| | |
|---|
| | | |
|---|
| | | origin_start_time = round(time.time() * 1000) |
|---|
| | | __start_time = round(time.time() * 1000) |
|---|
| | | do_id = random.randint(0, 100000) |
|---|
| | | |
|---|
| | | # level2盘口数据 |
|---|
| | | day, client, channel, code, capture_time, process_time, datas, origin_datas = l2.l2_data_util.parseL2Data( |
|---|
| | | _str) |
|---|
| | |
|---|
| | | __start_time = l2_data_log.l2_time(code, |
|---|
| | | round(time.time() * 1000) - __start_time, |
|---|
| | | "l2外部数据预处理耗时") |
|---|
| | | l2_data_manager_new.L2TradeDataProcessor.process(code, datas, capture_timestamp, |
|---|
| | | do_id) |
|---|
| | | l2_data_manager_new.L2TradeDataProcessor.process(code, datas, capture_timestamp) |
|---|
| | | __start_time = l2_data_log.l2_time(code, |
|---|
| | | round(time.time() * 1000) - __start_time, |
|---|
| | | "l2数据有效处理外部耗时", |
|---|
| | |
|---|
| | | try: |
|---|
| | | buy_one_price_ = decimal.Decimal(round(float(buy_one_price), 2)).quantize( |
|---|
| | | decimal.Decimal("0.00")) |
|---|
| | | buy_progress_index = self.tradeBuyQueue.compute_traded_index(code, buy_one_price_, |
|---|
| | | buy_queue_result_list) |
|---|
| | | # 获取执行位时间 |
|---|
| | | exec_time = None |
|---|
| | | buy_single_index, buy_exec_index, compute_index, num, count, max_num_set = l2_data_manager.TradePointManager.get_buy_compute_start_data( |
|---|
| | | code) |
|---|
| | | if buy_exec_index: |
|---|
| | | try: |
|---|
| | | exec_time = l2.l2_data_util.local_today_datas.get(code)[buy_exec_index]["val"]["time"] |
|---|
| | | except: |
|---|
| | | pass |
|---|
| | | |
|---|
| | | buy_progress_index = self.tradeBuyQueue.compute_traded_index(code, buy_one_price_, buy_queue_result_list,exec_time) |
|---|
| | | if buy_progress_index is not None: |
|---|
| | | HourCancelBigNumComputer.set_trade_progress(code, buy_progress_index, |
|---|
| | | HourCancelBigNumComputer.set_trade_progress(code,buy_time,buy_exec_index, buy_progress_index, |
|---|
| | | l2.l2_data_util.local_today_datas.get( |
|---|
| | | code), |
|---|
| | | l2.l2_data_util.local_today_num_operate_map.get( |
|---|
| | | code)) |
|---|
| | | logger_l2_trade_buy_queue.info("获取成交位置成功： code-{} index-{} 数据-{}", code, |
|---|
| | | buy_progress_index, |
|---|
| | | json.dumps(buy_queue_result_list)) |
|---|
| | | logger_l2_trade_buy_queue.info("获取成交位置成功： code-{} index-{} 数据-{}", code, |
|---|
| | | buy_progress_index, |
|---|
| | | json.dumps(buy_queue_result_list)) |
|---|
| | | else: |
|---|
| | | raise Exception("暂未获取到交易进度") |
|---|
| | | except Exception as e: |
|---|
| | | logging.exception(e) |
|---|
| | | print("买入队列", code, buy_queue_result_list) |
|---|
| | |
|---|
| | | volumn = item["volumn"] |
|---|
| | | volumnUnit = item["volumnUnit"] |
|---|
| | | code_volumn_manager.save_today_volumn(item["code"], volumn, volumnUnit) |
|---|
| | | juejin.accpt_prices(data) |
|---|
| | | juejin.accept_prices(data) |
|---|
| | | elif type == 50: |
|---|
| | | data = data_process.parse(_str)["data"] |
|---|
| | | if data is not None: |
|---|
