"""
|
接受客户端数据的服务器
|
"""
|
import decimal
|
import json
|
import logging
|
import random
|
import socketserver
|
import socket
|
import threading
|
import time
|
|
import alert_util
|
import client_manager
|
import code_volumn_manager
|
import data_process
|
import global_data_loader
|
import global_util
|
import gpcode_manager
|
import authority
|
import juejin
|
from l2 import l2_data_manager_new, l2_data_manager, l2_data_log, l2_log
|
import l2_data_util
|
from l2.cancel_buy_strategy import HourCancelBigNumComputer, L2LimitUpMoneyStatisticUtil
|
import l2.l2_data_util
|
|
import ths_industry_util
|
import ths_util
|
import tool
|
from trade import trade_gui, trade_data_manager, trade_manager
|
import l2_code_operate
|
from code_data_util import ZYLTGBUtil
|
import l2.transaction_progress
|
|
from log import logger_l2_error, logger_device, logger_trade_delegate, logger_buy_1_volumn_record, \
|
logger_l2_trade_queue, logger_l2_latest_data, logger_l2_trade_buy_queue
|
from trade.trade_queue_manager import THSBuy1VolumnManager, Buy1PriceManager, thsl2tradequeuemanager
|
|
|
class MyTCPServer(socketserver.TCPServer):
|
def __init__(self, server_address, RequestHandlerClass, bind_and_activate=True, pipe_juejin=None, pipe_ui=None):
|
self.pipe_juejin = pipe_juejin # 增加的参数
|
self.pipe_ui = pipe_ui
|
socketserver.TCPServer.__init__(self, server_address, RequestHandlerClass, bind_and_activate=bind_and_activate)
|
|
|
# 如果使用异步的形式则需要再重写ThreadingTCPServer
|
class MyThreadingTCPServer(socketserver.ThreadingMixIn, MyTCPServer): pass
|
|
|
class MyBaseRequestHandle(socketserver.BaseRequestHandler):
|
l2_data_error_dict = {}
|
last_trade_delegate_data = None
|
buy1_volumn_manager = THSBuy1VolumnManager()
|
ths_l2_trade_queue_manager = thsl2tradequeuemanager()
|
|
latest_buy1_volumn_dict = {}
|
buy1_price_manager = Buy1PriceManager()
|
l2_trade_queue_time_dict = {}
|
l2_save_time_dict = {}
|
l2_trade_buy_queue_dict = {}
|
tradeBuyQueue = l2.transaction_progress.TradeBuyQueue()
|
last_time = {}
|
|
def setup(self):
|
super().setup() # 可以不调用父类的setup()方法，父类的setup方法什么都没做
|
# print("----setup方法被执行-----")
|
# print("打印传入的参数：", self.server.pipe)
|
self.l2CodeOperate = l2_code_operate.L2CodeOperate.get_instance()
|
|
def handle(self):
|
host = self.client_address[0]
|
super().handle() # 可以不调用父类的handler(),方法，父类的handler方法什么都没做
|
# print("-------handler方法被执行----")
|
# print(self.server)
|
# print(self.request) # 服务
|
# print("客户端地址：", self.client_address) # 客户端地址
|
# print(self.__dict__)
|
# print("- " * 30)
|
# print(self.server.__dict__)
|
# print("- " * 30)
|
sk: socket.socket = self.request
|
while True:
|
data = sk.recv(1024 * 100)
|
if len(data) == 0:
|
# print("客户端断开连接")
|
break
|
_str = str(data, encoding="gbk")
|
if len(_str) > 0:
|
# print("结果：",_str)
|
type = -1
|
try:
|
type = data_process.parseType(_str)
|
except:
|
print(_str)
|
return_str = "OK"
|
if type == 0:
|
try:
|
|
origin_start_time = round(time.time() * 1000)
|
__start_time = round(time.time() * 1000)
|
do_id = random.randint(0, 100000)
|
# level2盘口数据
|
day, client, channel, code, capture_time, process_time, datas, origin_datas = l2.l2_data_util.parseL2Data(
|
_str)
|
l2_log.threadIds[code] = random.randint(0, 100000)
|
if channel == 0:
|
