def _update_order(self, order_info):
""" Order update.
Args:
order_info: Order information.
"""
if order_info["contract_code"] != self._symbol:
return
order_no = str(order_info["order_id"])
status = order_info["status"]
order = self._orders.get(order_no)
if not order:
if order_info["direction"] == "buy":
if order_info["offset"] == "open":
trade_type = TRADE_TYPE_BUY_OPEN
else:
trade_type = TRADE_TYPE_BUY_CLOSE
else:
if order_info["offset"] == "close":
trade_type = TRADE_TYPE_SELL_CLOSE
else:
trade_type = TRADE_TYPE_SELL_OPEN
info = {
"platform":
self._platform,
"account":
self._account,
"strategy":
self._strategy,
"order_no":
order_no,
"client_order_id":
order_info.get("client_order_id"),
"order_price_type":
order_info.get("order_price_type"),
"order_type":
order_info["order_type"],
"action":
ORDER_ACTION_BUY
if order_info["direction"] == "buy" else ORDER_ACTION_SELL,
"symbol":
self._symbol + '/' + self._contract_type,
"price":
order_info["price"],
"quantity":
order_info["volume"],
"trade_type":
trade_type
}
order = Order(**info)
self._orders[order_no] = order
order.trade_quantity = None
order.trade_price = None
if order_info.get("trade"):
quantity = 0
price = 0
amount = 0
count = len(order_info.get("trade"))
for trade in order_info.get("trade"):
order.role = trade.get("role")
quantity += float(trade.get("trade_volume"))
amount += float(
trade.get("trade_volume") * trade.get("trade_price"))
price = amount / quantity
order.trade_quantity = int(quantity)
order.trade_price = price
if status in [1, 2, 3]:
order.status = ORDER_STATUS_SUBMITTED
elif status == 4:
order.status = ORDER_STATUS_PARTIAL_FILLED
order.remain = int(order.quantity) - int(
order_info["trade_volume"])
elif status == 6:
order.status = ORDER_STATUS_FILLED
order.remain = 0
elif status in [5, 7]:
order.status = ORDER_STATUS_CANCELED
order.remain = int(order.quantity) - int(
order_info["trade_volume"])
else:
return
order.avg_price = order_info["trade_avg_price"]
order.ctime = order_info["created_at"]
order.utime = order_info["ts"]
SingleTask.run(self._order_update_callback, copy.copy(order))
# Delete order that already completed.
if order.status in [
ORDER_STATUS_FAILED, ORDER_STATUS_CANCELED, ORDER_STATUS_FILLED
]:
self._orders.pop(order_no)
# publish order
logger.info("symbol:", order.symbol, "order:", order, caller=self)
def _update_order(self, order_info):
# print("_update_order")
# print(order_info)
if order_info["symbol"] != self._symbol:
return
if order_info["contract_type"] != self._contract_type:
return
order_no = str(order_info["order_id"])
status = order_info["status"]
order = self._orders.get(order_no)
if not order:
if order_info["direction"] == "buy":
if order_info["offset"] == "open":
trade_type = TRADE_TYPE_BUY_OPEN
else:
trade_type = TRADE_TYPE_BUY_CLOSE
else:
if order_info["offset"] == "close":
trade_type = TRADE_TYPE_SELL_CLOSE
else:
trade_type = TRADE_TYPE_SELL_OPEN
info = {
"platform": self._platform,
"account": self._account,
"strategy": self._strategy,
"order_no": order_no,
"action": ORDER_ACTION_BUY if order_info["direction"] == "buy" else ORDER_ACTION_SELL,
"symbol": self._symbol + '/' + self._contract_type,
"price": order_info["price"],
"quantity": order_info["volume"],
"trade_type": trade_type
}
order = Order(**info)
self._orders[order_no] = order
if status in [1, 2, 3]:
order.status = ORDER_STATUS_SUBMITTED
elif status == 4:
order.status = ORDER_STATUS_PARTIAL_FILLED
order.remain = int(order.quantity) - int(order_info["trade_volume"])
elif status == 6:
order.status = ORDER_STATUS_FILLED
order.remain = 0
elif status in [5, 7]:
order.status = ORDER_STATUS_CANCELED
order.remain = int(order.quantity) - int(order_info["trade_volume"])
else:
return
order.avg_price = order_info["trade_avg_price"]
order.ctime = order_info["created_at"]
order.utime = order_info["ts"]
SingleTask.run(self._order_update_callback, copy.copy(order))
# Delete order that already completed.
if order.status in [ORDER_STATUS_FAILED, ORDER_STATUS_CANCELED, ORDER_STATUS_FILLED]:
self._orders.pop(order_no)
# publish order
logger.info("symbol:", order.symbol, "order:", order, caller=self)
async def on_event_order_update(self, order: Order):
""" 订单状态更新
"""
print("on_event_order_update")
print(order.__str__())