def submitOrder(self,
unifiedSymbol,
orderPriceType,
direction,
offsetFlag,
accountId,
price,
volume,
originOrderId=None,
sync=True):
if self.initSwitch and self.tradingSwitch:
submitOrderReq = SubmitOrderReqField()
submitOrderReq.contract.CopyFrom(
ClientTradeCacheService.getContractByUnifiedSymbol(
unifiedSymbol))
submitOrderReq.direction = direction
submitOrderReq.offsetFlag = offsetFlag
submitOrderReq.orderPriceType = orderPriceType
submitOrderReq.timeCondition = TimeConditionEnum.TC_GFD
submitOrderReq.price = price
submitOrderReq.minVolume = 1
submitOrderReq.stopPrice = 0.0
submitOrderReq.volumeCondition = VolumeConditionEnum.VC_AV
submitOrderReq.contingentCondition = ContingentConditionEnum.CC_Immediately
submitOrderReq.hedgeFlag = HedgeFlagEnum.HF_Speculation
submitOrderReq.forceCloseReason = ForceCloseReasonEnum.FCR_NotForceClose
submitOrderReq.volume = volume
account = ClientTradeCacheService.getAccountByAccountId(accountId)
submitOrderReq.gatewayId = account.gatewayId
submitOrderReq.accountCode = account.code
submitOrderReq.currency = account.currency
if originOrderId is None:
submitOrderReq.originOrderId = str(uuid.uuid4())
else:
submitOrderReq.originOrderId = originOrderId
self.originOrderIdSet.add(submitOrderReq.originOrderId)
logger.info("策略%s提交定单 %s", MessageToJson(submitOrderReq),
self.strategyId)
if sync:
orderId = RpcClientApiService.submitOrder(submitOrderReq,
sync=True)
return orderId
else:
RpcClientApiService.submitOrder(submitOrderReq, sync=False)
return None
else:
logger.error("策略尚未初始化或未处于交易状态")
return None
def submitOrder(self,
unifiedSymbol,
priceType,
direction,
offset,
accountId,
price,
volume,
originOrderId=None):
if self.initSwitch and self.tradingSwitch:
submitOrderReq = SubmitOrderReqField()
submitOrderReq.contract.CopyFrom(
ClientTradeCacheService.mixContractDict[unifiedSymbol])
submitOrderReq.price = price
submitOrderReq.priceType = priceType
submitOrderReq.volume = volume
submitOrderReq.direction = direction
submitOrderReq.offset = offset
account = ClientTradeCacheService.accountDict[accountId]
submitOrderReq.gatewayId = account.gateway.gatewayId
submitOrderReq.accountCode = account.code
submitOrderReq.currency = account.currency
if originOrderId is None:
submitOrderReq.originOrderId = str(uuid.uuid4())
else:
submitOrderReq.originOrderId = originOrderId
self.originOrderIdSet.add(submitOrderReq.originOrderId)
logger.warning("策略%s提交定单 \n %s", submitOrderReq, self.strategyId)
orderId = RpcClientApiService.submitOrder(submitOrderReq,
sync=True)
return orderId
else:
logger.error("策略尚未初始化或未处于交易状态")
return None