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| | | import hashlib |
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| | | import json |
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| | | import logging |
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| | | import queue |
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| | | import random |
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| | | import socket |
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| | | import socketserver |
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| | | import threading |
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| | | import time |
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| | | |
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| | | import constant |
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| | | from l2 import l2_data_manager_new |
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| | | from l2.huaxin import huaxin_target_codes_manager |
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| | | from log_module.log import hx_logger_l2_upload, hx_logger_contact_debug, hx_logger_trade_callback, \ |
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| | | hx_logger_l2_orderdetail, hx_logger_l2_transaction, hx_logger_trade_debug |
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| | | from third_data.history_k_data_util import HistoryKDatasUtils |
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| | | from trade import trade_manager |
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| | | |
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| | | from trade.huaxin import huaxin_trade_api as trade_api, huaxin_trade_api, huaxin_trade_record_manager |
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| | | from utils import socket_util, tool, huaxin_util |
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| | | |
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| | | trade_data_request_queue = queue.Queue() |
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| | | |
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| | | class MyTCPServer(socketserver.TCPServer): |
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| | | def __init__(self, server_address, RequestHandlerClass): |
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| | | socketserver.TCPServer.__init__(self, server_address, RequestHandlerClass, bind_and_activate=True) |
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| | | |
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| | | |
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| | | # 如果使用异步的形式则需要再重写ThreadingTCPServer |
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| | | class MyThreadingTCPServer(socketserver.ThreadingMixIn, MyTCPServer): pass |
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| | | |
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| | | |
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| | | class MyBaseRequestHandle(socketserver.BaseRequestHandler): |
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| | | __inited = False |
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| | | |
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| | | def setup(self): |
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| | | self.__init() |
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| | | |
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| | | @classmethod |
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| | | def __init(cls): |
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| | | if cls.__inited: |
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| | | return True |
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| | | cls.__inited = True |
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| | | cls.__req_socket_dict = {} |
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| | | |
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| | | def __is_sign_right(self, data_json): |
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| | | list_str = [] |
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| | | sign = data_json["sign"] |
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| | | data_json.pop("sign") |
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| | | for k in data_json: |
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| | | list_str.append(f"{k}={data_json[k]}") |
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| | | list_str.sort() |
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| | | __str = "&".join(list_str) + "JiaBei@!*." |
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| | | md5 = hashlib.md5(__str.encode(encoding='utf-8')).hexdigest() |
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| | | if md5 != sign: |
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| | | raise Exception("签名出错") |
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| | | |
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| | | def handle(self): |
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| | | host = self.client_address[0] |
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| | | super().handle() |
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| | | sk: socket.socket = self.request |
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| | | while True: |
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| | | return_str = "" |
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| | | try: |
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| | | data, header = socket_util.recv_data(sk) |
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| | | if data: |
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| | | data_str = data |
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| | | # print("收到数据------", f"{data_str[:20]}......{data_str[-20:]}") |
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| | | data_json = json.loads(data_str) |
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| | | type_ = data_json['type'] |
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| | | |
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| | | is_sign_right = socket_util.is_client_params_sign_right(data_json) |
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| | | # ------客户端请求接口------- |
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| | | if type_ == 'buy': |
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| | | # 验证签名 |
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| | | if not is_sign_right: |
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| | | raise Exception("签名错误") |
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| | | codes_data = data_json["data"] |
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| | | code = codes_data["code"] |
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| | | volume = codes_data["volume"] |
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| | | price = codes_data["price"] |
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| | | try: |
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| | | if not code: |
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| | | raise Exception("请上传code") |
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| | | if not volume: |
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| | | raise Exception("请上传volume") |
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| | | |
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| | | if round(float(price), 2) <= 0: |
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| | | prices = HistoryKDatasUtils.get_now_price([code]) |
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| | | if not prices: |
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| | | raise Exception("现价获取失败") |
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| | | price = prices[0][1] |
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| | | # 下单 |
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| | | result = trade_api.order(trade_api.TRADE_DIRECTION_BUY, code, volume, |
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| | | round(float(price), 2)) |
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| | | if result: |
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| | | resultJSON = trade_api.parseResponse(result) |
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| | | if resultJSON['code'] == 0: |
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| | | # TODO 下单成功保存下单结果数据 |
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| | | pass |
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| | | else: |
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| | | # 返回下单失败 |
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| | | raise Exception("下单失败") |
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| | | except Exception as e: |
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| | | raise e |
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| | | elif type_ == 'cancel_order': |
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| | | # 验证签名 |
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| | | if not is_sign_right: |
