"""
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华鑫交易
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"""
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import hashlib
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import json
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import random
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# 交易API
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import socket
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import time
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# 交易订单号管理
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import constant
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from utils import tool
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from db.redis_manager import RedisManager, RedisUtils
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from log_module.log import logger_huaxin_trade
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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"huaxin_order_id-{code}", json.dumps((account_id, order_id)))
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RedisUtils.expire(cls.__get_redis(), f"huaxin_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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RedisUtils.srem(cls.__get_redis(), f"huaxin_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"huaxin_order_id-{code}")
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class TradeApi:
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@classmethod
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def __send_msg(cls, data):
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if "req_id" not in data:
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data["req_id"] = f"{round(time.time() * 1000)}_{random.randint(0, 10000)}"
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# 签名
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list_str = []
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for k in data:
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list_str.append(f"{k}={data[k]}")
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list_str.sort()
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__str = "&".join(list_str) + "JiaBei@!*."
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md5 = hashlib.md5(__str.encode(encoding='utf-8')).hexdigest()
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data["sign"] = md5
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# 生成socket，连接server
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ip_port = ("127.0.0.1", 9002) # server地址和端口号（最好是10000以后）
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client = socket.socket() # 生成socket，连接server
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client.connect(ip_port)
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client.send(json.dumps(data).encode("utf-8"))
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rec = client.recv(1024000)
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result = rec.decode("gbk")
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client.close()
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return result
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@classmethod
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def buy(cls, code, count, price):
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data = {"type": 0,
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"data": json.dumps({"code": code, "count": count, "price": price})}
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result = cls.__send_msg(data)
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result = json.loads(result)
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print("华鑫下单结果", result)
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if result["code"] != 0:
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raise Exception(result.get("msg"))
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code_data = result["data"]
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securityId = code_data["securityId"]
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orderStatus = int(code_data["orderStatus"])
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accountId = code_data["accountId"]
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orderSysID = code_data["orderStatus"]
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if orderStatus == 7:
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raise Exception("交易所已拒绝")
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return securityId, accountId, orderSysID
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@classmethod
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def cancel_buy(cls, code, order_sys_id):
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data = {"type": 1,
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"data": json.dumps({"code": code, "order_sys_id": order_sys_id})}
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result = cls.__send_msg(data)
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result = json.loads(result)
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print("华鑫撤单结果", result)
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if result["code"] != 0:
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raise Exception(result.get("msg"))
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result = result["data"]
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if not result["cancel"]:
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raise Exception(result.get("errorMsg"))
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# 内容格式
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# {"securityID": pOrderField.SecurityID, "orderLocalID": pOrderField.OrderLocalID,
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# "direction": pOrderField.Direction, "orderSysID": pOrderField.OrderSysID,
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# "insertTime": pOrderField.InsertTime, "insertDate": pOrderField.InsertDate,
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# "acceptTime": pOrderField.AcceptTime, "cancelTime": pOrderField.CancelTime,
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# "turnover": pOrderField.Turnover,
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# "volume": pOrderField.VolumeTotalOriginal,
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# "volumeTraded": pOrderField.VolumeTraded, "orderStatus": pOrderField.OrderStatus,
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# "orderSubmitStatus": pOrderField.OrderSubmitStatus, "statusMsg": pOrderField.StatusMsg})
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@classmethod
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def list_delegate(cls):
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data = {"type": 2}
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result_str = cls.__send_msg(data)
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result_json = json.loads(result_str)
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if result_json["code"] != 0:
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raise Exception(result_json.get("msg"))
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return result_json["data"]
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# 内容格式
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# {"tradeID": pTradeField.TradeID, "securityID": pTradeField.SecurityID,
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# "orderLocalID": pTradeField.OrderLocalID,
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# "direction": pTradeField.Direction, "orderSysID": pTradeField.OrderSysID, "price": pTradeField.Price,
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# "tradeTime": pTradeField.TradeTime,
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# "volume": pTradeField.Volume, "tradeDate": pTradeField.TradeDate, "tradingDay": pTradeField.TradingDay,
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# "PbuID": pTradeField.PbuID, "accountID": pTradeField.AccountID}
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@classmethod
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def list_traded(cls):
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data = {"type": 3}
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result = cls.__send_msg(data)
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result_json = json.loads(result)
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if result_json["code"] != 0:
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raise Exception(result_json.get("msg"))
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return result_json["data"]
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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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start_time = time.time()
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try:
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securityId, accountId, orderSysID = TradeApi.buy(code, count, price)
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print("华鑫下单耗时", time.time() - start_time)
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logger_huaxin_trade.info(f"{code}：下单耗时{round(time.time() - start_time, 3)}s")
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TradeOrderIdManager.add_order_id(code, accountId, orderSysID)
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logger_huaxin_trade.info(f"{code}：下单成功 security_id:{securityId} ord_sys_id:{orderSysID}, accountId:{accountId}")
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return securityId, accountId, orderSysID
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except Exception as e:
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logger_huaxin_trade.info(f"{code}：下单失败：{str(e)}")
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raise e
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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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if orders_info:
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logger_huaxin_trade.info(f"{code}：开始执行撤单")
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for order in orders_info:
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order_info = json.loads(order)
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# for i in range(3):
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try:
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TradeApi.cancel_buy(code, order_info[1])
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except Exception as e:
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# 状态异常表示已经撤单过了，不算无效撤单
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if str(e).find("状态异常") < 0:
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raise e
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logger_huaxin_trade.info(f"{code}：撤单成功：{order_info}")
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TradeOrderIdManager.remove_order_id(code, order_info[0], order_info[1])
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