华鑫适配

Administrator

2023-07-10 7d3332912a98d593626fe6ae75011fb49baec84f

华鑫适配

 constant.py

@@ -3,7 +3,7 @@

TEST = False
# 是否允许交易
TRADE_ENABLE = False
TRADE_ENABLE = True

# 签名错误
RESPONSE_CODE_SIGIN_ERROR = 1001
@@ -117,12 +117,13 @@
TRADE_WAY_JUEJIN = "juejin"

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

########华鑫配置########
L2_SOURCE_TYPE = L2_SOURCE_TYPE_HUAXIN
JUEJIN_LOCAL_API = False
TRADE_WAY = TRADE_WAY_HUAXIN
if not is_windows():
    L2_SOURCE_TYPE = L2_SOURCE_TYPE_HUAXIN
    JUEJIN_LOCAL_API = False
    TRADE_WAY = TRADE_WAY_HUAXIN

 l2/huaxin/l2_huaxin_util.py

@@ -2,6 +2,7 @@
华鑫LV2处理工具类
"""


# 处理逐笔委托
# item逐笔委托
# (data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'],
@@ -44,7 +45,8 @@
    datas = []
    dataIndexs = {}
    same_time_num = {}
    for item in origin_datas:
    for i in range(0, len(origin_datas)):
        item = origin_datas[i]
        # 解析数据
        time = item["time"]
        if time in same_time_num:
@@ -74,12 +76,12 @@
            # 数据重复次数默认为1
            datas.append({"key": key, "val": item, "re": 1})
            dataIndexs.setdefault(key, len(datas) - 1)
    # TODO 测试的时候开启，方便记录大单数据
    # l2_data_util.save_big_data(code, same_time_num, data)
    return datas


def get_format_l2_datas(code, origin_datas, limit_up_price):
def get_format_l2_datas(code, origin_datas, limit_up_price, start_index):
    # 先转变数据格式
    datas = [__convert_order(x, limit_up_price) for x in origin_datas]
    return __format_l2_data(datas, code, limit_up_price)
    fdatas = __format_l2_data(datas, code, limit_up_price)
    for i in range(0, len(fdatas)):
        fdatas[i]["index"] = start_index + i

 server.py

@@ -1111,7 +1111,7 @@


    # 交易成功无法读取时备用
    while False:
    while True:
        try:
            datas = trade_juejin.get_execution_reports()
            # 上传数据

 trade/huaxin/trade_server.py

@@ -13,6 +13,7 @@
from code_attribute import gpcode_manager
from l2 import l2_data_manager_new, l2_data_log
from l2.huaxin import l2_huaxin_util, huaxin_target_codes_manager
from l2.l2_data_util import local_today_datas
from logs_.log import logger_l2_error
from trade.huaxin.huaxin_log import logger_l2_orderdetail, logger_l2_transaction, logger_l2_upload, \
    logger_contact_debug, logger_trade_callback, logger_trade_debug
@@ -155,8 +156,12 @@
                        origin_start_time = round(time.time() * 1000)
                        try:
                            # 转换数据格式
                            _start_index = 0
                            if local_today_datas.get(code) is not None and len(
                                    local_today_datas[code]) > 0:
                                _start_index = local_today_datas[code][-1]["index"] + 1
                            datas = l2_huaxin_util.get_format_l2_datas(code, datas,
                                                                       gpcode_manager.get_limit_up_price(code))
                                                                       gpcode_manager.get_limit_up_price(code), _start_index)
                            __start_time = round(time.time() * 1000)
                            l2_data_manager_new.L2TradeDataProcessor().process_add_datas(code, datas, 0, __start_time)
                        except Exception as e: