bug修复/L2租逐笔成交时间与本地时间相差太久直接撤单

Administrator

2024-05-06 3f4b6595a5ef71306f6e3d4f95039268b65b070a

bug修复/L2租逐笔成交时间与本地时间相差太久直接撤单

 l2/cancel_buy_strategy.py

@@ -257,7 +257,6 @@
                total_num += val['num']
                if val['orderNo'] == watch_info[1]:
                    total_num -= watch_info[2]
        min_index = min(watch_info[0])
        # 过滤最小金额
        zyltgb = l2_trade_factor.L2TradeFactorUtil.get_zyltgb(code)
        zyltgb_unit_y = round(zyltgb / 100000000, 1)
@@ -1253,7 +1252,7 @@
    def set_real_place_order_index(self, code, index, buy_single_index=None, is_default=False):
        l2_log.l_cancel_debug(code, f"设置真实下单位-{index}，buy_single_index-{buy_single_index}")
        self.__real_place_order_index_dict[code] = (index, is_default)
        RedisUtils.setex_async(self.__db, f"l_cancel_real_place_order_index-{code}", tool.get_expire(), index)
        RedisUtils.setex_async(self.__db, f"l_cancel_real_place_order_index-{code}", tool.get_expire(), json.dumps((index, is_default)))
        if buy_single_index is not None:
            if code in self.__last_trade_progress_dict:
                # L撤从成交进度位开始计算

 l2/l2_transaction_data_processor.py

@@ -6,6 +6,7 @@
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
    GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer, NewGCancelBigNumComputer
from l2.huaxin import l2_huaxin_util
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
@@ -15,6 +16,8 @@
from trade import current_price_process_manager
from trade.deal_big_money_manager import DealOrderNoManager
import concurrent.futures

from utils import tool


class HuaXinTransactionDatasProcessor:
@@ -34,7 +37,7 @@
        return buy_progress_index

    @classmethod
    def statistic_big_order_infos(cls, code, datas, order_begin_pos:OrderBeginPosInfo):
    def statistic_big_order_infos(cls, code, datas, order_begin_pos: OrderBeginPosInfo):
        """
        统计大单成交
        @param code:
@@ -53,7 +56,8 @@
                    for buy_data in bigger_buy_datas:
                        order_no = f"{buy_data[0]}"
                        if order_no in buyno_map:
                            LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"], order_begin_pos.buy_single_index)
                            LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"],
                                                                   order_begin_pos.buy_single_index)
        except Exception as e:
            logger_debug.exception(e)

@@ -93,6 +97,7 @@
                _start_time = time.time()
                use_time_list.append(("处理卖单成交数据", _start_time - __start_time))
                if is_placed_order:

                    need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
                                                                                                         big_sell_order_info,
                                                                                                         order_begin_pos)
@@ -101,6 +106,10 @@
                    if not need_cancel:
                        need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
                                                                                            order_begin_pos)
                    # 判断时间是否与本地时间相差5s以上
                    if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) >= 5:
                        need_cancel, cancel_msg = True, f"成交时间与本地时间相差5S以上，{l2_huaxin_util.convert_time(datas[-1][3])}"

                    if need_cancel:
                        L2TradeDataProcessor.cancel_buy(code, cancel_msg)

@@ -112,25 +121,6 @@
                logger_debug.exception(e)

            _start_time = time.time()
            # 计算已经成交的大单
            # big_money_count = 0
            # for d in datas:
            #     data = buyno_map.get(f"{d[6]}")
            #     buy_num = None
            #     if data:
            #         buy_num = data["val"]["num"] * 100
            #     # 统计成交单
            #     deal_info = HuaXinBuyOrderManager.statistic_deal_desc(code, d, buy_num)
            #     if deal_info and deal_info[1]:
            #         data = buyno_map.get(f"{deal_info[0]}")
            #         print("已经成交索引：", data["index"])
            #         val = data["val"]
            #         if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
            #             big_money_count += 1
            #             DealOrderNoManager().add_orderno(code, f"{deal_info[0]}")
            #         # L后是否有成交，如果有成交就需要除去当前笔数，然后重新囊括一笔
            #         # 暂时不需要这种复杂的机制
            #         # LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
            cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos)

            use_time_list.append(("统计买单数据", time.time() - _start_time))
@@ -172,4 +162,5 @@
        finally:
            use_time = int((time.time() - __start_time) * 1000)
            if use_time > 5:
                async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时：{use_time}  详情:{use_time_list}")
                async_log_util.info(hx_logger_l2_upload,
                                    f"{code}处理成交用时：{use_time} 数据数量：{len(datas)}  详情:{use_time_list}")