order rejected reason

dyx52 · Jul 12, 2022 · fbc3aa9 · fbc3aa9
1 parent b213491
commit fbc3aa9
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Showing 4 changed files with 7 additions and 0 deletions.
diff --git a/howtrader/gateway/binance/binance_inverse_gateway.py b/howtrader/gateway/binance/binance_inverse_gateway.py
@@ -716,6 +716,7 @@ def on_send_order_failed(self, status_code: str, request: Request) -> None:
         if request.extra:
             order: OrderData = copy(request.extra)
             order.status = Status.REJECTED
+            order.rejected_reason = request.response.text if request.response.text else ""
             self.gateway.on_order(order)
 
             msg: str = f"send order failed, orderid: {order.orderid}, status code：{status_code}, msg：{request.response.text}"
@@ -728,6 +729,7 @@ def on_send_order_error(
         if request.extra:
             order: OrderData = copy(request.extra)
             order.status = Status.REJECTED
+            order.rejected_reason = "on_send_order_error"
             self.gateway.on_order(order)
 
         if not issubclass(exception_type, (ConnectionError, SSLError)):

diff --git a/howtrader/gateway/binance/binance_spot_gateway.py b/howtrader/gateway/binance/binance_spot_gateway.py
@@ -644,6 +644,7 @@ def on_send_order_failed(self, status_code: str, request: Request) -> None:
         if request.extra:
             order: OrderData = copy(request.extra)
             order.status = Status.REJECTED
+            order.rejected_reason = request.response.text if request.response.text else ""
             self.gateway.on_order(order)
 
             msg: str = f"send order failed, orderid: {order.orderid}, status code：{status_code}, msg：{request.response.text}"
@@ -656,6 +657,7 @@ def on_send_order_error(
         if request.extra:
             order: OrderData = copy(request.extra)
             order.status = Status.REJECTED
+            order.rejected_reason = "on_send_order_error"
             self.gateway.on_order(order)
 
         if not issubclass(exception_type, (ConnectionError, SSLError)):

diff --git a/howtrader/gateway/binance/binance_usdt_gateway.py b/howtrader/gateway/binance/binance_usdt_gateway.py
@@ -719,6 +719,7 @@ def on_send_order_failed(self, status_code: str, request: Request) -> None:
         if request.extra:
             order: OrderData = copy(request.extra)
             order.status = Status.REJECTED
+            order.rejected_reason = request.response.text if request.response.text else ""
             self.gateway.on_order(order)
 
             msg: str = f"send order failed, orderid: {order.orderid}, status code：{status_code}, msg：{request.response.text}"
@@ -731,6 +732,7 @@ def on_send_order_error(
         if request.extra:
             order: OrderData = copy(request.extra)
             order.status = Status.REJECTED
+            order.rejected_reason = "on_send_order_error"
             self.gateway.on_order(order)
 
         if not issubclass(exception_type, (ConnectionError, SSLError)):

diff --git a/howtrader/trader/object.py b/howtrader/trader/object.py
@@ -125,6 +125,7 @@ class OrderData(BaseData):
     datetime: datetime = datetime.now()
     update_time: datetime = datetime.now()
     reference: str = ""
+    rejected_reason: str = ""  # Order Rejected Reason
 
     def __post_init__(self) -> None:
         """"""