L2市场行情数据修改/卖代码修改

Administrator

2024-04-23 641c3fd59e11388d086aaab495b5f10cfda11d18

 trade/trade_strategy.py

@@ -270,6 +270,19 @@
            codes = L1DataProcessor.get_latest_update_codes()
            result = {"code": 0, "data": list(codes)}
            self.send_response(result, client_id, request_id)
        elif ctype == "get_l2_deal_price":
            # 根据L2数据获取成交价
            code = data["code"]
            price_info = L2DataProcessor.get_deal_price(code)
            if price_info:
                fdata = {"price": price_info[0], "time": price_info[1]}
                pre_price = gpcode_manager.get_price_pre_cache(code)
                if pre_price:
                    fdata["rate"] = round((price_info[0] - pre_price) / pre_price, 4)
                result = {"code": 0, "data": fdata}
            else:
                result = {"code": 1, "msg": "尚未获取到价格"}
            self.send_response(result, client_id, request_id)
        elif ctype == "get_l2_datas":
            # 获取L2数据
            code = data["code"]
@@ -411,7 +424,32 @@
                logging.exception(e)


class L2DataProcessor:
    __latest_deal_price_info = {}

    @classmethod
    def set_deal_price(cls, code, price, time_str):
        """
        设置成交价格
        :param code: 代码
        :param price: 价格
        :param time_str: 时间
        :return:
        """
        cls.__latest_deal_price_info[code] = (price, time_str)

    @classmethod
    def get_deal_price(cls, code):
        """
        获取成交价格
        :param code:
        :return:
        """
        return cls.__latest_deal_price_info.get(code)


class MyL2DataCallback(L2DataCallBack):

    def OnL2Order(self, code, origin_datas, timestamp):
        # 保存L2数据
        datas = None
@@ -440,6 +478,10 @@

    def OnL2Transaction(self, code, datas):
        async_log_util.info(hx_logger_l2_transaction, f"{code}#{datas}")
        if datas:
            # 获取最近的成交价
            price, time_str = datas[-1][1], l2_huaxin_util.convert_time(datas[-1][3])
            L2DataProcessor.set_deal_price(code, price, time_str)


# 做一些初始化的操作
@@ -486,7 +528,7 @@

        threading.Thread(target=lambda: async_log_util.run_sync(), daemon=True).start()

        threading.Thread(target=lambda:  async_log_util.l2_data_log.run_sync(), daemon=True).start()
        threading.Thread(target=lambda: async_log_util.l2_data_log.run_sync(), daemon=True).start()

        huaxin_trade_data_update.run(queue_l1_trade_r_strategy_w, queue_strategy_w_l2_r)