From 0deaa8930569222d8f4787d97a70a0a89496b44a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期日, 26 十一月 2023 14:29:52 +0800
Subject: [PATCH] 卖提交之后2s内没有成交的需要撤单
---
trade/huaxin/huaxin_trade_order_processor.py | 19 +++++++++++++++++--
trade/huaxin/huaxin_trade_server.py | 30 ++++++++++++++++++++++++++----
trade/huaxin/huaxin_trade_api.py | 3 ++-
trade/huaxin/huaxin_trade_data_update.py | 2 +-
4 files changed, 46 insertions(+), 8 deletions(-)
diff --git a/trade/huaxin/huaxin_trade_api.py b/trade/huaxin/huaxin_trade_api.py
index 3f0ad42..97d5baf 100644
--- a/trade/huaxin/huaxin_trade_api.py
+++ b/trade/huaxin/huaxin_trade_api.py
@@ -95,7 +95,8 @@
insertDate=insertDate, direction=direction,
is_shadow_order=is_shadow_order)
try:
- TradeResultProcessor.process_order(order)
+ TradeResultProcessor.process_buy_order(order)
+ TradeResultProcessor.process_sell_order(order)
finally:
try:
# 鍔犲叆2娆★紝澧炲ぇ鍔犲叆鎴愬姛鐜�
diff --git a/trade/huaxin/huaxin_trade_data_update.py b/trade/huaxin/huaxin_trade_data_update.py
index dab931b..c511bf3 100644
--- a/trade/huaxin/huaxin_trade_data_update.py
+++ b/trade/huaxin/huaxin_trade_data_update.py
@@ -67,7 +67,7 @@
insertTime=insertTime, acceptTime=acceptTime,
insertDate=insertDate, direction=direction,
is_shadow_order=is_shadow_order)
- TradeResultProcessor.process_order(order)
+ TradeResultProcessor.process_buy_order(order)
if huaxin_util.is_can_cancel(orderStatus):
codes.append(code)
if codes:
diff --git a/trade/huaxin/huaxin_trade_order_processor.py b/trade/huaxin/huaxin_trade_order_processor.py
index 7fd89eb..d1db965 100644
--- a/trade/huaxin/huaxin_trade_order_processor.py
+++ b/trade/huaxin/huaxin_trade_order_processor.py
@@ -111,9 +111,12 @@
__TradeOrderIdManager = TradeOrderIdManager()
__processed_keys = set()
__thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=50)
+ # 璁㈠崟绱㈠紩鍙峰瓧鍏�
+ order_ref_dict = {}
+ # 澶勭悊涔板崟
@classmethod
- def process_order(cls, order: HuaxinOrderEntity):
+ def process_buy_order(cls, order: HuaxinOrderEntity):
# 澶勭悊涓嬪崟鎴愬姛
def process_order_success(order_: HuaxinOrderEntity, delay_s=0.0):
if delay_s > 0:
@@ -168,6 +171,17 @@
async_log_util.exception(hx_logger_trade_debug, e)
@classmethod
+ def process_sell_order(cls, order: HuaxinOrderEntity):
+ # 澶勭悊鍗栧崟
+ if order.direction != str(huaxin_util.TORA_TSTP_D_Sell):
+ return
+ cls.order_ref_dict[order.orderRef] = order
+
+ @classmethod
+ def get_huaxin_order_by_order_ref(cls, order_ref) -> HuaxinOrderEntity:
+ return cls.order_ref_dict.get(order_ref)
+
+ @classmethod
def order_success(cls, order: HuaxinOrderEntity):
async_log_util.info(hx_logger_trade_debug, f"澶勭悊鍗庨懌璁㈠崟涓嬪崟鎴愬姛锛歿order.code}, {order.orderRef}, {order.orderSysID}")
# 鍔犲叆绯荤粺璁㈠崟鍙�
@@ -185,7 +199,8 @@
# 4s鍐呮墠浼氭牎楠�
volume = total_datas[place_index]["val"]["num"]
for i in range(place_index + 1, len(total_datas)):
- if total_datas[i]["val"]["num"] == volume and order.acceptTime == total_datas[i]["val"]["time"]:
