Administrator
2024-12-06 0a82a3db5496751b3c39915b6c159e5a8ecd7a67
api/outside_api_command_callback.py
@@ -1,4 +1,6 @@
import base64
import concurrent.futures
import copy
import json
import logging
import threading
@@ -25,7 +27,7 @@
    l2_data_source_util, cancel_buy_strategy
from l2.code_price_manager import Buy1PriceManager
from l2.l2_data_manager import TradePointManager
from l2.l2_data_manager import TradePointManager, OrderBeginPosInfo
from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, BigOrderDealManager
from log_module import async_log_util, log_export
@@ -33,20 +35,26 @@
    logger_trade, logger_trade_position_api_request, logger_request_api, \
    logger_real_place_order_position, logger_device
from output import l2_output_util
from third_data import kpl_data_manager, kpl_util, history_k_data_manager
from third_data.code_plate_key_manager import CodePlateKeyBuyManager
from third_data import kpl_util, history_k_data_manager, huaxin_l1_data_manager, third_blocks_manager, kpl_data_manager
from third_data.code_plate_key_manager import KPLCodeJXBlockManager, RealTimeKplMarketData
from third_data.history_k_data_manager import HistoryKDataManager
from third_data.history_k_data_util import JueJinApi, HistoryKDatasUtils
from third_data.kpl_data_manager import KPLDataManager
from third_data.kpl_limit_up_data_manager import CodeLimitUpSequenceManager
from third_data.kpl_util import KPLDataType
from trade import trade_manager, l2_trade_util
from third_data.third_blocks_manager import CodeThirdBlocksManager, SOURCE_TYPE_KPL, BlockMapManager
from trade import trade_manager, l2_trade_util, trade_data_manager, trade_constant
import l2_data_util as l2_data_util_old
from trade.buy_money_count_setting import BuyMoneyAndCountSetting, RadicalBuyBlockCodeCountManager
from trade.buy_radical import block_special_codes_manager
from trade.huaxin import huaxin_trade_api, huaxin_trade_data_update, \
    huaxin_trade_record_manager, huaxin_trade_order_processor, huaxin_sell_util
from trade.huaxin.huaxin_trade_record_manager import PositionManager, DealRecordManager, DelegateRecordManager
from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager
from trade.sell import sell_manager
from trade.sell.sell_rule_manager import TradeRuleManager, SellRule
from trade.trade_data_manager import RadicalBuyDealCodesManager
from trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager
from settings.trade_setting import MarketSituationManager, TradeBlockBuyModeManager
from utils import socket_util, data_export_util, tool, huaxin_util, output_util, global_util
@@ -87,7 +95,7 @@
    def __cancel_not_deal_order(self, code, order_ref, timeout=3):
        time.sleep(timeout)
        # 撤买单
        huaxin_trade_api.cancel_order(1, code, "", orderRef=order_ref)
        huaxin_trade_api.cancel_order(huaxin_trade_api.TRADE_DIRECTION_BUY, code, "", orderRef=order_ref)
    # 交易
    def OnTrade(self, client_id, request_id, data):
@@ -135,7 +143,7 @@
                                raise Exception("尚未获取到现价")
                            # 获取买1金额
                            price = round(float(current_price), 2)
                            buy1_info = L1DataManager.current_buy1_dict.get(code)
                            buy1_info = huaxin_l1_data_manager.get_buy1_info(code)
                            if buy1_info and buy1_info[0] * buy1_info[1] > 50 * 10000:
                                # 如果买1在50w以上就加一档
                                price += 0.01
@@ -160,6 +168,7 @@
                accountID = data["accountID"]
                orderSysID = data["orderSysID"]
                sinfo = data["sinfo"]
                async_log_util.info(logger_trade, f"API撤单: {data}")
                if orderSysID:
                    result = huaxin_trade_api.cancel_order(direction, code, orderSysID, sinfo=sinfo,
                                                           blocking=True, request_id=request_id)
@@ -178,11 +187,13 @@
                        msg_list.append(f"撤卖单数量:{sell_count}")
                    except Exception as e:
                        logger_debug.exception(e)
                    can_cancel = l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动撤单")
                    can_cancel = l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动撤单",
                                                                                     cancel_type=trade_constant.CANCEL_TYPE_HUMAN)
                    if not can_cancel:
                        msg_list.append(f"无法撤买单")
                    else:
                        msg_list.append(f"已撤买单")
                    async_log_util.info(logger_trade, f"API撤单结果: {msg_list}")
                    self.send_response({"code": 0, "data": {"code": 0, "msg": ";".join(msg_list)}}, client_id,
                                       request_id)
