def on_query_order(self, data: dict, request: Request) -> None:
""""""
if self.check_error(data, "查询委托"):
return
responseBody = data["data"]["responseBody"]
if not responseBody.get("items", None):
return
for d in responseBody["items"][::-1]:
timestamp = f'{d["tradingDate"]} {d["entrustTime"]}'
dt = CHINA_TZ.localize(datetime.strptime(timestamp, "%Y%m%d %H%M%S"))
entrustNo = str(d["entrustNo"])
orderid = self.gateway.orders.get(entrustNo, None)
if not orderid:
orderid = self.new_orderid()
order = OrderData(
gateway_name=self.gateway_name,
symbol=d["goodsCode"],
exchange=Exchange.SR,
orderid=orderid,
direction=DIRECTION_SUGAR2VT.get(str(d["entrustBs"]), None),
offset=OFFSET_SUGAR2VT.get(str(d["entrustTs"]), None),
price=int(d["entrustPrice"] / 100),
volume=int(d["entrustAmount"]),
traded=int(d["businessAmount"]),
status=STATUS_SUGAR2VT.get(d["entrustStatusStr"], None),
datetime=dt
)
order.entrustNo = entrustNo
self.gateway.orders[entrustNo] = orderid
self.gateway.on_order(order)
else:
order: OrderData = self.gateway.orders.get(orderid, None)
if order.status == Status.SUBMITTING:
if d["entrustStatusStr"] == "已报":
order.status = Status.NOTTRADED
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "已撤" or d["entrustStatusStr"] == "部撤":
order.status = Status.CANCELLED
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "已成":
order.status = Status.ALLTRADED
order.traded = int(d["businessAmount"])
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "部成":
order.status = Status.PARTTRADED
order.traded = int(d["businessAmount"])
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "废单":
order.status = Status.INVALID
self.gateway.on_order(order)
elif order.status == Status.NOTTRADED and d["entrustStatusStr"] != "已报":
if d["entrustStatusStr"] == "已撤" or d["entrustStatusStr"] == "部撤":
order.status = Status.CANCELLED
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "已成":
order.status = Status.ALLTRADED
order.traded = int(d["businessAmount"])
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "部成":
order.status = Status.PARTTRADED
order.traded = int(d["businessAmount"])
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "废单":
order.status = Status.INVALID
self.gateway.on_order(order)
elif order.status == Status.PARTTRADED:
if d["entrustStatusStr"] == "已成":
order.status = Status.ALLTRADED
order.traded = int(d["businessAmount"])
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "部成" and order.traded < int(d["businessAmount"]):
order.status = Status.PARTTRADED
order.traded = int(d["businessAmount"])
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "部撤" or d["entrustStatusStr"] == "已撤":
order.status = Status.CANCELLED
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "废单":
order.status = Status.INVALID
self.gateway.on_order(order)
elif order.status == Status.EXCEPTION or order.status == Status.ERROR:
if d["entrustStatusStr"] == "已报":
order.status = Status.NOTTRADED
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "已撤" or d["entrustStatusStr"] == "部撤":
order.status = Status.CANCELLED
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "已成":
order.status = Status.ALLTRADED
order.traded = int(d["businessAmount"])
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "部成":
order.status = Status.PARTTRADED
order.traded = int(d["businessAmount"])
self.gateway.on_order(order)
elif d["entrustStatusStr"] == "废单":
order.status = Status.INVALID
self.gateway.on_order(order)
print(f"{datetime.now()}\t订单状态异常，信息：{d}")
print("*"*80)
self.callback_dt = datetime.now()
