From 0acb55dbb2d251472f902b3bb721fd888ab9a31f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 08 一月 2024 17:37:32 +0800
Subject: [PATCH] 增加获取当前正在委托详情API/下单后立马移除红名单
---
huaxin_client/l2_client.py | 4 +-
trade/trade_result_manager.py | 3 +
trade/huaxin/huaxin_trade_server.py | 60 ++++++++++++++++++++++++++++++
code_attribute/gpcode_manager.py | 2
huaxin_client/l2_data_manager.py | 7 +++
5 files changed, 72 insertions(+), 4 deletions(-)
diff --git a/code_attribute/gpcode_manager.py b/code_attribute/gpcode_manager.py
index 5f119e3..465959a 100644
--- a/code_attribute/gpcode_manager.py
+++ b/code_attribute/gpcode_manager.py
@@ -294,7 +294,7 @@
return self.__pause_buy_codes_cache
-# 蹇呬拱鍗�
+# 蹇呬拱鍗�/绾㈠悕鍗�
class MustBuyCodesManager:
__instance = None
__db = 0
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index 2905103..054d3b4 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -16,6 +16,7 @@
from huaxin_client.command_manager import L2ActionCallback
from huaxin_client.l2_data_manager import L2DataUploadManager
from log_module import log, async_log_util
+from log_module.async_log_util import huaxin_l2_log
from log_module.log import logger_local_huaxin_l2_subscript, logger_system, logger_local_huaxin_l2_transaction, \
logger_local_huaxin_g_cancel, logger_l2_codes_subscript
from utils import tool
@@ -193,8 +194,7 @@
self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume, limit_up_price,
{volume, constant.SHADOW_ORDER_VOLUME},
time.time() + 3)
-
- async_log_util.info(logger_local_huaxin_l2_subscript, f"璁剧疆涓嬪崟閲忕洃鍚細{code}-{volume}")
+ huaxin_l2_log.info(logger_local_huaxin_l2_subscript, f"璁剧疆涓嬪崟閲忕洃鍚細{code}-{volume}")
def OnFrontConnected(self):
print("OnFrontConnected")
diff --git a/huaxin_client/l2_data_manager.py b/huaxin_client/l2_data_manager.py
index 20f3c74..1ab2a47 100644
--- a/huaxin_client/l2_data_manager.py
+++ b/huaxin_client/l2_data_manager.py
@@ -12,7 +12,8 @@
# 娲诲姩鏃堕棿
from huaxin_client.code_queue_distribute_manager import CodeQueueDistributeManager
from log_module import async_log_util
-from log_module.log import logger_local_huaxin_l2_error, logger_system
+from log_module.async_log_util import huaxin_l2_log
+from log_module.log import logger_local_huaxin_l2_error, logger_system, logger_local_huaxin_l2_subscript
from utils import tool
import collections
@@ -48,9 +49,13 @@
special_volumes = set()
if code in self.filter_order_condition_dict and not special_volumes and not special_volumes_expire_time:
self.filter_order_condition_dict[code][0] = (min_volume, limit_up_price)
+ huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
+ f"({code})甯歌杩囨护鏉′欢璁剧疆锛歿self.filter_order_condition_dict[code]}")
else:
self.filter_order_condition_dict[code] = [(min_volume, limit_up_price), special_volumes,
special_volumes_expire_time]
+ huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
+ f"({code})涓嬪崟鍚庤繃婊ゆ潯浠惰缃細{self.filter_order_condition_dict[code]}")
# 杩囨护璁㈠崟
def __filter_order(self, item):
diff --git a/trade/huaxin/huaxin_trade_server.py b/trade/huaxin/huaxin_trade_server.py
index 51f73e7..4e9e7fa 100644
--- a/trade/huaxin/huaxin_trade_server.py
+++ b/trade/huaxin/huaxin_trade_server.py
@@ -35,6 +35,7 @@
from l2.huaxin import huaxin_target_codes_manager
from l2.huaxin.huaxin_target_codes_manager import HuaXinL1TargetCodesManager
from l2.l2_data_listen_manager import L2DataListenManager
