def parse_order(item):
contract_fields = {}
order_fields = {}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = ORDER_FIELD_MAPPINGS[
key] if key in ORDER_FIELD_MAPPINGS else key
if tag in CONTRACT_FIELDS:
contract_fields[tag] = value
else:
order_fields[tag] = value
contract_id = contract_fields.get('contract_id')
symbol = contract_fields.get('symbol')
currency = contract_fields.get('currency')
sec_type = contract_fields.get('sec_type')
exchange = contract_fields.get('exchange')
origin_symbol = contract_fields.get('origin_symbol')
local_symbol = contract_fields.get('local_symbol')
expiry = contract_fields.get('expiry')
strike = contract_fields.get('strike')
put_call = contract_fields.get('right')
multiplier = contract_fields.get('multiplier')
contract = Contract(symbol,
currency,
contract_id=contract_id,
sec_type=sec_type,
exchange=exchange,
origin_symbol=origin_symbol,
local_symbol=local_symbol,
expiry=expiry,
strike=strike,
put_call=put_call,
multiplier=multiplier)
account = order_fields.get('account')
action = order_fields.get('action')
order_type = order_fields.get('order_type')
quantity = order_fields.get('quantity')
limit_price = order_fields.get('limit_price')
aux_price = order_fields.get('aux_price')
trail_stop_price = order_fields.get('trail_stop_price')
trailing_percent = order_fields.get('trailing_percent')
percent_offset = order_fields.get('percent_offset')
time_in_force = order_fields.get('time_in_force')
outside_rth = order_fields.get('outside_rth')
filled = order_fields.get('filled')
avg_fill_price = order_fields.get('avg_fill_price')
commission = order_fields.get('commission')
realized_pnl = order_fields.get('realized_pnl')
id = order_fields.get('id')
order_id = order_fields.get('order_id')
parent_id = order_fields.get('parent_id')
status = OrdersResponse.get_status(order_fields.get('status'))
order = Order(account,
contract,
action,
order_type,
quantity,
limit_price=limit_price,
aux_price=aux_price,
trail_stop_price=trail_stop_price,
trailing_percent=trailing_percent,
percent_offset=percent_offset,
time_in_force=time_in_force,
outside_rth=outside_rth,
filled=filled,
avg_fill_price=avg_fill_price,
commission=commission,
realized_pnl=realized_pnl,
id=id,
order_id=order_id,
parent_id=parent_id)
if 'order_time' in order_fields:
order.order_time = order_fields.get('order_time')
if 'trade_time' in order_fields:
order.trade_time = order_fields.get('trade_time')
if 'reason' in order_fields:
order.reason = order_fields.get('reason')
order.status = status
return order
def parse_order(item, secret_key=None):
contract_fields = {}
order_fields = {}
for key, value in item.items():
if value is None:
continue
tag = ORDER_FIELD_MAPPINGS[
key] if key in ORDER_FIELD_MAPPINGS else key
if tag in CONTRACT_FIELDS:
contract_fields[tag] = value
else:
order_fields[tag] = value
contract_id = contract_fields.get('contract_id')
symbol = contract_fields.get('symbol')
currency = contract_fields.get('currency')
sec_type = contract_fields.get('sec_type')
exchange = contract_fields.get('exchange')
origin_symbol = contract_fields.get('origin_symbol')
local_symbol = contract_fields.get('local_symbol')
expiry = contract_fields.get('expiry')
strike = contract_fields.get('strike')
put_call = contract_fields.get('right')
multiplier = contract_fields.get('multiplier')
identifier = contract_fields.get('identifier')
contract = Contract(symbol,
currency,
contract_id=contract_id,
sec_type=sec_type,
exchange=exchange,
origin_symbol=origin_symbol,
local_symbol=local_symbol,
expiry=expiry,
strike=strike,
put_call=put_call,
multiplier=multiplier,
identifier=identifier)
account = order_fields.get('account')
action = order_fields.get('action')
order_type = order_fields.get('order_type')
quantity = order_fields.get('quantity')
limit_price = order_fields.get('limit_price')
aux_price = order_fields.get('aux_price')
trail_stop_price = order_fields.get('trail_stop_price')
trailing_percent = order_fields.get('trailing_percent')
percent_offset = order_fields.get('percent_offset')
time_in_force = order_fields.get('time_in_force')
outside_rth = order_fields.get('outside_rth')
filled = order_fields.get('filled')
avg_fill_price = order_fields.get('avg_fill_price')
commission = order_fields.get('commission')
realized_pnl = order_fields.get('realized_pnl')
id_ = order_fields.get('id')
order_id = order_fields.get('order_id')
parent_id = order_fields.get('parent_id')
status = get_order_status(order_fields.get('status'))
algo_params = AlgoParams.from_tags(order_fields.get('algo_params'))
liquidation = order_fields.get('liquidation')
algo_strategy = order_fields.get('algo_strategy')
discount = order_fields.get('discount')
order = Order(account,
contract,
action,
order_type,
quantity,
limit_price=limit_price,
aux_price=aux_price,
trail_stop_price=trail_stop_price,
trailing_percent=trailing_percent,
percent_offset=percent_offset,
time_in_force=time_in_force,
outside_rth=outside_rth,
filled=filled,
avg_fill_price=avg_fill_price,
commission=commission,
realized_pnl=realized_pnl,
id=id_,
order_id=order_id,
parent_id=parent_id,
algo_params=algo_params,
liquidation=liquidation,
algo_strategy=algo_strategy,
discount=discount)
if 'order_time' in order_fields:
order.order_time = order_fields.get('order_time')
if 'trade_time' in order_fields:
order.trade_time = order_fields.get('trade_time')
if 'reason' in order_fields:
order.reason = order_fields.get('reason')
if secret_key is not None:
order.secret_key = secret_key
order.status = status
return order