now_time = round(time.time() * 1000)
|
if self.last_time.get(channel) is not None:
|
#print("接受到L2的数据", channel, now_time - self.last_time.get(channel), "解析耗时",now_time - origin_start_time)
|
pass
|
|
self.last_time[channel] = now_time
|
|
if True:
|
# 间隔1s保存一条l2的最后一条数据
|
if code not in self.l2_save_time_dict or origin_start_time - self.l2_save_time_dict[
|
code] >= 1000 and len(datas) > 0:
|
self.l2_save_time_dict[code] = origin_start_time
|
logger_l2_latest_data.info("{}#{}#{}", code, capture_time, datas[-1])
|
|
# 10ms的网络传输延时
|
capture_timestamp = __start_time - process_time - 10
|
# print("截图时间：", process_time)
|
__start_time = l2_data_log.l2_time(code, round(time.time() * 1000) - __start_time,
|
"截图时间：{} 数据解析时间".format(process_time))
|
|
cid, pid = gpcode_manager.get_listen_code_pos(code)
|
|
__start_time = l2_data_log.l2_time(code, round(time.time() * 1000) - __start_time,
|
"l2获取代码位置耗时")
|
# 判断目标代码位置是否与上传数据位置一致
|
if cid is not None and pid is not None and client == int(cid) and channel == int(pid):
|
try:
|
# 校验客户端代码
|
l2_code_operate.verify_with_l2_data_pos_info(code, client, channel)
|
__start_time = round(time.time() * 1000)
|
if gpcode_manager.is_listen(code):
|
__start_time = l2_data_log.l2_time(code,
|
round(time.time() * 1000) - __start_time,
|
"l2外部数据预处理耗时")
|
l2_data_manager_new.L2TradeDataProcessor.process(code, datas, capture_timestamp,
|
do_id)
|
__start_time = l2_data_log.l2_time(code,
|
round(time.time() * 1000) - __start_time,
|
"l2数据有效处理外部耗时",
|
False)
|
# 保存原始数据数量
|
l2_data_util.save_l2_latest_data_number(code, len(origin_datas))
|
if round(time.time() * 1000) - __start_time > 20:
|
l2_data_log.l2_time(code, round(time.time() * 1000) - __start_time,
|
"异步保存原始数据条数耗时",
|
False)
|
|
except l2_data_manager.L2DataException as l:
|
# 单价不符
|
if l.get_code() == l2_data_manager.L2DataException.CODE_PRICE_ERROR:
|
key = "{}-{}-{}".format(client, channel, code)
|
if key not in self.l2_data_error_dict or round(
|
time.time() * 1000) - self.l2_data_error_dict[key] > 10000:
|
# self.l2CodeOperate.repaire_l2_data(code)
|
# todo 太敏感移除代码
|
logger_l2_error.warning("code-{} l2单价错误:{}", code, l.msg)
|
# 单价不一致时需要移除代码重新添加
|
l2_code_operate.L2CodeOperate().remove_l2_listen(code, "l2监听单价错误")
|
self.l2_data_error_dict[key] = round(time.time() * 1000)
|
|
except Exception as e:
|
print("异常", str(e), code)
|
logging.exception(e)
|
logger_l2_error.error("出错：{}".format(str(e)))
|
logger_l2_error.error("内容：{}".format(_str))
|
finally:
|
|
__end_time = round(time.time() * 1000)
|
# 只记录大于40ms的数据
|
if __end_time - origin_start_time > 100:
|
l2_data_log.l2_time(code, round(time.time() * 1000) - origin_start_time,
|
"l2数据处理总耗时",
|
True)
|
except Exception as e:
|
logger_l2_error.exception(e)
|
elif type == 1:
|
# 设置股票代码
|
data_list, is_add = data_process.parseGPCode(_str)
|
ZYLTGBUtil.save_list(data_list)
|
code_list = []
|
for data in data_list:
|
code_list.append(data["code"])
|
# 获取基本信息
|
code_datas = juejin.JueJinManager.get_gp_latest_info(code_list)
|
if is_add:
|
gpcode_manager.add_gp_list(code_datas)
|
else:
|
gpcode_manager.set_gp_list(code_datas)
|
|
if not is_add:
|
# 同步同花顺目标代码
|
t1 = threading.Thread(target=lambda: sync_target_codes_to_ths())
|
t1.setDaemon(True)
|
t1.start()
|
elif type == 2:
|
# 涨停代码
|
