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Update tiger_gateway.py

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This commit is contained in:
1122455801 2019-06-06 11:49:56 +08:00
parent ec1955a5c0
commit fa30e8a99b
1 changed files with 2 additions and 12 deletions
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14
vnpy/gateway/tiger/tiger_gateway.py
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@ -75,17 +75,6 @@ STATUS_TIGER2VT = {
OrderStatus.EXPIRED: Status.NOTTRADED
}
PUSH_STATUS_TIGER2VT = {
"Invalid": Status.REJECTED,
"Initial": Status.SUBMITTING,
"PendingCancel": Status.CANCELLED,
"Cancelled": Status.CANCELLED,
"Submitted": Status.SUBMITTING,
"PendingSubmit": Status.SUBMITTING,
"Filled": Status.ALLTRADED,
"Inactive": Status.REJECTED
}
class TigerGateway(BaseGateway):
""""""
@ -303,7 +292,7 @@ class TigerGateway(BaseGateway):
""""""
data = dict(data)
symbol, exchange = convert_symbol_tiger2vt(data["origin_symbol"])
status = PUSH_STATUS_TIGER2VT[data["status"]]
status = STATUS_TIGER2VT[data["status"]]
order = OrderData(
symbol=symbol,
@ -319,6 +308,7 @@ class TigerGateway(BaseGateway):
data["order_time"] / 1000).strftime("%H:%M:%S"),
gateway_name=self.gateway_name,
)
self.ID_TIGER2VT[str(data["order_id"])] = order.orderid
self.on_order(order)
if status == Status.ALLTRADED: