异常保护

Administrator

5 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3

 huaxin_client/l2_data_manager.py

@@ -16,7 +16,7 @@
from log_module import async_log_util
from log_module.async_log_util import huaxin_l2_log
from log_module.log import logger_local_huaxin_l2_error, logger_system, logger_local_huaxin_l2_subscript, \
    logger_local_huaxin_l2_special_volume, logger_debug
    logger_local_huaxin_l2_special_volume, logger_debug, logger_local_huaxin_l2_orderdetail
from utils import tool
import collections
import zmq
@@ -50,15 +50,15 @@
    def set_order_fileter_condition(self, code, min_volume, limit_up_price, shadow_price, buy_volume, special_volumes):
        if not special_volumes:
            special_volumes = set()
        if code not in self.filter_order_condition_dict:
            try:
                # (最小的量, 涨停价格, 影子单价格, 买的量, 废弃使用, 特殊的量集合)
                self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, shadow_price, buy_volume,
                                                           int(min_volume) // 50, set(special_volumes))]
                huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
                                   f"({code})常规过滤条件设置：{self.filter_order_condition_dict[code]}")
            except Exception as e:
                logger_debug.error(f"{str(e)} - min_volume-{min_volume}")
        # if code not in self.filter_order_condition_dict:
        try:
            # (最小的量, 涨停价格, 影子单价格, 买的量, 废弃使用, 特殊的量集合)
            self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, shadow_price, buy_volume,
                                                       int(min_volume) // 50, set(special_volumes))]
            # huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
            #                    f"({code})常规过滤条件设置：{self.filter_order_condition_dict[code]}")
        except Exception as e:
            logger_debug.error(f"{str(e)} - min_volume-{min_volume}")

    # 过滤订单
    def __filter_order(self, item):
@@ -192,6 +192,7 @@
    def __run_upload_order_task(self, code):
        q: collections.deque = self.temp_order_queue_dict.get(code)
        temp_list = []
        filter_condition = self.filter_order_condition_dict.get(code)
        while True:
            try:
                while len(q) > 0:
@@ -213,7 +214,12 @@
                    if use_time > 0.01:
                        # 记录10ms以上的数据
                        huaxin_l2_log.info(logger_local_huaxin_l2_error, f"耗时:{use_time}s  结束数据：{last_data}")
                    temp_list = []

                    # 记录所有的订单号
                    if filter_condition:
                        huaxin_l2_log.info(logger_local_huaxin_l2_orderdetail,
                                           f"{[(x[0], x[1], x[2], x[4], x[8]) for x in temp_list if x[2] >= filter_condition[0][0]]}")
                    temp_list.clear()
                else:
                    if code not in self.temp_order_queue_dict:
                        self.l2_order_codes.discard(code)