可转债买卖接口

Administrator

2024-08-15 4520b64baf84997d9d1116957417089d0bfdc1d1

可转债买卖接口

 trade/huaxin_sell_util.py

@@ -1,4 +1,3 @@

# 撤卖单
import time


 trade/huaxin_trade_api.py

@@ -10,6 +10,7 @@
import time
import concurrent.futures

from code_atrribute import history_k_data_util
from log_module import async_log_util
from log_module.log import hx_logger_trade_debug, hx_logger_trade_loop, hx_logger_trade_callback, \
    logger_system
@@ -17,7 +18,7 @@
from trade.huaxin_trade_order_processor import CancelOrderManager, HuaxinOrderEntity, TradeResultProcessor
from trade.huaxin_trade_record_manager import TradeOrderIdManager

from utils import socket_util, tool, huaxin_util
from utils import socket_util, tool, huaxin_util, cb_data_util

__response_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=15)
__save_data_queue = queue.Queue()
@@ -32,6 +33,16 @@
            if huaxin_util.is_can_cancel(order_.orderStatus):
                cancel_order(2, code, order_.orderSysID)

    def __sell_cb_code(code, volume):
        # 获取现价
        results = history_k_data_util.HistoryKDatasUtils.get_gp_current_info([code])
        if results:
            current_price = results[0]["price"]
            price = round(tool.get_buy_min_price(current_price, True), 3)
            results = order(2, code, volume, price)
            async_log_util.info(hx_logger_trade_debug, f"卖出可转债结果：{results}")
            # TODO 判断Ref是否被卖掉，如果没有卖掉，要继续卖

    def __process_order(data):
        code = data["securityID"]
        accountID = data["accountID"]
@@ -44,6 +55,7 @@
        direction = data.get("direction")
        limitPrice = data.get("limitPrice")
        volume = data.get("volume")
        sinfo = data.get("sinfo")

        order = HuaxinOrderEntity(code, orderStatus, orderRef, accountID, orderSysID,
                                  insertTime=insertTime, acceptTime=acceptTime,
@@ -55,6 +67,13 @@
                if huaxin_util.is_deal(order.orderStatus):
                    # 如果成交了需要刷新委托列表
                    huaxin_trade_data_update.add_delegate_list("卖成交")
            else:
                # 买入
                if tool.is_cb_code(code) and sinfo in cb_data_util.need_sell_sinfos and str(
                        orderStatus) == huaxin_util.TORA_TSTP_OST_AllTraded:
                    # 可转债买入
                    # 卖出可转债
                    __sell_cb_code(code, volume)
            # TradeResultProcessor.process_buy_order(order)
            need_watch_cancel = TradeResultProcessor.process_sell_order(order)
            if need_watch_cancel:
@@ -441,7 +460,8 @@
def get_delegate_list(can_cancel=True, blocking=True, timeout=TIMEOUT):
    request_id = __request(ClientSocketManager.CLIENT_TYPE_DELEGATE_LIST,
                           {"type": ClientSocketManager.CLIENT_TYPE_DELEGATE_LIST,
                            "can_cancel": 1 if can_cancel else 0}, blocking=blocking, is_pipe=is_pipe_channel_normal(), is_trade=True)
                            "can_cancel": 1 if can_cancel else 0}, blocking=blocking, is_pipe=is_pipe_channel_normal(),
                           is_trade=True)

    return __read_response(request_id, blocking, timeout=timeout)


 trade/trade_strategy.py

@@ -22,7 +22,7 @@
from trade import huaxin_trade_data_update, huaxin_sell_util, huaxin_trade_api
from trade.huaxin_trade_record_manager import PositionManager
from trade.sell_rule_manager import TradeRuleManager, SellRule
from utils import outside_api_command_manager, middle_api_protocol, tool, huaxin_util, socket_util
from utils import outside_api_command_manager, middle_api_protocol, tool, huaxin_util, socket_util, cb_data_util
from utils.outside_api_command_manager import ActionCallback
import concurrent.futures

@@ -316,6 +316,33 @@
            codes = L1DataProcessor.get_latest_update_codes()
            result = {"code": 0, "data": list(codes)}
            self.send_response(result, client_id, request_id)
        elif ctype == "buy_cb_for_commission":
            # 用可转债填交易费漏洞
            code = data["code"]
            volume = data["volume"]
            current_price = None
            results = history_k_data_util.HistoryKDatasUtils.get_gp_current_info([code])
            if results:
                current_price = results[0]["price"]
            order_ref = huaxin_util.create_order_ref()
            try:
                if not current_price:
                    raise Exception("尚未获取到现价")
                price = round(tool.get_buy_max_price(current_price), 3)
                result = huaxin_trade_api.order(1, code, volume, price, blocking=True)
                if result:
                    if result["code"] == 0:
                        sinfo = result["data"]["sinfo"]
                        # 需要立即卖的数据
                        cb_data_util.need_sell_sinfos.add(sinfo)
                        # 记录当前的sinfo
                async_log_util.info(logger_trade, f"API买结果: {result}")
                self.send_response(result, client_id, request_id)
            except Exception as e:
                if str(e).find("超时") >= 0:
                    self.send_response({"code": 0, "data": {"orderRef": order_ref}}, client_id, request_id)
                else:
                    raise e


class L1DataProcessor:

 utils/cb_data_util.py

New file
@@ -0,0 +1,2 @@
# 可转债需要卖的sinfo集合
need_sell_sinfos = set()

 utils/tool.py

@@ -264,10 +264,23 @@


# 获取买入价格笼子的最低价
def get_buy_min_price(price):
def get_buy_min_price(price, is_cb=False):
    price1 = price * (1 - 0.02)
    if is_cb:
        price1 = math.ceil(price1 * 1000) / 1000
    else:
    price1 = math.ceil(price1 * 100) / 100
    price2 = price - 0.1
    return max(price1, price2)


def get_buy_max_price(price, is_cb=False):
    price1 = price * (1 + 0.02)
    if is_cb:
        price1 = math.ceil(price1 * 1000) / 1000
    else:
        price1 = math.ceil(price1 * 100) / 100
    price2 = price + 0.1
    return max(price1, price2)


@@ -325,6 +338,7 @@
    else:
        return 0.8


def get_thread_id():
    try:
        if constant.is_windows():
@@ -377,5 +391,14 @@
    return get_market_type(code) == MARKET_TYPE_SZSE


def is_cb_code(code):
    """
    是否是可转债
    @param code:
    @return:
    """
    return code.find("11")==0 or code.find("12")==0


if __name__ == "__main__":
    pass
    print(get_buy_max_price(100.123, is_cb=True))