from log_module import async_log_util, log_export
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from log_module.log import hx_logger_l2_transaction_big_buy_order, hx_logger_l2_transaction_big_sell_order
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from utils import tool
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@tool.singleton
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class L2TransactionDataManager:
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def __init__(self):
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self.__latest_buy_order = {}
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self.__big_buy_orders = {}
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self.__latest_sell_order = {}
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self.__big_sell_orders = {}
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self.__load_data()
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def __load_data(self):
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self.__big_buy_orders = log_export.load_huaxin_transaction_big_buy_order_infos()
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self.__big_sell_orders = log_export.load_huaxin_transaction_big_sell_order_infos()
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def get_big_buy_orders(self, code):
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"""
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获取成交的大买单
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:param code:
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:return: [(买单号, 量, 金额, 时间, 最新成交价格)]
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"""
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return self.__big_buy_orders.get(code)
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def get_dealing_buy_order(self, code):
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"""
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获取正在成交的买单
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:param code:
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:return: (买单号, 量, 金额, 时间, 最新成交价格)
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"""
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return self.__latest_buy_order.get(code)
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def get_big_sell_orders(self, code):
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"""
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获取成交的卖单
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:param code:
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:return: [(买单号, 量, 金额, 时间, 最新成交价格)]
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"""
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return self.__big_sell_orders.get(code)
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def get_dealing_sell_order(self, code):
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"""
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获取正在成交的卖单
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:param code:
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:return: (卖单号, 量, 金额, 时间, 最新成交价格)
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"""
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return self.__latest_sell_order.get(code)
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def add_transaction_data(self, code, data):
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"""
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:param data:(data['SecurityID'], data['TradePrice'], data['TradeVolume'],
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data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
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data['SellNo'], data['ExecType'])
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:return:
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"""
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# 买单号, 卖单号, 成交价格, 成交量
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item = (data[6], data[7], data[1], data[2])
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money = round(item[2] * item[3])
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volume = item[3]
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price = item[2]
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order_time = data[3]
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if code not in self.__latest_buy_order:
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# (买单号, 量, 金额, 时间, 最新成交价格)
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self.__latest_buy_order[code] = [item[0], 0, 0, order_time, price]
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if self.__latest_buy_order[code][0] == item[0]:
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self.__latest_buy_order[code][1] += volume
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self.__latest_buy_order[code][2] += money
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self.__latest_buy_order[code][3] = order_time
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self.__latest_buy_order[code][4] = price
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else:
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if self.__latest_buy_order[code][2] >= 5e5:
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d = (
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self.__latest_buy_order[code][0], self.__latest_buy_order[code][1],
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self.__latest_buy_order[code][2],
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self.__latest_buy_order[code][3], self.__latest_buy_order[code][4])
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if code not in self.__big_buy_orders:
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self.__big_buy_orders[code] = []
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self.__big_buy_orders[code].append(d)
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async_log_util.info(hx_logger_l2_transaction_big_buy_order, f"{code}#{d}")
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self.__latest_buy_order[code] = [item[0], volume, money, order_time, price]
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if code not in self.__latest_sell_order:
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self.__latest_sell_order[code] = [item[1], 0, 0, order_time, price]
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if self.__latest_sell_order[code][0] == item[1]:
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self.__latest_sell_order[code][1] += volume
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self.__latest_sell_order[code][2] += money
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self.__latest_sell_order[code][3] = order_time
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self.__latest_sell_order[code][4] = price
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else:
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if self.__latest_sell_order[code][2] > 5e5:
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d = (
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self.__latest_sell_order[code][0], self.__latest_sell_order[code][1],
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self.__latest_sell_order[code][2],
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self.__latest_sell_order[code][3], self.__latest_sell_order[code][4])
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if code not in self.__big_sell_orders:
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self.__big_sell_orders[code] = []
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self.__big_sell_orders[code].append(d)
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async_log_util.info(hx_logger_l2_transaction_big_sell_order, f"{code}#{d}")
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self.__latest_sell_order[code] = [item[1], volume, money, order_time, price]
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if __name__ == "__main__":
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L2TransactionDataManager()
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