如何在来收Tb中下单的on_order里的委托回报,翻帖子说要用subscribe_source_trade 请问哪里有案例?
#on_order 事件:剔除已经处于完成状态的委托单编号,只留下未完成的委托单
def on_order(self, context, order):
print(\'出现订单\', order.status)
print(order)
if order.status == tbpy.OrderStatus.Canceled or order.status == tbpy.OrderStatus.CanceledFill:
order_to_go = self._remain_dict.get(order.exch_order_id, {})
if order_to_go != {}:
if order_to_go[\'side\'] == OrderSide.Buy:
last_price = tbpy.get_current_tick(symbol=order_to_go[\'symbol\']).bidasks[0].ask_p
else:
last_price = tbpy.get_current_tick(symbol=order_to_go[\'symbol\']).bidasks[0].bid_p
self.push_order_id(self._account.send_order(symbol= order_to_go[\'symbol\'], volume=order_to_go[\'remain_vol\'], price=last_price, side=order_to_go[\'side\'], comb_offset=order_to_go[\'comb_offset\']), price_type=tbpy.PriceType.Limit)
elif order.status == tbpy.OrderStatus.AllFill:
self._order_dict.pop(order.exch_order_id)
self._remain_dict.pop(order.exch_order_id)