# -*- coding: utf-8 -*-
|
"""
|
命令管理器
|
"""
|
import concurrent.futures
|
import logging
|
import multiprocessing
|
import threading
|
|
from log_module import async_log_util
|
from log_module.log import logger_local_huaxin_trade_debug, logger_trade, logger_local_huaxin_contact_debug, logger_info
|
|
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, 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=30)
|
|
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: TradeActionCallback,
|
queue_strategy_trade_read_for_trade: multiprocessing.Queue,
|
queue_strategy_w_trade_for_query: multiprocessing.Queue
|
):
|
cls.action_callback = trade_action_callback
|
cls.queue_strategy_w_trade_r = queue_strategy_trade_read_for_trade
|
cls.queue_strategy_w_trade_r_for_query = queue_strategy_w_trade_for_query
|
|
@classmethod
|
def process_command(cls, _type, client_id, result_json, sk=None):
|
async_log_util.info(logger_local_huaxin_contact_debug, f"process_command： {result_json}")
|
# 查看是否是设置L2的代码
|
try:
|
data = result_json["data"]
|
request_id = result_json.get('request_id')
|
|
if _type == CLIENT_TYPE_TRADE:
|
# 交易
|
ctype = data["trade_type"]
|
async_log_util.info(logger_trade, f"交易开始:{request_id}")
|
cls.action_callback.OnTrade(client_id, request_id, sk, ctype, data)
|
async_log_util.info(logger_trade, f"交易结束:{request_id}")
|
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:
|
async_log_util.error(logger_local_huaxin_contact_debug, f"process_command出错： {result_json}")
|
# logging.exception(e)
|
# logging.error(result_json)
|
|
@classmethod
|
def run_process_command(cls, queue_strategy_trade: multiprocessing.Queue):
|
if queue_strategy_trade is None:
|
return
|
# 本地命令接收
|
try:
|
while True:
|
try:
|
val = queue_strategy_trade.get()
|
if val:
|
_type = val["type"]
|
if _type != "test":
|
async_log_util.info(logger_local_huaxin_contact_debug, f"接受到信息： {val}")
|
logger_info.info(f"接受到信息： {val}")
|
cls.process_command(_type, None, val)
|
except Exception as e:
|
async_log_util.exception(logger_local_huaxin_trade_debug, e)
|
logging.exception(e)
|
except Exception as e:
|
async_log_util.exception(logger_local_huaxin_trade_debug, e)
|
|
# 维护连接数的稳定
|
def run(self):
|
# 接受命令
|
t1 = threading.Thread(target=lambda: self.run_process_command(self.queue_strategy_w_trade_r), daemon=True)
|
t1.start()
|
|
t1 = threading.Thread(target=lambda: self.run_process_command(self.queue_strategy_w_trade_r_for_query),
|
daemon=True)
|
t1.start()
|
|
|
# L2指令管理
|
class L2CommandManager:
|
action_callback = None
|
|
@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"]
|
ctype = result_json["type"]
|
if ctype == CLIENT_TYPE_CMD_L2:
|
cls.action_callback.OnSetL2Position(data)
|
|
|
if __name__ == "__main__":
|
manager = TradeCommandManager("127.0.0.1", 10008, None)
|
manager.run()
|
input()
|
