| | |
|---|
| | | cls.process_for_sell(datas) |
|---|
| | | |
|---|
| | | @classmethod |
|---|
| | | def excute_sell_rule(cls, code, buy1_volume, buy1_price, source="l1"): |
|---|
| | | rules = TradeRuleManager().list_can_excut_rules_cache(types=[TradeRuleManager.TYPE_SELL]) |
|---|
| | | if not rules: |
|---|
| | | return |
|---|
| | | excuted_rule_ids = set() |
|---|
| | | if buy1_volume is not None: |
|---|
| | | for r in rules: |
|---|
| | | if r.code != code: |
|---|
| | | continue |
|---|
| | | # --------判断是否可以执行-------- |
|---|
| | | can_excute = False |
|---|
| | | if round(float(buy1_price), 2) <= round(float(r.buy1_price), 2): |
|---|
| | | # 价格已经触发 |
|---|
| | | if r.buy1_volume: |
|---|
| | | if r.buy1_volume >= buy1_volume: |
|---|
| | | # 量价触发 |
|---|
| | | can_excute = True |
|---|
| | | async_log_util.info(logger_trade, |
|---|
| | | f"触发卖规则({code}-{(buy1_price, buy1_volume, source)})：量触发{buy1_volume}/{r.buy1_volume}") |
|---|
| | | else: |
|---|
| | | can_excute = True |
|---|
| | | async_log_util.info(logger_trade, |
|---|
| | | f"触发卖规则({code}-{(buy1_price, buy1_volume, source)})：价格触发{buy1_price}/{r.buy1_price}") |
|---|
| | | # 价格触发 |
|---|
| | | # 获取价格类型 |
|---|
| | | if not can_excute: |
|---|
| | | continue |
|---|
| | | |
|---|
| | | # 请求卖出锁 |
|---|
| | | TradeRuleManager().require_sell_lock(r.id_) |
|---|
| | | try: |
|---|
| | | if r.id_ in excuted_rule_ids: |
|---|
| | | continue |
|---|
| | | excuted_rule_ids.add(r.id_) |
|---|
| | | # 获取最新的执行状况 |
|---|
| | | r = TradeRuleManager().get_by_id(r.id_) |
|---|
| | | if r.excuted: |
|---|
| | | continue |
|---|
| | | # 提交卖 |
|---|
| | | limit_down_price = gpcode_manager.get_limit_down_price(code) |
|---|
| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
|---|
| | | huaxin_sell_util.start_sell(code, r.sell_volume, r.sell_price_type, limit_up_price, |
|---|
| | | limit_down_price, |
|---|
| | | buy1_price) |
|---|
| | | TradeRuleManager().excuted(r.id_) |
|---|
| | | except Exception as e: |
|---|
| | | logger_debug.exception(e) |
|---|
| | | finally: |
|---|
| | | TradeRuleManager().release_sell_lock(r.id_) |
|---|
| | | |
|---|
| | | @classmethod |
|---|
| | | def process_for_sell(cls, datas): |
|---|
| | | rules = TradeRuleManager().list_can_excut_rules_cache(types=[TradeRuleManager.TYPE_SELL]) |
|---|
| | | excuted_rule_ids = set() |
|---|
| | |
|---|
| | | # 格式 (代码,现价,涨幅,量,更新时间,买1价格,买1量) |
|---|
| | | buy1_volume = d[6] |
|---|
| | | buy1_price = d[5] |
|---|
| | | if buy1_volume: |
|---|
| | | for r in rules: |
|---|
| | | # 生效时间 |
|---|
| | | if r.code == code: |
|---|
| | | # --------判断是否可以执行-------- |
|---|
| | | can_excute = False |
|---|
| | | if round(float(buy1_price), 2) <= round(float(r.buy1_price), 2): |
|---|
| | | # 价格已经触发 |
|---|
| | | if r.buy1_volume: |
|---|
| | | if r.buy1_volume >= buy1_volume: |
|---|
| | | # 量价触发 |
|---|
| | | can_excute = True |
|---|
| | | async_log_util.info(logger_trade, |
|---|
| | | f"触发卖规则({code}-{d})：量触发{buy1_volume}/{r.buy1_volume}") |
|---|
| | | else: |
|---|
| | | can_excute = True |
|---|
| | | async_log_util.info(logger_trade, |
|---|
| | | f"触发卖规则({code}-{d})：价格触发{buy1_price}/{r.buy1_price}") |
|---|
| | | # 价格触发 |
|---|
| | | # 获取价格类型 |
|---|
| | | if not can_excute: |
|---|
| | | continue |
|---|
| | | |
|---|
| | | # 请求卖出锁 |
|---|
| | | TradeRuleManager().require_sell_lock(r.id_) |
|---|
| | | try: |
|---|
| | | if r.id_ in excuted_rule_ids: |
|---|
| | | continue |
|---|
| | | excuted_rule_ids.add(r.id_) |
|---|
| | | # 获取最新的执行状况 |
|---|
| | | r = TradeRuleManager().get_by_id(r.id_) |
|---|
| | | if r.excuted: |
|---|
| | | continue |
|---|
| | | # 提交卖 |
|---|
| | | limit_down_price = gpcode_manager.get_limit_down_price(code) |
|---|
| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
|---|
| | | huaxin_sell_util.start_sell(code, r.sell_volume, r.sell_price_type, limit_up_price, |
|---|
| | | limit_down_price, |
|---|
| | | buy1_price) |
|---|
| | | TradeRuleManager().excuted(r.id_) |
|---|
| | | except Exception as e: |
|---|
| | | logger_debug.exception(e) |
|---|
| | | finally: |
|---|
| | | TradeRuleManager().release_sell_lock(r.id_) |
|---|
| | | cls.excute_sell_rule(code, buy1_volume, buy1_price) |
|---|
| | | |
|---|
| | | |
|---|
| | | # 读取L1的数据 |
|---|
| | |
|---|
| | | logger_debug.error(f"集合竞价卖撤处理出错：{code} - {str(e)}") |
|---|
| | | |
|---|
| | | def OnMarketData(self, code, datas): |
|---|
| | | logger_debug.info(f"收到L2Market数据：{datas}") |
|---|
| | | # logger_debug.info(f"收到L2Market数据：{datas}") |
|---|
| | | for d in datas: |
|---|
| | | code = d["securityID"] |
|---|
| | | buy1 = d["buy"][0] |
|---|
| | | L1DataProcessor.excute_sell_rule(code, buy1[1], buy1[0], "l2") |
|---|
| | | |
|---|
| | | |
|---|
| | | # 做一些初始化的操作 |
|---|
