From 25a69761838501a775896eb8a2234cb8ee0a446d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 14 十一月 2023 17:27:13 +0800
Subject: [PATCH] bug修复
---
huaxin_client/l2_client.py | 107 +++++++++++++++++++++++++++++++++++++++++++++++++----
1 files changed, 99 insertions(+), 8 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index 005f3c3..c4230e5 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -56,7 +56,7 @@
class Lev2MdSpi(lev2mdapi.CTORATstpLev2MdSpi):
latest_codes_set = set()
- codes_volume_and_price_dict = {}
+
special_code_volume_for_order_dict = {}
# 宸茬粡璁㈤槄鐨勪唬鐮�
subscripted_codes = set()
@@ -70,6 +70,7 @@
self.__api = api
self.is_login = False
self.l2_data_upload_manager = l2_data_upload_manager
+ self.codes_volume_and_price_dict = {}
def __split_codes(self, codes):
szse_codes = []
@@ -131,7 +132,7 @@
code = d[0]
codes.add(code)
self.codes_volume_and_price_dict[code] = (d[1], d[2])
- self.l2_data_upload_manager.set_order_fileter_condition(code, d[1], d[2])
+ self.l2_data_upload_manager.set_order_fileter_condition(code, d[1], float(d[2]))
add_codes = codes - self.subscripted_codes
del_codes = self.subscripted_codes - codes
print("add del codes", add_codes, del_codes)
@@ -185,11 +186,14 @@
def set_code_special_watch_volume(self, code, volume):
# 鏈夋晥鏈熶负3s
# self.special_code_volume_for_order_dict[code] = (volume, time.time() + 3)
- min_volume, limit_up_price = self.codes_volume_and_price_dict.get(code)
- self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume, limit_up_price,
- {volume, constant.SHADOW_ORDER_VOLUME}, time.time() + 3)
+ d = self.codes_volume_and_price_dict.get(code)
+ if d:
+ min_volume, limit_up_price = d[0], d[1]
+ 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}")
+ async_log_util.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")
@@ -551,6 +555,42 @@
def run(queue_r: multiprocessing.Queue, order_queues: List[multiprocessing.Queue],
transaction_queues: List[multiprocessing.Queue], market_queue: multiprocessing.Queue) -> None:
+ # def test_add_codes():
+ # 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), ("002654", int(50 * 10000 / 15.59), 15.59),
+ # ("603701", int(50 * 10000 / 14.28), 14.28), ("002908", int(50 * 10000 / 12.78), 12.78)]
+ #
+ # 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)
+
+
logger_system.info("L2杩涚▼ID锛歿}", os.getpid())
logger_system.info(f"l2_client 绾跨▼ID:{tool.get_thread_id()}")
try:
@@ -567,6 +607,8 @@
__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()
global l2CommandManager
l2CommandManager = command_manager.L2CommandManager()
l2CommandManager.init(MyL2ActionCallback())
@@ -577,7 +619,56 @@
time.sleep(2)
+def test():
+ def test_add_codes():
+ 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), ("002654", int(50 * 10000 / 15.59), 15.59),
+ ("603701", int(50 * 10000 / 14.28), 14.28), ("002908", int(50 * 10000 / 12.78), 12.78)]
+
+ 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)
+
+
+
+
+ queue_r = multiprocessing.Queue()
+ order_queues = []
+ transaction_queues = []
+ market_queue = multiprocessing.Queue()
+ for i in range(20):
+ order_queues.append(multiprocessing.Queue())
+ transaction_queues.append(multiprocessing.Queue())
+ threading.Thread(target=test_add_codes).start()
+
+ run(queue_r, order_queues, transaction_queues, market_queue)
+
+
if __name__ == "__main__":
- # run(None, None, None)
- # spi.set_codes_data([("000333", 12000)])
input()
--
Gitblit v1.8.0