def on_order(self, packet: dict) -> None:
""""""
ord_data = packet["o"]
key = (ord_data["o"], ord_data["f"])
order_type = ORDERTYPE_BINANCES2VT.get(key, None)
if not order_type:
return
order = OrderData(
symbol=ord_data["s"],
exchange=Exchange.BINANCE,
orderid=str(ord_data["c"]),
type=order_type,
direction=DIRECTION_BINANCES2VT[ord_data["S"]],
price=float(ord_data["p"]),
volume=float(ord_data["q"]),
traded=float(ord_data["z"]),
last_traded_volume=float(ord_data["l"]),
status=STATUS_BINANCES2VT[ord_data["X"]],
datetime=generate_datetime(packet["E"]),
gateway_name=self.gateway_name
)
# Push trade event
trade_volume = float(ord_data["l"])
if trade_volume:
trade_data = TradeData(
symbol=order.symbol,
exchange=order.exchange,
orderid=order.orderid,
tradeid=ord_data["t"],
direction=order.direction,
price=float(ord_data["L"]),
volume=trade_volume,
datetime=generate_datetime(ord_data["T"]),
gateway_name=self.gateway_name,
)
order.trade_data = trade_data
else:
order.trade_data = None
self.gateway.on_order(order)
def on_order(self, packet: dict):
""""""
if packet["C"] == "":
orderid = packet["c"]
else:
orderid = packet["C"]
order = OrderData(
symbol=packet["s"].lower(),
exchange=Exchange.BINANCE,
orderid=orderid,
type=ORDERTYPE_BINANCE2VT[packet["o"]],
direction=DIRECTION_BINANCE2VT[packet["S"]],
price=float(packet["p"]),
volume=float(packet["q"]),
traded=float(packet["z"]),
status=STATUS_BINANCE2VT[packet["X"]],
datetime=generate_datetime(packet["O"]),
gateway_name=self.gateway_name
)
# Push trade event
trade_volume = float(packet["l"])
if trade_volume:
trade_data = TradeData(
symbol=order.symbol,
exchange=order.exchange,
orderid=order.orderid,
tradeid=packet["t"],
direction=order.direction,
price=float(packet["L"]),
volume=trade_volume,
datetime=generate_datetime(packet["T"]),
gateway_name=self.gateway_name,
)
order.trade_data = trade_data
else:
order.trade_data = None
self.gateway.on_order(order)