        except Exception as e:
@@ -273,10 +284,14 @@
            code_list_type = data["code_list_type"]
            operate = data["operate"]
            code = data.get("code")
            if code and not tool.is_can_buy_code(code):
                raise Exception(f"不是可以交易的代码:{code}")
            fresult = {"code": 0}
            if code_list_type == outside_api_command_manager.CODE_LIST_WANT:
                if operate == outside_api_command_manager.OPERRATE_SET:
                    gpcode_manager.WantBuyCodesManager().add_code(code)
                    # 加想买单要从黑名单移除
                    l2_trade_util.remove_from_forbidden_trade_codes(code)
                    name = gpcode_manager.get_code_name(code)
                    if not name:
                        results = HistoryKDatasUtils.get_gp_codes_names([code])
@@ -295,7 +310,8 @@
                if operate == outside_api_command_manager.OPERRATE_SET:
                    # 先手动撤单
                    try:
                        l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动拉黑")
                        l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动拉黑",
                                                                            cancel_type=trade_constant.CANCEL_TYPE_HUMAN)
                    except Exception as e:
                        logger_debug.exception(e)
                    l2_trade_util.forbidden_trade(code, msg="手动加入 trade_server")
@@ -367,6 +383,25 @@
                        name = gpcode_manager.get_code_name(code)
                        datas.append(f"{name}:{code}")
                    fresult = {"code": 0, "data": datas}
            elif code_list_type == outside_api_command_manager.CODE_LIST_GREEN:
                if operate == outside_api_command_manager.OPERRATE_SET:
                    gpcode_manager.GreenListCodeManager().add_code(code)
                    gpcode_manager.WantBuyCodesManager().add_code(code)
                    name = gpcode_manager.get_code_name(code)
                    if not name:
                        results = HistoryKDatasUtils.get_gp_codes_names([code])
                        if results:
                            gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
                elif operate == outside_api_command_manager.OPERRATE_DELETE:
                    gpcode_manager.GreenListCodeManager().remove_code(code)
                    gpcode_manager.WantBuyCodesManager().remove_code(code)
                elif operate == outside_api_command_manager.OPERRATE_GET:
                    codes = gpcode_manager.GreenListCodeManager().list_codes_cache()
                    datas = []
                    for code in codes:
                        name = gpcode_manager.get_code_name(code)
                        datas.append(f"{name}:{code}")
                    fresult = {"code": 0, "data": datas}
            self.send_response(fresult, client_id, request_id)
        except Exception as e:
@@ -413,7 +448,8 @@
            white = gpcode_manager.WhiteListCodeManager().is_in_cache(code)
            black = l2_trade_util.is_in_forbidden_trade_codes(code)
            pause_buy = gpcode_manager.PauseBuyCodesManager().is_in_cache(code)
            must_buy = gpcode_manager.MustBuyCodesManager().is_in_cache(code)
            green = gpcode_manager.GreenListCodeManager().is_in_cache(code)
            desc_list = []
            if want:
                desc_list.append("【想买单】")
@@ -423,6 +459,11 @@
                desc_list.append("【黑名单】")
            if pause_buy:
                desc_list.append("【暂不买】")
            if must_buy:
                desc_list.append("【红名单】")
            if green:
                desc_list.append("【绿名单】")
            result = {"code": 0, "data": {"code_info": (code, code_name), "desc": "".join(desc_list)}}
            self.send_response(result, client_id, request_id)
        except Exception as e:
@@ -535,6 +576,11 @@
                l1_subscript_codes_manager.save_codes(codes_sh, codes_sz)
            result = {"code": 0, "data": {"codes_sh": len(codes_sh), "codes_sz": len(codes_sz)}}
            self.send_response(result, client_id, request_id)
            # 拉取三方板块
            codes = []
            codes.extend(codes_sh)
            codes.extend(codes_sz)
            threading.Thread(target=third_blocks_manager.load_if_less, args=(codes,), daemon=True).start()
        except Exception as e:
            logger_debug.error(e)
@@ -817,7 +863,7 @@
                except Exception as e:
                    self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
            elif ctype == "get_delegated_buy_code_infos":
                account_available_money = trade_manager.AccountAvailableMoneyManager().get_available_money_cache()
                account_available_money = trade_data_manager.AccountMoneyManager().get_available_money_cache()