dataList, is_add = data_process.parseGPCode(_str)
|
# 设置涨停时间
|
gpcode_manager.set_limit_up_list(dataList)
|
# 保存到内存中
|
if dataList:
|
global_data_loader.add_limit_up_codes(dataList)
|
ths_industry_util.set_industry_hot_num(dataList)
|
# 保存涨停时间
|
gp_list = gpcode_manager.get_gp_list()
|
gp_code_set = set(gp_list)
|
now_str = tool.get_now_time_str()
|
if dataList:
|
for d in dataList:
|
if d["time"] == "00:00:00" or tool.get_time_as_second(now_str) < tool.get_time_as_second(
|
d["time"]):
|
continue
|
if d["code"] not in gp_code_set:
|
continue
|
|
# 获取是否有涨停时间
|
# if limit_up_time_manager.get_limit_up_time(d["code"]) is None:
|
# limit_up_time_manager.save_limit_up_time(d["code"], d["time"])
|
|
elif type == 3:
|
# 交易成功信息
|
dataList = data_process.parseList(_str)
|
try:
|
trade_manager.process_trade_success_data(dataList)
|
except Exception as e:
|
logging.exception(e)
|
trade_manager.save_trade_success_data(dataList)
|
|
elif type == 5:
|
logger_trade_delegate.debug("接收到委托信息")
|
__start_time = round(time.time() * 1000)
|
try:
|
# 交易委托信息
|
dataList = data_process.parseList(_str)
|
if self.last_trade_delegate_data != _str:
|
self.last_trade_delegate_data = _str
|
# 保存委托信息
|
logger_trade_delegate.info(dataList)
|
try:
|
# 设置申报时间
|
for item in dataList:
|
apply_time = item["apply_time"]
|
if apply_time and len(apply_time) >= 8:
|
code = item["code"]
|
trade_state = trade_manager.get_trade_state(code)
|
# 设置下单状态的代码为已委托
|
if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER:
|
origin_apply_time = apply_time
|
apply_time = apply_time[0:6]
|
apply_time = "{}:{}:{}".format(apply_time[0:2], apply_time[2:4],
|
apply_time[4:6])
|
ms = origin_apply_time[6:9]
|
if int(ms) > 500:
|
# 时间+1s
|
apply_time = tool.trade_time_add_second(apply_time, 1)
|
|
print(apply_time)
|
except Exception as e:
|
logging.exception(e)
|
|
try:
|
trade_manager.process_trade_delegate_data(dataList)
|
except Exception as e:
|
logging.exception(e)
|
trade_manager.save_trade_delegate_data(dataList)
|
# 刷新交易界面
|
trade_gui.THSGuiTrade().refresh_data()
|
finally:
|
pass
|
|
elif type == 4:
|
# 行业代码信息
|
dataList = data_process.parseList(_str)
|
ths_industry_util.save_industry_code(dataList)
|
elif type == 6:
|
# 可用金额
|
datas = data_process.parseData(_str)
|
client = datas["client"]
|
money = datas["money"]
|
# TODO存入缓存文件
|
trade_manager.set_available_money(client, money)
|
# l2交易队列
|
elif type == 10:
|
# 可用金额
|
datas = data_process.parseData(_str)
|
channel = datas["channel"]
|
code = datas["code"]
|
data = datas["data"]
|
buy_time = data["buyTime"]
|
buy_one_price = data["buyOnePrice"]
|
buy_one_volumn = data["buyOneVolumn"]
|
buy_queue = data["buyQueue"]
|
if buy_one_price is None:
|
print('买1价没有，', code)
|
limit_up_price = gpcode_manager.get_limit_up_price(code)
|
if limit_up_price is not None:
|
buy_queue_result_list = self.tradeBuyQueue.save(code, limit_up_price, buy_one_price, buy_time,
|
buy_queue)
|
if buy_queue_result_list:
|
# 有数据
|
try:
|
buy_one_price_ = decimal.Decimal(round(float(buy_one_price), 2)).quantize(
|
decimal.Decimal("0.00"))
|
buy_progress_index = self.tradeBuyQueue.compute_traded_index(code, buy_one_price_,
|
buy_queue_result_list)
|
if buy_progress_index is not None:
|
HourCancelBigNumComputer.set_trade_progress(code, buy_progress_index,
