L2本地数据载入之前不能接收新的L2逐笔委托数据

Administrator

2024-04-15 dedc534816213a31b0ff61ff5e979030da9447e1

L2本地数据载入之前不能接收新的L2逐笔委托数据

 constant.py

@@ -169,3 +169,7 @@
# 最大的代码价格
MAX_CODE_PRICE = 10 if ALL_ACTIVE_BUY else 30
MAX_SUBSCRIPT_CODE_PRICE = 30 if ALL_ACTIVE_BUY else 30

# L2数据是否载入完成
L2_DATA_IS_LOADED = False


 l2/l2_data_util.py

@@ -113,6 +113,8 @@
        load_sell_no_map(local_today_sellno_map, code, local_today_datas.get(code), force)
        load_canceled_buy_no_map(local_today_canceled_buyno_map, code, local_today_datas.get(code), force)

    constant.L2_DATA_IS_LOADED = True


# 将数据根据num-operate分类
def load_num_operate_map(local_today_num_operate_map, code, source_datas, clear=False):

 test/test_l2.py

@@ -1,14 +1,23 @@
import threading

from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager
from log_module import log_export, async_log_util
from l2 import l2_data_util

if __name__ == "__main__":
    code = "603363"
    threading.Thread(target=async_log_util.run_sync, daemon=True).start()
    map_ = log_export.load_huaxin_transaction_map()
    for datas in map_[code]:
        total_sell_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas)
        if total_sell_info[0] > 0 and total_sell_info[1]:
            print(total_sell_info)
    input()
    codes = ["600603"]
    for code in codes:
        l2_data_util.load_l2_data(code)
        total_datas = l2_data_util.local_today_datas.get(code)
        latest_index = -1
        for d in total_datas:
            if d["index"] - latest_index != 1:
                print(d["index"], d)
            latest_index = d["index"]
        # print(total_datas[0])
        # print(len(total_datas))
        # print(l2_data_util.l2_data_is_normal(code))

    # threading.Thread(target=async_log_util.run_sync, daemon=True).start()
    # map_ = log_export.load_huaxin_transaction_map()
    # for datas in map_[code]:
    #     total_sell_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas)
    #     if total_sell_info[0] > 0 and total_sell_info[1]:
    #         print(total_sell_info)
    # input()

 test/test_new_place_order.py

New file
@@ -0,0 +1,17 @@
from l2 import l2_data_util
from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager
from l2.place_order_single_data_manager import  L2TradeSingleDataProcessor
from log_module import log_export

if __name__ == '__main__':
    code = "000622"
    l2_data_util.load_l2_data(code)
    total_datas = l2_data_util.local_today_datas.get(code)
    L2TradeSingleDataProcessor.add_l2_delegate_limit_up_sell(code, total_datas[537])
    data_map = log_export.load_huaxin_transaction_map()
    datas = data_map.get(code)
    for i in range(len(datas)):
        d = datas[i]
        HuaXinSellOrderStatisticManager.add_transaction_datas(code, d, 3.44)

    pass

 trade/huaxin/huaxin_trade_server.py

@@ -384,6 +384,10 @@

    @classmethod
    def l2_order(cls, code, _datas, timestamp):
        if not constant.L2_DATA_IS_LOADED:
            logger_debug.info(f"{code}还未载入L2本地数据")
            return

        now_time = time.time()
        use_time = int((now_time - timestamp) * 1000)
        thread_id = random.randint(0, 100000)