"""
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外部接口管理
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"""
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import json
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import logging
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import random
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import socket
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import threading
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import time
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# 心跳信息
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from huaxin_client import socket_util
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from huaxin_client.client_network import SendResponseSkManager
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from log_module.log import logger_system, logger_request_api
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from utils import middle_api_protocol, tool
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MSG_TYPE_HEART = "heart"
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# 命令信息
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MSG_TYPE_CMD = "cmd"
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CLIENT_TYPE_COMMON = "common"
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CLIENT_TYPE_TRADE = "trade"
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# 心跳时间间隔
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HEART_SPACE_TIME = 3
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TRADE_DIRECTION_BUY = 1
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TRADE_DIRECTION_SELL = 2
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TRADE_TYPE_ORDER = 1
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TRADE_TYPE_CANCEL_ORDER = 2
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# 数据操作
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OPERRATE_SET = 1 # 设置
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OPERRATE_DELETE = 2 # 删除
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OPERRATE_GET = 3 # 获取
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OPERRATE_ADD = 4 # 新增
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# 代码名单类型
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CODE_LIST_WHITE = "white"
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CODE_LIST_BLACK = "black"
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CODE_LIST_WANT = "want"
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CODE_LIST_PAUSE_BUY = "pause_buy"
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CODE_LIST_MUST_BUY = "must_buy"
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CODE_LIST_GREEN = "green"
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# 类型
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API_TYPE_TRADE = "trade" # 交易
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API_TYPE_TRADE_STATE = "trade_state" # 交易状态
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API_TYPE_TRADE_MODE = "trade_mode" # 交易模式
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API_TYPE_SELL_RULE = "sell_rule" # 卖出规则
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API_TYPE_CODE_LIST = "code_list" # 代码名单
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API_TYPE_EXPORT_L2 = "export_l2" # 导出L2数据
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API_TYPE_INIT = "init" # 初始化
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API_TYPE_REFRESH_TRADE_DATA = "refresh_trade_data" # 交易数据刷新
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API_TYPE_CODE_ATRRIBUTE = "code_attribute" # 代码属性
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API_TYPE_CODE_TRADE_STATE = "code_trade_state" # 代码交易状态
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API_TYPE_GET_ENV = "get_env" # 获取环境信息
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API_TYPE_SYNC_L1_TARGET_CODES = "sync_l1_subscript_codes" # 同步L1需要订阅的代码
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API_TYPE_SYSTEM_LOG = "system_log" # 系统日志
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API_TYPE_GET_FROM_DATA_SERVER = "get_from_data_server" # 从数据服务器拉取数据
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API_TYPE_CODE_TRADE_INFO = "code_trade_info" # 代码交易信息
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API_TYPE_CODE_L2_LISTEN_ACTIVE_COUNT = "l2_listen_active_count" # L2有效监听数量
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API_TYPE_SAVE_RUNNING_DATA = "save_running_data" # 保存运行时数据
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API_TYPE_GET_CODE_POSITION_INFO = "get_code_position_info" # 获取代码持仓信息
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API_TYPE_COMMON_REQUEST = "common_request" # 通用请求
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class ActionCallback(object):
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# 交易
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def OnTrade(self, client_id, request_id, data):
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pass
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# 交易状态
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def OnTradeState(self, client_id, request_id, data):
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pass
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# 交易模式
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def OnTradeMode(self, client_id, request_id, data):
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pass
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# 卖出规则
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def OnSellRule(self, client_id, request_id, data):
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pass
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# 代码名单
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def OnCodeList(self, client_id, request_id, data):
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pass
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def OnExportL2(self, client_id, request_id, data):
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pass
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def OnEveryDayInit(self, client_id, request_id, data):
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pass
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def OnRefreshTradeData(self, client_id, request_id, data):
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pass
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def OnGetCodeAttribute(self, client_id, request_id, data):
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pass
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def OnGetCodeTradeState(self, client_id, request_id, data):
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pass
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def OnGetEnvInfo(self, client_id, request_id, data):
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pass
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def OnSyncL2SubscriptCodes(self, client_id, request_id):
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pass
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def OnGetFromDataServer(self, client_id, request_id, data):
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pass
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# 代码的交易信息
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def OnGetCodeTradeInfo(self, client_id, request_id, data):
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pass
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def OnGetActiveListenCount(self, client_id, request_id):
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pass
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def OnSaveRunningData(self, client_id, request_id):
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pass
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def OnGetCodePositionInfo(self, client_id, request_id, data):
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pass
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def OnCommonRequest(self, client_id, request_id, data):
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pass
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# 交易指令管理
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# 交易指令管理
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class ApiCommandManager:
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common_client_dict = {}
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trade_client_dict = {}
