def on_order(self, packet: dict) -> None:
""""""
ord_data = packet["o"]
key = (ord_data["o"], ord_data["f"])
order_type = ORDERTYPE_BINANCES2VT.get(key, None)
if not order_type:
return
dt = generate_datetime(packet["E"])
order = OrderData(symbol=ord_data["s"],
exchange=Exchange.BINANCE,
orderid=str(ord_data["c"]),
type=order_type,
direction=DIRECTION_BINANCES2VT[ord_data["S"]],
price=float(ord_data["p"]),
volume=float(ord_data["q"]),
traded=float(ord_data["z"]),
status=STATUS_BINANCES2VT[ord_data["X"]],
datetime=dt,
gateway_name=self.gateway_name,
offset=OFFSET_BINANCES2VT[ord_data['R']],
time=dt.time())
if "n" in ord_data.keys():
order.fee = float(ord_data['n'])
order.netpnl = float(ord_data['rp'])
self.gateway.on_order(order)
# Push trade event
trade_volume = float(ord_data["l"])
if not trade_volume:
return
trade = TradeData(symbol=order.symbol,
exchange=order.exchange,
orderid=order.orderid,
tradeid=ord_data["t"],
direction=order.direction,
price=float(ord_data["L"]),
volume=trade_volume,
datetime=generate_datetime(ord_data["T"]),
gateway_name=self.gateway_name,
offset=order.offset)
self.gateway.on_trade(trade)
