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/trade_client.py

@@ -3,10 +3,9 @@
import json
import logging
import os
import threading
import time

from huaxin_client import command_manager, trade_client_server
from huaxin_client import command_manager
from huaxin_client import constant
from huaxin_client import socket_util
import traderapi
@@ -161,7 +160,7 @@
        return

    # 撤买
    def cancel_buy(self, code, sinfo, order_sys_id=None, order_ref=None):
    def cancel_buy(self, code, sinfo, order_sys_id=None, order_ref=None, order_action_ref=None):
        if sinfo in self.__cancel_buy_sinfo_set:
            raise Exception(f'撤单请求已经提交：{sinfo}')
        async_log_util.info(logger_local_huaxin_trade_debug,
@@ -189,6 +188,8 @@
            req_field.OrderRef = order_ref
            req_field.SessionID = self.__session_id
            req_field.FrontID = self.__front_id
        if order_action_ref:
            req_field.OrderActionRef = order_action_ref

        # OrderActionRef报单操作引用，用法同报单引用，可根据需要选填

@@ -539,7 +540,8 @@
                         nRequestID: "int") -> "void":
        try:
            if pRspInfoField.ErrorID == 0:
                async_log_util.info(logger_local_huaxin_trade_debug, '[%d] OnRspOrderInsert: OK! [%d]' % (round(time.time() * 1000), nRequestID))
                async_log_util.info(logger_local_huaxin_trade_debug,
                                    '[%d] OnRspOrderInsert: OK! [%d]' % (round(time.time() * 1000), nRequestID))
            else:
                async_log_util.error(logger_local_huaxin_trade_debug,
                                     f"OnRspOrderInsert 报单出错：{pRspInfoField.ErrorID}-{pRspInfoField.ErrorMsg}")
@@ -866,6 +868,7 @@
            code = data["code"]
            orderSysID = data.get("orderSysID")
            orderRef = data.get("orderRef")
            orderActionRef = data.get("orderActionRef")
            sinfo = data["sinfo"]
            if direction == 1:
                # 撤买
@@ -875,7 +878,7 @@
                    req_rid_dict[sinfo] = (client_id, request_id, sk)
                    self.trade_thread_pool.submit(
                        lambda: self.__tradeSimpleApi.cancel_buy(code, sinfo, order_sys_id=orderSysID,
                                                                 order_ref=orderRef))
                                                                 order_ref=orderRef, order_action_ref=orderActionRef))
                    async_log_util.info(logger_local_huaxin_trade_debug,
                                        f"撤单结束：code-{code} order_sys_id-{orderSysID} sinfo-{sinfo}")
                except Exception as e:
@@ -1030,21 +1033,27 @@
            # send_response(
            #     json.dumps({"type": "response", "data": {"code": 0, "data": data}, "client_id": client_id,
            #                 "request_id": request_id}), type, client_id, request_id, temp_params[2])

            trade_response.OnTradeResponse(
                {"type": "response", "data": {"code": 0, "data": data}, "client_id": client_id,
                 "request_id": request_id})
            if trade_response:
                trade_response.OnTradeResponse(
                    {"type": "response", "data": {"code": 0, "data": data}, "client_id": client_id,
                     "request_id": request_id})
            else:
                send_response(
                    json.dumps({"type": "response", "data": {"code": 0, "data": data}, "client_id": client_id,
                                "request_id": request_id}), type, client_id, request_id, temp_params[2])

            async_log_util.info(logger_local_huaxin_trade_debug, "API回调结束 req_id-{} request_id-{}", req_id, request_id)
        else:
            async_log_util.info(logger_local_huaxin_trade_debug, "非API回调 req_id-{}", req_id)
            trade_response.OnTradeCallback({"type": "trade_callback", "data": {"code": 0, "data": data, "type": type}})
            if trade_response:
                trade_response.OnTradeCallback({"type": "trade_callback", "data": {"code": 0, "data": data, "type": type}})
            # # 非API回调
            # send_response(
            #     json.dumps({"type": "trade_callback", "data": {"code": 0, "data": data, "type": type}}),
            #     type,
            #     None,
            #     req_id)
            else:
                send_response(
                    json.dumps({"type": "trade_callback", "data": {"code": 0, "data": data, "type": type}}),
                    type,
                    None,
                    req_id)
    except Exception as e:
        logging.exception(e)

@@ -1076,7 +1085,7 @@
        time.sleep(2)


def run(trade_response_: TradeResponse, pipe_l2=None, pipe_strategy=None):
def run(trade_response_: TradeResponse=None, pipe_l2=None, pipe_strategy=None):
    try:
        logger_system.info("交易进程ID：{}", os.getpid())
        logger_system.info(f"trade 线程ID:{tool.get_thread_id()}")
@@ -1089,9 +1098,6 @@

        global trade_response
        trade_response = trade_response_

        t1 = threading.Thread(target=lambda: trade_client_server.run(), daemon=True)
        t1.start()

        global tradeCommandManager
        tradeCommandManager = command_manager.TradeCommandManager()