                # 获取委托中的代码
                # current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates()
                current_delegates, update_time = huaxin_trade_record_manager.DelegateRecordManager.list_by_day(
@@ -835,14 +881,18 @@
                            # 获取下单位置信息
                            order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code)
                            if order_begin_pos is None or order_begin_pos.buy_single_index is None:
                                continue
                                order_begin_pos = OrderBeginPosInfo(buy_single_index=0, buy_exec_index=0)
                            l2_data_util.load_l2_data(code)
                            total_datas = l2_data_util.local_today_datas.get(code)
                            if not total_datas:
                                continue
                            trade_index, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code)
                            if trade_index is None:
                                trade_index = 0
                            # 下单位置
                            place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
                            if place_order_index is None:
                                place_order_index = 0
                            # 计算信号位置到真实下单位置的总买(不管是否已撤)
                            total_nums = 0
                            for i in range(order_begin_pos.buy_single_index, place_order_index):
@@ -886,7 +936,7 @@
                            limit_up_price = gpcode_manager.get_limit_up_price(code)
                            buy1_money = Buy1PriceManager().get_latest_buy1_money(code)
                            if buy1_money is None:
                                buy1_money = 0
                                buy1_money = 1
                            # 获取已经成交的大单数量
                            total_big_num = 0
                            total_big_count = 0
@@ -969,7 +1019,7 @@
                                    real_place_order_after_num += val["num"]
                            # 获取当日的量比
                            volume_rate = code_volumn_manager.get_volume_rate(code)
                            volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)
                            # 是否需要注意
                            need_pay_attention = (total_left_count <= 10 or total_left_num * float(
@@ -1027,7 +1077,7 @@
                                     "pay_attention": need_pay_attention,
                                     "trade_progress_percent": round(
                                         total_left_num * float(limit_up_price) * 100 * 100 / buy1_money, 2),  # 成交进度比例
                                     "limit_up_price": float(gpcode_manager.get_limit_up_price(code)),
                                     "limit_up_price": gpcode_manager.get_limit_up_price_as_num(code),
                                     "is_near_big_order": is_near_big_order,
                                     "block": '',
                                     "trade_queue": []
@@ -1035,17 +1085,18 @@
                            limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code)
                            # 获取当前板块
                            try:
                                can_buy_result = CodePlateKeyBuyManager.can_buy(code)
                                if can_buy_result:
                                    if can_buy_result[0]:
                                        fdata['block'] = ",".join(
                                            [f"{x[0]}-{x[1] + 1}({x[2]}&{x[3] - x[2]})" for x in can_buy_result[0]])
                                    else:
                                        if can_buy_result[1]:
                                            if limit_up_data:
                                                fdata['block'] = f"{limit_up_data[5]}-独苗"
                                            else:
                                                fdata['block'] = f"独苗"
                                limit_up_sequences = CodeLimitUpSequenceManager.get_current_limit_up_sequence(code)
                                if limit_up_sequences:
                                    buy_blocks = RadicalBuyDealCodesManager().get_code_blocks(code)
                                    blocks_info = []
                                    for limit_up_sequence in limit_up_sequences:
                                        # 获取代码下单的板块
                                        if buy_blocks and limit_up_sequence[0] not in buy_blocks:
                                            continue
                                        blocks_info.append(
                                            f"{limit_up_sequence[0]}-{limit_up_sequence[1]}({limit_up_sequence[2]}&{limit_up_sequence[2] - limit_up_sequence[3]})")
