blame | 历史 | 补丁 | 提交 | 提交对比 | ignore whitespace
admin
2023-08-04 ca310f014336d93eba73ed5010c1c5645424a1e0 
 trade_client.py


@@ -548,7 +548,7 @@


                        % (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))




    def OnRtnOrder(self, pOrderField: "CTORATstpOrderField") -> "void":


        logger.info(


        logger_trade_debug.info(


            '[%d] OnRtnOrder: SInfo[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] LimitPrice[%.2f] VolumeTotalOriginal[%d] OrderSysID[%s] OrderStatus[%s]'


            % (round(time.time() * 1000), pOrderField.SInfo, pOrderField.InvestorID, pOrderField.SecurityID,


               pOrderField.OrderRef, pOrderField.OrderLocalID,


@@ -563,7 +563,7 @@


                                                 "accountID": pOrderField.AccountID})




    def OnRtnTrade(self, pTradeField: "CTORATstpTradeField") -> "void":


        logger.info(


        logger_trade_debug.info(


            'OnRtnTrade: TradeID[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] Price[%.2f] Volume[%d]'


            % (pTradeField.TradeID, pTradeField.InvestorID, pTradeField.SecurityID,


               pTradeField.OrderRef, pTradeField.OrderLocalID, pTradeField.Price, pTradeField.Volume))


@@ -724,7 +724,7 @@




    def OnTrade(self, client_id, request_id, type_, data):


        if type_ == 1:


            logger_trade_debug.info(f"请求下单：client_id-{client_id} request_id-{request_id} data-{data}")


            logger_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"]


@@ -738,8 +738,8 @@


                    req_rid_dict[sinfo] = (client_id, request_id)


                    self.__tradeSimpleApi.buy(code, volume, price, sinfo)


                except Exception as e:


                    SendResponseSkManager.get_send_response_sk(TYPE_ORDER).sendall(


                        json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"))


                    send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), TYPE_ORDER, client_id,


                                  request_id)




            elif direction == 2:


                try:


@@ -749,11 +749,12 @@


                    print("sell", req_rid_dict)


                except Exception as e:


                    logging.exception(e)


                    SendResponseSkManager.get_send_response_sk(TYPE_ORDER).sendall(


                        json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"))


                    send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), TYPE_ORDER, client_id,


                                  request_id)




        elif type_ == 2:


            logger_trade_debug.info(f"请求撤单：client_id-{client_id} request_id-{request_id} data-{data}")


            logger_trade_debug.info(


                f"---------------------\n请求撤单：client_id-{client_id} request_id-{request_id} data-{data}")


            # 撤单


            direction = data["direction"]


            code = data["code"]


@@ -765,8 +766,8 @@


                    req_rid_dict[sinfo] = (client_id, request_id)


                    self.__tradeSimpleApi.cancel_buy(code, orderSysID, sinfo)


                except Exception as e:


                    SendResponseSkManager.get_send_response_sk(TYPE_CANCEL_ORDER).sendall(


                        json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"))


                    send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), TYPE_CANCEL_ORDER, client_id,


                                  request_id)




            elif direction == 2:


                # 撤卖


@@ -774,8 +775,8 @@


                    req_rid_dict[sinfo] = (client_id, request_id)


                    self.__tradeSimpleApi.cancel_sell(code, orderSysID, sinfo)


                except Exception as e:


                    SendResponseSkManager.get_send_response_sk(TYPE_CANCEL_ORDER).sendall(


                        json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"))


                    send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), TYPE_CANCEL_ORDER, client_id,


                                  request_id)




    def OnDealList(self, client_id, request_id):


        logger_trade_debug.info(f"请求成交列表：client_id-{client_id} request_id-{request_id}")


@@ -793,7 +794,8 @@


            req_id = self.__tradeSimpleApi.list_delegate_orders(is_cancel)


            req_rid_dict[req_id] = (client_id, request_id)


        except Exception as e:


            SendResponseSkManager.send_error_response("common", request_id, client_id, str(e))


            send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), "common", client_id,


                          request_id)




    def OnMoney(self, client_id, request_id):


        logger_trade_debug.info(f"请求账户：client_id-{client_id} request_id-{request_id}")


@@ -801,7 +803,8 @@


            req_id = self.__tradeSimpleApi.get_money_account()


            req_rid_dict[req_id] = (client_id, request_id)


        except Exception as e:


