"""
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掘金交易
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"""
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import json
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import logging
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import time
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import gm.api as gmapi
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import constant
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from code_attribute import gpcode_manager
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from db.redis_manager import RedisManager, RedisUtils
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from log_module.log import logger_juejin_trade
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from utils import network_util, tool
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__context_dict = {}
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account_id = "77916efb-b856-46ee-9680-71be0fe18a42"
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token = "38fb624832c1949708c7600abaf1e863d27663b3"
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gmapi.set_token(token)
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# gmapi.set_account_id(account_id)
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# 交易订单号管理
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class TradeOrderIdManager:
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__redisManager = RedisManager(2)
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@classmethod
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def __get_redis(cls):
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return cls.__redisManager.getRedis()
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# 添加订单ID
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@classmethod
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def add_order_id(cls, code, account_id, order_id):
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RedisUtils.sadd(cls.__get_redis(),f"juejin_order_id-{code}", json.dumps((account_id, order_id)))
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cls.__get_redis().expire(f"juejin_order_id-{code}", tool.get_expire())
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# 删除订单ID
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@classmethod
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def remove_order_id(cls, code, account_id, order_id):
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cls.__get_redis().srem(f"juejin_order_id-{code}", json.dumps((account_id, order_id)))
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# 查询所有的订单号
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@classmethod
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def list_order_ids(cls, code):
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return RedisUtils.smembers(cls.__get_redis(), f"juejin_order_id-{code}")
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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):
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if not constant.TRADE_ENABLE:
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return
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if code.find("00") != 0 and code.find("60") != 0:
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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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code_str = code
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if code[0:2] == '00':
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code_str = f"SZSE.{code}"
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elif code[0:2] == '60':
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code_str = f"SHSE.{code}"
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start_time = time.time()
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results = gmapi.order_volume(code_str, count, gmapi.OrderSide_Buy, gmapi.OrderType_Limit, gmapi.PositionEffect_Open,
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price=price,
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order_duration=gmapi.OrderDuration_GFD, account=account_id)
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print("掘金下单耗时", time.time() - start_time)
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logger_juejin_trade.info(f"{code}：下单耗时{round(time.time() - start_time, 3)}s")
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if results:
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print("下单结果", results)
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result = results[0]
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if result["ord_rej_reason_detail"]:
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logger_juejin_trade.info(f"{code}：下单失败：{result['ord_rej_reason_detail']}")
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raise Exception(result["ord_rej_reason_detail"])
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else:
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TradeOrderIdManager.add_order_id(code, result["account_id"], result["cl_ord_id"])
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logger_juejin_trade.info(f"{code}：下单成功 ord_id:{result['cl_ord_id']}")
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return result["symbol"].split(".")[1], result["account_id"], result["cl_ord_id"]
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else:
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raise Exception("下单失败，无返回")
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# 撤单
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def cancel_order(code):
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orders_info = TradeOrderIdManager.list_order_ids(code)
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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({'cl_ord_id': order_info[1], 'account_id': order_info[0]})
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if orders:
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logger_juejin_trade.info(f"{code}：开始执行撤单")
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# 执行3次撤单
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for i in range(3):
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gmapi.order_cancel(orders)
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logger_juejin_trade.info(f"{code}：撤单成功，撤单数量：{len(orders)}")
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for order in orders:
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TradeOrderIdManager.remove_order_id(code, order["account_id"], order["cl_ord_id"])
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# 撤单
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def __cancel_order(account_id, cl_ord_id):
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orders = [{'cl_ord_id': cl_ord_id, 'account_id': account_id}]
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gmapi.order_cancel(orders)
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def test():
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symbols = gpcode_manager.get_gp_list_with_prefix(["002531"])
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data = gmapi.get_instruments(symbols=",".join(symbols))
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print(data)
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def run():
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if constant.TRADE_WAY == constant.TRADE_WAY_JUEJIN:
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print("启动读取掘金交易数据")
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# strategy_id = "e97a257e-1bba-11ed-a1b1-00e070c694ff"
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# token = "a2eed2b159e9238dc0353fc3e73734d7677f7baf"
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# gmapi.run(strategy_id, filename="trade.trade_juejin.py", mode=gmapi.MODE_LIVE, token=token)
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while True:
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try:
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if tool.is_trade_time():
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datas = get_execution_reports()
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# 上传数据
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fdatas = []
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for d in datas:
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fdatas.append(
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{"code": d[0], "money": d[4], "num": d[2], "price": d[3], "time": d[7], "trade_num": d[5],
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"type": d[1] - 1})
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if fdatas:
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network_util.send_socket_msg("127.0.0.1", 9001, {"type": 3, "data": fdatas})
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except Exception as e:
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logging.exception(e)
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# 2s更新
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time.sleep(1.5)
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# 获取成交列表,返回的内容为:[(代码,买(1)/卖(2),量,价格,成交金额,订单ID,委托客户端ID,成交时间,成交日期)]
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def get_execution_reports():
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gmapi.set_account_id(account_id)
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reports = gmapi.get_execution_reports()
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results = []
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for r in reports:
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if not r['ord_rej_reason_detail']:
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results.append(
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[r["symbol"].split(".")[1], r["side"], r["volume"], round(r["price"], 2), round(r["amount"], 2),
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r["order_id"],
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r["cl_ord_id"], r["created_at"].strftime("%H:%M:%S"), r["created_at"].strftime("%Y-%m-%d")])
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# 根据订单号合并数据
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temp_dict = {}
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for r in results:
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if r[5] not in temp_dict:
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temp_dict[r[5]] = r
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else:
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temp_dict[r[5]][2] += r[2]
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temp_dict[r[5]][4] += r[4]
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results = [temp_dict[k] for k in temp_dict]
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print("获取已成交数量：", len(results))
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return results
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if __name__ == "__main__":
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datas = get_execution_reports()
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# 上传数据
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fdatas = []
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for d in datas:
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fdatas.append(
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{"code": d[0], "money": d[4], "num": d[2], "price": d[3], "time": d[7], "trade_num": d[5],
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"type": d[1] - 1})
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print(fdatas)
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network_util.send_socket_msg("127.0.0.1", 9001, {"type": 3, "data": fdatas})
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# print(order_volume("000566", 4.66, 100))
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# gmapi.set_token(token)
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# gmapi.set_account_id(account_id)
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# cancel_order("000566")
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# orders=[]
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# orders.append({'cl_ord_id':"3a691f3d-fdc7-11ed-838e-f4b5203f67bf", 'account_id': "8099a935-a991-4871-977f-206c6d3e04ca"})
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# gmapi.order_cancel(orders)
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