| huaxin_client/l2_client.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
| huaxin_client/l2_data_manager.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
| log_module/log.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 |
huaxin_client/l2_client.py
@@ -12,7 +12,8 @@ import lev2mdapi from huaxin_client.command_manager import L2ActionCallback from log_module import log from log_module.log import logger_local_huaxin_l2_subscript, logger_system from log_module.log import logger_local_huaxin_l2_subscript, logger_system, logger_local_huaxin_l2_transaction, \ logger_local_huaxin_g_cancel Front_Address = "tcp://10.0.1.101:6900" Multicast_Address = "udp://224.224.2.19:7889" @@ -271,10 +272,11 @@ min_volume, limit_up_price = self.codes_volume_and_price_dict.get(code) # 输出逐笔成交数据 if pTransaction['ExecType'] == b"2": transaction_big_order_no = l2_data_manager.get_latest_transaction_order_no(code) if transaction_big_order_no == pTransaction['BuyNo']: transaction_big_order_nos = l2_data_manager.get_latest_transaction_order_nos(code) if transaction_big_order_nos and pTransaction['BuyNo'] in transaction_big_order_nos: # 正在成交的订单撤单了 l2_data_manager.trading_order_canceled(code, pTransaction['BuyNo']) logger_local_huaxin_g_cancel.info(f"G撤撤单：{code} - {pTransaction['BuyNo']}") if min_volume is None: # 默认筛选50w if pTransaction['TradePrice'] * pTransaction['Volume'] < 500000: @@ -344,10 +346,12 @@ self.special_code_volume_for_order_dict.pop(code) if not can_listen: transaction_big_order_no = l2_data_manager.get_latest_transaction_order_no(code) if transaction_big_order_no == pOrderDetail['OrderNO'] and pOrderDetail['OrderStatus'] == b'D': if pOrderDetail['OrderStatus'] == b'D': transaction_big_order_nos = l2_data_manager.get_latest_transaction_order_nos(code) if transaction_big_order_nos and pOrderDetail['OrderNO'] in transaction_big_order_nos: # 正在成交的订单撤单了 l2_data_manager.trading_order_canceled(code,pOrderDetail['OrderNO']) logger_local_huaxin_g_cancel.info(f"G撤撤单：{code} - {pOrderDetail['OrderNO']}") min_volume, limit_up_price = self.codes_volume_and_price_dict.get(code) if min_volume is None: huaxin_client/l2_data_manager.py
@@ -23,12 +23,12 @@ # 买入订单号的字典 buy_order_nos_dict = {} # 最近的大单成交单号 latest_big_order_transaction_order_dict = {} latest_big_order_transaction_orders_dict = {} # 获取最近的大单成交订单号 def get_latest_transaction_order_no(code): return latest_big_order_transaction_order_dict.get(code) def get_latest_transaction_order_nos(code): return latest_big_order_transaction_orders_dict.get(code) # 正在成交的订单撤单了 @@ -79,7 +79,9 @@ code = data['SecurityID'] if code in buy_order_nos_dict: if data['BuyNo'] in buy_order_nos_dict[code]: latest_big_order_transaction_order_dict[code] = data['BuyNo'] if code not in latest_big_order_transaction_orders_dict: latest_big_order_transaction_orders_dict[code] = set() latest_big_order_transaction_orders_dict[code].add(data['BuyNo']) tmep_transaction_queue_dict[code].put((data['SecurityID'], data['TradePrice'], data['TradeVolume'], data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'], data['SellNo'], data['ExecType'])) log_module/log.py
@@ -233,6 +233,12 @@ filter=lambda record: record["extra"].get("name") == "local_huaxin_l1_show_info", rotation="00:00", compression="zip", enqueue=True) logger.add(self.get_local_huaxin_path("l2", "g_cancel"), filter=lambda record: record["extra"].get("name") == "local_huaxin_g_cancel", rotation="00:00", compression="zip", enqueue=True) def get_path(self, dir_name, log_name): path_str = "{}/logs/gp/{}/{}".format(constant.get_path_prefix(), dir_name, log_name) + ".{time:YYYY-MM-DD}.log" # print(path_str) @@ -337,6 +343,7 @@ logger_local_huaxin_contact_debug = __mylogger.get_logger("local_huaxin_debug") logger_local_huaxin_trade_debug = __mylogger.get_logger("local_huaxin_trade_debug") logger_local_huaxin_l1 = __mylogger.get_logger("local_huaxin_l1_show_info") logger_local_huaxin_g_cancel = __mylogger.get_logger("local_huaxin_g_cancel") def close_print():
