gp-server.git - Gitblit

			@@ -294,7 +294,8 @@
			try:
			l2_data_manager_new.L2TradeDataProcessor.process_huaxin(code, _datas)
			finally:
			l2_data_log.l2_time_log(code, f"处理L2逐笔委托结束：处理数据数量: {len(_datas)} 最终处理时间:{round(time.time() * 1000) - now_timestamp}")
			l2_data_log.l2_time_log(code,
			f"处理L2逐笔委托结束：处理数据数量: {len(_datas)} 最终处理时间:{round(time.time() * 1000) - now_timestamp}")

			@classmethod
			def l2_transaction(cls, code, datas):
			@@ -303,6 +304,7 @@
			# 设置成交价
			current_price_process_manager.set_trade_price(code, datas[-1][1])
			total_datas = l2_data_util.local_today_datas.get(code)
			__start_time = time.time()
			try:
			buyno_map = l2_data_util.local_today_buyno_map.get(code)
			if not buyno_map:
			@@ -321,51 +323,51 @@
			buy_progress_index = buyno_map[buy_no]["index"]
			break

			# 获取执行位时间
			buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(
			code)
			if True:
			if buy_progress_index is not None:
			cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index)

			num_operate_map = l2_data_util.local_today_num_operate_map.get(
			code)
			async_log_util.info(logger_l2_trade_buy_queue, "获取成交位置成功： code-{} index-{}", code,
			buy_progress_index)
			buy_time = total_datas[buy_progress_index]["val"]["time"]
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			if buy_exec_index:
			m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code)
			need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code,
			buy_progress_index,
			buy_exec_index,
			total_datas,
			num_operate_map,
			m_base_val,
			limit_up_price)
			if need_cancel:
			L2TradeDataProcessor.cancel_buy(code, f"D撤:{msg}", source="d_cancel")

			f2 = dask.delayed(LCancelBigNumComputer().set_trade_progress)(code,
			if buy_progress_index is not None:
			# 获取执行位时间
			buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(
			code)
			cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index)
			num_operate_map = l2_data_util.local_today_num_operate_map.get(
			code)
			async_log_util.info(logger_l2_trade_buy_queue, "获取成交位置成功： code-{} index-{}", code,
			buy_progress_index)
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			if buy_exec_index:
			m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code)
			need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code,
			buy_progress_index,
			total_datas)
			f3 = dask.delayed(
			deal_big_money_manager.DealComputeProgressManager().set_trade_progress)(
			code,
			buy_progress_index,
			total_datas,
			num_operate_map)
			buy_exec_index,
			total_datas,
			num_operate_map,
			m_base_val,
			limit_up_price)
			if need_cancel:
			L2TradeDataProcessor.cancel_buy(code, f"D撤:{msg}", source="d_cancel")

			f4 = dask.delayed(
			SecondCancelBigNumComputer().set_transaction_index)(
			code,
			buy_progress_index)
			f2 = dask.delayed(LCancelBigNumComputer().set_trade_progress)(code,
			buy_progress_index,
			total_datas)
			f3 = dask.delayed(
			deal_big_money_manager.DealComputeProgressManager().set_trade_progress)(
			code,
			buy_progress_index,
			total_datas,
			num_operate_map)

			dask.compute(f2, f3, f4)
			else:
			pass
			f4 = dask.delayed(
			SecondCancelBigNumComputer().set_transaction_index)(
			code,
			buy_progress_index)

			dask.compute(f2, f3, f4)
			else:
			pass
			except Exception as e:
			hx_logger_l2_transaction.exception(e)
			finally:
			async_log_util.info(hx_logger_l2_transaction, f"处理用时：{int((time.time() - __start_time) * 1000)}")

			@classmethod
			def l2_market_data(cls, code, data):
			@@ -404,7 +406,7 @@
			yesterday_codes,
			block_info.get_before_blocks_dict())

			hx_logger_l2_market_data.info(f"{code}#{data}")
			async_log_util.info(hx_logger_l2_market_data, f"{code}#{data}")

			@classmethod
			def trading_order_canceled(cls, code, order_no):
			@@ -458,7 +460,7 @@
			timestamp = val.get("time")
			# 大于10s的数据放弃处理
			if type_ == "set_target_codes":
			if time.time() * 1000 - timestamp > 10*1000:
			if time.time() * 1000 - timestamp > 10 * 1000:
			continue
			TradeServerProcessor.set_target_codes(val)
			except Exception as e: