添加逐笔成交处理日志

Administrator

2023-09-19 6b0a07dd2aeadff744b3d930366a0a7cec6351bf

添加逐笔成交处理日志

 trade/huaxin/trade_server.py

@@ -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:
@@ -321,18 +323,16 @@
                        buy_progress_index = buyno_map[buy_no]["index"]
                        break


                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)
                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)
@@ -366,6 +366,8 @@
                        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):