import json
|
import logging
|
import queue
|
import random
|
import threading
|
import time
|
import socket_util
|
|
from client_network import SendResponseSkManager
|
from mylog import logger_l2_error, logger_l2_upload
|
|
# 活动时间
|
order_detail_upload_active_time_dict = {}
|
transaction_upload_active_time_dict = {}
|
# 临时数据
|
tmep_order_detail_queue_dict = {}
|
tmep_transaction_queue_dict = {}
|
target_codes = set()
|
common_queue = queue.Queue()
|
|
|
# 添加委托详情
|
def add_l2_order_detail(data, istransaction=False):
|
code = data["SecurityID"]
|
if code not in tmep_order_detail_queue_dict:
|
tmep_order_detail_queue_dict[code] = queue.Queue()
|
if istransaction:
|
pass
|
else:
|
pass
|
# 原来的格式
|
# {"SecurityID": pOrderDetail['SecurityID'], "Price": pOrderDetail['Price'],
|
# "Volume": pOrderDetail['Volume'],
|
# "Side": pOrderDetail['Side'].decode(), "OrderType": pOrderDetail['OrderType'].decode(),
|
# "OrderTime": pOrderDetail['OrderTime'], "MainSeq": pOrderDetail['MainSeq'],
|
# "SubSeq": pOrderDetail['SubSeq'], "OrderNO": pOrderDetail['OrderNO'],
|
# "OrderStatus": pOrderDetail['OrderStatus'].decode()}
|
|
tmep_order_detail_queue_dict[code].put(
|
(data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'], data['OrderTime'],
|
data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus']))
|
|
|
# 添加逐笔成交
|
def add_transaction_detail(data):
|
code = data["SecurityID"]
|
if code not in tmep_transaction_queue_dict:
|
tmep_transaction_queue_dict[code] = queue.Queue()
|
|
# 原来的格式
|
# item = {"SecurityID": pTransaction['SecurityID'], "TradePrice": pTransaction['TradePrice'],
|
# "TradeVolume": pTransaction['TradeVolume'],
|
# "OrderTime": pTransaction['TradeTime'], "MainSeq": pTransaction['MainSeq'],
|
# "SubSeq": pTransaction['SubSeq'], "BuyNo": pTransaction['BuyNo'], "SellNo": pTransaction['SellNo'],
|
# "ExecType": pTransaction['ExecType'].decode()}
|
|
tmep_transaction_queue_dict[code].put((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
|
data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
|
data['SellNo'], data['ExecType']))
|
|
|
def add_market_data(data):
|
code = data['securityID']
|
# 加入上传队列
|
common_queue.put((code, "l2_market_data", data))
|
|
|
def add_subscript_codes(codes):
|
print("add_subscript_codes", codes)
|
# 加入上传队列
|
common_queue.put(('', "l2_subscript_codes", list(codes)))
|
|
|
def __send_response(sk, msg):
|
msg = socket_util.load_header(msg)
|
sk.sendall(msg)
|
result, header_str = socket_util.recv_data(sk)
|
if result:
|
result_json = json.loads(result)
|
if result_json.get("code") == 0:
|
return True
|
return False
|
|
|
# 发送消息
|
def send_response(type, msg):
|
try:
|
sk = SendResponseSkManager.get_send_response_sk(type)
|
if __send_response(sk, msg):
|
return True
|
else:
|
# 再次发送
|
print("再次发送")
|
return __send_response(sk, msg)
|
except ConnectionResetError as e:
|
SendResponseSkManager.del_send_response_sk(type)
|
sk = SendResponseSkManager.get_send_response_sk(type)
|
return __send_response(sk, msg)
|
except BrokenPipeError as e:
|
SendResponseSkManager.del_send_response_sk(type)
|
sk = SendResponseSkManager.get_send_response_sk(type)
|
return __send_response(sk, msg)
|
|
|
# 上传数据
|