|
l2.l2_data_util.local_today_datas.get(
|
code),
|
l2.l2_data_util.local_today_num_operate_map.get(
|
code))
|
logger_l2_trade_buy_queue.info("获取成交位置成功： code-{} index-{} 数据-{}", code,
|
buy_progress_index,
|
json.dumps(buy_queue_result_list))
|
except Exception as e:
|
logging.exception(e)
|
print("买入队列", code, buy_queue_result_list)
|
logger_l2_trade_buy_queue.warning("获取成交位置失败： code-{} 原因-{} 数据-{}", code, str(e),
|
json.dumps(buy_queue_result_list))
|
|
# buy_queue是否有变化
|
if self.l2_trade_buy_queue_dict.get(code) is None or buy_queue != self.l2_trade_buy_queue_dict.get(
|
code):
|
self.l2_trade_buy_queue_dict[code] = buy_queue
|
logger_l2_trade_buy_queue.info("{}-{}", code, buy_queue)
|
# 保存最近的记录
|
if self.ths_l2_trade_queue_manager.save_recod(code, data):
|
if buy_time != "00:00:00":
|
logger_l2_trade_queue.info("{}-{}", code, data)
|
self.buy1_price_manager.save(code, buy_one_price)
|
need_sync, need_cancel, cancel_msg = self.buy1_volumn_manager.save(code, buy_time,
|
int(buy_one_volumn),
|
buy_one_price)
|
if need_cancel:
|
l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg, "trade_queue")
|
if need_sync:
|
# 同步数据
|
L2LimitUpMoneyStatisticUtil.verify_num(code, int(buy_one_volumn), buy_time)
|
# print(buy_time, buy_one_price, buy_one_volumn)
|
|
# print("L2买卖队列",datas)
|
elif type == 20:
|
# 登录
|
data = data_process.parse(_str)["data"]
|
try:
|
client_id, _authoritys = authority.login(data["account"], data["pwd"])
|
return_str = data_process.toJson(
|
{"code": 0, "data": {"client": int(client_id), "authoritys": json.loads(_authoritys)}})
|
except Exception as e:
|
return_str = data_process.toJson({"code": 1, "msg": str(e)})
|
# 现价更新
|
elif type == 40:
|
data = data_process.parse(_str)["data"]
|
if data is not None:
|
print("现价数量", len(data))
|
for item in data:
|
volumn = item["volumn"]
|
volumnUnit = item["volumnUnit"]
|
code_volumn_manager.save_today_volumn(item["code"], volumn, volumnUnit)
|
juejin.accpt_prices(data)
|
elif type == 50:
|
data = data_process.parse(_str)["data"]
|
if data is not None:
|
index = data["index"]
|
code_name = data["codeName"].replace(" ", "")
|
volumn = data["volumn"]
|
price = data["price"]
|
time_ = data["time"]
|
code = global_util.name_codes.get(code_name)
|
if code is None:
|
global_data_loader.load_name_codes()
|
code = global_util.name_codes.get(code_name)
|
if code is not None:
|
# 记录日志
|
if self.latest_buy1_volumn_dict.get(code) != "{}-{}".format(volumn, price):
|
# 记录数据
|
logger_buy_1_volumn_record.info("{}-{}", code, data)
|
self.latest_buy1_volumn_dict[code] = "{}-{}".format(volumn, price)
|
# 保存买1价格
|
self.buy1_price_manager.save(code, price)
|
# 校正时间
|
time_ = tool.compute_buy1_real_time(time_)
|
# 保存数据
|
need_sync, need_cancel, cancel_msg = self.buy1_volumn_manager.save(code, time_, volumn,
|
price)
|
if need_cancel:
|
l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg, "trade_queue")
|
if need_sync:
|
# 同步数据
|
L2LimitUpMoneyStatisticUtil.verify_num(code, volumn, time_)
|
|
elif type == 30:
|
# 心跳信息
|
data = data_process.parse(_str)["data"]
|
client_id = data["client"]
|
thsDead = data.get("thsDead")
|
logger_device.info("（{}）客户端信息：{}".format(client_id, json.dumps(data)))
|
client_manager.saveClientActive(int(client_id), host, thsDead)