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trade_client_count = 0
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common_client_count = 0
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_instance = None
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def __new__(cls, *args, **kwargs):
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if not cls._instance:
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cls._instance = super().__new__(cls, *args, **kwargs)
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return cls._instance
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@classmethod
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def __create_client(cls, client_type, rid):
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client = socket.socket(socket.AF_INET, socket.SOCK_STREAM) # 生成socket，连接server
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# client.setsockopt(socket.SOL_SOCKET, socket.SO_KEEPALIVE, True)
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# client.ioctl(socket.SIO_KEEPALIVE_VALS, (1, 60 * 1000, 30 * 1000))
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client.connect(cls.ip_port)
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client.send(SendResponseSkManager.format_response(
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json.dumps({"type": "register", "data": {"client_type": client_type}, "rid": rid}).encode("utf-8")))
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client.recv(1024)
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return client
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@classmethod
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def __create_and_run_client(cls, type, index=None):
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key = f"{type}_{round(time.time() * 1000)}_{random.randint(0, 1000)}"
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if index is not None:
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key += f"_{index}"
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sk = cls.__create_client(type, key)
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# 发送心跳
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cls.__heartbeats_thread(type, key, sk)
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cls.__listen_command_thread(type, key, sk)
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# print("create_and_run_client success", type, key)
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logger_request_api.info(f"创建本地socket请求客户端：{type}")
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return key, sk
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@classmethod
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def init(cls, addr, port, trade_action_callback, common_client_count=20, trade_client_count=20):
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cls.common_client_dict.clear()
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cls.common_client_count = common_client_count
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cls.trade_client_dict.clear()
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cls.trade_client_count = trade_client_count
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cls.action_callback = trade_action_callback
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cls.ip_port = (addr, port)
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for i in range(common_client_count):
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result = cls.__create_and_run_client(CLIENT_TYPE_COMMON, i)
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cls.common_client_dict[result[0]] = result[1]
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for i in range(trade_client_count):
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result = cls.__create_and_run_client(CLIENT_TYPE_TRADE, i)
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cls.trade_client_dict[result[0]] = result[1]
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# 听取指令
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@classmethod
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def __listen_command(cls, _type, client_id, sk):
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while True:
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try:
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result = socket_util.recv_data(sk)[0]
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if result:
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start_time = time.time()
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try:
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# print("接收数据", _type, result)
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result_json = json.loads(result)
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if result_json["type"] == MSG_TYPE_HEART:
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# 返回内容
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sk.send(json.dumps({"type": "heart", "client_id": client_id}).encode('utf-8'))
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continue
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data = result_json["data"]
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content_type = data["type"]
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# print("接收内容", data)
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request_id = result_json.get('request_id')
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if not socket_util.is_client_params_sign_right(result_json):
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# print("签名错误")
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# 签名出错
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SendResponseSkManager.send_error_response(_type, request_id, client_id,
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{"code": -1, "msg": "签名错误"})
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continue
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if content_type == API_TYPE_TRADE:
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# 交易
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cls.action_callback.OnTrade(client_id, request_id, data)
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elif content_type == API_TYPE_TRADE_STATE:
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cls.action_callback.OnTradeState(client_id, request_id, data)
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elif content_type == API_TYPE_TRADE_MODE:
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cls.action_callback.OnTradeMode(client_id, request_id, data)
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elif content_type == API_TYPE_SELL_RULE:
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cls.action_callback.OnSellRule(client_id, request_id, data)
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elif content_type == API_TYPE_CODE_LIST:
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cls.action_callback.OnCodeList(client_id, request_id, data)
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elif content_type == API_TYPE_EXPORT_L2:
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cls.action_callback.OnExportL2(client_id, request_id, data)
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elif content_type == API_TYPE_INIT:
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cls.action_callback.OnEveryDayInit(client_id, request_id, data)
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elif content_type == API_TYPE_REFRESH_TRADE_DATA:
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cls.action_callback.OnRefreshTradeData(client_id, request_id, data)
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elif content_type == API_TYPE_CODE_ATRRIBUTE:
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cls.action_callback.OnGetCodeAttribute(client_id, request_id, data)
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elif content_type == API_TYPE_CODE_TRADE_STATE:
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cls.action_callback.OnGetCodeTradeState(client_id, request_id, data)
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elif content_type == API_TYPE_GET_ENV:
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cls.action_callback.OnGetEnvInfo(client_id, request_id, data)
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elif content_type == API_TYPE_SYNC_L1_TARGET_CODES:
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cls.action_callback.OnSyncL2SubscriptCodes(client_id, request_id)