def upload_data(code, _type, datas):
|
uid = random.randint(0, 100000)
|
key = f"{_type}_{code}"
|
fdata = json.dumps(
|
{"type": _type, "data": {"code": code, "data": datas}})
|
# print("数据长度：", len(datas), len(fdata), f"{fdata[:20]}...{fdata[-20:]}", )
|
# print("请求开始", uid, len(datas), len(fdata), f"{fdata[:20]}...{fdata[-20:]}")
|
result = None
|
start_time = time.time()
|
logger_l2_upload.info(f"{code} 上传数据开始-{_type}")
|
try:
|
result = send_response(key, fdata.encode('utf-8'))
|
except Exception as e:
|
logging.exception(e)
|
finally:
|
# print("请求结束", uid, result)
|
logger_l2_upload.info(f"{code} 上传数据耗时-{_type}： {round((time.time() - start_time) * 1000, 1)} 数据量:{len(datas)}")
|
# print("上传结果", result)
|
|
|
# 循环读取上传数据
|
def __run_upload_order(code):
|
if code not in tmep_order_detail_queue_dict:
|
tmep_order_detail_queue_dict[code] = queue.Queue()
|
while True:
|
# print("order task")
|
try:
|
if code not in target_codes:
|
break
|
order_detail_upload_active_time_dict[code] = time.time()
|
udatas = []
|
while not tmep_order_detail_queue_dict[code].empty():
|
temp = tmep_order_detail_queue_dict[code].get()
|
udatas.append(temp)
|
if udatas:
|
upload_data(code, "l2_order", udatas)
|
|
time.sleep(0.01)
|
|
except Exception as e:
|
logger_l2_error.error(f"上传订单数据出错：{str(e)}")
|
pass
|
|
|
def __run_upload_trans(code):
|
if code not in tmep_transaction_queue_dict:
|
tmep_transaction_queue_dict[code] = queue.Queue()
|
while True:
|
# print("trans task")
|
try:
|
if code not in target_codes:
|
break
|
transaction_upload_active_time_dict[code] = time.time()
|
udatas = []
|
while not tmep_transaction_queue_dict[code].empty():
|
temp = tmep_transaction_queue_dict[code].get()
|
udatas.append(temp)
|
if udatas:
|
upload_data(code, "l2_trans", udatas)
|
time.sleep(0.01)
|
except Exception as e:
|
logger_l2_error.error(f"上传成交数据出错：{str(e)}")
|
|
|
def __run_upload_common():
|
print("__run_upload_common")
|
while True:
|
try:
|
while not common_queue.empty():
|
temp = common_queue.get()
|
upload_data(temp[0], temp[1], temp[2])
|
time.sleep(0.01)
|
except Exception as e:
|
logger_l2_error.exception(e)
|
logger_l2_error.error(f"上传普通数据出错：{str(e)}")
|
|
|
# 运行上传任务
|
def run_upload_task(code):
|
# 如果代码没有在目标代码中就不需要运行
|
if code not in target_codes:
|
return
|
# 如果最近的活动时间小于2s就不需要运行
|
if code not in order_detail_upload_active_time_dict or time.time() - order_detail_upload_active_time_dict[code] > 2:
|
t = threading.Thread(target=lambda: __run_upload_order(code), daemon=True)
|
t.start()
|
|
if code not in transaction_upload_active_time_dict or time.time() - transaction_upload_active_time_dict[code] > 2:
|
t = threading.Thread(target=lambda: __run_upload_trans(code), daemon=True)
|
t.start()
|
|
|
def run_upload_common():
|
t = threading.Thread(target=lambda: __run_upload_common(), daemon=True)
|
t.start()
|
|
|
if __name__ == "__main__":
|
code = "603809"
|
target_codes.add(code)
|
run_upload_task(code)
|
while True:
|
for i in range(0, 5):
|
add_l2_order_detail({"SecurityID": code, "Price": 11.28, "Volume": 500, "Side": "2", "OrderType": "\u0000",
|
"OrderTime": 14591555, "MainSeq": 1, "SubSeq": 11050942, "OrderNO": 10692868,
|
"OrderStatus": "A"}, False)
|
time.sleep(0.001)
|
