| | |
| | | from l2.l2_data_manager_new import L2TradeDataProcessor |
| | | from l2.l2_data_util import L2DataUtil |
| | | from log_module import async_log_util |
| | | from log_module.log import hx_logger_l2_transaction, logger_l2_trade_buy_queue, hx_logger_l2_upload |
| | | from log_module.log import hx_logger_l2_transaction, logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug |
| | | from trade import current_price_process_manager, trade_manager, l2_trade_factor |
| | | from trade.deal_big_money_manager import DealOrderNoManager |
| | | from trade.l2_trade_factor import L2PlaceOrderParamsManager |
| | |
| | | d = datas[i] |
| | | buy_no = f"{d[6]}" |
| | | if buyno_map and buy_no in buyno_map: |
| | | async_log_util.info(hx_logger_l2_transaction, f"{code}成交进度:{buyno_map[buy_no]['index']}") |
| | | async_log_util.info(hx_logger_l2_debug, f"{code}成交进度:{buyno_map[buy_no]['index']}") |
| | | buy_progress_index = buyno_map[buy_no]["index"] |
| | | break |
| | | # ------统计保存成交大单订单号------ |
| | |
| | | # 获取执行位时间 |
| | | order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code) |
| | | if buy_progress_index is not None: |
| | | cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index) |
| | | cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index, total_datas) |
| | | 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) |
| | |
| | | LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index) |
| | | |
| | | except Exception as e: |
| | | hx_logger_l2_transaction.exception(e) |
| | | hx_logger_l2_debug.exception(e) |
| | | finally: |
| | | use_time = int((time.time() - __start_time) * 1000) |
| | | if use_time > 10: |
| | |
| | | return index, is_default |
| | | |
| | | # 设置交易进度 |
| | | def set_traded_index(self, code, index, total_datas=None): |
| | | def set_traded_index(self, code, index, total_datas = None): |
| | | last_info = self.latest_buy_progress_index_cache.get(code) |
| | | if not last_info or last_info[0] != index: |
| | | if last_info: |
| | |
| | | logger.add(self.get_hx_path("l2", "upload"), |
| | | filter=lambda record: record["extra"].get("name") == "hx_l2_upload", |
| | | rotation="00:00", compression="zip", enqueue=True) |
| | | logger.add(self.get_hx_path("l2", "debug"), |
| | | filter=lambda record: record["extra"].get("name") == "hx_l2_debug", |
| | | rotation="00:00", compression="zip", enqueue=True) |
| | | |
| | | logger.add(self.get_hx_path("contact", "debug"), |
| | | filter=lambda record: record["extra"].get("name") == "hx_contact_debug", |
| | | rotation="00:00", compression="zip", enqueue=True) |
| | |
| | | hx_logger_l2_transaction = __mylogger.get_logger("hx_l2_transaction") |
| | | hx_logger_l2_market_data = __mylogger.get_logger("hx_l2_market_data") |
| | | hx_logger_l2_upload = __mylogger.get_logger("hx_l2_upload") |
| | | hx_logger_l2_debug = __mylogger.get_logger("hx_l2_debug") |
| | | hx_logger_contact_debug = __mylogger.get_logger("hx_contact_debug") |
| | | hx_logger_trade_callback = __mylogger.get_logger("hx_trade_callback") |
| | | hx_logger_trade_debug = __mylogger.get_logger("hx_trade_debug") |