+from l2.l2_data_manager import TradePointManager
from l2.l2_data_util import L2DataUtil
from l2.l2_sell_manager import L2MarketSellManager
from l2.l2_transaction_data_manager import HuaXinTransactionDatasProcessor
@@ -1146,6 +1147,65 @@
self.send_response({"code": 0, "data": datas}, client_id, request_id)
except Exception as e:
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
+ elif ctype == "get_delegated_buy_code_infos":
+ # 鑾峰彇濮旀墭涓殑浠ｇ爜
+ current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates()
+ fdatas = []
+ for c in current_delegates:
+ if int(c["direction"]) != huaxin_util.TORA_TSTP_D_Buy:
+ continue
+ code = c["securityID"]
+ code_name = gpcode_manager.get_code_name(code)
+ # 鑾峰彇涓嬪崟浣嶇疆淇℃伅
+ order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code)
+ if order_begin_pos is None or order_begin_pos.buy_single_index is None:
+ continue
+ l2_data_util.load_l2_data(code)
+ total_datas = l2_data_util.local_today_datas.get(code)
+ trade_index, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code)
+ # 涓嬪崟浣嶇疆
+ place_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code)
+ # 璁＄畻淇″彿浣嶇疆鍒扮湡瀹炰笅鍗曚綅缃殑鎬讳拱锛堜笉绠℃槸鍚﹀凡鎾わ級
+ total_nums = 0
+ for i in range(order_begin_pos.buy_single_index, place_order_index):
+ data = total_datas[i]
+ val = data["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ total_nums += val["num"]
+ # 璁＄畻宸叉垚浜�/宸叉挙鍗曠殑鏁伴噺
+ deal_or_cancel_num = 0
+ for i in range(order_begin_pos.buy_single_index, trade_index + 1):
+ data = total_datas[i]
+ val = data["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ deal_or_cancel_num += val["num"]
+ # 鑾峰彇鍓╀笅鐨勭瑪鏁�
+ total_left_count = 0
+ total_left_num = 0
+ for i in range(trade_index + 1, place_order_index):
+ data = total_datas[i]
+ val = data["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ if val["num"] * float(val["price"]) < 5000:
+ continue
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
+ i,
+ total_datas,
+ l2_data_util.local_today_canceled_buyno_map.get(
+ code))
+ if left_count > 0:
+ total_left_count += left_count
+ total_left_num += val["num"] * left_count
+ limit_up_price = gpcode_manager.get_limit_up_price(code)
+ fdata = {"code_info": (code, code_name), "total_num": total_nums, "finish_num": deal_or_cancel_num,
+ "left_count": total_left_count,
+ "left_money": output_util.money_desc(total_left_num * float(limit_up_price) * 100)}
+ fdatas.append(fdata)
+ result = {"code": 0, "data": fdatas}
+ self.send_response(result, client_id, request_id)
except Exception as e:
logging.exception(e)
diff --git a/trade/trade_result_manager.py b/trade/trade_result_manager.py
index f36a3c3..1ecabe5 100644
--- a/trade/trade_result_manager.py
+++ b/trade/trade_result_manager.py
@@ -1,6 +1,7 @@
# 铏氭嫙涔版垚鍔�
import logging
+from code_attribute.gpcode_manager import MustBuyCodesManager
from l2 import l2_data_manager
from l2.cancel_buy_strategy import HourCancelBigNumComputer, SecondCancelBigNumComputer, \
LCancelBigNumComputer, DCancelBigNumComputer, FastCancelBigNumComputer, GCancelBigNumComputer
@@ -91,6 +92,8 @@
FastCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_exec_index)
# 涓嬪崟鎴愬姛
PlaceOrderCountManager().place_order(code)
+ # 涓嬪崟鎴愬姛涔嬪悗绉婚櫎绾㈠悕鍗�
+ MustBuyCodesManager().remove_code(code)
# 鐪熷疄鎾ゆ垚鍔�
--
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