def on_orders_match(self, order: Order):
"""订单撮合"""
hq = self.hq_client.get_realtime_data(order.pt_symbol)
if hq is not None:
now_price = float(hq.loc[0, "price"])
if order.price_type == PriceType.MARKET.value:
order.order_price = now_price
# 订单成交
self.on_orders_deal(order)
return
elif order.price_type == PriceType.LIMIT.value:
if order.order_type == OrderType.BUY.value:
if order.order_price >= now_price:
if order.status == Status.SUBMITTING.value:
order.trade_price = now_price
# 订单成交
self.on_orders_deal(order)
return
else:
if order.order_price <= now_price:
if order.status == Status.SUBMITTING.value:
order.trade_price = now_price
# 订单成交
self.on_orders_deal(order)
return
# 没有成交更新订单状态
self.on_orders_status_modify(order)
def on_orders_match(self, order: Order):
"""订单撮合"""
try:
hq = self.hq_client.get_realtime_data(order.pt_symbol)
if len(hq):
ask1 = float(hq.loc[0, "ask1"])
bid1 = float(hq.loc[0, 'bid1'])
if order.order_type == OrderType.BUY.value:
# 涨停
if ask1 == 0:
return
# 市价委托即时成交
if order.price_type == PriceType.MARKET.value:
order.order_price = ask1
order.trade_price = ask1
self.on_order_deal(order)
return True
# 限价委托
elif order.price_type == PriceType.LIMIT.value:
if order.order_price >= ask1:
order.trade_price = ask1
# 订单成交
self.on_order_deal(order)
return True
else:
# 跌停
if bid1 == 0:
return
# 市价委托即时成交
if order.price_type == PriceType.MARKET.value:
order.order_price = bid1
order.trade_price = bid1
self.on_order_deal(order)
return True
# 限价委托
elif order.price_type == PriceType.LIMIT.value:
if order.order_price <= bid1:
order.trade_price = bid1
# 订单成交
self.on_order_deal(order)
return True
except Exception as e:
self.write_log(traceback.format_exc())
return False