信息上传优化

Administrator

2023-08-21 2d27b626b35ec9d62df36daf6405d425557e11ae

 huaxin_api/trade_client.py

@@ -566,7 +566,7 @@
               pOrderField.LimitPrice, pOrderField.VolumeTotalOriginal, pOrderField.OrderSysID,
               pOrderField.OrderStatus))
        if pOrderField.OrderStatus != traderapi.TORA_TSTP_OST_Unknown:
            set_system_order_id(pOrderField.SInfo, pOrderField.OrderSysID)
            OrderIDManager.set_system_order_id(pOrderField.SecurityID, pOrderField.SInfo, pOrderField.OrderSysID)
            threading.Thread(target=lambda: self.__data_callback(TYPE_ORDER, 0, {"sinfo": pOrderField.SInfo,
                                                                                 "securityId": pOrderField.SecurityID,
                                                                                 "orderLocalId": pOrderField.OrderLocalID,
@@ -734,8 +734,6 @@


# 获取响应发送socket


global req_rid_dict
req_rid_dict = {}

@@ -745,7 +743,8 @@

    def OnTrade(self, client_id, request_id, type_, data):
        if type_ == 1:
            logger_local_huaxin_trade_debug.info(f"---------------------\n请求下单：client_id-{client_id} request_id-{request_id}")
            logger_local_huaxin_trade_debug.info(
                f"---------------------\n请求下单：client_id-{client_id} request_id-{request_id}")
            # 下单
            # 1-买 2-卖
            direction = data["direction"]
@@ -785,10 +784,12 @@
            sinfo = data["sinfo"]
            if direction == 1:
                if not orderSysID and localOrderID:
                    orderSysID = local_order_id_map.get(localOrderID)
                    orderSysID = OrderIDManager.get_system_id_by_local_id(localOrderID)
                # 撤买
                try:
                    if not orderSysID:
                        if localOrderID:
                            OrderIDManager.add_need_cancel_local_order_id(localOrderID)
                        raise Exception("没有找到系统订单号")
                    req_rid_dict[sinfo] = (client_id, request_id)
                    self.__tradeSimpleApi.cancel_buy(code, orderSysID, sinfo)
@@ -913,19 +914,39 @@
    strategy_pipe.send(data)


local_order_id_map = {}
# 订单号管理
class OrderIDManager:
    # 尚未撤单的本地订单号
    not_canceled_local_order_ids = set()
    local_order_id_map = {}

    __TradeSimpleApi = TradeSimpleApi()

# 设置系统订单ID
def set_system_order_id(sinfo, orderSystemId):
    # 获取本地订单ID
    local_order_id = None
    if req_rid_dict and sinfo in req_rid_dict:
        temp_params = req_rid_dict.get(sinfo)
        if len(temp_params) > 2:
            local_order_id = temp_params[2]
    if local_order_id and local_order_id not in local_order_id_map and orderSystemId:
        local_order_id_map[local_order_id] = orderSystemId
    @classmethod
    def get_system_id_by_local_id(cls, local_order_id):
        return cls.local_order_id_map.get(local_order_id)

    # 设置系统订单ID
    @classmethod
    def set_system_order_id(cls, code, sinfo, orderSystemId):
        # 获取本地订单ID
        local_order_id = None
        if req_rid_dict and sinfo in req_rid_dict:
            temp_params = req_rid_dict.get(sinfo)
            if len(temp_params) > 2:
                local_order_id = temp_params[2]
        if local_order_id:
            if local_order_id not in cls.local_order_id_map and orderSystemId:
                cls.local_order_id_map[local_order_id] = orderSystemId
            if local_order_id in cls.not_canceled_local_order_ids:
                # 执行撤单
                cls.not_canceled_local_order_ids.discard(local_order_id)
                cls.__TradeSimpleApi.cancel_buy(code, orderSystemId,
                                                f"local_cancel_buy-{code}-{round(time.time() * 1000)}")

    @classmethod
    def add_need_cancel_local_order_id(cls, local_order_id):
        cls.not_canceled_local_order_ids.add(local_order_id)


# 交易反馈回调