| | |
|---|
| | | ret = api.ReqOrderInsert(req_field, self.req_id) |
|---|
| | | if ret != 0: |
|---|
| | | raise Exception('ReqOrderInsert fail, ret[%d]' % ret) |
|---|
| | | if l2pipe is not None: |
|---|
| | | l2pipe.send(json.dumps({"type": "listen_volume", "data": {"code": code, "volume": count}}).encode('utf-8')) |
|---|
| | | async_log_util.info(logger_trade, f"{code}华鑫本地真实下单结束") |
|---|
| | | return |
|---|
| | | |
|---|
| | |
|---|
| | | pOrderField.OrderRef, pOrderField.OrderLocalID, |
|---|
| | | pOrderField.LimitPrice, pOrderField.VolumeTotalOriginal, pOrderField.OrderSysID, |
|---|
| | | pOrderField.OrderStatus, pOrderField.InsertTime)) |
|---|
| | | if pOrderField.OrderStatus != traderapi.TORA_TSTP_OST_Unknown: |
|---|
| | | if pOrderField.OrderStatus == traderapi.TORA_TSTP_OST_Unknown: |
|---|
| | | if queue_trade_w_l2_r is not None: |
|---|
| | | queue_trade_w_l2_r.put_nowait( |
|---|
| | | json.dumps({"type": "listen_volume", "data": {"code": pOrderField.SecurityID, |
|---|
| | | "volume": pOrderField.VolumeTotalOriginal}}).encode( |
|---|
| | | 'utf-8')) |
|---|
| | | else: |
|---|
| | | order_data = {"sinfo": pOrderField.SInfo, "securityID": pOrderField.SecurityID, |
|---|
| | | "orderLocalID": pOrderField.OrderLocalID, |
|---|
| | | "direction": pOrderField.Direction, "orderSysID": pOrderField.OrderSysID, |
|---|
| | |
|---|
| | | addr, port = constant.SERVER_IP, constant.SERVER_PORT |
|---|
| | | |
|---|
| | | |
|---|
| | | def run(trade_response_: TradeResponse = None, pipe_l2=None, queue_strategy_trade_write_=None, |
|---|
| | | def run(trade_response_: TradeResponse = None, queue_trade_w_l2_r_: multiprocessing.Queue = None, |
|---|
| | | queue_strategy_trade_write_=None, |
|---|
| | | queue_strategy_trade_read=None): |
|---|
| | | try: |
|---|
| | | logger_system.info("交易进程ID：{}", os.getpid()) |
|---|
| | | logger_system.info(f"trade 线程ID:{tool.get_thread_id()}") |
|---|
| | | __init_trade_data_server() |
|---|
| | | global l2pipe |
|---|
| | | l2pipe = pipe_l2 |
|---|
| | | global queue_trade_w_l2_r |
|---|
| | | queue_trade_w_l2_r = queue_trade_w_l2_r_ |
|---|
| | | |
|---|
| | | global queue_strategy_trade_write |
|---|
| | | queue_strategy_trade_write = queue_strategy_trade_write_ |
|---|
| | |
|---|
| | | |
|---|
| | | global tradeCommandManager |
|---|
| | | tradeCommandManager = command_manager.TradeCommandManager() |
|---|
| | | tradeCommandManager.init(MyTradeActionCallback(), l2pipe, queue_strategy_trade_read) |
|---|
| | | tradeCommandManager.init(MyTradeActionCallback(), queue_strategy_trade_read) |
|---|
| | | logger_system.info("华鑫交易服务启动") |
|---|
| | | tradeCommandManager.run() |
|---|
| | | except Exception as e: |
|---|
