From 08adeb202828d464e2b61e9f2e7140a1d9380a00 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 21 八月 2023 18:22:32 +0800
Subject: [PATCH] G撤
---
huaxin_client/l2_data_manager.py | 51 ++++++++++++++++++++++++++++++++++++++++++++++-----
1 files changed, 46 insertions(+), 5 deletions(-)
diff --git a/huaxin_client/l2_data_manager.py b/huaxin_client/l2_data_manager.py
index 1c37172..aedab20 100644
--- a/huaxin_client/l2_data_manager.py
+++ b/huaxin_client/l2_data_manager.py
@@ -10,7 +10,7 @@
from huaxin_client.client_network import SendResponseSkManager
# 娲诲姩鏃堕棿
-from log_module.log import logger_local_huaxin_l2_upload, logger_local_huaxin_l2_error
+from log_module.log import logger_local_huaxin_l2_error
order_detail_upload_active_time_dict = {}
transaction_upload_active_time_dict = {}
@@ -19,6 +19,21 @@
tmep_transaction_queue_dict = {}
target_codes = set()
common_queue = queue.Queue()
+trading_canceled_queue = queue.Queue()
+# 涔板叆璁㈠崟鍙风殑瀛楀吀
+buy_order_nos_dict = {}
+# 鏈�杩戠殑澶у崟鎴愪氦鍗曞彿
+latest_big_order_transaction_order_dict = {}
+
+
+# 鑾峰彇鏈�杩戠殑澶у崟鎴愪氦璁㈠崟鍙�
+def get_latest_transaction_order_no(code):
+ return latest_big_order_transaction_order_dict.get(code)
+
+
+# 姝ｅ湪鎴愪氦鐨勮鍗曟挙鍗曚簡
+def trading_order_canceled(code_, order_no):
+ trading_canceled_queue.put((code_, order_no))
# 娣诲姞濮旀墭璇︽儏
@@ -37,6 +52,11 @@
# "OrderTime": pOrderDetail['OrderTime'], "MainSeq": pOrderDetail['MainSeq'],
# "SubSeq": pOrderDetail['SubSeq'], "OrderNO": pOrderDetail['OrderNO'],
# "OrderStatus": pOrderDetail['OrderStatus'].decode()}
+ if data['Side'] == "1":
+ # 璁板綍鎵�鏈変拱鍏ョ殑璁㈠崟鍙�
+ if data['SecurityID'] not in buy_order_nos_dict:
+ buy_order_nos_dict[data['SecurityID']] = set()
+ buy_order_nos_dict[data['SecurityID']].add(data['OrderNO'])
tmep_order_detail_queue_dict[code].put(
(data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'], data['OrderTime'],
@@ -48,7 +68,6 @@
code = data["SecurityID"]
if code not in tmep_transaction_queue_dict:
tmep_transaction_queue_dict[code] = queue.Queue()
-
# 鍘熸潵鐨勬牸寮�
# item = {"SecurityID": pTransaction['SecurityID'], "TradePrice": pTransaction['TradePrice'],
# "TradeVolume": pTransaction['TradeVolume'],
@@ -56,6 +75,11 @@
# "SubSeq": pTransaction['SubSeq'], "BuyNo": pTransaction['BuyNo'], "SellNo": pTransaction['SellNo'],
# "ExecType": pTransaction['ExecType'].decode()}
+ # 鍒ゆ柇鏄惁涓哄ぇ鍗曟垚浜�
+ 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']
tmep_transaction_queue_dict[code].put((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
data['SellNo'], data['ExecType']))
@@ -114,15 +138,16 @@
# print("璇锋眰寮�濮�", uid, len(datas), len(fdata), f"{fdata[:20]}...{fdata[-20:]}")
result = None
start_time = time.time()
- logger_local_huaxin_l2_upload.info(f"{code} 涓婁紶鏁版嵁寮�濮�-{_type}")
+ # logger_local_huaxin_l2_upload.info(f"{code} 涓婁紶鏁版嵁寮�濮�-{_type}")
try:
result = send_response(key, fdata.encode('utf-8'))
except Exception as e:
logging.exception(e)
finally:
+ pass
# print("璇锋眰缁撴潫", uid, result)
- logger_local_huaxin_l2_upload.info(
- f"{code} 涓婁紶鏁版嵁鑰楁椂-{_type}锛� {round((time.time() - start_time) * 1000, 1)} 鏁版嵁閲�:{len(datas)}")
+ # logger_local_huaxin_l2_upload.info(
+ # f"{code} 涓婁紶鏁版嵁鑰楁椂-{_type}锛� {round((time.time() - start_time) * 1000, 1)} 鏁版嵁閲�:{len(datas)}")
# print("涓婁紶缁撴灉", result)
@@ -183,6 +208,17 @@
logger_local_huaxin_l2_error.error(f"涓婁紶鏅�氭暟鎹嚭閿欙細{str(e)}")
+def __run_upload_trading_canceled():
+ print("__run_upload_trading_canceled")
+ while True:
+ try:
+ temp = trading_canceled_queue.get()
+ upload_data(temp[0], "trading_order_canceled", temp[1])
+ except Exception as e:
+ logger_local_huaxin_l2_error.exception(e)
+ logger_local_huaxin_l2_error.error(f"涓婁紶鏅�氭暟鎹嚭閿欙細{str(e)}")
+
+
# 杩愯涓婁紶浠诲姟
def run_upload_task(code):
# 濡傛灉浠ｇ爜娌℃湁鍦ㄧ洰鏍囦唬鐮佷腑灏变笉闇�瑕佽繍琛�
@@ -203,6 +239,11 @@
t.start()
+def run_upload_trading_canceled():
+ t = threading.Thread(target=lambda: __run_upload_trading_canceled(), daemon=True)
+ t.start()
+
+
if __name__ == "__main__":
code = "603809"
target_codes.add(code)
--
Gitblit v1.8.0