撤单传入撤单类型

Administrator

2024-09-09 effdce8f3786e640e371d718190233adbc596460

撤单传入撤单类型

 api/outside_api_command_callback.py

@@ -40,7 +40,7 @@
from third_data.kpl_data_manager import KPLDataManager
from third_data.kpl_limit_up_data_manager import CodeLimitUpSequenceManager
from third_data.kpl_util import KPLDataType
from trade import trade_manager, l2_trade_util, trade_data_manager
from trade import trade_manager, l2_trade_util, trade_data_manager, trade_constant
import l2_data_util as l2_data_util_old

from trade.huaxin import huaxin_trade_api, huaxin_trade_data_update, \
@@ -179,7 +179,7 @@
                        msg_list.append(f"撤卖单数量：{sell_count}")
                    except Exception as e:
                        logger_debug.exception(e)
                    can_cancel = l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动撤单")
                    can_cancel = l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动撤单", cancel_type=trade_constant.CANCEL_TYPE_HUMAN)
                    if not can_cancel:
                        msg_list.append(f"无法撤买单")
                    else:
@@ -296,7 +296,7 @@
                if operate == outside_api_command_manager.OPERRATE_SET:
                    # 先手动撤单
                    try:
                        l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动拉黑")
                        l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动拉黑", cancel_type=trade_constant.CANCEL_TYPE_HUMAN)
                    except Exception as e:
                        logger_debug.exception(e)
                    l2_trade_util.forbidden_trade(code, msg="手动加入 trade_server")

 gui.py

@@ -967,7 +967,7 @@
        def cancel_order(code_):
            try:
                l2.l2_data_util.load_l2_data(code_, True)
                l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code_, "手动撤销")
                l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code_, "手动撤销", cancel_type= trade_constant.CANCEL_TYPE_HUMAN)
                showinfo("提示", "撤单成功")
            except Exception as e:
                showwarning("提示", "撤单成功异常" + str(e))

 l2/l2_data_manager_new.py

@@ -328,7 +328,7 @@
        try:
            cancel_result = cancel_buy_strategy.FCancelBigNumComputer().need_cancel_for_deal_fast(code)
            if cancel_result[0]:
                L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}")
                L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}", cancel_type=trade_constant.CANCEL_TYPE_F)
            else:
                l2_log.f_cancel_debug(code, f"获取真实成交位的F撤未生效：{cancel_result[1]}")
        except Exception as e:
@@ -660,25 +660,30 @@
        # 默认量为0.2
        if order_begin_pos.buy_volume_rate is None:
            order_begin_pos.buy_volume_rate = 0.2
        cancel_data, cancel_msg = None, ""
        cancel_data, cancel_msg, cancel_type = None, "", None
        if not cancel_data:
            cancel_data, cancel_msg = g_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
            cancel_type = trade_constant.CANCEL_TYPE_G
        # 依次处理
        if not cancel_data:
            cancel_data, cancel_msg = l_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
            cancel_type = trade_constant.CANCEL_TYPE_L
        # B撤
        if not cancel_data:
            cancel_data, cancel_msg = b_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
            cancel_type = trade_constant.CANCEL_TYPE_G
        if not cancel_data:
            cancel_data, cancel_msg = h_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
            cancel_type = trade_constant.CANCEL_TYPE_H
        # J撤
        if not cancel_data:
            cancel_data, cancel_msg = j_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
            cancel_type = trade_constant.CANCEL_TYPE_J

        if cancel_data and not DCancelBigNumComputer().has_auto_cancel_rules(code):
            l2_log.debug(code, "触发撤单，撤单位置：{} ，撤单原因：{}", cancel_data["index"], cancel_msg)
            # 撤单
            cls.cancel_buy(code, cancel_msg, cancel_index=cancel_data["index"])
            cls.cancel_buy(code, cancel_msg, cancel_index=cancel_data["index"], cancel_type=cancel_type)
            # 撤单成功，继续计算下单
            cls.__process_not_order(code, cancel_data["index"] + 1, end_index, capture_time, is_first_code)
        else:
@@ -1321,10 +1326,14 @@
                pass

    @classmethod
    def cancel_buy(cls, code, msg=None, source="l2", cancel_index=None):
    def cancel_buy(cls, code, msg=None, source="l2", cancel_index=None, cancel_type=None):
        # 是否是交易队列触发
        order_begin_pos = cls.__get_order_begin_pos(
            code)
        # 激进下单只有L撤能撤单
        if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL and cancel_type not in {trade_constant.CANCEL_TYPE_L,trade_constant.CANCEL_TYPE_L_UP, trade_constant.CANCEL_TYPE_L_DOWN}:
            return False

        total_datas = local_today_datas.get(code)
        if not total_datas:
            return False

 l2/l2_transaction_data_processor.py

@@ -17,7 +17,7 @@
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager
from log_module import async_log_util
from log_module.log import hx_logger_l2_debug, logger_l2_trade_buy_queue, logger_debug, hx_logger_l2_upload
from trade import current_price_process_manager
from trade import current_price_process_manager, trade_constant
import concurrent.futures

