| | |
|---|
| | | code = data["code"] |
|---|
| | | datas = data["data"] |
|---|
| | | hx_logger_l2_transaction.info(f"{code}#{datas}") |
|---|
| | | buyno_map = l2_data_util.local_today_buyno_map.get(code) |
|---|
| | | try: |
|---|
| | | buyno_map = l2_data_util.local_today_buyno_map.get(code) |
|---|
| | | hx_logger_l2_transaction(f"{code}的买入订单号数量:{len(buyno_map.keys()) if buyno_map else 0}") |
|---|
| | | buy_progress_index = None |
|---|
| | | for d in datas: |
|---|
| | | buy_no = d[6] |
|---|
| | | if buy_no in buyno_map: |
|---|
| | | hx_logger_l2_transaction(f"{code}成交进度：{buyno_map[buy_no]}") |
|---|
| | | buy_progress_index = buyno_map[buy_no]["index"] |
|---|
| | | |
|---|
| | | hx_logger_l2_transaction(f"{code}的买入订单号数量:{len(buyno_map.keys()) if buyno_map else 0}") |
|---|
| | | buy_progress_index = None |
|---|
| | | for d in datas: |
|---|
| | | buy_no = d[6] |
|---|
| | | if buy_no in buyno_map: |
|---|
| | | hx_logger_l2_transaction(f"{code}成交进度：{buyno_map[buy_no]}") |
|---|
| | | buy_progress_index = buyno_map[buy_no]["index"] |
|---|
| | | |
|---|
| | | # 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( |
|---|
| | | code) |
|---|
| | | if True: |
|---|
| | | if buy_progress_index is not None: |
|---|
| | | logger_l2_trade_buy_queue.info("获取成交位置成功： code-{} index-{}", code, buy_progress_index) |
|---|
| | | buy_time = l2_data_util.local_today_datas.get(code)[buy_progress_index]["val"]["time"] |
|---|
| | | HourCancelBigNumComputer.set_trade_progress(code, buy_time, buy_exec_index, |
|---|
| | | buy_progress_index, |
|---|
| | | l2_data_util.local_today_datas.get( |
|---|
| | | code), |
|---|
| | | l2_data_util.local_today_num_operate_map.get( |
|---|
| | | code)) |
|---|
| | | LCancelBigNumComputer.set_trade_progress(code, buy_progress_index, |
|---|
| | | l2_data_util.local_today_datas.get( |
|---|
| | | code)) |
|---|
| | | # 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( |
|---|
| | | code) |
|---|
| | | if True: |
|---|
| | | if buy_progress_index is not None: |
|---|
| | | logger_l2_trade_buy_queue.info("获取成交位置成功： code-{} index-{}", code, buy_progress_index) |
|---|
| | | buy_time = l2_data_util.local_today_datas.get(code)[buy_progress_index]["val"]["time"] |
|---|
| | | HourCancelBigNumComputer.set_trade_progress(code, buy_time, buy_exec_index, |
|---|
| | | buy_progress_index, |
|---|
| | | l2_data_util.local_today_datas.get( |
|---|
| | | code), |
|---|
| | | l2_data_util.local_today_num_operate_map.get( |
|---|
| | | code)) |
|---|
| | | LCancelBigNumComputer.set_trade_progress(code, buy_progress_index, |
|---|
| | | l2_data_util.local_today_datas.get( |
|---|
| | | code)) |
|---|
| | | |
|---|
| | | |
|---|
| | | # 计算大单成交额 |
|---|
| | | deal_big_money_manager.set_trade_progress(code, buy_progress_index, |
|---|
| | | l2_data_util.local_today_datas.get( |
|---|
| | | code), |
|---|
| | | l2_data_util.local_today_num_operate_map.get( |
|---|
| | | code)) |
|---|
| | | # 计算大单成交额 |
|---|
| | | deal_big_money_manager.set_trade_progress(code, buy_progress_index, |
|---|
| | | l2_data_util.local_today_datas.get( |
|---|
| | | code), |
|---|
| | | l2_data_util.local_today_num_operate_map.get( |
|---|
| | | code)) |
|---|
| | | except Exception as e: |
|---|
| | | hx_logger_l2_transaction.exception(e) |
|---|
| | | |
|---|
| | | sk.sendall(json.dumps({"code": 0}).encode(encoding='utf-8')) |
|---|
| | | elif data_json["type"] == "l2_market_data": |
|---|
