示例#1
0
    def update_order(self, order: OrderData):
        """"""
        # print('algo template update_order, order.is_active:%s' % order.is_active())
        if not order.is_active():
            for l in self.leg_orders[order.vt_symbol]:
                if order.vt_orderid == l[0]:
                    self.leg_orders[order.vt_symbol].remove(l)

        self.on_order(order)
示例#2
0
    def update_order(self, order: OrderData) -> None:
        """"""
        if order.is_active():
            self.active_orders[order.vt_orderid] = order
        else:
            if order.vt_orderid in self.active_orders:
                self.active_orders.pop(order.vt_orderid)

        self.calculate_frozen()
示例#3
0
    def update_order(self, order: OrderData):
        """"""
        # print('algo template update_order, order.is_active:%s' % order.is_active())
        if not order.is_active():
            vt_orderids = self.leg_orders[order.vt_symbol]
            if order.vt_orderid in vt_orderids:
                vt_orderids.remove(order.vt_orderid)

            # if order.vt_orderid in self.active_short_orderids:
            #     self.active_short_orderids.remove(order.vt_orderid)
        self.on_order(order)