from utils import tool
@@ -123,18 +123,22 @@
                    need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
                                                                                                         big_sell_order_info,
                                                                                                         order_begin_pos)
                    cancel_type = None
                    if need_cancel:
                        cancel_msg = f"S撤:{cancel_msg}"
                        cancel_type = trade_constant.CANCEL_TYPE_S
                    if not need_cancel:
                        need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
                                                                                            order_begin_pos)
                        cancel_type = trade_constant.CANCEL_TYPE_F
                    # 判断时间是否与本地时间相差5s以上
                    if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) > 10:
                        now_seconds = int(tool.get_now_time_str().replace(":", ""))
                        if now_seconds < int("093200"):  # or int("130000") <= now_seconds < int("130200"):
                            need_cancel, cancel_msg = True, f"成交时间与本地时间相差10S以上，{l2_huaxin_util.convert_time(datas[-1][3])}"
                            cancel_type = trade_constant.CANCEL_TYPE_L2_DELAY
                    if need_cancel:
                        L2TradeDataProcessor.cancel_buy(code, cancel_msg)
                        L2TradeDataProcessor.cancel_buy(code, cancel_msg, cancel_type=cancel_type)

                    # GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
                    use_time_list.append(("处理卖单相关撤数据", time.time() - _start_time))
@@ -167,12 +171,14 @@
                                                               total_datas)
                    cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
                    if cancel_result[0]:
                        L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}")
                        L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}",
                                                        cancel_type=trade_constant.CANCEL_TYPE_F)
                    if not cancel_result[0]:
                        try:
                            cancel_result = NBCancelBigNumComputer().need_cancel(code, buy_progress_index)
                            if cancel_result[0]:
                                L2TradeDataProcessor.cancel_buy(code, f"大市值无大单撤:{cancel_result[1]}")
                                L2TradeDataProcessor.cancel_buy(code, f"大市值无大单撤:{cancel_result[1]}",
                                                                cancel_type=trade_constant.CANCEL_TYPE_NB)
                        except:
                            pass

@@ -180,7 +186,7 @@
                        try:
                            cancel_result = FCancelBigNumComputer().need_cancel_for_w(code)
                            if cancel_result[0]:
                                L2TradeDataProcessor.cancel_buy(code, f"W撤:{cancel_result[1]}")
                                L2TradeDataProcessor.cancel_buy(code, f"W撤:{cancel_result[1]}", cancel_type=trade_constant.CANCEL_TYPE_W)
                        except:
                            pass


 servers/huaxin_trade_api_server.py

@@ -162,7 +162,7 @@
                            state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)
                            if state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or state == trade_constant.TRADE_STATE_BUY_DELEGATED or state == trade_constant.TRADE_STATE_BUY_CANCEL_ING:
                                try:
                                    l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动撤销")
                                    l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动撤销", cancel_type=trade_constant.CANCEL_TYPE_HUMAN)
                                    return_str = json.dumps({"code": 0})
                                except Exception as e:
                                    logging.exception(e)

 servers/huaxin_trade_server.py

@@ -441,7 +441,7 @@
                need_cancel, rule_id = DCancelBigNumComputer().need_cancel(code, buy_1_volume)
                if need_cancel:
                    try:
                        l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, f"盯封单撤:{time_str}-{buy_1_volume}")
                        l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, f"盯封单撤:{time_str}-{buy_1_volume}", cancel_type=trade_constant.CANCEL_TYPE_D)
                    finally:
                        TradeRuleManager().excuted(rule_id)
        except Exception as e:

 servers/server.py

@@ -589,7 +589,7 @@
                        state = trade_manager.CodesTradeStateManager().get_trade_state(code)
                        if state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or state == trade_constant.TRADE_STATE_BUY_DELEGATED or state == trade_constant.TRADE_STATE_BUY_CANCEL_ING:
                            try:
                                l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动撤销")
                                l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动撤销", cancel_type=trade_constant.CANCEL_TYPE_HUMAN)
                                return_str = json.dumps({"code": 0})
                            except Exception as e:
                                return_str = json.dumps({"code": 2, "msg": str(e)})

 trade/trade_constant.py

@@ -9,4 +9,42 @@
# 撤销成功
TRADE_STATE_BUY_CANCEL_SUCCESS = 14
# 买成功
TRADE_STATE_BUY_SUCCESS = 12
TRADE_STATE_BUY_SUCCESS = 12


# 人工撤单
CANCEL_TYPE_HUMAN = 20
# F撤
CANCEL_TYPE_F = 1
# H撤
CANCEL_TYPE_H = 2

CANCEL_TYPE_L = 3

# L前
CANCEL_TYPE_L_UP = 31
# L后
CANCEL_TYPE_L_DOWN = 32
# G撤单
CANCEL_TYPE_G = 5
# S撤
CANCEL_TYPE_S = 6
# S快
CANCEL_TYPE_S_FAST = 61
# S慢
CANCEL_TYPE_S_SLOW = 62

# J撤
CANCEL_TYPE_J = 7

# L2延迟
CANCEL_TYPE_L2_DELAY = 8

# 大市值无大单
CANCEL_TYPE_NB = 9

# W撤
CANCEL_TYPE_W = 10

# D撤
CANCEL_TYPE_D = 11