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| | | import ths_industry_util |
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| | | import ths_util |
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| | | import tool |
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| | | import trade_data_manager |
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| | | import trade_gui |
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| | | import trade_manager |
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| | | import l2_code_operate |
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| | |
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| | | day, client, channel, code, capture_time, process_time, datas, origin_datas = l2_data_manager.parseL2Data( |
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| | | _str) |
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| | | # 间隔1s保存一条l2的最后一条数据 |
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| | | if code not in self.l2_save_time_dict or origin_start_time - self.l2_save_time_dict[code] >= 1000 and len(datas) > 0: |
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| | | if code not in self.l2_save_time_dict or origin_start_time - self.l2_save_time_dict[ |
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| | | code] >= 1000 and len(datas) > 0: |
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| | | self.l2_save_time_dict[code] = origin_start_time |
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| | | logger_l2_latest_data.info("{}#{}#{}", code, capture_time, datas[-1]) |
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| | | |
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| | | "l2数据处理总耗时", |
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| | | True) |
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| | | except Exception as e: |
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| | | logging.exception(e) |
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| | | logger_l2_error.exception(e) |
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| | | elif type == 1: |
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| | | # 设置股票代码 |
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| | | data_list, is_add = data_process.parseGPCode(_str) |
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| | | # 保存委托信息 |
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| | | logger_trade_delegate.info(dataList) |
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| | | try: |
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| | | # 设置申报时间 |
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| | | for item in dataList: |
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| | | apply_time = item["apply_time"] |
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| | | if apply_time and len(apply_time) >= 8: |
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| | | code = item["code"] |
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| | | trade_state = trade_manager.get_trade_state(code) |
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| | | # 设置下单状态的代码为已委托 |
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| | | if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER: |
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| | | origin_apply_time = apply_time |
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| | | apply_time = apply_time[0:6] |
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| | | apply_time = "{}:{}:{}".format(apply_time[0:2], apply_time[2:4], apply_time[4:6]) |
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| | | ms = origin_apply_time[6:9] |
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| | | if int(ms) > 500: |
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| | | # 时间+1s |
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| | | apply_time = tool.trade_time_add_second(apply_time, 1) |
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| | | |
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| | | print(apply_time) |
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| | | l2_data_manager_new.SecondAverageBigNumComputer.set_apply_time(code, apply_time) |
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| | | except Exception as e: |
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| | | logging.exception(e) |
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| | | |
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| | | try: |
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| | | trade_manager.process_trade_delegate_data(dataList) |
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| | | except Exception as e: |
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| | | logging.exception(e) |
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| | |
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| | | if self.ths_l2_trade_queue_manager.save_recod(code, data): |
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| | | if buy_time != "00:00:00": |
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| | | logger_l2_trade_queue.info("{}-{}", code, data) |
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| | | self.buy1_price_manager.save(code, buy_one_price) |
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| | | need_sync, need_cancel, cancel_msg = self.buy1_volumn_manager.save(code, buy_time, |
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| | | int(buy_one_volumn), |
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| | | buy_one_price) |
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| | | if need_cancel: |
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| | | l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg) |
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| | | l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg, "trade_queue") |
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| | | if need_sync: |
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| | | # 同步数据 |
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| | | l2_data_manager_new.L2LimitUpMoneyStatisticUtil.verify_num(code, int(buy_one_volumn), |
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| | |
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| | | elif type == 50: |
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| | | data = data_process.parse(_str)["data"] |
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| | | if data is not None: |
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| | | print(data) |
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| | | index = data["index"] |
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| | | code_name = data["codeName"].replace(" ", "") |
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| | | volumn = data["volumn"] |
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| | |
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| | | need_sync, need_cancel, cancel_msg = self.buy1_volumn_manager.save(code, time_, volumn, |
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| | | price) |
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| | | if need_cancel: |
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| | | l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg) |
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| | | l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg, "trade_queue") |
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| | | if need_sync: |
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| | | # 同步数据 |
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| | | l2_data_manager_new.L2LimitUpMoneyStatisticUtil.verify_num(code, volumn, time_) |
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| | |
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| | | data = data_process.parse(_str)["data"] |
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| | | client_id = data["client"] |
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| | | print("L2自启动成功", client_id) |
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| | | now_str = datetime.datetime.now().strftime("%H:%M:%S") |
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| | | ts = tool.get_time_as_second(now_str) |
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| | | # 9点25到9点28之间的自启动就需要批量设置代码 |
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| | | if tool.get_time_as_second("09:24:50") <= ts <= tool.get_time_as_second("09:28:00"): |
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| | | # 准备批量设置代码 |
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| | | return_json = {"code": 1, "msg": "等待批量设置代码"} |
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| | | return_str = json.dumps(return_json) |
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| | | # 获取排名前16位的代码 |
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| | | codes = trade_data_manager.CodeActualPriceProcessor().get_top_rate_codes(16) |
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| | | codes = sorted(codes) |
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| | | if client_id == 2: |
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| | | codes = codes[:8] |
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| | | else: |
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| | | codes = codes[8:] |
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| | | codes_datas = [] |
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| | | for i in range(0, 8): |
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| | | if i >= len(codes): |
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| | | break |
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| | | codes_datas.append((i, codes[i])) |
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| | | l2_code_operate.betch_set_client_codes(client_id, codes_datas) |
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| | | else: |
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| | | return_json = {"code": 0, "msg": "开启在线状态"} |
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| | | return_str = json.dumps(return_json) |
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| | | |
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| | | # print("心跳：", client_id) |
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| | | sk.send(return_str.encode()) |
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