"""
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下单信号管理
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"""
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from l2 import l2_log
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from log_module.log import logger_l2_trade_buy, logger_debug
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class L2TradeSingleManager:
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"""
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L2逐笔成交数据信号管理
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"""
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__latest_sell_data = {}
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__latest_limit_up_sell_list_dict = {}
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__latest_limit_up_sell_order_no_index_dict = {}
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@classmethod
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def add_l2_delegate_limit_up_sell(cls, code, data):
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"""
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添加涨停卖单数据，当前不是涨停成交时才加
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@param code:
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@param data:
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@return:
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"""
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l2_log.info(code, logger_l2_trade_buy, f"涨停卖数据：{data['val']['orderNo']}")
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if code not in cls.__latest_limit_up_sell_list_dict:
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cls.__latest_limit_up_sell_list_dict[code] = []
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cls.__latest_limit_up_sell_list_dict[code].append(data)
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if code not in cls.__latest_limit_up_sell_order_no_index_dict:
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cls.__latest_limit_up_sell_order_no_index_dict[code] = {}
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cls.__latest_limit_up_sell_order_no_index_dict[code][data['val']['orderNo']] = len(
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cls.__latest_limit_up_sell_list_dict[code]) - 1
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@classmethod
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def add_l2_delegate_limit_up_sell_cancel(cls, code, order_no):
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"""
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涨停卖撤
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@param code:
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@param order_no:
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@return:
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"""
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if code not in cls.__latest_limit_up_sell_order_no_index_dict:
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return
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index = cls.__latest_limit_up_sell_order_no_index_dict[code].get(order_no)
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if index is None:
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return
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cls.__latest_limit_up_sell_order_no_index_dict[code].pop(order_no)
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del cls.__latest_limit_up_sell_list_dict[code][index]
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@classmethod
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def process_passive_limit_up_sell_data(cls, data):
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"""
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添加涨停被动卖成交数据
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@param data: 数据格式：(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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try:
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# 需要判断当前单是否已经成交完成
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code = data[0]
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sell_no = data[7]
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if code not in cls.__latest_sell_data:
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cls.__latest_sell_data[code] = [sell_no, data[2]]
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else:
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if cls.__latest_sell_data[code][0] == sell_no:
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cls.__latest_sell_data[code][1] += data[2]
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else:
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cls.__latest_sell_data[code] = [sell_no, data[2]]
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# 判断是否是最后一笔卖单
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# 判断这个订单号是否成交完
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sell_list = cls.__latest_limit_up_sell_list_dict.get(code)
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if not sell_list:
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return
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sell_info = sell_list[-1]
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if sell_no == sell_info['val']['orderNo'] and sell_info["val"]["num"] == cls.__latest_sell_data[code][
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1] // 100:
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# 成交完成
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l2_log.info(code, logger_l2_trade_buy, f"找到最近的被动涨停卖单数据：{data['val']['orderNo']}, 可以触发下单")
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except Exception as e:
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logger_debug.exception(e)
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