华鑫适配

Administrator

2023-07-07 7b4dbbfc406509f87b8e6e1842b7b4cb88f97a2d

 trade/current_price_process_manager.py

@@ -8,6 +8,7 @@
from ths import client_manager
import constant
from code_attribute import gpcode_manager
from trade.huaxin import huaxin_trade_api
from utils import tool, import_util
from ths.l2_code_operate import L2CodeOperate
from trade import trade_manager, l2_trade_util
@@ -67,26 +68,30 @@
        # -------------------------------处理交易位置分配---------------------------------
        # 排序
        new_code_list = sorted(_code_list, key=lambda e: (e.__getitem__(2), e.__getitem__(0)), reverse=True)
        # 预填充下单代码
        _buy_win_codes = []
        for d in new_code_list:
            _buy_win_codes.append(d[1])
        for d in _delete_list:
            _buy_win_codes.append(d[1])
        try:
            if not constant.API_TRADE_ENABLE and trade_gui is not None:
                trade_gui.THSBuyWinManagerNew.fill_codes(_buy_win_codes)
        except Exception as e:
            logging.exception(e)
            pass
        if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_THS:
            # 预填充下单代码
            _buy_win_codes = []
            for d in new_code_list:
                _buy_win_codes.append(d[1])
            for d in _delete_list:
                _buy_win_codes.append(d[1])
            try:
                if not constant.API_TRADE_ENABLE and trade_gui is not None:
                    trade_gui.THSBuyWinManagerNew.fill_codes(_buy_win_codes)
            except Exception as e:
                logging.exception(e)
                pass

        # -------------------------------处理L2监听---------------------------------

        client_ids = client_manager.getValidL2Clients()
        # 最多填充的代码数量
        max_count = len(client_ids) * constant.L2_CODE_COUNT_PER_DEVICE
        if max_count == 0:
            max_count = constant.L2_CODE_COUNT_PER_DEVICE
        max_count = 0
        if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_THS:
            client_ids = client_manager.getValidL2Clients()
            # 最多填充的代码数量
            max_count = len(client_ids) * constant.L2_CODE_COUNT_PER_DEVICE
            if max_count == 0:
                max_count = constant.L2_CODE_COUNT_PER_DEVICE
        else:
            max_count = constant.HUAXIN_L2_MAX_CODES_COUNT

        _delete_list = []
        for item in new_code_list:
@@ -108,32 +113,44 @@
        for d in _delete_list:
            del_code_list.append(d[1])

        # 后面的代码数量
        # 先删除应该删除的代码
        for code in del_code_list:
            if gpcode_manager.is_listen_old(code):
                cid, pid = gpcode_manager.get_listen_code_pos(code)
                # 强制移除
                if cid and pid:
                    gpcode_manager.set_listen_code_by_pos(cid, pid, "")
                # 判断是否在监听里面
                L2CodeOperate.get_instance().add_operate(0, code, "现价变化")
        # 增加应该增加的代码
        for code in add_code_list:
            if not gpcode_manager.is_listen_old(code):
                L2CodeOperate.get_instance().add_operate(1, code, "现价变化")
        if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
            # 华鑫L2,获取加入代码的涨停价
            add_datas = []
            for d in add_code_list:
                limit_up_price = gpcode_manager.get_limit_up_price(d)
                min_volume = 50 * 10000 // limit_up_price
                add_datas.append((d, min_volume, limit_up_price))
                try:
                    huaxin_trade_api.set_l2_codes_data(add_datas)
                except Exception as e:
                    logging.exception(e)
        else:
            # 后面的代码数量
            # 先删除应该删除的代码
            for code in del_code_list:
                if gpcode_manager.is_listen_old(code):
                    cid, pid = gpcode_manager.get_listen_code_pos(code)
                    # 强制移除
                    if cid and pid:
                        gpcode_manager.set_listen_code_by_pos(cid, pid, "")
                    # 判断是否在监听里面
                    L2CodeOperate.get_instance().add_operate(0, code, "现价变化")
            # 增加应该增加的代码
            for code in add_code_list:
                if not gpcode_manager.is_listen_old(code):
                    L2CodeOperate.get_instance().add_operate(1, code, "现价变化")

        # 获取卡位数量
        free_count = gpcode_manager.get_free_listen_pos_count()
        if free_count < 2:
            # 空闲位置不足
            listen_codes = gpcode_manager.get_listen_codes()
            for code in listen_codes:
                if not gpcode_manager.is_in_gp_pool(code):
                    client_id, pos = gpcode_manager.get_listen_code_pos(code)
                    gpcode_manager.set_listen_code_by_pos(client_id, pos, "")
                    free_count += 1
                    if free_count > 2:
                        break
            # 获取卡位数量
            free_count = gpcode_manager.get_free_listen_pos_count()
            if free_count < 2:
                # 空闲位置不足
                listen_codes = gpcode_manager.get_listen_codes()
                for code in listen_codes:
                    if not gpcode_manager.is_in_gp_pool(code):
                        client_id, pos = gpcode_manager.get_listen_code_pos(code)
                        gpcode_manager.set_listen_code_by_pos(client_id, pos, "")
                        free_count += 1
                        if free_count > 2:
                            break

        print(add_code_list, del_code_list)
            print(add_code_list, del_code_list)