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| | | raise Exception("签名错误") |
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| | | codes_data = data_json["data"] |
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| | | code = codes_data["code"] |
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| | | orderSysID = codes_data["orderSysID"] |
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| | | if code and orderSysID: |
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| | | result = trade_api.cancel_order(trade_api.TRADE_DIRECTION_BUY, code, orderSysID, True) |
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| | | print("---撤单结果----") |
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| | | print(result) |
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| | | elif code: |
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| | | state = trade_manager.get_trade_state(code) |
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| | | if state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or state == trade_manager.TRADE_STATE_BUY_DELEGATED or state == trade_manager.TRADE_STATE_BUY_CANCEL_ING: |
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| | | try: |
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| | | l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动撤销") |
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| | | return_str = json.dumps({"code": 0}) |
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| | | except Exception as e: |
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| | | return_str = json.dumps({"code": 2, "msg": str(e)}) |
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| | | else: |
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| | | return_str = json.dumps({"code": 1, "msg": "未处于可撤单状态"}) |
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| | | else: |
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| | | return_str = json.dumps({"code": 1, "msg": "请上传代码"}) |
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| | | |
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| | | elif type_ == 'sell': |
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| | | # 验证签名 |
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| | | if not is_sign_right: |
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| | | raise Exception("签名错误") |
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| | | codes_data = data_json["data"] |
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| | | code = codes_data["code"] |
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| | | volume = codes_data["volume"] |
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| | | price = codes_data["price"] |
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| | | # 是否强制卖0/1 |
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| | | force_sell = codes_data["force"] |
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| | | # TODO 强制卖策略 |
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| | | result = trade_api.order(trade_api.TRADE_DIRECTION_SELL, code, volume, price) |
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| | | print("---卖出结果----") |
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| | | print(result) |
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| | | elif type_ == 'delegate_list': |
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| | | # 委托列表 |
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| | | update_time = data_json["data"]["update_time"] |
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| | | # 是否可撤 0/1 |
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| | | can_cancel = data_json["data"]["can_cancel"] |
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| | | results, update_time = None, None |
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| | | if can_cancel: |
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| | | results, update_time = huaxin_trade_record_manager.DelegateRecordManager.list_by_day( |
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| | | tool.get_now_date_str("%Y%m%d"), None, |
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| | | [huaxin_util.TORA_TSTP_OST_Accepted, huaxin_util.TORA_TSTP_OST_PartTraded]) |
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| | | else: |
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| | | results, update_time = huaxin_trade_record_manager.DelegateRecordManager.list_by_day( |
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| | | tool.get_now_date_str("%Y%m%d"), update_time) |
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| | | return_str = json.dumps( |
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| | | {"code": 0, "data": {"list": results, "updateTime": update_time}, "msg": "请上传代码"}) |
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| | | |
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| | | elif type_ == 'deal_list': |
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| | | # 成交列表 |
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| | | results, update_time = huaxin_trade_record_manager.DealRecordManager.list_by_day( |
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| | | tool.get_now_date_str("%Y%m%d")) |
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| | | return_str = json.dumps( |
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| | | {"code": 0, "data": {"list": results}, "msg": ""}) |
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| | | elif type_ == 'position_list': |
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| | | # 持仓股列表 |
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| | | results, update_time = huaxin_trade_record_manager.PositionManager.list_by_day( |
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| | | tool.get_now_date_str("%Y%m%d")) |
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| | | return_str = json.dumps( |
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| | | {"code": 0, "data": {"list": results}, "msg": ""}) |
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| | | elif type_ == 'money_list': |
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| | | # 资金详情 |
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| | | money_data = huaxin_trade_record_manager.MoneyManager.get_data() |
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| | | return_str = json.dumps( |
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| | | {"code": 0, "data": money_data, "msg": ""}) |
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| | | elif type_ == 'sync_trade_data': |
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| | | # 同步交易数据 |
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| | | sync_type = data_json["data"]["type"] |
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| | | if sync_type == "delegate_list": |
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| | | trade_data_request_queue.put_nowait({"type": "delegate_list"}) |
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| | | elif sync_type == "deal_list": |
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| | | trade_data_request_queue.put_nowait({"type": "deal_list"}) |
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| | | elif sync_type == "money": |
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| | | trade_data_request_queue.put_nowait({"type": "money"}) |
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| | | elif sync_type == "position_list": |
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| | | trade_data_request_queue.put_nowait({"type": "position_list"}) |
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| | | return_str = json.dumps( |
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| | | {"code": 0, "data": {}, "msg": ""}) |
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| | | |
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| | | # 查询委托列表 |
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| | | elif type_ == 'test': |
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| | | # 卖出 |
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| | | # trade_api.order(trade_api.TRADE_DIRECTION_SELL, "600854", 100, 5.45) |
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| | | result = trade_api.get_deal_list() |
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| | | print("\n\n---成交列表----") |
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| | | for d in result["data"]: |
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| | | print(d) |
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| | | |
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| | | result = trade_api.get_delegate_list(True) |
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| | | print("\n\n---可撤委托----") |
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| | | for d in result["data"]: |
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| | | print(d) |
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| | | result = trade_api.get_delegate_list(False) |
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| | | print("\n\n---全部委托----") |
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| | | for d in result["data"]: |
