order legs amount check

Author: tigersk

tigeropen/common/util/order_utils.py

@@ -96,6 +96,8 @@ def limit_order_with_legs(account, contract, action, quantity, limit_price, orde
     :param order_legs: 附加订单列表
     :return:
     """
+    if order_legs and len(order_legs) > 2:
+        raise Exception('2 order legs at most')
     return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price, order_legs=order_legs)
 
 

tigeropen/examples/trade_client_demo.py

@@ -98,14 +98,14 @@ def trade_apis():
     print(result)
 
     # 限价单 + 附加订单 (仅主订单为限价单时支持附加订单)
-    stop_loss_order_legs = order_leg('LOSS', 8.0, time_in_force='GTC')  # 附加止损
-    profit_taker_order_legs = order_leg('PROFIT', 12.0, time_in_force='GTC')  # 附加止盈
+    stop_loss_order_leg = order_leg('LOSS', 8.0, time_in_force='GTC')  # 附加止损
+    profit_taker_order_leg = order_leg('PROFIT', 12.0, time_in_force='GTC')  # 附加止盈
 
     main_order = openapi_client.create_order(account, contract, 'BUY', 'LMT', quantity=100, limit_price=10.0,
-                                             order_legs=[stop_loss_order_legs, profit_taker_order_legs])
+                                             order_legs=[stop_loss_order_leg, profit_taker_order_leg])
     # 本地构造限价单 + 附加订单
     # main_order = limit_order_with_legs(account, contract, 'BUY', 100, limit_price=10.0,
-    # order_legs=[stop_loss_order_legs])
+    # order_legs=[stop_loss_order_leg])
 
     openapi_client.place_order(main_order)
     print(main_order)

tigeropen/trade/request/model.py

@@ -556,8 +556,12 @@ def to_openapi_dict(self):
                 params['outside_rth'] = self.outside_rth
 
             if self.order_legs:
+                if len(self.order_legs) > 2:
+                    raise Exception('2 order legs at most')
+                leg_types = set()
                 for order_leg in self.order_legs:
                     if order_leg.leg_type == 'PROFIT':
+                        leg_types.add('PROFIT')
                         params['attach_type'] = 'PROFIT'
                         if order_leg.price is not None:
                             params['profit_taker_price'] = order_leg.price
@@ -566,6 +570,7 @@ def to_openapi_dict(self):
                         if order_leg.outside_rth is not None:
                             params['profit_taker_rth'] = order_leg.outside_rth
                     if order_leg.leg_type == 'LOSS':
+                        leg_types.add('LOSS')
                         params['attach_type'] = 'LOSS'
                         if order_leg.price is not None:
                             params['stop_loss_price'] = order_leg.price
@@ -574,7 +579,7 @@ def to_openapi_dict(self):
                         if order_leg.outside_rth is not None:
                             params['stop_loss_rth'] = order_leg.outside_rth
                 # 括号订单(止盈和止损)
-                if len(self.order_legs) > 1:
+                if len(leg_types) == 2:
                     params['attach_type'] = 'BRACKETS'
 
         return params