交易设置独立进程/删除trade_client_server/记录L2逐笔委托日志

Administrator

2023-09-15 1ff185866bcf0796d2367699bc000abb326360d5

 huaxin_client/l2_data_manager.py

@@ -15,7 +15,7 @@
from huaxin_client.l2_data_transform_protocol import L2DataCallBack
from log_module import log_export, async_log_util
from log_module.log import logger_local_huaxin_l2_error, logger_local_huaxin_l2_upload, logger_local_huaxin_l2_buy_no, \
    logger_local_huaxin_g_cancel, hx_logger_contact_debug, logger_system
    logger_local_huaxin_g_cancel, hx_logger_contact_debug, logger_system, logger_local_huaxin_l2_orderdetail
from utils import tool

order_detail_upload_active_time_dict = {}
@@ -59,12 +59,10 @@
# 添加委托详情
def add_l2_order_detail(data, istransaction=False):
    code = data["SecurityID"]
    # 异步日志记录
    async_log_util.huaxin_l2_log.info(logger_local_huaxin_l2_orderdetail, data)
    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'],
@@ -78,7 +76,7 @@
            buy_order_nos_dict[data['SecurityID']] = set()
        buy_order_nos_dict[data['SecurityID']].add(data['OrderNO'])
        # 买入订单号需要记录日志
        log_buy_no_queue.put_nowait((data['SecurityID'], data['OrderNO']))
        async_log_util.huaxin_l2_log.info(logger_local_huaxin_l2_buy_no, f"{data['SecurityID']}#{data['OrderNO']}")

    tmep_order_detail_queue_dict[code].put(
        (data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'], data['OrderTime'],
@@ -279,13 +277,7 @@
def __run_log():
    print("__run_log")
    logger_system.info(f"l2_client __run_log 线程ID:{tool.get_thread_id()}")
    while True:
        try:
            temp = log_buy_no_queue.get()
            if temp:
                logger_local_huaxin_l2_buy_no.info(f"{temp[0]}#{temp[1]}")
        except:
            pass
    async_log_util.huaxin_l2_log.run_sync()


__upload_order_threads = {}