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| | | print(d) |
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| | | |
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| | | result = trade_api.get_position_list() |
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| | | print("\n\n---持仓列表----") |
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| | | for d in result["data"]: |
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| | | print(d) |
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| | | |
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| | | result = trade_api.get_money() |
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| | | print("\n\n---账户列表----") |
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| | | for d in result["data"]: |
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| | | print(d) |
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| | | elif type_ == 'test_l2': |
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| | | codes_data = data_json["data"] |
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| | | result = trade_api.set_l2_codes_data(codes_data) |
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| | | print("\n\n---L2设置结果----") |
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| | | print(result) |
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| | | else: |
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| | | while True: |
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| | | r = sk.recv(1024 * 100) |
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| | | if r: |
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| | | print(r.decode('utf-8')) |
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| | | sk.sendall("123".encode('utf-8')) |
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| | | |
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| | | # result = trade_server_processor.process(data_json["data"]) |
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| | | # sk.sendall(json.dumps({"code": 0}).encode(encoding='utf-8')) |
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| | | else: |
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| | | # 断开连接 |
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| | | break |
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| | | # sk.close() |
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| | | except Exception as e: |
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| | | logging.exception(e) |
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| | | break |
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| | | finally: |
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| | | pass |
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| | | |
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| | | def finish(self): |
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| | | super().finish() |
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| | | |
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| | | |
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| | | def __read_trade_data_queue(): |
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| | | while True: |
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| | | try: |
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| | | data = trade_data_request_queue.get() |
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| | | if data: |
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| | | type_ = data["type"] |
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| | | hx_logger_trade_debug.info(f"获取交易数据开始：{type_}") |
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| | | |
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| | | if type_ == "delegate_list": |
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| | | data = huaxin_trade_api.get_delegate_list(False) |
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| | | dataJSON = json.loads(data) |
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| | | if dataJSON["data"]["code"] == 0: |
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| | | data = dataJSON["data"]["data"] |
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| | | huaxin_trade_record_manager.DelegateRecordManager.add(data) |
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| | | elif type_ == "money": |
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| | | data = huaxin_trade_api.get_money() |
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| | | dataJSON = json.loads(data) |
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| | | if dataJSON["data"]["code"] == 0: |
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| | | data = dataJSON["data"]["data"] |
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| | | huaxin_trade_record_manager.MoneyManager.save_data(data) |
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| | | elif type_ == "deal_list": |
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| | | data = huaxin_trade_api.get_deal_list() |
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| | | dataJSON = json.loads(data) |
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| | | if dataJSON["data"]["code"] == 0: |
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| | | data = dataJSON["data"]["data"] |
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| | | huaxin_trade_record_manager.DealRecordManager.add(data) |
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| | | # 持仓股 |
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| | | elif type_ == "position_list": |
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| | | data = huaxin_trade_api.get_position_list() |
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| | | dataJSON = huaxin_trade_api.parseResponse(data) |
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| | | if dataJSON["code"] == 0: |
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| | | data = dataJSON["data"] |
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| | | huaxin_trade_record_manager.PositionManager.add(data) |
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| | | |
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| | | hx_logger_trade_debug.info(f"获取交易数据成功：{type_}") |
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| | | except Exception as e: |
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| | | hx_logger_trade_debug.exception(e) |
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| | | finally: |
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| | | # 有1s的间隔 |
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| | | time.sleep(1) |
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| | | |
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| | | |
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| | | def __set_target_codes(): |
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| | | while True: |
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| | | try: |
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| | | datas = huaxin_target_codes_manager.pop() |
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| | | if datas: |
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| | | result = huaxin_trade_api.set_l2_codes_data(datas) |
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| | | print("设置L2代码结果：", result) |
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| | | except Exception as e: |
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| | | logging.exception(e) |
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| | | finally: |
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| | | time.sleep(1) |
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| | | |
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| | | |
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| | | def run(): |
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| | | print("create TradeApiServer") |
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| | | # 拉取交易信息 |
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| | | t1 = threading.Thread(target=lambda: __read_trade_data_queue(), daemon=True) |
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| | | t1.start() |
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| | | |
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| | | t1 = threading.Thread(target=lambda: __set_target_codes(), daemon=True) |
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| | | t1.start() |
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| | | |
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| | | laddr = "0.0.0.0", 10009 |
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| | | tcpserver = MyThreadingTCPServer(laddr, MyBaseRequestHandle) # 注意：参数是MyBaseRequestHandle |
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| | | tcpserver.serve_forever() |
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| | | |
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| | | |
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| | | if __name__ == "__main__": |
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| | | pass |
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