华鑫适配

Administrator

2023-07-07 6793c77dfedaf90edf4da30c121fd837fb2227fb

华鑫适配

 constant.py

@@ -98,7 +98,6 @@
L2_SOURCE_TYPE_THS = "ths"
L2_SOURCE_TYPE_HUAXIN = "huaxin"


# D撤单
# 守护时间
D_CANCEL_EXPIRE_TIME = 120
@@ -111,16 +110,19 @@
# 最小金额
L_CANCEL_MIN_MONEY = 98



# 华鑫L2的卡位数量
HUAXIN_L2_MAX_CODES_COUNT = 30

TRADE_WAY_HUAXIN = "huaxin"
TRADE_WAY_JUEJIN = "juejin"

########本地配置########
# L2_SOURCE_TYPE = L2_SOURCE_TYPE_THS
# # 掘金本地API
# JUEJIN_LOCAL_API = True
# TRADE_CHANNEL = TRADE_CHANNEL_JUEJIN

########华鑫配置########
L2_SOURCE_TYPE = L2_SOURCE_TYPE_HUAXIN
JUEJIN_LOCAL_API = False
JUEJIN_LOCAL_API = False
TRADE_WAY = TRADE_WAY_HUAXIN

 trade/huaxin/huaxin_trade_api.py

@@ -7,7 +7,6 @@
import threading
import time


from utils import socket_util


@@ -229,6 +228,16 @@
    return __read_response(client, request_id, blocking)


def parseResponse(data_str):
    if not data_str:
        raise Exception("反馈内容为空")
    res = json.loads(data_str)
    res = res['data']
    if res['code'] != 0:
        raise Exception(res['msg'])
    return res['data']


if __name__ == "__main__":
    d = {"id": "123123"}
    print(d.pop("id"))

 trade/trade_huaxin.py

@@ -2,25 +2,16 @@
华鑫交易
"""
import json
import logging
import time

import gm.api as gmapi

import constant
from code_attribute import gpcode_manager
from db.redis_manager import RedisManager
from logs_.log import logger_juejin_trade
from utils import network_util, tool
from trade.huaxin import huaxin_trade_api
from utils import  tool

__context_dict = {}

account_id = "77916efb-b856-46ee-9680-71be0fe18a42"
token = "38fb624832c1949708c7600abaf1e863d27663b3"
gmapi.set_token(token)


# gmapi.set_account_id(account_id)


# 交易订单号管理
@@ -73,22 +64,21 @@
    elif code[0:2] == '60':
        code_str = f"SHSE.{code}"
    start_time = time.time()
    results = gmapi.order_volume(code_str, count, gmapi.OrderSide_Buy, gmapi.OrderType_Limit, gmapi.PositionEffect_Open,
                                 price=price,
                                 order_duration=gmapi.OrderDuration_GFD, account=account_id)
    print("掘金下单耗时", time.time() - start_time)
    result = huaxin_trade_api.order(1, code, count, price)
    print("华鑫下单耗时", time.time() - start_time)
    logger_juejin_trade.info(f"{code}：下单耗时{round(time.time() - start_time, 3)}s")

    if results:
        print("下单结果", results)
        result = results[0]
        if result["ord_rej_reason_detail"]:
            logger_juejin_trade.info(f"{code}：下单失败：{result['ord_rej_reason_detail']}")
            raise Exception(result["ord_rej_reason_detail"])
    if result:
        print("下单结果", result)
        result = huaxin_trade_api.parseResponse(result)

        if result["orderStatus"] < 0:
            logger_juejin_trade.info(f"{code}：下单失败：{result['orderStatusMsg']}")
            raise Exception(result["orderStatusMsg"])
        else:
            TradeOrderIdManager.add_order_id(code, result["account_id"], result["cl_ord_id"])
            logger_juejin_trade.info(f"{code}：下单成功 ord_id:{result['cl_ord_id']}")
            return result["symbol"].split(".")[1], result["account_id"], result["cl_ord_id"]
            TradeOrderIdManager.add_order_id(code, result["accountId"], result["orderSysID"])
            logger_juejin_trade.info(f"{code}：下单成功 orderSysID:{result['orderSysID']}")
            return result["securityId"], result["accountId"], result["orderSysID"]
    else:
        raise Exception("下单失败，无返回")