+ if total_datas[i]["val"]["num"] == volume and order.acceptTime == total_datas[i]["val"][
+ "time"]:
huaxin_delegate_postion_manager.set_place_order_position(order.code, i)
async_log_util.info(hx_logger_trade_debug, "{}鏍￠獙鐪熷疄涓嬪崟鎴愬姛锛寋}->{}", order.code, place_index,
i)
diff --git a/trade/huaxin/huaxin_trade_server.py b/trade/huaxin/huaxin_trade_server.py
index ef960c8..5ab900a 100644
--- a/trade/huaxin/huaxin_trade_server.py
+++ b/trade/huaxin/huaxin_trade_server.py
@@ -57,7 +57,7 @@
from trade.deal_big_money_manager import DealOrderNoManager
from trade.huaxin import huaxin_trade_api as trade_api, huaxin_trade_api, huaxin_trade_data_update, \
- huaxin_trade_record_manager
+ huaxin_trade_record_manager, huaxin_trade_order_processor
from trade.huaxin.huaxin_trade_record_manager import PositionManager
from trade.l2_trade_factor import L2PlaceOrderParamsManager
from trade.sell_rule_manager import SellRuleManager, SellRule
@@ -469,6 +469,8 @@
class OutsideApiCommandCallback(outside_api_command_manager.ActionCallback):
+ __cancel_sell_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=8)
+
@classmethod
def __send_response(cls, data_bytes):
sk = SendResponseSkManager.create_send_response_sk(addr=huaxin_client.constant.SERVER_IP,
@@ -494,6 +496,20 @@
except Exception as e1:
logging.exception(e1)
+ # 鎾ゅ崠鍗�
+ def __cancel_sell_order(self, code, order_ref):
+ for i in range(0,10):
+ time.sleep(0.2)
+ order_entity = huaxin_trade_order_processor.TradeResultProcessor.get_huaxin_order_by_order_ref(order_ref)
+ if order_entity:
+ if order_entity.orderStatus == huaxin_util.TORA_TSTP_OST_AllTraded:
+ # 鎴愪氦鐨勫氨涓嶉渶瑕佹挙鍗曚簡
+ return
+ try:
+ result = huaxin_trade_api.cancel_order(2, code, None, orderRef=order_ref)
+ except Exception as e:
+ logger_trade.exception(e)
+
# 浜ゆ槗
def OnTrade(self, client_id, request_id, data):
try:
@@ -505,9 +521,9 @@
price_type = data["price_type"]
price = data["price"]
sinfo = data["sinfo"]
- if direction == huaxin_util.TORA_TSTP_D_Sell:
- pass
+ if direction == 2:
# price_type: 0-浠锋牸绗煎瓙 1-璺屽仠浠� 2-娑ㄥ仠浠� 3-鐜颁环
+ async_log_util.info(logger_trade, f"API鍗�: 鎺ユ敹鏁版嵁-{data}")
# 鑾峰彇鐜颁环
if price_type == 0:
current_price = TradeServerProcessor.get_l1_current_price(code)
@@ -529,8 +545,14 @@
if not current_price:
raise Exception("娌℃湁鑾峰彇鍒癓1鐜颁环")
price = current_price
+ async_log_util.info(logger_trade, f"API鍗�: 鍗曚环-{price}")
result = huaxin_trade_api.order(direction, code, volume, price, sinfo=sinfo,
- blocking=True, request_id=request_id)
+ blocking=False, request_id=request_id)
+ order_ref = result["order_ref"]
+ # 濡傛灉鏄湪姝ｅ父浜ゆ槗鏃堕棿鎻愪氦鐨�2s涔嬪唴杩樻湭鎴愪氦鐨勯渶瑕佹挙鍗�
+ if int("092958") <= int(tool.get_now_time_str().replace(":", "")) <= int("150000"):
+ self.__cancel_sell_thread_pool.submit(lambda: self.__cancel_sell_order(code, order_ref))
+
self.send_response({"code": 0, "data": result}, client_id, request_id)
else:
result = huaxin_trade_api.order(direction, code, volume, price, price_type=price_type, sinfo=sinfo,
--
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