def _update_order(self, order_info):
""" Order update.
Args:
order_info: Order information.
Returns:
Return order object if or None.
"""
if order_info["s"] != self._raw_symbol:
return
order_no = "{}_{}".format(order_info["i"], order_info["c"])
if order_info["X"] == "NEW":
status = ORDER_STATUS_SUBMITTED
elif order_info["X"] == "PARTIAL_FILLED":
status = ORDER_STATUS_PARTIAL_FILLED
elif order_info["X"] == "FILLED":
status = ORDER_STATUS_FILLED
elif order_info["X"] == "CANCELED":
status = ORDER_STATUS_CANCELED
elif order_info["X"] == "REJECTED":
status = ORDER_STATUS_FAILED
elif order_info["X"] == "EXPIRED":
status = ORDER_STATUS_FAILED
else:
return
order = self._orders.get(order_no)
if not order:
info = {
"platform": self._platform,
"account": self._account,
"strategy": self._strategy,
"order_no": order_no,
"action": order_info["S"],
"order_type": order_info["o"],
"symbol": self._symbol,
"price": order_info["p"],
"quantity": order_info["q"],
"ctime": order_info["T"]
}
order = Order(**info)
self._orders[order_no] = order
order.remain = float(order_info["q"]) - float(order_info["z"])
order.avg_price = order_info["L"]
order.status = status
order.utime = order_info["T"]
order.trade_type = int(order_no[-1])
SingleTask.run(self._order_update_callback, copy.copy(order))
async def get_order_status(self, symbol, order_id, client_order_id):
order_info, error = self._rest_api.get_order_status(
symbol, order_id, client_order_id)
if not error:
if order_info['symbol'] != symbol:
return
order_no = "{}_{}".format(order_info["orderId"],
order_info["clientOrderId"])
if order_info["status"] == "NEW":
status = ORDER_STATUS_SUBMITTED
elif order_info["status"] == "PARTIAL_FILLED":
status = ORDER_STATUS_PARTIAL_FILLED
elif order_info["status"] == "FILLED":
status = ORDER_STATUS_FILLED
elif order_info["status"] == "CANCELED":
status = ORDER_STATUS_CANCELED
elif order_info["status"] == "REJECTED":
status = ORDER_STATUS_FAILED
elif order_info["status"] == "EXPIRED":
status = ORDER_STATUS_FAILED
else:
return
order = self._orders.get(order_no)
if not order:
logger.info('手动查询更新订单状态')
info = {
"platform": self._platform,
"account": self._account,
"strategy": self._strategy,
"order_no": order_no,
"action": order_info["side"],
"order_type": order_info["type"],
"symbol": symbol,
"price": order_info["price"],
"quantity": order_info["origQty"],
"ctime": order_info["time"]
}
order = Order(**info)
self._orders[order_no] = order
order.remain = float(order_info["origQty"]) - float(
order_info["executedQty"])
order.avg_price = None
order.status = status
order.utime = order_info["updateTime"]
order.trade_type = int(order_no[-1])
SingleTask.run(self._order_update_callback, copy.copy(order))
