exchange.GetOrders

获取所有合约当前未完成的订单，并支持查询指定合约的未完成订单。

    
    
    
exchange.GetOrders()

    
    
    
exchange.GetOrders(symbol)

示例

• 以较高的价格下单，然后查询未成交订单的信息。

  • javascript
  • python
  • rust

  
      javascript
      
      
  function main(){
      // 由于是测试代码，未采用商品期货策略的通用架构，这里仅通过exchange.IO("status")函数进行判断，在成功连接期货公司前置机后立即执行测试代码。股票证券无需使用exchange.IO("status")判断连接状态
      while (!exchange.IO("status")) {
          Sleep(1000)
      }
      // 设置合约代码
      exchange.SetContractType("rb888")
      // 设置下单方向
      exchange.SetDirection("sell")
  
      // 此处的下单价格仅为示例，过高的价格不会成交，订单将处于订单簿中等待成交，实际测试时可自行调整价格
      exchange.Sell(99999, 1)
      exchange.Sell(88888, 1)
      var orders = exchange.GetOrders()
      Log("未完成订单一的信息,ID:", orders[0].Id, "Price:", orders[0].Price, "Amount:", orders[0].Amount,
          "DealAmount:", orders[0].DealAmount, "Type:", orders[0].Type, "Symbol:", orders[0].Symbol)
      Log("未完成订单二的信息,ID:", orders[1].Id, "Price:", orders[1].Price, "Amount:", orders[1].Amount,
          "DealAmount:", orders[1].DealAmount, "Type:", orders[1].Type, "Symbol:", orders[1].Symbol)
  }
  

  
      python
      
      
  def main():
      while not exchange.IO("status"):
          Sleep(1000)
      exchange.SetContractType("rb888")
      exchange.SetDirection("sell")
  
      exchange.Sell(99999, 1)
      exchange.Sell(88888, 1)
      orders = exchange.GetOrders()
      Log("未完成订单一的信息,ID:", orders[0]["Id"], "Price:", orders[0]["Price"], "Amount:", orders[0]["Amount"],
          "DealAmount:", orders[0]["DealAmount"], "Type:", orders[0]["Type"], "Symbol:", orders[0]["Symbol"])
      Log("未完成订单二的信息,ID:", orders[1]["Id"], "Price:", orders[1]["Price"], "Amount:", orders[1]["Amount"],
          "DealAmount:", orders[1]["DealAmount"], "Type:", orders[1]["Type"], "Symbol:", orders[1]["Symbol"])
  

  
      rust
      
      
  fn main() {
      // 由于是测试代码，未采用商品期货策略的通用架构，这里仅通过exchange.IO("status")函数进行判断，在成功连接期货公司前置机后立即执行测试代码。股票证券无需使用exchange.IO("status")判断连接状态
      while !exchange.IO("status").is_ok_and(|v| v.as_i64() == Some(1)) {
          Sleep(1000);
      }
      // 设置合约代码
      let _ = exchange.SetContractType("rb888");
      // 设置下单方向
      let _ = exchange.SetDirection("sell");
  
      // 此处的下单价格仅为示例，过高的价格不会成交，订单将处于订单簿中等待成交，实际测试时可自行调整价格
      let _ = exchange.Sell(99999, 1);
      let _ = exchange.Sell(88888, 1);
      let orders = exchange.GetOrders(None).unwrap();
      Log!("未完成订单一的信息,ID:", orders[0].Id, "Price:", orders[0].Price, "Amount:", orders[0].Amount,
          "DealAmount:", orders[0].DealAmount, "Type:", orders[0].Type, "Symbol:", orders[0].Symbol);
      Log!("未完成订单二的信息,ID:", orders[1].Id, "Price:", orders[1].Price, "Amount:", orders[1].Amount,
          "DealAmount:", orders[1].DealAmount, "Type:", orders[1].Type, "Symbol:", orders[1].Symbol);
  }
  

• 在商品期货和股票证券中，exchange.GetOrders()函数获取的是所有未完成的订单。在商品期货中，exchange.GetOrders()函数获取的订单与当前设置的合约无关。可以使用以下示例进行回测、模拟盘和实盘测试。

  • javascript
  • python
  • rust

  
      javascript
      
      
  /*backtest
  start: 2020-06-17 10:00:00
  end: 2020-06-18 00:00:00
  period: 1d
  basePeriod: 1h
  exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
  */
  
  function main() {
      var contractTypeList = ["MA009", "rb2010", "i2009"]
      while (true) {
          if (exchange.IO("status")) {
              for (var i = 0; i < contractTypeList.length; i++) {
                  var ret = exchange.SetContractType(contractTypeList[i])
                  var ticker = exchange.GetTicker()
                  exchange.SetDirection("sell")
                  var id = exchange.Sell(ticker.Sell + 5, 1)
                  Log(contractTypeList[i], "开空仓订单ID：", id)
              }
              var orders = exchange.GetOrders()
              for (var j = 0; j < orders.length; j++) {
                  Log(orders[j])
              }
              break
          } else {
              LogStatus(_D(), "未连接")
              Sleep(1000)
          }
      }
  }
  

  
      python
      
      
  '''backtest
  start: 2020-06-17 10:00:00
  end: 2020-06-18 00:00:00
  period: 1d
  basePeriod: 1h
  exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
  '''
  
  def main():
      contractTypeList = ["MA009", "rb2010", "i2009"]
      while True:
          if exchange.IO("status"):
              for i in range(len(contractTypeList)):
                  ret = exchange.SetContractType(contractTypeList[i])
                  ticker = exchange.GetTicker()
                  exchange.SetDirection("sell")
                  id = exchange.Sell(ticker["Sell"] + 5, 1)
                  Log(contractTypeList[i], "开空仓订单ID：", id)
  
              orders = exchange.GetOrders()
              for i in range(len(orders)):
                  Log(orders[i])
              break
          else:
              LogStatus(_D(), "未连接")
              Sleep(1000)
  

  
      rust
      
      
  /*backtest
  start: 2020-06-17 10:00:00
  end: 2020-06-18 00:00:00
  period: 1d
  basePeriod: 1h
  exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}]
  */
  
  fn main() {
      let contractTypeList = ["MA009", "rb2010", "i2009"];
      loop {
          if exchange.IO("status").is_ok_and(|v| v.as_i64() == Some(1)) {
              for i in 0..contractTypeList.len() {
                  let ret = exchange.SetContractType(contractTypeList[i]);
                  let ticker = exchange.GetTicker(None).unwrap();
                  let _ = exchange.SetDirection("sell");
                  let id = exchange.Sell(ticker.Sell + 5.0, 1);
                  Log!(contractTypeList[i], "开空仓订单ID：", id);
              }
              let orders = exchange.GetOrders(None).unwrap();
              for j in 0..orders.len() {
                  Log!(orders[j]);
              }
              break;
          } else {
              LogStatus!(_D(None), "未连接");
              Sleep(1000);
          }
      }
  }
  

返回值

参数

参考

备注

当交易所对象exchange所代表的账户没有挂单（即处于未成交状态的活动订单）时，调用exchange.GetOrders()函数将返回空数组，即：[]。

exchange.GetOrders()函数不依赖于当前的合约代码设置；当不传入symbol参数时，将获取所有合约的未完成订单。