def xcancel(self,instrument_id,exchange_id,order_sys_id,front_id,session_id,order_ref):
"""
当以RESTART方式订阅流时,会收到之前的委托/成交回报. 在委托回报中,有各委托单状态
如果撤单的时候数据对不上号,就会有 撤单找不到相应报单 的错误
撤单请求返回的OnRtnOrder是被撤单的这个pOrder的委托响应的状态更新,不会有单独的撤单OnRtnOrder
该OnRtnOrder中, front_id,session_id等都对应到被撤的那个pOrder
如果是重新登陆,那么发出撤单命令的这个session_id和OnRtnOrder响应中的session_id是不一样的
"""
self.logger.info('SPI_XC:取消命令')
ref_id = self.inc_request_id()
#orderActionRef是一个可有可无的值,设置错了也无关紧要
req = UStruct.InputOrderAction(
InstrumentID = instrument_id,
BrokerID = self._broker,
InvestorID = self._investor,
ActionFlag = UType.AF_Delete,
OrderActionRef = ref_id, # 这需要一个int,真TM矛盾, OrderRef是一个String
#OrderActionRef = order_ref, # 这个ref无关紧要,根据文档,应当是ref_id
)
if exchange_id: #已设置,则采用Exchange_id+orderSysID方式. 这两种方式均可撤当日任意单
req.ExchangeID = exchange_id
req.OrderSysID = order_sys_id
else: #采用frontID + sessionID + orderRef标识的方式. 这两种方式均可撤当日任意单
#这个分支的测试 必须在OnRtnOrder第一次Callback时才能触发. 需要在该回调中测试
req.FrontID = front_id
req.SessionID = session_id
req.OrderRef = str(order_ref)
ret= self.ReqOrderAction(req,self.inc_request_id())
return ret
def CancelOrder(self, orderref):
'''撤单：根据当前trader的orderref'''
with self.orderslock:
if orderref in self.orders:
torder = self.orders[orderref]
order = ApiStruct.InputOrderAction(
BrokerID=torder.BrokerID,
InvestorID=torder.InvestorID,
OrderRef=torder.OrderRef,
FrontID=torder.FrontID,
SessionID=torder.SessionID,
ExchangeID=torder.ExchangeID,
OrderSysID=torder.OrderSysID,
ActionFlag=ApiStruct.AF_Delete,
InstrumentID=torder.InstrumentID)
self.IncReqid()
self.ReqOrderAction(order, self.requestid)
self.logger.info('Order[%s]: CancelOrder sended' % orderref)
else:
self.logger.error('Order[%s] not exist' % orderref)
def ReqOrderAction(self, pInputOrderAction, nRequestID):
'''报单操作请求'''
#撤单, 交易成功, 为测试调用CTP/EXCHANGE撤单错误
self.logger.info("TAStub-ROA:%s" % (str(pInputOrderAction), ))
target_order = None
if pInputOrderAction.InstrumentID in self._wlist:
i = -1
porders = self._wlist[pInputOrderAction.InstrumentID]
for porder in porders:
i += 1
if porder.ExchangeID == pInputOrderAction.ExchangeID and porder.OrderSysID == pInputOrderAction.OrderSysID:
target_order = porder
break
if i >= 0:
del porders[i]
if target_order:
#print("撤单")
self._cancelled += 1
#取消的各种状态
#莫名失败
porder.OrderStatus = UType.OST_NoTradeNotQueueing
self.OnRtnOrder(porder) #
#部分取消
porder.OrderStatus = UType.OST_PartTradedNotQueueing
self.OnRtnOrder(porder) #
#全部取消
porder.OrderStatus = UType.OST_Canceled
self.OnRtnOrder(porder) #
else: #在CancelInstruction中作了设置,正常不可能进这个分支
#已经成交
self._cancel_after_traded += 1
#print("已经成交,不能撤单")
pioa = UStruct.InputOrderAction()
self.OnRspOrderAction(pioa, self._failureRspInfo, nRequestID, True)
poa = UStruct.OrderAction()
self.OnErrRtnOrderAction(poa, self._failureRspInfo)
