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4 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3

 trade/trade_huaxin.py

@@ -9,6 +9,7 @@
from l2.huaxin import huaxin_delegate_postion_manager
from log_module import async_log_util
from log_module.log import logger_juejin_trade, hx_logger_trade_debug, logger_trade
from trade.buy_money_count_setting import BuyMoneyUtil
from trade.huaxin import huaxin_trade_api
from trade.huaxin.huaxin_trade_record_manager import TradeOrderIdManager
from utils import tool, huaxin_util
@@ -21,7 +22,6 @@

def init(context):
    __context_dict["init"] = context
    print("掘金交易初始化成功")


# 可用金额
@@ -33,16 +33,18 @@


# 通过量下单,返回(代码，账号ID，订单号)
def order_volume(code, price, count, last_data, order_ref=None, exec_index=None):
def order_volume(code, price, count, last_data, order_ref=None, exec_index=None, shadow_volume=None):
    if not shadow_volume:
        shadow_volume = 100
    async_log_util.info(logger_trade, f"{code} trade_huaxin.order_volume 开始")
    try:
        price = round(float(price), 2)
        if not tool.is_shsz_code(code):
        if not tool.is_can_buy_code(code):
            raise Exception("只支持00开头与60开头的代码下单")
        # 保存下单信息
        shadow_price = tool.get_shadow_price(price)
        huaxin.huaxin_delegate_postion_manager.place_order(code, price, count, exec_index, last_data, order_ref,
                                                           shadow_price=shadow_price)
                                                           shadow_price=shadow_price, shadow_volume=shadow_volume)
        if not constant.TRADE_ENABLE:
            return
        result = None
@@ -50,7 +52,7 @@
        try:
            async_log_util.info(logger_trade, f"{code}下单开始")
            result = huaxin_trade_api.order(1, code, count, price, blocking=blocking, order_ref=order_ref,
                                            shadow_price=shadow_price)
                                            shadow_price=shadow_price, shadow_volume=shadow_volume)
            async_log_util.info(logger_trade, f"{code}下单结束")
        except Exception as e:
            if str(e).find("超时") >= 0:
@@ -83,6 +85,67 @@
        async_log_util.info(logger_trade, f"{code} trade_huaxin.order_volume 结束")


# 通过量下单,返回(代码，账号ID，订单号)
def order_volume_new(code, price, volume, last_data, exec_index=None):
    """
    新版下单：拆分为2个订单
    @param code:
    @param price:
    @param volume: 总股数
    @param last_data: 最后一条L2数据
    @param exec_index: 执行位
    @return:
    """

    async_log_util.info(logger_trade, f"{code} trade_huaxin.order_volume_new 开始")
    try:
        price = round(float(price), 2)
        if not tool.is_can_buy_code(code):
            raise Exception("只支持00开头与60开头的代码下单")
        # 拆单
        v1, v2 = BuyMoneyUtil.get_possible_buy_volumes_by_total_volume(volume)
        oredr_info_list = [(v1, price, huaxin_util.create_order_ref()), (v2, price, huaxin_util.create_order_ref())]
        huaxin.huaxin_delegate_postion_manager.RealDelegateOrderPositionManager.place_order(code, oredr_info_list,
                                                                                            exec_index, last_data)
        if not constant.TRADE_ENABLE:
            return
        result = None
        blocking = False
        try:
            async_log_util.info(logger_trade, f"{code}下单开始")
            result = huaxin_trade_api.order_new(1, code, oredr_info_list, blocking=blocking)
            async_log_util.info(logger_trade, f"{code}下单结束")
        except Exception as e:
            if str(e).find("超时") >= 0:
                # 此处出现超时，需要通过读取委托列表来设置订单信息
                async_log_util.error(hx_logger_trade_debug, f"{code}：下单结果反馈出错-{str(e)}")
            else:
                raise e

        if result:
            if blocking:
                if result['code'] == 0:
                    result = result["data"]
                    if result["orderStatus"] == huaxin_util.TORA_TSTP_OST_Rejected:
                        async_log_util.info(hx_logger_trade_debug, f"{code}：下单失败：{result.get('statusMsg')}")
                        raise Exception(result.get('statusMsg'))
                    else:
                        __TradeOrderIdManager.add_order_id(code, result["accountID"], result["orderSysID"])
                        async_log_util.info(hx_logger_trade_debug, f"{code}：下单成功 orderSysID:{result['orderSysID']}")
                        return result["securityId"], result["accountID"], result["orderSysID"]
                else:
                    raise Exception(result['msg'])
            else:
                order_ref_list = result["order_ref_list"]
                __TradeOrderIdManager.add_order_refs(code, order_ref_list)
                async_log_util.info(hx_logger_trade_debug, f"{code}：下单成功 orderRefs:{order_ref_list}")
                return code, "local", order_ref_list
        else:
            raise Exception("下单失败，无返回")
    finally:
        async_log_util.info(logger_trade, f"{code} trade_huaxin.order_volume_new 结束")


def order_success(code, accountId, orderSysID, orderRef, insertTime):
    # 加入系统订单号
    __TradeOrderIdManager.add_order_id(code, accountId, orderSysID)
@@ -109,7 +172,6 @@
                raise Exception("未获取到L2数据")
        else:
            raise Exception(f"尚未获取到数据（place_index-{place_index} insertTime-{insertTime}）")

    except Exception as e:
        hx_logger_trade_debug.warning("{}校验真实下单位置出错:{}", code, str(e))
    return None
@@ -128,8 +190,9 @@
            orders.append({'orderSysID': order_info[1], 'accountId': order_info[0]})
        if orders:
            async_log_util.info(logger_trade, f"{code}：华鑫开始执行撤单 {msg}")
            huaxin_trade_api.batch_cancel_order(huaxin_trade_api.TRADE_DIRECTION_BUY, code,
                                                [('', order["orderSysID"]) for order in orders])
            for order in orders:
                huaxin_trade_api.cancel_order(1, code, order["orderSysID"])
                __TradeOrderIdManager.remove_order_id(code, order["accountId"], order["orderSysID"])
            async_log_util.info(logger_trade, f"{code}：华鑫撤单结束，撤单数量：{len(orders)}")

@@ -138,11 +201,12 @@

    if order_refs_info:
        order_refs_info = copy.deepcopy(order_refs_info)
        async_log_util.info(logger_trade, f"{code}：华鑫开始执行撤单 {msg}")
        huaxin_trade_api.batch_cancel_order(huaxin_trade_api.TRADE_DIRECTION_BUY, code,
                                            [(order_ref, '') for order_ref in order_refs_info])
        for order_ref in order_refs_info:
            async_log_util.info(logger_trade, f"{code}：华鑫开始执行撤单 {msg}")
            huaxin_trade_api.cancel_order(1, code, '', orderRef=order_ref)
            __TradeOrderIdManager.remove_order_ref(code, order_ref)
            async_log_util.info(logger_trade, f"{code}：华鑫执行撤单结束")
        async_log_util.info(logger_trade, f"{code}：华鑫执行撤单结束")


if __name__ == "__main__":