首板目标代码数据处理

Administrator

2023-07-31 d71c58d5f54acddae7d2be2dafd4cbb01143624f

首板目标代码数据处理

 constant.py

@@ -111,7 +111,7 @@
L_CANCEL_MIN_MONEY = 98

# 华鑫L2的卡位数量
HUAXIN_L2_MAX_CODES_COUNT = 40
HUAXIN_L2_MAX_CODES_COUNT = 50

TRADE_WAY_HUAXIN = "huaxin"
TRADE_WAY_JUEJIN = "juejin"

 l2/huaxin/huaxin_target_codes_manager.py

@@ -4,6 +4,7 @@
import json
import logging
import socket
import time

from code_attribute import global_data_loader, code_volumn_manager, first_target_code_data_processor
from code_attribute.code_data_util import ZYLTGBUtil
@@ -30,7 +31,7 @@

    @classmethod
    def push(cls, datas):
        cls.__get_redis().lpush(cls.__L2_CODE_KEY, json.dumps(datas))
        cls.__get_redis().lpush(cls.__L2_CODE_KEY, json.dumps((int(time.time()), datas)))

    @classmethod
    def pop(cls):

 trade/huaxin/trade_api_server.py

@@ -129,7 +129,8 @@
                        orderSysID = codes_data.get("orderSysID")
                        accountId = codes_data.get("accountId")
                        if code and orderSysID and accountId:
                            result = huaxin_trade_api.cancel_order(huaxin_trade_api.TRADE_DIRECTION_BUY, code, orderSysID, True)
                            result = huaxin_trade_api.cancel_order(huaxin_trade_api.TRADE_DIRECTION_BUY, code,
                                                                   orderSysID, True)
                            print("---撤单结果----")
                            print(result)
                            if result["code"] == 0:
@@ -352,8 +353,10 @@
def __set_target_codes():
    while True:
        try:
            datas = huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.pop()
            if datas:
            _datas = huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.pop()
            timestamp, datas = _datas[0], _datas[1]
            # 只处理20s内的数据
            if time.time() - timestamp < 20 and datas:
                codes = [d[0] for d in datas]
                for code in codes:
                    block_info.init_code(code)