def create_ExecutionFilter(self):
filter = ExecutionFilter()
filter.clientId = 999
filter.acctCode = self.account
yesterday = datetime.datetime.now() - datetime.timedelta(1)
filter.time = yesterday.strftime('%Y%m%d-18:00:00')
return filter
def do_sync():
if len(self.get_open_orders()) > 0:
logging.info("开始同步订单的执行详情")
req = Request.new_request()
exec_filter = ExecutionFilter()
exec_filter.clientId = self.cli.cli.clientId
self.cli.cli.reqExecutions(req.req_id, exec_filter)
def _download_account_details(self):
exec_filter = ExecutionFilter()
exec_filter.clientId = self.client_id
self.reqExecutions(self.next_request_id, exec_filter)
self.reqManagedAccts()
while self.managed_accounts is None:
sleep(_poll_frequency)
for account in self.managed_accounts:
self.reqAccountUpdates(subscribe=True, acctCode=account)
while self.accounts_download_complete is False:
sleep(_poll_frequency)