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elif content_type == API_TYPE_SYSTEM_LOG:
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cls.action_callback.OnSystemLog(client_id, request_id, data)
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elif content_type == API_TYPE_GET_FROM_DATA_SERVER:
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cls.action_callback.OnGetFromDataServer(client_id, request_id, data)
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elif content_type == API_TYPE_CODE_TRADE_INFO:
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cls.action_callback.OnGetCodeTradeInfo(client_id, request_id, data)
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elif content_type == API_TYPE_CODE_L2_LISTEN_ACTIVE_COUNT:
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cls.action_callback.OnGetActiveListenCount(client_id, request_id)
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elif content_type == API_TYPE_SAVE_RUNNING_DATA:
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cls.action_callback.OnSaveRunningData(client_id, request_id)
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elif content_type == API_TYPE_GET_CODE_POSITION_INFO:
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cls.action_callback.OnGetCodePositionInfo(client_id, request_id, data)
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elif content_type == API_TYPE_COMMON_REQUEST:
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cls.action_callback.OnCommonRequest(client_id, request_id, data)
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except Exception as e:
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logging.exception(e)
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finally:
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use_time = int(time.time() - start_time)
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if use_time > 5:
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result_json = json.loads(result)
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logger_request_api.info(f"超时5s以上：{result_json['data']['type']}")
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# 发送响应
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sk.send(json.dumps({"type": "cmd_recieve"}).encode('utf-8'))
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else:
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raise Exception("接收的内容为空")
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except Exception as e:
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logging.exception(e)
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if _type == CLIENT_TYPE_COMMON:
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if client_id in cls.common_client_dict:
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cls.common_client_dict.pop(client_id)
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elif _type == CLIENT_TYPE_TRADE:
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if client_id in cls.trade_client_dict:
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cls.trade_client_dict.pop(client_id)
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try:
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sk.close()
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except:
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pass
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# 结束当前的消息循环
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break
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@classmethod
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def __heart_beats(cls, _type, client_id, sk):
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while True:
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try:
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sk.send(socket_util.load_header(json.dumps({"type": "heart", "client_id": client_id}).encode('utf-8')))
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# print("心跳信息发送成功", client_id)
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except Exception as e:
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if _type == CLIENT_TYPE_COMMON:
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if client_id in cls.common_client_dict:
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cls.common_client_dict.pop(client_id)
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elif _type == CLIENT_TYPE_TRADE:
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if client_id in cls.trade_client_dict:
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cls.trade_client_dict.pop(client_id)
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try:
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sk.close()
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except:
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pass
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# 结束当前的消息循环
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break
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time.sleep(HEART_SPACE_TIME)
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@classmethod
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def __listen_command_thread(cls, _type, rid, sk):
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t1 = threading.Thread(target=lambda: cls.__listen_command(_type, rid, sk))
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t1.setDaemon(True)
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t1.start()
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@classmethod
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def __heartbeats_thread(cls, _type, rid, sk):
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t1 = threading.Thread(target=lambda: cls.__heart_beats(_type, rid, sk))
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t1.setDaemon(True)
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t1.start()
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@classmethod
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def __maintain_client(cls):
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logger_system.info(f"outside_api __maintain_client 线程ID:{tool.get_thread_id()}")
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while True:
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try:
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if len(cls.common_client_dict) < cls.common_client_count:
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for i in range(cls.common_client_count - len(cls.common_client_dict)):
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result = cls.__create_and_run_client(CLIENT_TYPE_COMMON)
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cls.common_client_dict[result[0]] = result[1]
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if len(cls.trade_client_dict) < cls.trade_client_count:
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for i in range(cls.trade_client_count - len(cls.trade_client_dict)):
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result = cls.__create_and_run_client(CLIENT_TYPE_TRADE)
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cls.trade_client_dict[result[0]] = result[1]
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except:
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pass
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time.sleep(1)
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# 维护连接数的稳定
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def run(self, blocking=True):
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# 维护client
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if blocking:
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self.__maintain_client()
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else:
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t1 = threading.Thread(target=lambda: self.__maintain_client())
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t1.setDaemon(True)
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t1.start()
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if __name__ == "__main__":
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manager = ApiCommandManager(middle_api_protocol.SERVER_HOST, middle_api_protocol.SERVER_PORT, None)
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manager.run()
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input()
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