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| | | from huaxin_client import l1_subscript_codes_manager, l2_data_transform_protocol |
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| | | from huaxin_client.client_network import SendResponseSkManager |
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| | | from huaxin_client.trade_transform_protocol import TradeResponse |
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| | | from l2 import l2_data_manager_new, l2_log, code_price_manager, l2_data_util, l2_data_manager, transaction_progress |
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| | | from l2 import l2_data_manager_new, l2_log, code_price_manager, l2_data_util, l2_data_manager, transaction_progress, \ |
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| | | l2_data_log |
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| | | from l2.cancel_buy_strategy import HourCancelBigNumComputer, LCancelBigNumComputer, DCancelBigNumComputer, \ |
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| | | GCancelBigNumComputer, SecondCancelBigNumComputer |
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| | | from l2.huaxin import huaxin_target_codes_manager |
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| | | from log_module import async_log_util, log_export |
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| | | from log_module.log import hx_logger_l2_upload, hx_logger_contact_debug, hx_logger_trade_callback, \ |
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| | | hx_logger_l2_orderdetail, hx_logger_l2_transaction, hx_logger_l2_market_data, logger_l2_trade_buy_queue, \ |
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| | | logger_l2_g_cancel, logger_debug, logger_system, logger_trade |
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| | | logger_l2_g_cancel, logger_debug, logger_system, logger_trade, logger_l2_process |
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| | | from third_data import block_info, kpl_api, kpl_data_manager |
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| | | from third_data.code_plate_key_manager import KPLCodeJXBlockManager, CodePlateKeyBuyManager |
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| | | from third_data.history_k_data_util import JueJinApi, HistoryKDatasUtils |
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| | | f"{code}#耗时：{int(time.time() * 1000) - timestamp}-{now_timestamp}#{_datas}") |
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| | | thread_id = random.randint(0, 100000) |
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| | | l2_log.threadIds[code] = thread_id |
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| | | # async_log_util.info(hx_logger_l2_upload, f"{code}数据处理开始：{thread_id}") |
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| | | l2_data_log.l2_time_log(code, "开始处理L2逐笔委托") |
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| | | try: |
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| | | l2_data_manager_new.L2TradeDataProcessor.process_huaxin(code, _datas) |
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| | | finally: |
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| | | pass |
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| | | # async_log_util.info(hx_logger_l2_upload, f"{code}数据处理结束：{thread_id}") |
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| | | async_log_util.info(logger_l2_process, "code:{} 处理数据数量: {} 最终处理时间:{}", code, |
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| | | len(_datas), |
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| | | round(time.time() * 1000) - now_timestamp) |
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| | | l2_data_log.l2_time_log(code, "处理L2逐笔委托结束") |
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| | | |
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| | | @classmethod |
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| | | def l2_transaction(cls, code, datas): |
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