@@ -100,91 +90,15 @@
    if orders_info:
        for order in orders_info:
            order_info = json.loads(order)
            orders.append({'cl_ord_id': order_info[1], 'account_id': order_info[0]})
            orders.append({'orderSysID': order_info[1], 'accountId': order_info[0]})
    if orders:
        logger_juejin_trade.info(f"{code}：开始执行撤单")
        # 执行3次撤单
        for i in range(3):
            gmapi.order_cancel(orders)
        logger_juejin_trade.info(f"{code}：撤单成功，撤单数量：{len(orders)}")
        for order in orders:
            TradeOrderIdManager.remove_order_id(code, order["account_id"], order["cl_ord_id"])
            huaxin_trade_api.cancel_order(1, code, order["orderSysID"])
            TradeOrderIdManager.remove_order_id(code, order["accountId"], order["orderSysID"])


# 撤单
def __cancel_order(account_id, cl_ord_id):
    orders = [{'cl_ord_id': cl_ord_id, 'account_id': account_id}]
    gmapi.order_cancel(orders)


def test():
    symbols = gpcode_manager.get_gp_list_with_prefix(["002531"])
    data = gmapi.get_instruments(symbols=",".join(symbols))
    print(data)


def run():
    print("启动读取掘金交易数据")
    # strategy_id = "e97a257e-1bba-11ed-a1b1-00e070c694ff"
    # token = "a2eed2b159e9238dc0353fc3e73734d7677f7baf"
    # gmapi.run(strategy_id, filename="trade.trade_juejin.py", mode=gmapi.MODE_LIVE, token=token)
    while True:
        try:
            if tool.is_trade_time():
                datas = get_execution_reports()
                # 上传数据
                fdatas = []
                for d in datas:
                    fdatas.append(
                        {"code": d[0], "money": d[4], "num": d[2], "price": d[3], "time": d[7], "trade_num": d[5],
                         "type": d[1] - 1})
                if fdatas:
                    network_util.send_socket_msg("127.0.0.1", 9001, {"type": 3, "data": fdatas})
        except Exception as e:
            logging.exception(e)
        # 2s更新
        time.sleep(1.5)


# 获取成交列表,返回的内容为:[(代码,买(1)/卖(2),量,价格,成交金额,订单ID,委托客户端ID,成交时间,成交日期)]
def get_execution_reports():
    gmapi.set_account_id(account_id)
    reports = gmapi.get_execution_reports()
    results = []
    for r in reports:
        if not r['ord_rej_reason_detail']:
            results.append(
                [r["symbol"].split(".")[1], r["side"], r["volume"], round(r["price"], 2), round(r["amount"], 2),
                 r["order_id"],
                 r["cl_ord_id"], r["created_at"].strftime("%H:%M:%S"), r["created_at"].strftime("%Y-%m-%d")])
    # 根据订单号合并数据
    temp_dict = {}
    for r in results:
        if r[5] not in temp_dict:
            temp_dict[r[5]] = r
        else:
            temp_dict[r[5]][2] += r[2]
            temp_dict[r[5]][4] += r[4]
    results = [temp_dict[k] for k in temp_dict]
    print("获取已成交数量：", len(results))

    return results


if __name__ == "__main__":
    datas = get_execution_reports()
    # 上传数据
    fdatas = []
    for d in datas:
        fdatas.append(
            {"code": d[0], "money": d[4], "num": d[2], "price": d[3], "time": d[7], "trade_num": d[5],
             "type": d[1] - 1})
    print(fdatas)
    network_util.send_socket_msg("127.0.0.1", 9001, {"type": 3, "data": fdatas})
    # print(order_volume("000566", 4.66, 100))
    # gmapi.set_token(token)
    # gmapi.set_account_id(account_id)
    # cancel_order("000566")
    # orders=[]
    # orders.append({'cl_ord_id':"3a691f3d-fdc7-11ed-838e-f4b5203f67bf", 'account_id': "8099a935-a991-4871-977f-206c6d3e04ca"})
    # gmapi.order_cancel(orders)
    pass

