| | |
| | | |
| | | |
| | | def run(queue_r: multiprocessing.Queue, order_queues: List[multiprocessing.Queue], |
| | | transaction_queues: List[multiprocessing.Queue], market_queue: multiprocessing.Queue, order_ipc_hosts: list, data_callbacks:list) -> None: |
| | | transaction_queues: List[multiprocessing.Queue], market_queue: multiprocessing.Queue, data_callbacks:list) -> None: |
| | | |
| | | logger_system.info("L2进程ID:{}", os.getpid()) |
| | | logger_system.info(f"l2_client 线程ID:{tool.get_thread_id()}") |
| | |
| | | transaction_queue_distribute_manager = CodeQueueDistributeManager(transaction_queues) |
| | | data_callback_distribute_manager = CodeDataCallbackDistributeManager(data_callbacks) |
| | | l2_data_upload_manager = L2DataUploadManager(order_queue_distribute_manager, |
| | | transaction_queue_distribute_manager, market_queue, order_ipc_hosts, data_callback_distribute_manager) |
| | | transaction_queue_distribute_manager, market_queue, data_callback_distribute_manager) |
| | | __init_l2(l2_data_upload_manager) |
| | | l2_data_manager.run_upload_common() |
| | | l2_data_manager.run_log() |
| | |
| | | |
| | | # 活动时间 |
| | | from huaxin_client.code_queue_distribute_manager import CodeQueueDistributeManager, CodeDataCallbackDistributeManager |
| | | from huaxin_client.l2_data_transform_protocol import L2DataCallBack |
| | | 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, \ |
| | |
| | | class L2DataUploadManager: |
| | | def __init__(self, order_queue_distribute_manager: CodeQueueDistributeManager, |
| | | transaction_queue_distribute_manager: CodeQueueDistributeManager, |
| | | market_data_queue: multiprocessing.Queue, order_ipc_hosts, |
| | | market_data_queue: multiprocessing.Queue, |
| | | data_callback_distribute_manager: CodeDataCallbackDistributeManager): |
| | | |
| | | self.order_queue_distribute_manager = order_queue_distribute_manager |
| | |
| | | self.upload_l2_data_task_dict = {} |
| | | self.l2_order_codes = set() |
| | | self.l2_transaction_codes = set() |
| | | self.l2_order_upload_protocol = L2DataUploadProtocolManager(order_ipc_hosts) |
| | | |
| | | # 设置订单过滤条件 |
| | | # special_price:过滤的1手的价格 |
| | |
| | | self.temp_transaction_queue_dict[code] = collections.deque() |
| | | if code not in self.temp_log_queue_dict: |
| | | self.temp_log_queue_dict[code] = queue.Queue() |
| | | # 分配订单上传协议 |
| | | if not constant.is_windows(): |
| | | self.l2_order_upload_protocol.distribute_upload_host(code) |
| | | |
| | | if code not in self.upload_l2_data_task_dict: |
| | | t1 = threading.Thread(target=lambda: self.__run_upload_order_task(code), daemon=True) |
| | | t1.start() |
| | |
| | | def release_distributed_upload_queue(self, code): |
| | | self.order_queue_distribute_manager.release_distribute_queue(code) |
| | | self.transaction_queue_distribute_manager.release_distribute_queue(code) |
| | | self.l2_order_upload_protocol.release_distributed_upload_host(code) |
| | | self.data_callback_distribute_manager.release_distribute_callback(code) |
| | | if code in self.temp_order_queue_dict: |
| | | self.temp_order_queue_dict[code].clear() |
| | |
| | | |
| | | def __upload_l2_data(self, code, _queue, datas): |
| | | _queue.put_nowait(marshal.dumps([code, datas, time.time()])) |
| | | |
| | | def __upload_l2_order_data(self, code, datas): |
| | | self.l2_order_upload_protocol.upload_data_as_json(code, (code, datas, time.time())) |
| | | |
| | | # 处理订单数据并上传 |
| | | def __run_upload_order_task(self, code): |
| | |
| | | threading.Thread(target=lambda: self.__create_ipc_server(host), daemon=True).start() |
| | | |
| | | # 接收L2数据 |