|
if ths_util.is_ths_dead(client_id):
|
# TODO 重启同花顺
|
# 报警
|
l2_clients = authority.get_l2_clients()
|
if client_id in l2_clients:
|
alert_util.alarm()
|
elif type == 60:
|
# L2自启动成功
|
data = data_process.parse(_str)["data"]
|
client_id = data["client"]
|
print("L2自启动成功", client_id)
|
now_str = tool.get_now_time_str()
|
ts = tool.get_time_as_second(now_str)
|
# 9点25到9点28之间的自启动就需要批量设置代码,目前永远不执行
|
if tool.get_time_as_second("09:24:50") <= ts <= tool.get_time_as_second("09:28:00") and False:
|
# 准备批量设置代码
|
return_json = {"code": 1, "msg": "等待批量设置代码"}
|
return_str = json.dumps(return_json)
|
# 获取排名前16位的代码
|
codes = trade_data_manager.CodeActualPriceProcessor().get_top_rate_codes(16)
|
codes = sorted(codes)
|
if client_id == 2:
|
codes = codes[:8]
|
else:
|
codes = codes[8:]
|
codes_datas = []
|
for i in range(0, 8):
|
if i >= len(codes):
|
break
|
codes_datas.append((i, codes[i]))
|
# 如果设置失败需要重试2次
|
for i in range(0, 3):
|
set_success = l2_code_operate.betch_set_client_codes(client_id, codes_datas)
|
if set_success:
|
break
|
else:
|
time.sleep(3)
|
else:
|
return_json = {"code": 0, "msg": "开启在线状态"}
|
return_str = json.dumps(return_json)
|
|
sk.send(return_str.encode())
|
|
# print("----------handler end ----------")
|
|
def finish(self):
|
super().finish() # 可以不调用父类的finish(),方法，父类的finish方法什么都没做
|
# print("--------finish方法被执行---")
|
|
|
def send_msg(client_id, data):
|
_ip = client_manager.getActiveClientIP(client_id)
|
print("ip", client_id, _ip)
|
if _ip is None or len(_ip) <= 0:
|
raise Exception("客户端IP为空")
|
socketClient = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
|
socketClient.connect((_ip, 9006))
|
# 连接socket
|
try:
|
socketClient.send(json.dumps(data).encode())
|
recv = socketClient.recv(1024)
|
result = str(recv, encoding="gbk")
|
return result
|
finally:
|
socketClient.close()
|
|
|
# 客户端心跳机制
|
def test_client_server():
|
while True:
|
clients = authority.get_l2_clients()
|
for client in clients:
|
print("心跳", client)
|
try:
|
send_msg(client, {"action": "test"})
|
except:
|
pass
|
# 矫正客户端代码
|
l2_code_operate.correct_client_codes()
|
time.sleep(5)
|
|
|
# 获取采集客户端的状态
|
def get_client_env_state(client):
|
result = send_msg(client, {"action": "getEnvState"})
|
result = json.loads(result)
|
if result["code"] == 0:
|
return json.loads(result["data"])
|
else:
|
raise Exception(result["msg"])
|
|
|
# 修复采集客户端
|
def repair_client_env(client):
|
result = send_msg(client, {"action": "repairEnv"})
|
result = json.loads(result)
|
if result["code"] != 0:
|
raise Exception(result["msg"])
|
|
|
# 同步目标标的到同花顺
|
def sync_target_codes_to_ths():
|
codes = gpcode_manager.get_gp_list()
|
code_list = []
|
for code in codes:
|
code_list.append(code)
|
client = authority._get_client_ids_by_rule("client-industry")
|
result = send_msg(client[0], {"action": "syncTargetCodes", "data": code_list})
|
return result
|
|
|
# 修复同花顺主站
|
def repair_ths_main_site(client):
|
result = send_msg(client, {"action": "updateTHSSite"})
|
result = json.loads(result)
|
if result["code"] != 0:
|
raise Exception(result["msg"])
|
|
|
if __name__ == "__main__":
|
try:
|
a = round(float("0002.90"), 2)
|
print(decimal.Decimal(a).quantize(decimal.Decimal("0.00")))
|
# repair_ths_main_site(2)
|
except Exception as e:
|
print(str(e))
|
