精简L2过滤数据/快速成交守护时间修改

Administrator

2024-03-07 2fa1ab8dd2ae6f9596ccd018ef5e8b812347dd8d

精简L2过滤数据/快速成交守护时间修改

 huaxin_client/l2_client.py

@@ -186,18 +186,6 @@
                    return data_json[1]
        return []

    def set_code_special_watch_volume(self, code, volume):
        # 有效期为3s
        # self.special_code_volume_for_order_dict[code] = (volume, time.time() + 3)
        d = self.codes_volume_and_price_dict.get(code)
        if d:
            min_volume, limit_up_price, special_price, buy_volume = d[0], d[1], d[2], d[3]
            self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume, limit_up_price, special_price,
                                                                    buy_volume,
                                                                    {volume, constant.SHADOW_ORDER_VOLUME},
                                                                    time.time() + 3)
            huaxin_l2_log.info(logger_local_huaxin_l2_subscript, f"设置下单量监听：{code}-{volume}")

    def OnFrontConnected(self):
        print("OnFrontConnected")
        logger_system.info(f"l2_client OnFrontConnected 线程ID:{tool.get_thread_id()}")
@@ -546,11 +534,7 @@
                    value = value.decode("utf-8")
                data = json.loads(value)
                _type = data["type"]
                if _type == "listen_volume":
                    volume = data["data"]["volume"]
                    code = data["data"]["code"]
                    spi.set_code_special_watch_volume(code, volume)
                elif _type == "l2_cmd":
                if _type == "l2_cmd":
                    __start_time = time.time()
                    # 线程池
                    __l2_cmd_thread_pool.submit(

 huaxin_client/l2_data_manager.py

@@ -48,21 +48,11 @@

    # 设置订单过滤条件
    # special_price:过滤的1手的价格
    def set_order_fileter_condition(self, code, min_volume, limit_up_price, special_price, buy_volume,
                                    special_volumes=None,
                                    special_volumes_expire_time=None):
        if special_volumes is None:
            special_volumes = set()
        if code in self.filter_order_condition_dict and not special_volumes and not special_volumes_expire_time:
            self.filter_order_condition_dict[code][0] = (min_volume, limit_up_price, special_price, buy_volume)
    def set_order_fileter_condition(self, code, min_volume, limit_up_price, shadow_price, buy_volume):
        if code not in self.filter_order_condition_dict:
            self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, shadow_price, buy_volume)]
            huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
                               f"({code})常规过滤条件设置：{self.filter_order_condition_dict[code]}")
        else:
            self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, special_price, buy_volume),
                                                      special_volumes,
                                                      special_volumes_expire_time]
            huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
                               f"({code})下单后过滤条件设置：{self.filter_order_condition_dict[code]}")

    # 过滤订单
    def __filter_order(self, item):
@@ -72,18 +62,10 @@
            if item[2] >= filter_condition[0][0]:
                return item
            # 1手的买单满足价格
            if item[2] == 100 and item[3] == '1' and abs(filter_condition[0][2] - item[1]) < 0.001:
            if item[2] == 100 and abs(filter_condition[0][2] - item[1]) < 0.001:
                return item
            # 买量
            if item[2] == filter_condition[0][3] and item[3] == '1':
                return item

            if filter_condition[1] and item[2] in filter_condition[1]:
                if filter_condition[2] and time.time() > filter_condition[2]:
                    # 超时了，需要清除特殊量数据
                    filter_condition[1] = set()
                    filter_condition[2] = None
                    return None
            if item[2] == filter_condition[0][3]:
                return item
            return None
        return item

 l2/cancel_buy_strategy.py

@@ -1679,8 +1679,8 @@
        # 统计未撤订单的数量与金额
        total_datas = local_today_datas.get(code)
        # 是否是下单5分钟内
        if tool.trade_time_sub(tool.get_now_time_str(), total_datas[real_order_index]['val']['time']) > 2 * 60:
            return False, "下单超过2分钟"
        if tool.trade_time_sub(tool.get_now_time_str(), total_datas[real_order_index]['val']['time']) > 1 * 60:
            return False, "下单超过1分钟"

        total_left_count = 0
        total_left_num = 0

 trade/huaxin/huaxin_trade_server.py

@@ -1241,7 +1241,7 @@
            trade_rules_count = len(TradeRuleManager().list_can_excut_rules_cache())

            fdata = {"code": code, "total": 0, "available": 0, "sell_orders": [], "sell_rules_count": trade_rules_count,
                     "cost_price": 0,
                     "cost_price": 0, "cost_price_rate":0,
                     "code_info": (code, code_name), "desc": "".join(desc_list)}
            if positions:
                for d in positions:
@@ -1288,6 +1288,11 @@
            current_price = TradeServerProcessor.get_l1_current_price(code)
            if current_price:
                fdata["cost_price"] = current_price
                pre_close_price = CodePrePriceManager.get_price_pre_cache(code)
                if current_price and pre_close_price:
                    rate = round((float(current_price) - float(pre_close_price)) / float(pre_close_price), 4)
                    fdata["cost_price_rate"] = rate
                # 获取涨幅

            async_log_util.info(logger_trade_position_api_request, f"{fdata}")
            result = {"code": 0, "data": fdata}