def place_order_ctp(self, of):
try:
m = Event(EventType.ORDER)
m.msg_type = MSG_TYPE.MSG_TYPE_ORDER_CTP
m.destination = self.gateway.currentText()
m.source = '0'
ot = OrderType.DEFAULT
if (of.OrderPriceType == THOST_FTDC_OPT_AnyPrice) and (
of.ContingentCondition
in [THOST_FTDC_CC_Touch, THOST_FTDC_CC_TouchProfit]):
ot = OrderType.STP
elif (of.OrderPriceType == THOST_FTDC_OPT_LimitPrice) and (
of.ContingentCondition
in [THOST_FTDC_CC_Touch, THOST_FTDC_CC_TouchProfit]):
ot = OrderType.STPLMT
elif (of.OrderPriceType == THOST_FTDC_OPT_AnyPrice) and (
of.ContingentCondition
== THOST_FTDC_CC_Immediately) and (of.TimeCondition
== THOST_FTDC_TC_GFD):
ot = OrderType.MKT
elif (of.OrderPriceType == THOST_FTDC_OPT_LimitPrice) and (
of.ContingentCondition
== THOST_FTDC_CC_Immediately) and (of.TimeCondition
== THOST_FTDC_TC_GFD):
ot = OrderType.LMT
elif (of.ContingentCondition == THOST_FTDC_CC_Immediately) and (
of.TimeCondition
== THOST_FTDC_TC_IOC) and (of.VolumeCondition
== THOST_FTDC_VC_AV):
ot = OrderType.FAK
elif (of.ContingentCondition == THOST_FTDC_CC_Immediately) and (
of.TimeCondition
== THOST_FTDC_TC_IOC) and (of.VolumeCondition
== THOST_FTDC_VC_CV):
ot = OrderType.FOK
o = OrderData(api="CTP.TD",
account=m.destination[7:],
clientID=0,
client_order_id=self.manualorderid,
type=ot,
orderfield=of)
# o.api = "CTP.TD" #self.gateway.currentText()
# o.account = m.destination[7:]
# o.clientID = 0
# o.client_order_id = self.manualorderid
# # o.create_time = datetime.now().strftime('%Y-%m-%d %H:%M:%S.%f')
# o.orderfield = of
m.data = o
self.order_signal.emit(m)
self.manualorderid = self.manualorderid + 1
except:
print('place ctp order error')
def place_order_paper(self, of):
try:
m = Event(EventType.ORDER)
m.msg_type = MSG_TYPE.MSG_TYPE_ORDER_PAPER
m.destination = self.gateway.currentText()
m.source = '0'
o = OrderData()
o.api = "PAPER.TD" # self.api_type.currentText()
o.account = "manual"
o.clientID = 0
o.client_order_id = self.manualorderid
self.manualorderid = self.manualorderid + 1
# o.create_time = datetime.now().strftime('%Y-%m-%d %H:%M:%S.%f')
o.orderfield = of
m.data = o
self.order_signal.emit(m)
except:
print('place paper order error')
def place_local_order_ctp(self, of):
try:
m = Event(EventType.ORDER)
m.msg_type = MSG_TYPE.MSG_TYPE_ORDER_CTP
m.destination = self.gateway.currentText()
m.source = '0'
ot = OrderType.LPT
if of.ContingentCondition in [
THOST_FTDC_CC_Touch, THOST_FTDC_CC_TouchProfit
]:
of.ContingentCondition = THOST_FTDC_CC_Immediately
o = OrderData(api="CTP.TD",
account=m.destination[7:],
clientID=0,
client_order_id=self.manualorderid,
type=ot,
orderfield=of)
m.data = o
self.order_signal.emit(m)
self.manualorderid = self.manualorderid + 1
except:
print('place ctp local order error')