            SendResponseSkManager.send_error_response("common", request_id, client_id, str(e))


            send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), "common", client_id,


                          request_id)




    def OnPositionList(self, client_id, request_id):


        logger_trade_debug.info(f"请求持仓：client_id-{client_id} request_id-{request_id}")


@@ -809,7 +812,8 @@


            req_id = self.__tradeSimpleApi.list_positions()


            req_rid_dict[req_id] = (client_id, request_id)


        except Exception as e:


            SendResponseSkManager.send_error_response("common", request_id, client_id, str(e))


            send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), "common", client_id,


                          request_id)






def __init_trade_data_server():


@@ -866,35 +870,44 @@






def __send_response(type, data_bytes):


    sk = SendResponseSkManager.get_send_response_sk(type)


    data_bytes = socket_util.load_header(data_bytes)


    sk.sendall(data_bytes)


    result, header_str = socket_util.recv_data(sk)


    result = json.loads(result)


    if result["code"] != 0:


        raise Exception(result['msg'])


    sk = SendResponseSkManager.create_send_response_sk()


    try:


        data_bytes = socket_util.load_header(data_bytes)


        sk.sendall(data_bytes)


        result, header_str = socket_util.recv_data(sk)


        result = json.loads(result)


        if result["code"] != 0:


            raise Exception(result['msg'])


    finally:


        sk.close()






def send_response(data_bytes, type, _client_id, _request_id):


    for i in range(3):


        response_client_type = f"{type}#{_client_id}"


        try:


            __send_response(response_client_type, data_bytes)


            print("发送数据成功")


            logger_trade_debug.info(f"第{i}次发送数据成功：type-{type},request_id-{_request_id}")


            break


        except ConnectionResetError:


            logger_trade_debug.error(f"第{i}次发送数据失败：type-{type},request_id-{_request_id} 原因：ConnectionResetError")


            SendResponseSkManager.del_send_response_sk(response_client_type)


        except BrokenPipeError:


            logger_trade_debug.error(f"第{i}次发送数据失败：type-{type},request_id-{_request_id} 原因：BrokenPipeError")


            SendResponseSkManager.del_send_response_sk(response_client_type)


        except TimeoutError:


            logger_trade_debug.error(f"第{i}次发送数据失败：type-{type},request_id-{_request_id} 原因：TimeoutError")


            SendResponseSkManager.del_send_response_sk(response_client_type)


        except Exception as e1:


            logger_trade_debug.error(f"第{i}次发送数据失败：type-{type},request_id-{_request_id} 原因：{str(e1)}")


            logger_trade_debug.exception(e1)


            pass






# 交易反馈回调


def __traderapi_callback(type, req_id, data):


    def send_response(data_str, _client_id, _request_id):


        for i in range(3):


            try:


                __send_response(f"{type}#{_client_id}", data_str)


                print("发送数据成功")


                logger_trade_debug.info(f"第{i}次发送数据成功：type-{type},request_id-{_request_id}")


                break


            except ConnectionResetError as e:


                SendResponseSkManager.del_send_response_sk(type)


            except BrokenPipeError as e:


                SendResponseSkManager.del_send_response_sk(type)


            except Exception as e:


                logger_trade_debug.info(f"第{i}次发送数据失败：type-{type},request_id-{_request_id}")


                logger_trade_debug.exception(e)


                pass




    print("回调", type, req_id, data)


    print("进程ID", os.getpid())


    logger_trade_debug.info("回调:type-{} req_id-{}", type, req_id)


    key = req_id


    if type == TYPE_ORDER or type == TYPE_CANCEL_ORDER:


        key = data["sinfo"]


@@ -903,16 +916,20 @@


        if req_rid_dict and key in req_rid_dict:


            print("API回调")


            client_id, request_id = req_rid_dict.pop(key)


            logger_trade_debug.info("API回调 request_id-{}", request_id)


            # 测试


            send_response(


                json.dumps({"type": "response", "data": {"code": 0, "data": data}, "client_id": client_id,


                            "request_id": request_id}).encode('utf-8'), client_id, request_id)


                            "request_id": request_id}).encode('utf-8'), type, client_id, request_id)


            logger_trade_debug.info("API回调结束 req_id-{} request_id-{}", req_id, request_id)


            print("API回调结束")


        else:


            logger_trade_debug.info("非API回调 req_id-{}", req_id)


            print("非API回调")


            # 非API回调


            send_response(


                json.dumps({"type": "trade_callback", "data": {"code": 0, "data": data, "type": type}}).encode('utf-8'),


                type,


                None,


                req_id)


            print("非API结束")