 trade/trade_juejin.py

@@ -124,26 +124,27 @@


def run():
    print("启动读取掘金交易数据")
    # strategy_id = "e97a257e-1bba-11ed-a1b1-00e070c694ff"
    # token = "a2eed2b159e9238dc0353fc3e73734d7677f7baf"
    # gmapi.run(strategy_id, filename="trade.trade_juejin.py", mode=gmapi.MODE_LIVE, token=token)
    while True:
        try:
            if tool.is_trade_time():
                datas = get_execution_reports()
                # 上传数据
                fdatas = []
                for d in datas:
                    fdatas.append(
                        {"code": d[0], "money": d[4], "num": d[2], "price": d[3], "time": d[7], "trade_num": d[5],
                         "type": d[1] - 1})
                if fdatas:
                    network_util.send_socket_msg("127.0.0.1", 9001, {"type": 3, "data": fdatas})
        except Exception as e:
            logging.exception(e)
        # 2s更新
        time.sleep(1.5)
    if constant.TRADE_WAY == constant.TRADE_WAY_JUEJIN:
        print("启动读取掘金交易数据")
        # strategy_id = "e97a257e-1bba-11ed-a1b1-00e070c694ff"
        # token = "a2eed2b159e9238dc0353fc3e73734d7677f7baf"
        # gmapi.run(strategy_id, filename="trade.trade_juejin.py", mode=gmapi.MODE_LIVE, token=token)
        while True:
            try:
                if tool.is_trade_time():
                    datas = get_execution_reports()
                    # 上传数据
                    fdatas = []
                    for d in datas:
                        fdatas.append(
                            {"code": d[0], "money": d[4], "num": d[2], "price": d[3], "time": d[7], "trade_num": d[5],
                             "type": d[1] - 1})
                    if fdatas:
                        network_util.send_socket_msg("127.0.0.1", 9001, {"type": 3, "data": fdatas})
            except Exception as e:
                logging.exception(e)
            # 2s更新
            time.sleep(1.5)


# 获取成交列表,返回的内容为:[(代码,买(1)/卖(2),量,价格,成交金额,订单ID,委托客户端ID,成交时间,成交日期)]

 trade/trade_manager.py

@@ -10,7 +10,7 @@

from db import mysql_data, redis_manager
from output import kp_client_msg_manager
from trade import trade_data_manager, l2_trade_util, trade_juejin
from trade import trade_data_manager, l2_trade_util, trade_juejin, trade_huaxin

import time as t
from l2 import l2_data_manager, l2_data_log
@@ -351,7 +351,10 @@
    try:
        if constant.API_TRADE_ENABLE:
            count = (constant.BUY_MONEY_PER_CODE // int(round(float(price) * 100))) * 100
            trade_juejin.order_volume(code, price, count)
            if constant.TRADE_WAY == constant.TRADE_WAY_JUEJIN:
                trade_juejin.order_volume(code, price, count)
            elif constant.TRADE_WAY == constant.TRADE_WAY_HUAXIN:
                trade_huaxin.order_volume(code, price, count)
        else:
            guiTrade.buy(code, price)
        __place_order_success(code, capture_timestamp, last_data, last_data_index)
@@ -397,7 +400,10 @@
        set_trade_state(code, TRADE_STATE_BUY_CANCEL_ING)
        logger_trade.info("{}撤单方法开始".format(code))
        if constant.API_TRADE_ENABLE:
            trade_juejin.cancel_order(code)
            if constant.TRADE_WAY == constant.TRADE_WAY_JUEJIN:
                trade_juejin.cancel_order(code)
            elif constant.TRADE_WAY == constant.TRADE_WAY_HUAXIN:
                trade_huaxin.cancel_order(code)
        else:
            guiTrade.cancel_buy(code)
        logger_trade.info("{}撤单方法结束".format(code))