bifinex的订单号：
def _gen_unqiue_cid(self):
self.order_id += 1
local_oid = time.strftime("%y%m%d") + str(self.order_id)
return int(local_oid)
def send_order(self, req: OrderRequest):
orderid = self._gen_unqiue_cid()
if req.direction == Direction.LONG:
amount = req.volume
else:
amount = -req.volume
o = {
"cid": orderid,
"type": ORDERTYPE_VT2BITFINEX[req.type],
"symbol": "t" + req.symbol,
"amount": str(amount),
"price": str(req.price),
}
request = [0, "on", None, o]
order = req.create_order_data(orderid, self.gateway_name)
self.send_packet(request)
self.gateway.on_order(order)
return order.vt_orderid
bitmex的
def _new_order_id(self):
with self.order_count_lock:
self.order_count += 1
return self.order_count
def send_order(self, req: OrderRequest):
""""""
orderid = str(self.connect_time + self._new_order_id())
data = {
"symbol": req.symbol,
"side": DIRECTION_VT2BITMEX[req.direction],
"ordType": ORDERTYPE_VT2BITMEX[req.type],
"orderQty": int(req.volume),
"clOrdID": orderid,
}
inst = [] # Order special instructions
# Only add price for limit order.
if req.type == OrderType.LIMIT:
data["price"] = req.price
elif req.type == OrderType.STOP:
data["stopPx"] = req.price
inst.append("LastPrice")
# Check for close order
if req.offset == Offset.CLOSE:
inst.append("ReduceOnly")
# Generate execInst
if inst:
data["execInst"] = ",".join(inst)
order = req.create_order_data(orderid, self.gateway_name)
self.add_request(
"POST",
"/order",
callback=self.on_send_order,
data=data,
extra=order,
on_failed=self.on_send_order_failed,
on_error=self.on_send_order_error,
)
self.gateway.on_order(order)
return order.vt_orderid