| | | def receive_l2_data(self, order_queues, transaction_queues, market_queue, order_ipc_hosts): |
| | | def receive_l2_data(self, order_queues, transaction_queues, market_queue): |
| | | # TODO 暂时不通过队列接收数据 |
| | | # for q in order_queues: |
| | | # t1 = threading.Thread(target=lambda: self.__recive_l2_orders(q), daemon=True) |
| | |
| | | t2.start() |
| | | t3 = threading.Thread(target=lambda: self.__recive_l2_markets(market_queue), daemon=True) |
| | | t3.start() |
| | | # 接收订单hosts |
| | | if not constant.is_windows(): |
| | | self.__create_ipc_server_hosts(order_ipc_hosts) |
| | | |
| | | def get_active_count(self, type_): |
| | | expire_time = time.time() - 5 |
| | |
| | | queue_l1_w_strategy_r_: multiprocessing.Queue, |
| | | queue_strategy_w_trade_r_: multiprocessing.Queue, |
| | | queue_strategy_w_trade_r_for_read_: multiprocessing.Queue, order_queues_, transaction_queues_, |
| | | market_queue_, queue_l1_trade_r_strategy_w_, queue_l1_trade_w_strategy_r_, order_ipc_hosts_): |
| | | market_queue_, queue_l1_trade_r_strategy_w_, queue_l1_trade_w_strategy_r_): |
| | | logger_system.info("策略进程ID:{}", os.getpid()) |
| | | log.close_print() |
| | | # 初始化参数 |
| | |
| | | huaxin_trade_server.run(queue_strategy_r_trade_w_, queue_l1_w_strategy_r_, queue_strategy_w_trade_r_, |
| | | queue_strategy_w_trade_r_for_read_, order_queues_, |
| | | transaction_queues_, market_queue_, |
| | | queue_l1_trade_w_strategy_r_, order_ipc_hosts_) |
| | | queue_l1_trade_w_strategy_r_) |
| | | |
| | | |
| | | # 主服务 |
| | |
| | | # 创建L2通信队列 |
| | | order_queues = [] |
| | | transaction_queues = [] |
| | | order_ipc_hosts = [] |
| | | market_queue = multiprocessing.Queue() |
| | | for i in range(constant.HUAXIN_L2_MAX_CODES_COUNT): |
| | | order_queues.append(multiprocessing.Queue()) |
| | | for i in range(constant.HUAXIN_L2_MAX_CODES_COUNT): |
| | | transaction_queues.append(multiprocessing.Queue()) |
| | | for i in range(constant.HUAXIN_L2_MAX_CODES_COUNT): |
| | | order_ipc_hosts.append(f"ipc://l2order{i}.ipc") |
| | | |
| | | # 此处将L2的进程与策略进程合并 |
| | | # L2 |
| | |
| | | # l2Process.start() |
| | | # 将L2的进程改为进程执行 |
| | | threading.Thread(target=huaxin_client.l2_client.run, args=( |
| | | queue_other_w_l2_r, order_queues, transaction_queues, market_queue, order_ipc_hosts, |
| | | queue_other_w_l2_r, order_queues, transaction_queues, market_queue, |
| | | huaxin_trade_server.my_l2_data_callbacks), daemon=True).start() |
| | | |
| | | # 主进程 |
| | | createTradeServer(pss_strategy, queue_strategy_r_trade_w, queue_l1_w_strategy_r, queue_strategy_w_trade_r, |
| | | queue_strategy_w_trade_r_for_read, |
| | | order_queues, transaction_queues, market_queue, queue_l1_trade_r_strategy_w, |
| | | queue_l1_trade_w_strategy_r, order_ipc_hosts) |
| | | queue_l1_trade_w_strategy_r) |
| | | |
| | | # 将tradeServer作为主进程 |
| | | l1Process.join() |
| | |
| | | |
| | | def run(queue_strategy_r_trade_w, queue_l1_w_strategy_r, queue_strategy_w_trade_r, queue_strategy_w_trade_r_for_read, |
| | | order_queues, transaction_queues, |
| | | market_queue, queue_l1_trade_w_strategy_r, order_ipc_hosts): |
| | | market_queue, queue_l1_trade_w_strategy_r): |
| | | logger_system.info(f"trade_server 线程ID:{tool.get_thread_id()}") |
| | | try: |
| | | # 执行一些初始化数据 |
| | |
| | | # 监听L2数据 |
| | | global l2DataListenManager |
| | | l2DataListenManager = L2DataListenManager(my_l2_data_callback) |
| | | l2DataListenManager.receive_l2_data(order_queues, transaction_queues, market_queue, order_ipc_hosts) |
| | | l2DataListenManager.receive_l2_data(order_queues, transaction_queues, market_queue) |
| | | |
| | | # 启动交易服务 |
| | | huaxin_trade_api.run_pipe_trade(queue_strategy_r_trade_w, queue_strategy_w_trade_r, |