# -*- coding: utf-8 -*-
|
"""
|
命令管理器
|
"""
|
import concurrent.futures
|
import json
|
import logging
|
import threading
|
|
from huaxin_client import socket_util
|
from huaxin_client.client_network import SendResponseSkManager
|
from log_module.log import logger_local_huaxin_trade_debug
|
|
MSG_TYPE_HEART = "heart"
|
# 命令信息
|
MSG_TYPE_CMD = "cmd"
|
|
CLIENT_TYPE_TRADE = "trade"
|
CLIENT_TYPE_DELEGATE_LIST = "delegate_list"
|
CLIENT_TYPE_DEAL_LIST = "deal_list"
|
CLIENT_TYPE_POSITION_LIST = "position_list"
|
CLIENT_TYPE_MONEY = "money"
|
CLIENT_TYPE_DEAL = "deal"
|
|
CLIENT_TYPE_CMD_L2 = "l2_cmd"
|
|
# 心跳时间间隔
|
HEART_SPACE_TIME = 3
|
|
|
class TradeActionCallback(object):
|
# 交易
|
def OnTrade(self, client_id, request_id, sk, type_, data):
|
pass
|
|
# 委托列表
|
def OnDelegateList(self, client_id, request_id, sk, can_cancel):
|
pass
|
|
# 成交列表
|
def OnDealList(self, client_id, request_id, sk):
|
pass
|
|
# 成交列表
|
def OnPositionList(self, client_id, request_id, sk):
|
pass
|
|
# 获取资金信息
|
def OnMoney(self, client_id, request_id, sk):
|
pass
|
|
# 测试
|
def OnTest(self, client_id, request_id, data, sk):
|
pass
|
|
|
class L2ActionCallback(object):
|
# 监听L2数据
|
def OnSetL2Position(self, client_id, request_id, codes_data):
|
pass
|
|
|
# 交易指令管理
|
class TradeCommandManager:
|
trade_client_dict = {}
|
_instance = None
|
process_command_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=20)
|
|
def __new__(cls, *args, **kwargs):
|
if not cls._instance:
|
cls._instance = super().__new__(cls, *args, **kwargs)
|
return cls._instance
|
|
@classmethod
|
def init(cls, trade_action_callback, pipe_l2, pipe_strategy):
|
cls.action_callback = trade_action_callback
|
cls.pipe_strategy = pipe_strategy
|
cls.pipe_l2 = pipe_l2
|
|
@classmethod
|
def process_command(cls, _type, client_id, result_json, sk=None):
|
# 查看是否是设置L2的代码
|
if _type == CLIENT_TYPE_CMD_L2:
|
cls.pipe_l2.send(
|
json.dumps({"type": "set_l2_codes", "data": result_json["data"]}))
|
return
|
|
try:
|
data = result_json["data"]
|
print("接收内容", result_json)
|
request_id = result_json.get('request_id')
|
if not socket_util.is_client_params_sign_right(result_json):
|
print("签名错误")
|
# 签名出错
|
SendResponseSkManager.send_error_response(_type, request_id, client_id,
|
{"code": -1, "msg": "签名错误"})
|
return
|
|
if _type == CLIENT_TYPE_TRADE:
|
# 交易
|
ctype = data["trade_type"]
|
cls.action_callback.OnTrade(client_id, request_id, sk, ctype, data)
|
elif _type == CLIENT_TYPE_MONEY:
|
cls.action_callback.OnMoney(client_id, request_id, sk)
|
elif _type == CLIENT_TYPE_DEAL_LIST:
|
cls.action_callback.OnDealList(client_id, request_id, sk)
|
elif _type == CLIENT_TYPE_DELEGATE_LIST:
|
can_cancel = data["can_cancel"]
|
cls.action_callback.OnDelegateList(client_id, request_id, sk, can_cancel)
|
elif _type == CLIENT_TYPE_POSITION_LIST:
|
cls.action_callback.OnPositionList(client_id, request_id, sk)
|
elif _type == "test":
|
cls.action_callback.OnTest(client_id, request_id, data, sk)
|
except Exception as e:
|
logger_local_huaxin_trade_debug.debug(f"process_command出错：{result_json}")
|
logging.exception(e)
|
logging.error(result_json)
|
|
@classmethod
|
def run_process_command(cls, pipe_strategy):
|
if pipe_strategy is None:
|
return
|
# 本地命令接收
|
try:
|
while True:
|
try:
|
val = pipe_strategy.recv()
|
if val:
|
val = json.loads(val)
|
print("run_process_command", val)
|
_type = val["type"]
|
threading.Thread(target=lambda: cls.process_command(_type, None, val), daemon=True).start()
|
except Exception as e:
|
logger_local_huaxin_trade_debug.exception(e)
|
logging.exception(e)
|
except Exception as e:
|
logger_local_huaxin_trade_debug.exception(e)
|
|
# 维护连接数的稳定
|
def run(self, blocking=True):
|
if blocking:
|
self.run_process_command(self.pipe_strategy)
|
else:
|
# 接受命令
|
t1 = threading.Thread(target=lambda: self.run_process_command(self.pipe_strategy), daemon=True)
|
t1.start()
|
|
|
# L2指令管理
|
class L2CommandManager:
|
|
@classmethod
|
def init(cls, l2_action_callback):
|
cls.action_callback = l2_action_callback
|
|
@classmethod
|
def process_command(cls, _type, client_id, result_json):
|
data = result_json["data"]
|
request_id = result_json["request_id"]
|
ctype = data["type"]
|
if not socket_util.is_client_params_sign_right(result_json):
|
# 签名出错
|
SendResponseSkManager.send_error_response(_type, request_id, client_id,
|
{"code": -1, "msg": "签名错误"})
|
return
|
codes_data = data["data"]
|
if ctype == CLIENT_TYPE_CMD_L2:
|
cls.action_callback.OnSetL2Position(client_id, request_id, codes_data)
|
|
|
if __name__ == "__main__":
|
manager = TradeCommandManager("127.0.0.1", 10008, None)
|
manager.run()
|
input()
|
