def send_order(self, vt_req: OrderRequest):
""""""
seq_id = self._get_new_seq_index()
order_id = seq_id
oes_req = OesOrdReqT()
oes_req.clSeqNo = seq_id
oes_req.mktId = EXCHANGE_VT2OES[vt_req.exchange]
oes_req.ordType = ORDER_TYPE_VT2OES[(vt_req.exchange, vt_req.type)]
oes_req.bsType = BUY_SELL_TYPE_VT2OES[(vt_req.exchange, vt_req.offset, vt_req.direction)]
oes_req.invAcctId = ""
oes_req.securityId = vt_req.symbol
oes_req.ordQty = int(vt_req.volume)
oes_req.ordPrice = int(vt_req.price * 10000)
oes_req.origClOrdId = order_id
order = vt_req.create_order_data(str(order_id), self.gateway.gateway_name)
order.direction = Direction.NET # fix direction into NET: stock only
self._order_manager.save_order(order_id, order)
ret = OesApi_SendOrderReq(self._env.ordChannel,
oes_req
)
if ret >= 0:
order.status = Status.SUBMITTING
else:
order.status = Status.REJECTED
self.gateway.write_log(_("下单失败")) # todo: can I stringify error?
if is_disconnected(ret):
self.gateway.write_log(_("下单时连接发现连接已断开，正在尝试重连"))
self._schedule_reconnect_ord_channel()
self.gateway.on_order(order)
return order.vt_orderid
def send_order(self, vt_req: OrderRequest):
""""""
seq_id = self._get_new_seq_index()
order_id = seq_id
oes_req = OesOrdReqT()
oes_req.clSeqNo = seq_id
oes_req.mktId = EXCHANGE_VT2OES[vt_req.exchange]
oes_req.ordType = ORDER_TYPE_VT2OES[(vt_req.exchange, vt_req.type)]
oes_req.bsType = BUY_SELL_TYPE_VT2OES[(vt_req.exchange, vt_req.offset, vt_req.direction)]
oes_req.invAcctId = ""
oes_req.securityId = vt_req.symbol
oes_req.ordQty = int(vt_req.volume)
oes_req.ordPrice = int(vt_req.price * 10000)
oes_req.origClOrdId = order_id
order = vt_req.create_order_data(str(order_id), self.gateway.gateway_name)
order.direction = Direction.NET # fix direction into NET: stock only
self._order_manager.save_order(order_id, order)
ret = OesApi_SendOrderReq(self._env.ordChannel,
oes_req
)
if ret >= 0:
order.status = Status.SUBMITTING
else:
order.status = Status.REJECTED
self.gateway.write_log(_("下单失败")) # todo: can I stringify error?
if is_disconnected(ret):
self.gateway.write_log(_("下单时连接发现连接已断开，正在尝试重连"))
self._schedule_reconnect_ord_channel()
self.gateway.on_order(order)
return order.vt_orderid
def _message_loop(self):
""""""
tcp_channel = self.env.tcpChannel
timeout_ms = 1000
while self._alive:
ret = MdsApi_WaitOnMsg(tcp_channel, timeout_ms, self._on_message)
if ret < 0:
# if is_timeout(ret):
# pass # just no message
if is_disconnected(ret):
self.gateway.write_log(_("与行情服务器的连接已断开。"))
while self._alive and not self.reconnect():
time.sleep(1)
return
def _message_loop(self):
""""""
tcp_channel = self.env.tcpChannel
timeout_ms = 1000
while self._alive:
ret = MdsApi_WaitOnMsg(tcp_channel,
timeout_ms,
self._on_message)
if ret < 0:
# if is_timeout(ret):
# pass # just no message
if is_disconnected(ret):
self.gateway.write_log(_("与行情服务器的连接已断开。"))
while self._alive and not self.reconnect():
time.sleep(1)
return
def _message_loop(self):
""""""
rpt_channel = self._env.rptChannel
timeout_ms = 1000
while self._alive:
ret = OesApi_WaitReportMsg(rpt_channel, timeout_ms,
self._on_message)
if ret < 0:
# if is_timeout(ret):
# pass # just no message
if is_disconnected(ret):
self.gateway.write_log(_("与交易服务器的连接已断开。"))
while self._alive and not self.reconnect():
pass
return
def _message_loop(self):
""""""
rpt_channel = self._env.rptChannel
timeout_ms = 1000
while self._alive:
ret = OesApi_WaitReportMsg(rpt_channel,
timeout_ms,
self._on_message)
if ret < 0:
# if is_timeout(ret):
# pass # just no message
if is_disconnected(ret):
self.gateway.write_log(_("与交易服务器的连接已断开。"))
while self._alive and not self.reconnect():
pass
return
def cancel_order(self, vt_req: CancelRequest):
""""""
seq_id = self._get_new_seq_index()
oes_req = OesOrdCancelReqT()
order_id = int(vt_req.orderid)
oes_req.mktId = EXCHANGE_VT2OES[vt_req.exchange]
oes_req.clSeqNo = seq_id
oes_req.origClSeqNo = order_id
oes_req.invAcctId = ""
oes_req.securityId = vt_req.symbol
ret = OesApi_SendOrderCancelReq(self._env.ordChannel,
oes_req)
if ret < 0:
self.gateway.write_log(_("撤单失败")) # todo: can I stringify error?
if is_disconnected(ret): # is here any other ret code indicating connection lost?
self.gateway.write_log(_("撤单时连接发现连接已断开，正在尝试重连"))
self._schedule_reconnect_ord_channel()
def cancel_order(self, vt_req: CancelRequest):
""""""
seq_id = self._get_new_seq_index()
oes_req = OesOrdCancelReqT()
order_id = int(vt_req.orderid)
oes_req.mktId = EXCHANGE_VT2OES[vt_req.exchange]
oes_req.clSeqNo = seq_id
oes_req.origClSeqNo = order_id
oes_req.invAcctId = ""
oes_req.securityId = vt_req.symbol
ret = OesApi_SendOrderCancelReq(self._env.ordChannel,
oes_req)
if ret < 0:
self.gateway.write_log(_("撤单失败")) # todo: can I stringify error?
if is_disconnected(ret): # is here any other ret code indicating connection lost?
self.gateway.write_log(_("撤单时连接发现连接已断开，正在尝试重连"))
self._schedule_reconnect_ord_channel()
