"""
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华鑫交易
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"""
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import json
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import time
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import constant
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from db.redis_manager_delegate import RedisManager, RedisUtils
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from log_module.log import logger_juejin_trade, hx_logger_trade_debug
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from trade.huaxin import huaxin_trade_api
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from utils import tool, huaxin_util
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from l2 import huaxin
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__context_dict = {}
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# 交易订单号管理
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class TradeOrderIdManager:
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__db = 2
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__redisManager = RedisManager(2)
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__instance = None
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__huaxin_order_id_cache = {}
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__huaxin_local_order_id_cache = {}
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def __new__(cls, *args, **kwargs):
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if not cls.__instance:
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cls.__instance = super(TradeOrderIdManager, cls).__new__(cls, *args, **kwargs)
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cls.__load_datas()
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return cls.__instance
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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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@classmethod
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def __load_datas(cls):
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__redis = cls.__get_redis()
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try:
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keys = RedisUtils.keys(__redis, "huaxin_order_id-*")
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for k in keys:
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code = k.split("-")[-1]
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vals = RedisUtils.smembers(__redis, k)
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tool.CodeDataCacheUtil.set_cache(cls.__huaxin_order_id_cache, code, vals)
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keys = RedisUtils.keys(__redis, "huaxin_local_order_id-*")
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for k in keys:
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code = k.split("-")[-1]
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vals = RedisUtils.smembers(__redis, k)
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tool.CodeDataCacheUtil.set_cache(cls.__huaxin_local_order_id_cache, code, vals)
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finally:
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RedisUtils.realse(__redis)
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# 添加订单ID
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def add_local_order_id(self, code, local_order_id):
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val = local_order_id
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if code not in self.__huaxin_local_order_id_cache:
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self.__huaxin_local_order_id_cache[code] = set()
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self.__huaxin_local_order_id_cache[code].add(val)
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RedisUtils.sadd_async(self.__db, f"huaxin_local_order_id-{code}", val)
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RedisUtils.expire_async(self.__db, f"huaxin_local_order_id-{code}", tool.get_expire())
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# 删除订单ID
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def remove_local_order_id(self, code, local_order_id):
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val = local_order_id
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if code in self.__huaxin_local_order_id_cache:
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self.__huaxin_local_order_id_cache[code].discard(val)
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RedisUtils.srem_async(self.__get_redis(), f"huaxin_local_order_id-{code}", val)
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# 查询所有的订单号
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def list_local_order_ids(self, code):
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return RedisUtils.smembers(self.__get_redis(), f"huaxin_local_order_id-{code}")
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def list_local_order_ids_cache(self, code):
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if code in self.__huaxin_local_order_id_cache:
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return self.__huaxin_local_order_id_cache[code]
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return set()
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# 添加订单ID
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def add_order_id(self, code, account_id, sys_order_id):
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val = json.dumps((account_id, sys_order_id))
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if code not in self.__huaxin_order_id_cache:
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self.__huaxin_order_id_cache[code] = set()
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self.__huaxin_order_id_cache[code].add(val)
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RedisUtils.sadd_async(self.__db, f"huaxin_order_id-{code}", val)
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RedisUtils.expire_async(self.__db, f"huaxin_order_id-{code}", tool.get_expire())
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# 删除订单ID
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def remove_order_id(self, code, account_id, order_id):
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val = json.dumps((account_id, order_id))
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if code in self.__huaxin_order_id_cache:
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self.__huaxin_order_id_cache[code].discard(val)
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RedisUtils.srem_async(self.__get_redis(), f"huaxin_order_id-{code}", val)
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# 查询所有的订单号
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def list_order_ids(self, code):
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return RedisUtils.smembers(self.__get_redis(), f"huaxin_order_id-{code}")
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def list_order_ids_cache(self, code):
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if code in self.__huaxin_order_id_cache:
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return self.__huaxin_order_id_cache[code]
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return set()
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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_index):
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price = round(float(price), 2)
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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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start_time = time.time()
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# 保存下单信息
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huaxin.huaxin_delegate_postion_manager.place_order(code, price, count, last_data_index)
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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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result = huaxin_trade_api.order(1, code, count, price, blocking=blocking)
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print("华鑫下单耗时", time.time() - start_time)
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hx_logger_trade_debug.info(f"{code}：下单耗时{round(time.time() - start_time, 3)}s")
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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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hx_logger_trade_debug.error(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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print("下单结果", 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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logger_juejin_trade.info(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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logger_juejin_trade.info(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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local_order_id = result["local_order_id"]
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TradeOrderIdManager().add_local_order_id(code, local_order_id)
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logger_juejin_trade.info(f"{code}：下单成功 localOrderId:{local_order_id}")
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return code, "local", local_order_id
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else:
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raise Exception("下单失败，无返回")
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def order_success(code, accountId, orderSysID):
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TradeOrderIdManager().add_order_id(code, accountId, orderSysID)
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def cancel_order_success(code, accountId, orderSysID):
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TradeOrderIdManager().remove_order_id(code, accountId, orderSysID)
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# 撤单
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def cancel_order(code):
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orders_info = TradeOrderIdManager().list_order_ids_cache(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({'orderSysID': order_info[1], 'accountId': 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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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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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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else:
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# 查询是否有本地订单号
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orders_info = TradeOrderIdManager().list_local_order_ids_cache(code)
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if orders_info:
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for order_id in orders_info:
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huaxin_trade_api.cancel_order(1, code, '', localOrderID=order_id)
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TradeOrderIdManager().remove_local_order_id(code, order_id)
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if __name__ == "__main__":
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pass
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