                                    if buy_blocks:
                                        fdata['block'] = "/".join(blocks_info)
                            except:
                                pass
                            # 获取涨停时间
@@ -1064,6 +1115,14 @@
                                zyltgb = global_util.zyltgb_map.get(code)
                                if zyltgb is not None:
                                    fdata['zyltgb'] = output_util.money_desc(zyltgb)
                            except:
                                pass
                            try:
                                if order_begin_pos:
                                    fdata['mode'] = order_begin_pos.mode
                                else:
                                    fdata['mode'] = -1
                            except:
                                pass
@@ -1135,8 +1194,8 @@
            elif ctype == "set_per_code_buy_money":
                # 设置单只票的买入金额
                money = data["money"]
                if money > 30000:
                    raise Exception("最多只能设置3w")
                if money > 50000:
                    raise Exception("最多只能设置5w")
                constant.BUY_MONEY_PER_CODE = money
                self.send_response({"code": 0, "data": {"money": constant.BUY_MONEY_PER_CODE}}, client_id, request_id)
            elif ctype == "get_per_code_buy_money":
@@ -1146,6 +1205,8 @@
                kpl_data_manager.PullTask.repaire_pull_task()
                # 修复数据服务
                server_util.repaire_data_server()
                # 任务修复
                huaxin_trade_data_update.repaire_task()
                self.send_response({"code": 0, "data": {}}, client_id, request_id)
            elif ctype == "get_trade_queue":
                code = data["code"]
@@ -1159,7 +1220,7 @@
                # 获取大单成交列表
                code = data["code"]
                data_list = BigOrderDealManager().get_total_buy_money_list(code)
                bigger_money = l2_data_util_old.get_big_money_val(float(gpcode_manager.get_limit_up_price(code)),
                bigger_money = l2_data_util_old.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code),
                                                                  tool.is_ge_code(code))
                fdatas = []
                for d in data_list:
@@ -1184,7 +1245,8 @@
            elif ctype == "get_buy_block_mode":
                # 获取买入板块的模式
                can_buy_unique_block = TradeBlockBuyModeManager().can_buy_unique_block()
                self.send_response({"code": 0, "data": {"unique_block": 1 if can_buy_unique_block else 0 }, "msg": f""}, client_id,
                self.send_response({"code": 0, "data": {"unique_block": 1 if can_buy_unique_block else 0}, "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "set_buy_unique_block_mode":
@@ -1197,11 +1259,136 @@
                self.send_response({"code": 0, "data": {}, "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "get_code_third_blocks":
                # 获取第三方板块数据
                code = data["code"]
                source_dict = copy.deepcopy(CodeThirdBlocksManager().get_source_blocks(code))
                if not source_dict:
                    source_dict = {}
                source_origin_dict = copy.deepcopy(CodeThirdBlocksManager().get_source_blocks_origin(code))
                if not source_origin_dict:
                    source_origin_dict = {}
                kpl_blocks = set()
                if kpl_blocks is None:
                    kpl_blocks = set()
                filter_blocks, match_blocks = RadicalBuyBlockManager.get_code_blocks(code)
                source_origin_dict[SOURCE_TYPE_KPL] = kpl_blocks
                source_dict[SOURCE_TYPE_KPL] = BlockMapManager().filter_blocks(kpl_blocks)
                data = {
                    "blocks": {},
                    "origin_blocks": {},
                    "match_blocks": [list(filter_blocks), list(match_blocks)],
                    # 板块净流入情况
                    "block_in_moneys": [RealTimeKplMarketData.get_block_info_at_block_in(b) for b in filter_blocks]
                }
                for s in source_origin_dict:
                    data["origin_blocks"][s] = list(source_origin_dict[s])
                for s in source_dict:
                    data["blocks"][s] = list(source_dict[s])
                self.send_response({"code": 0, "data": data, "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "set_buy_money_count_setting":
                # 设置买入金额和数量
                normal = data["normal"]
                radical = data["radical"]
                default_buy_money = data["default_buy_money"]
                if int(default_buy_money) not in constant.AVAILABLE_BUY_MONEYS:
