From 122def357140a4a504710a57fe2bc1a8020aa7b1 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 27 二月 2024 17:57:39 +0800
Subject: [PATCH] 新版L2数据传输协议测试
---
huaxin_client/l2_client.py | 49 +++++++++++++++++++++++++++++++++++++++++++++----
1 files changed, 45 insertions(+), 4 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index 88dec03..b55c574 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -192,7 +192,8 @@
d = self.codes_volume_and_price_dict.get(code)
if d:
min_volume, limit_up_price, special_price, buy_volume = d[0], d[1], d[2], d[3]
- self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume, limit_up_price, special_price,buy_volume,
+ self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume, limit_up_price, special_price,
+ buy_volume,
{volume, constant.SHADOW_ORDER_VOLUME},
time.time() + 3)
huaxin_l2_log.info(logger_local_huaxin_l2_subscript, f"璁剧疆涓嬪崟閲忕洃鍚細{code}-{volume}")
@@ -565,8 +566,47 @@
pipe_strategy = None
+def test_add_codes(queue_r):
+ time.sleep(5)
+ # if value:
+ # if type(value) == bytes:
+ # value = value.decode("utf-8")
+ # data = json.loads(value)
+ # _type = data["type"]
+ # if _type == "listen_volume":
+ # volume = data["data"]["volume"]
+ # code = data["data"]["code"]
+ # spi.set_code_special_watch_volume(code, volume)
+ # elif _type == "l2_cmd":
+ # l2CommandManager.process_command(command_manager.CLIENT_TYPE_CMD_L2, None, data)
+
+ demo_datas = [("603002", int(50 * 10000 / 6.35), 6.35, 6.00, 200),
+ ("002654", int(50 * 10000 / 15.59), 15.59, 15.3, 200),
+ ("603701", int(50 * 10000 / 14.28), 14.28, 14.00, 200),
+ ("002908", int(50 * 10000 / 12.78), 12.78, 12.00, 200)]
+
+ queue_r.put_nowait(json.dumps({"type": "l2_cmd", "data": [demo_datas[0]]}))
+ time.sleep(1)
+
+ spi.l2_data_upload_manager.add_l2_order_detail(
+ {'SecurityID': '603002', 'Price': 6.35, 'Volume': 275000, 'Side': "1", 'OrderType': '0',
+ 'OrderTime': '13000015',
+ 'MainSeq': 2, 'SubSeq': 6739147, 'OrderNO': 5512466, 'OrderStatus': 'D'}, 0)
+ spi.l2_data_upload_manager.add_l2_order_detail(
+ {'SecurityID': '603002', 'Price': 6.35, 'Volume': 200, 'Side': "1", 'OrderType': '0',
+ 'OrderTime': '13000015',
+ 'MainSeq': 2, 'SubSeq': 6739148, 'OrderNO': 5512467, 'OrderStatus': 'D'}, 0)
+ queue_r.put_nowait(json.dumps({"type": "listen_volume", "data": {"code": "603002", "volume": 100}}))
+ time.sleep(0.1)
+ spi.l2_data_upload_manager.add_l2_order_detail(
+ {'SecurityID': '603002', 'Price': 6.35, 'Volume': 100, 'Side': "1", 'OrderType': '0',
+ 'OrderTime': '13000015',
+ 'MainSeq': 2, 'SubSeq': 6739148, 'OrderNO': 5512467, 'OrderStatus': 'D'}, 0)
+
+
def run(queue_r: multiprocessing.Queue, order_queues: List[multiprocessing.Queue],
- transaction_queues: List[multiprocessing.Queue], market_queue: multiprocessing.Queue) -> None:
+ transaction_queues: List[multiprocessing.Queue], market_queue: multiprocessing.Queue,
+ order_ipc_hosts: list) -> None:
# def test_add_codes():
# time.sleep(5)
# # if value:
@@ -614,12 +654,13 @@
order_queue_distribute_manager = CodeQueueDistributeManager(order_queues)
transaction_queue_distribute_manager = CodeQueueDistributeManager(transaction_queues)
l2_data_upload_manager = L2DataUploadManager(order_queue_distribute_manager,
- transaction_queue_distribute_manager, market_queue)
+ transaction_queue_distribute_manager, market_queue,
+ order_ipc_hosts)
__init_l2(l2_data_upload_manager)
l2_data_manager.run_upload_common()
l2_data_manager.run_log()
# 娴嬭瘯
- # threading.Thread(target=lambda: test_add_codes(),daemon=True).start()
+ threading.Thread(target=lambda: test_add_codes(queue_r), daemon=True).start()
global l2CommandManager
l2CommandManager = command_manager.L2CommandManager()
l2CommandManager.init(MyL2ActionCallback())
--
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