From 25b5717879ed43bddf06ba35cfe6753f30fac9f5 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 14 九月 2023 14:15:11 +0800
Subject: [PATCH] 交易端G撤优化
---
huaxin_client/l2_data_manager.py | 31 ++++++++++++++++++++++++-------
1 files changed, 24 insertions(+), 7 deletions(-)
diff --git a/huaxin_client/l2_data_manager.py b/huaxin_client/l2_data_manager.py
index d700f08..5a0ae80 100644
--- a/huaxin_client/l2_data_manager.py
+++ b/huaxin_client/l2_data_manager.py
@@ -101,9 +101,21 @@
code = data['SecurityID']
if code in buy_order_nos_dict:
if data['BuyNo'] in buy_order_nos_dict[code]:
- if code not in latest_big_order_transaction_orders_dict:
- latest_big_order_transaction_orders_dict[code] = set()
- latest_big_order_transaction_orders_dict[code].add(data['BuyNo'])
+ temp_list = latest_big_order_transaction_orders_dict.get(code)
+ if not temp_list:
+ temp_list = []
+ if temp_list:
+ if temp_list[-1] != data['BuyNo']:
+ temp_list.append(data['BuyNo'])
+ if len(temp_list) > 10:
+ temp_list = temp_list[-10:]
+ latest_big_order_transaction_orders_dict[code] = temp_list
+ else:
+ temp_list.append(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']))
@@ -286,12 +298,14 @@
if code not in target_codes:
return
# 濡傛灉鏈�杩戠殑娲诲姩鏃堕棿灏忎簬2s灏变笉闇�瑕佽繍琛�
- if code not in order_detail_upload_active_time_dict or time.time() - order_detail_upload_active_time_dict[code] > 2:
+ if code not in order_detail_upload_active_time_dict or time.time() - order_detail_upload_active_time_dict[
+ code] > 2:
t = threading.Thread(target=lambda: __run_upload_order(code, l2_data_callback), daemon=True)
t.start()
__upload_order_threads[code] = t
- if code not in transaction_upload_active_time_dict or time.time() - transaction_upload_active_time_dict[code] > 2:
+ if code not in transaction_upload_active_time_dict or time.time() - transaction_upload_active_time_dict[
+ code] > 2:
t = threading.Thread(target=lambda: __run_upload_trans(code, l2_data_callback), daemon=True)
t.start()
__upload_trans_threads[code] = t
@@ -327,12 +341,14 @@
# 鐩爣浠ｇ爜鍔犲叆2s涔嬪悗鍚姩瀹堟姢
if time.time() - target_codes_add_time[code] > 2:
if code not in __upload_order_threads or not __upload_order_threads[code].is_alive():
- t = threading.Thread(target=lambda: __run_upload_order(code, _l2_data_callback), daemon=True)
+ t = threading.Thread(target=lambda: __run_upload_order(code, _l2_data_callback),
+ daemon=True)
t.start()
__upload_order_threads[code] = t
logger_local_huaxin_l2_upload.info(f"閲嶆柊鍒涘缓L2璁㈠崟涓婁紶绾跨▼锛歿code}")
if code not in __upload_trans_threads or not __upload_trans_threads[code].is_alive():
- t = threading.Thread(target=lambda: __run_upload_trans(code, _l2_data_callback), daemon=True)
+ t = threading.Thread(target=lambda: __run_upload_trans(code, _l2_data_callback),
+ daemon=True)
t.start()
__upload_trans_threads[code] = t
logger_local_huaxin_l2_upload.info(f"閲嶆柊鍒涘缓L2鎴愪氦涓婁紶绾跨▼锛歿code}")
@@ -340,6 +356,7 @@
pass
finally:
time.sleep(3)
+
t = threading.Thread(target=lambda: upload_daemon(), daemon=True)
t.start()
--
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