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很久没有升级了,今天升级了。发现很多新的东西,不知道有什么有,问问官方QuoteRequest有什么用?

  • list text here在vnpy>trader>object.py中增加了下面的代码:

    @dataclass
    class QuoteRequest:
      """
      Request sending to specific gateway for creating a new quote.
      """
    
      symbol: str
      exchange: Exchange
      bid_price: float
      bid_volume: int
      ask_price: float
      ask_volume: int
      bid_offset: Offset = Offset.NONE
      ask_offset: Offset = Offset.NONE
      reference: str = ""
    
      def __post_init__(self):
          """"""
          self.vt_symbol = f"{self.symbol}.{self.exchange.value}"
    
      def create_quote_data(self, quoteid: str, gateway_name: str) -> QuoteData:
          """
          Create quote data from request.
          """
          quote = QuoteData(
              symbol=self.symbol,
              exchange=self.exchange,
              quoteid=self.quoteid,
              bid_price=self.bid_price,
              bid_volume=self.bid_volume,
              ask_price=self.ask_price,
              ask_volume=self.ask_volume,
              bid_offset=self.bid_offset,
              ask_offset=self.ask_offset,
              reference=self.reference,
              gateway_name=gateway_name,
          )
          return quote
  • 在vnpy>trader>gateway.py中的BaseGateway类型总增加了下面的函数:

      def send_quote(self, req: QuoteRequest) -> str:
          """
          Send a new two-sided quote to server.
    
          implementation should finish the tasks blow:
          * create an QuoteData from req using QuoteRequest.create_quote_data
          * assign a unique(gateway instance scope) id to QuoteData.quoteid
          * send request to server
              * if request is sent, QuoteData.status should be set to Status.SUBMITTING
              * if request is failed to sent, QuoteData.status should be set to Status.REJECTED
          * response on_quote:
          * return vt_quoteid
    
          :return str vt_quoteid for created QuoteData
          """
          return ""   # 返回了空字符串,

    返回了空字符串,其实什么用也没有,一个接口类函数。貌似是让其他的派生的特定网关来实现这个函数。
    可是我查询了下,CTP、XTP等网关,没有一个实现了该函数,系统中也没有任何一个地方直接或者间接低调用过该send_quote()函数。

  • 从注释来看,好像是用来产生一个引用的作用?请问vnpy官方:这个东西有用吗?
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这是给各种机构做市商双边报价用的,vn.py作为一套标准的底层框架,不是只有开源的功能嘛

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用Python的交易员 wrote:

这是给各种机构做市商双边报价用的,vn.py作为一套标准的底层框架,不是只有开源的功能嘛

谢谢答复!

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