From 2d27b626b35ec9d62df36daf6405d425557e11ae Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 21 八月 2023 12:24:40 +0800
Subject: [PATCH] 信息上传优化
---
huaxin_api/trade_client.py | 53 +++++++++++++++++++++++++++++++++++++----------------
1 files changed, 37 insertions(+), 16 deletions(-)
diff --git a/huaxin_api/trade_client.py b/huaxin_api/trade_client.py
index 7f5b73c..e4dde10 100644
--- a/huaxin_api/trade_client.py
+++ b/huaxin_api/trade_client.py
@@ -566,7 +566,7 @@
pOrderField.LimitPrice, pOrderField.VolumeTotalOriginal, pOrderField.OrderSysID,
pOrderField.OrderStatus))
if pOrderField.OrderStatus != traderapi.TORA_TSTP_OST_Unknown:
- set_system_order_id(pOrderField.SInfo, pOrderField.OrderSysID)
+ OrderIDManager.set_system_order_id(pOrderField.SecurityID, pOrderField.SInfo, pOrderField.OrderSysID)
threading.Thread(target=lambda: self.__data_callback(TYPE_ORDER, 0, {"sinfo": pOrderField.SInfo,
"securityId": pOrderField.SecurityID,
"orderLocalId": pOrderField.OrderLocalID,
@@ -734,8 +734,6 @@
# 鑾峰彇鍝嶅簲鍙戦�乻ocket
-
-
global req_rid_dict
req_rid_dict = {}
@@ -745,7 +743,8 @@
def OnTrade(self, client_id, request_id, type_, data):
if type_ == 1:
- logger_local_huaxin_trade_debug.info(f"---------------------\n璇锋眰涓嬪崟锛歝lient_id-{client_id} request_id-{request_id}")
+ logger_local_huaxin_trade_debug.info(
+ f"---------------------\n璇锋眰涓嬪崟锛歝lient_id-{client_id} request_id-{request_id}")
# 涓嬪崟
# 1-涔� 2-鍗�
direction = data["direction"]
@@ -785,10 +784,12 @@
sinfo = data["sinfo"]
if direction == 1:
if not orderSysID and localOrderID:
- orderSysID = local_order_id_map.get(localOrderID)
+ orderSysID = OrderIDManager.get_system_id_by_local_id(localOrderID)
# 鎾や拱
try:
if not orderSysID:
+ if localOrderID:
+ OrderIDManager.add_need_cancel_local_order_id(localOrderID)
raise Exception("娌℃湁鎵惧埌绯荤粺璁㈠崟鍙�")
req_rid_dict[sinfo] = (client_id, request_id)
self.__tradeSimpleApi.cancel_buy(code, orderSysID, sinfo)
@@ -913,19 +914,39 @@
strategy_pipe.send(data)
-local_order_id_map = {}
+# 璁㈠崟鍙风鐞�
+class OrderIDManager:
+ # 灏氭湭鎾ゅ崟鐨勬湰鍦拌鍗曞彿
+ not_canceled_local_order_ids = set()
+ local_order_id_map = {}
+ __TradeSimpleApi = TradeSimpleApi()
-# 璁剧疆绯荤粺璁㈠崟ID
-def set_system_order_id(sinfo, orderSystemId):
- # 鑾峰彇鏈湴璁㈠崟ID
- local_order_id = None
- if req_rid_dict and sinfo in req_rid_dict:
- temp_params = req_rid_dict.get(sinfo)
- if len(temp_params) > 2:
- local_order_id = temp_params[2]
- if local_order_id and local_order_id not in local_order_id_map and orderSystemId:
- local_order_id_map[local_order_id] = orderSystemId
+ @classmethod
+ def get_system_id_by_local_id(cls, local_order_id):
+ return cls.local_order_id_map.get(local_order_id)
+
+ # 璁剧疆绯荤粺璁㈠崟ID
+ @classmethod
+ def set_system_order_id(cls, code, sinfo, orderSystemId):
+ # 鑾峰彇鏈湴璁㈠崟ID
+ local_order_id = None
+ if req_rid_dict and sinfo in req_rid_dict:
+ temp_params = req_rid_dict.get(sinfo)
+ if len(temp_params) > 2:
+ local_order_id = temp_params[2]
+ if local_order_id:
+ if local_order_id not in cls.local_order_id_map and orderSystemId:
+ cls.local_order_id_map[local_order_id] = orderSystemId
+ if local_order_id in cls.not_canceled_local_order_ids:
+ # 鎵ц鎾ゅ崟
+ cls.not_canceled_local_order_ids.discard(local_order_id)
+ cls.__TradeSimpleApi.cancel_buy(code, orderSystemId,
+ f"local_cancel_buy-{code}-{round(time.time() * 1000)}")
+
+ @classmethod
+ def add_need_cancel_local_order_id(cls, local_order_id):
+ cls.not_canceled_local_order_ids.add(local_order_id)
# 浜ゆ槗鍙嶉鍥炶皟
--
Gitblit v1.8.0