"""
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华鑫交易
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"""
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import copy
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import json
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import time
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import constant
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from l2.huaxin import huaxin_delegate_postion_manager
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from log_module import async_log_util
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from log_module.log import logger_juejin_trade, hx_logger_trade_debug, logger_trade
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from trade.huaxin import huaxin_trade_api
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from trade.huaxin.huaxin_trade_record_manager import TradeOrderIdManager
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from utils import tool, huaxin_util
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from l2 import huaxin, l2_data_util
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__context_dict = {}
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__TradeOrderIdManager = TradeOrderIdManager()
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def init(context):
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__context_dict["init"] = context
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print("掘金交易初始化成功")
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# 可用金额
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def get_account_left_money():
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if "init" in __context_dict:
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dict_ = __context_dict["init"].account().cash
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return dict_["available"]
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return None
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# 通过量下单,返回(代码，账号ID，订单号)
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def order_volume(code, price, count, last_data, order_ref=None):
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async_log_util.info(logger_trade, f"{code} trade_huaxin.order_volume 开始")
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try:
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price = round(float(price), 2)
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if not tool.is_shsz_code(code):
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raise Exception("只支持00开头与60开头的代码下单")
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# 保存下单信息
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shadow_price = tool.get_shadow_price(price)
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huaxin.huaxin_delegate_postion_manager.place_order(code, price, count, last_data, order_ref,
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shadow_price=shadow_price)
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if not constant.TRADE_ENABLE:
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return
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result = None
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blocking = False
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try:
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async_log_util.info(logger_trade, f"{code}下单开始")
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result = huaxin_trade_api.order(1, code, count, price, blocking=blocking, order_ref=order_ref,
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shadow_price=shadow_price)
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async_log_util.info(logger_trade, f"{code}下单结束")
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except Exception as e:
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if str(e).find("超时") >= 0:
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# 此处出现超时，需要通过读取委托列表来设置订单信息
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async_log_util.error(hx_logger_trade_debug, f"{code}：下单结果反馈出错-{str(e)}")
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else:
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raise e
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if result:
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if blocking:
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if result['code'] == 0:
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result = result["data"]
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if result["orderStatus"] == huaxin_util.TORA_TSTP_OST_Rejected:
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async_log_util.info(hx_logger_trade_debug, f"{code}：下单失败：{result.get('statusMsg')}")
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raise Exception(result.get('statusMsg'))
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else:
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__TradeOrderIdManager.add_order_id(code, result["accountID"], result["orderSysID"])
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async_log_util.info(hx_logger_trade_debug, f"{code}：下单成功 orderSysID:{result['orderSysID']}")
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return result["securityId"], result["accountID"], result["orderSysID"]
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else:
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raise Exception(result['msg'])
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else:
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order_ref = result["order_ref"]
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__TradeOrderIdManager.add_order_ref(code, order_ref)
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async_log_util.info(hx_logger_trade_debug, f"{code}：下单成功 orderRef:{order_ref}")
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return code, "local", order_ref
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else:
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raise Exception("下单失败，无返回")
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finally:
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async_log_util.info(logger_trade, f"{code} trade_huaxin.order_volume 结束")
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def order_success(code, accountId, orderSysID, orderRef, insertTime):
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# 加入系统订单号
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__TradeOrderIdManager.add_order_id(code, accountId, orderSysID)
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# 删除临时订单号
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__TradeOrderIdManager.remove_order_ref(code, orderRef)
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# 根据插入时间判断下单位置是否正确
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try:
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place_index = huaxin_delegate_postion_manager.get_place_order_position(code)
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if place_index and insertTime:
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# 大致判断是否为真实下单位置
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total_datas = l2_data_util.local_today_datas.get(code)
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if total_datas:
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if 0 < tool.trade_time_sub(insertTime, total_datas[place_index]["val"]["time"]) < 4:
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# 4s内才会校验
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volume = total_datas[place_index]["val"]["num"]
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for i in range(place_index + 1, len(total_datas)):
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if total_datas[i]["val"]["num"] == volume and insertTime == total_datas[i]["val"]["time"]:
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huaxin_delegate_postion_manager.set_place_order_position(code, i)
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hx_logger_trade_debug.info("{}校验真实下单成功，{}->{}", code, place_index, i)
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return i
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else:
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raise Exception(f"不满足校验条件，真实下单时间：{insertTime} 预估下单时间：{total_datas[place_index]['val']['time']}")
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else:
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raise Exception("未获取到L2数据")
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else:
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raise Exception(f"尚未获取到数据（place_index-{place_index} insertTime-{insertTime}）")
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except Exception as e:
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hx_logger_trade_debug.warning("{}校验真实下单位置出错:{}", code, str(e))
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return None
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# 撤单
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def cancel_order(code, msg=''):
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if not constant.TRADE_ENABLE:
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return
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orders_info = __TradeOrderIdManager.list_order_ids_cache(code)
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orders_info = copy.deepcopy(orders_info)
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orders = []
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if orders_info:
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for order in orders_info:
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order_info = json.loads(order)
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orders.append({'orderSysID': order_info[1], 'accountId': order_info[0]})
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if orders:
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async_log_util.info(logger_trade, f"{code}：华鑫开始执行撤单 {msg}")
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for order in orders:
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huaxin_trade_api.cancel_order(1, code, order["orderSysID"])
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__TradeOrderIdManager.remove_order_id(code, order["accountId"], order["orderSysID"])
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async_log_util.info(logger_trade, f"{code}：华鑫撤单结束，撤单数量：{len(orders)}")
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# 查询是否有本地订单号
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order_refs_info = __TradeOrderIdManager.list_order_refs_cache(code)
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if order_refs_info:
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order_refs_info = copy.deepcopy(order_refs_info)
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for order_ref in order_refs_info:
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async_log_util.info(logger_trade, f"{code}：华鑫开始执行撤单 {msg}")
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huaxin_trade_api.cancel_order(1, code, '', orderRef=order_ref)
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__TradeOrderIdManager.remove_order_ref(code, order_ref)
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async_log_util.info(logger_trade, f"{code}：华鑫执行撤单结束")
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if __name__ == "__main__":
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pass
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