def _push_order_callback(self, order: OrderData, is_traded: bool): """ 推送order回策略层, 如果已经成交, 那么找到成交单数据并推送回去, 如果没有成交 ,那么将order的状态推荐为正在提交中 :param order_data: 报单 :param is_traded: 是否成交 :return: """ if is_traded: """ 如果成交了那么同时推送""" trade = self.traded_order_mapping[order.order_id] order.status = Status.ALLTRADED self._push_order() self._push_trade(trade) else: order.status = Status.SUBMITTING self.order_id_pending_mapping[order.order_id] = order self._push_order(order) self.pending.appendleft(order)
def _auth_order_price(self, order: OrderData): """ 检查报单价格是否超过涨跌停 :param order: 报单 :return: """ if order.price > self.current_tick.limit_up or order.price < self.current_tick.limit_down: self.log("价格超过涨跌停, 拒单") order.status = Status.REJECTED self._push_order(order) return False return True