                    raise Exception("默认金额不在预设金额内")
                constant.BUY_MONEY_PER_CODE = default_buy_money
                BuyMoneyAndCountSetting().set_normal_buy_data(normal[0], json.loads(normal[1]))
                BuyMoneyAndCountSetting().set_radical_buy_data(radical[0], json.loads(radical[1]))
                data = {
                    "normal": BuyMoneyAndCountSetting().get_normal_buy_setting(),
                    "radical": BuyMoneyAndCountSetting().get_radical_buy_setting()
                }
                self.send_response({"code": 0, "data": data, "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "get_buy_money_count_setting":
                # 设置买入金额和数量
                data = {
                    "normal": BuyMoneyAndCountSetting().get_normal_buy_setting(),
                    "radical": BuyMoneyAndCountSetting().get_radical_buy_setting(),
                    "moneys": constant.AVAILABLE_BUY_MONEYS,
                    "default_buy_money": constant.BUY_MONEY_PER_CODE
                }
                self.send_response({"code": 0, "data": data, "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "set_radical_buy_block_count_setting":
                # 设置买入金额和数量
                data_str = data["data"]
                data_str = base64.b64decode(data_str).decode('utf-8')
                setting = json.loads(data_str)
                RadicalBuyBlockCodeCountManager().set_block_code_count(setting)
                self.send_response({"code": 0, "data": setting, "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "get_radical_buy_block_count_setting":
                # 设置买入金额和数量
                data = RadicalBuyBlockCodeCountManager().get_block_code_count_settings()
                self.send_response({"code": 0, "data": data, "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "get_place_order_settings":
                # 获取买入下单设置
                data = {
                    "radical_buy": {"price": (constant.MIN_CODE_RADICAL_BUY_PRICE, constant.MAX_CODE_RADICAL_BUY_PRICE),
                                    "zyltgb": constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES,
                                    "top_block_count_by_market_strong":constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG,
                                    "special_codes_max_block_in_rank": constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL
                                    }}
                self.send_response({"code": 0, "data": data, "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "set_place_order_settings":
                radical_buy = data.get("radical_buy")
                if radical_buy:
                    radical_buy = json.loads(radical_buy)
                    constant.MIN_CODE_RADICAL_BUY_PRICE = radical_buy["price"][0]
                    constant.MAX_CODE_RADICAL_BUY_PRICE = radical_buy["price"][1]
                    constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES = radical_buy["zyltgb"]
                    if radical_buy.get("top_block_count_by_market_strong"):
                        constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG = radical_buy.get("top_block_count_by_market_strong")
                    if radical_buy.get("special_codes_max_block_in_rank"):
                        constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL = radical_buy.get(
                            "special_codes_max_block_in_rank")
                self.send_response({"code": 0, "data": {}, "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "get_buy_open_limit_up_codes":
                # 获取隔夜单排1的代码
                codes = gpcode_manager.BuyOpenLimitUpCodeManager().get_codes()
                if not codes:
                    codes = set()
                self.send_response({"code": 0, "data": list(codes), "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "set_buy_open_limit_up_codes":
                # 设置隔夜单排1的代码
                codes = data.get("codes")
                codes = json.loads(codes)
                gpcode_manager.BuyOpenLimitUpCodeManager().set_codes(set(codes))
                self.send_response({"code": 0, "data": list(codes), "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "async_radical_buy_special_codes":
                # 同步扫入买的辨识度代码
                count = block_special_codes_manager.update_block_special_codes()
                self.send_response({"code": 0, "msg": f"更新成功数量:{count}"},
                                   client_id,
                                   request_id)
        except Exception as e:
            logging.exception(e)
            logger_debug.exception(e)
            self.send_response({"code": 1, "msg": f"数据处理出错:{e}"}, client_id, request_id)
        finally:
            use_time = time.time() - __start_time