + 如果在_cancelOrder中发送了HTTP请求，则应该在收到响应的时候调用该函数， + 如果取消订单成功，应该将success设置为True。如果取消订单失败，则应该讲success设置为False + """ + order = req.extra # type: VnpyOrder + order.order.status = constant.STATUS_CANCELLED + pass #---------------------------------------------------------------------- @abstractmethod @@ -307,10 +363,28 @@ class OkexFutureApi(ApiBase): remoteId = data['order_id'] super(OkexFutureApi, self)._processOrderSent(req, remoteId) + #---------------------------------------------------------------------- + def onOrderCanceled(self, data, req): # type: (dict, Request)->None + """ + 取消订单回执 + :param data: + :param req: + :return: + """ + success = data['result'] + super(OkexFutureApi, self)._processOrderCancel(req, success) + #---------------------------------------------------------------------- def _cancelOrder(self, vtCancelRequest): # type: (VtCancelOrderReq)->Request localId = vtCancelRequest.orderID - pass + order = self.getOrder(localId) + + data = {'symbol': order.order.symbol} + return self.client.addReq('POST', + '/future_cancel.do', + callback=self.onOrderCanceled, + data=data + ) #---------------------------------------------------------------------- def _sendOrder(self, vtRequest): # type: (VtOrderReq)->Request