From a99df93c160cd4feb4fb9ee076a49672c5ee0d02 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 14 五月 2024 00:40:55 +0800
Subject: [PATCH] 成交队列输出
---
output/output_util.py | 4 +
output/l2_output_util.py | 83 +++++++++++++++++++++++++++++++++++++++++
trade/huaxin/huaxin_trade_server.py | 25 +++++++++++-
3 files changed, 109 insertions(+), 3 deletions(-)
diff --git a/output/l2_output_util.py b/output/l2_output_util.py
new file mode 100644
index 0000000..20810a5
--- /dev/null
+++ b/output/l2_output_util.py
@@ -0,0 +1,83 @@
+"""
+L2鏁版嵁杈撳嚭宸ュ叿
+"""
+from l2 import l2_data_util, l2_data_source_util
+from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
+from l2.l2_transaction_data_manager import HuaXinBuyOrderManager
+from l2.transaction_progress import TradeBuyQueue
+
+
+def __get_trade_queue(code, start_index, end_index, real_place_order_index, max_count, step=1):
+ fresults = []
+ # 姝ｅ湪鎴愪氦鐨勬暟鎹�
+ dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code)
+ total_datas = l2_data_util.local_today_datas.get(code)
+ for i in range(start_index, end_index, step):
+ data = total_datas[i]
+ val = data['val']
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ if val["num"] * float(val['price']) < 5000 and real_place_order_index != i:
+ continue
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i,
+ total_datas,
+ local_today_canceled_buyno_map.get(
+ code))
+ if left_count > 0:
+ type_ = 0
+ num = val['num']
+ if dealing_info and str(total_datas[i]["val"]["orderNo"]) == str(
+ dealing_info[0]):
+ # 鍑忓幓褰撳墠姝ｅ湪鎴愪氦鐨勬暟鎹腑宸茬粡鎴愪氦浜嗙殑鏁版嵁
+ num -= dealing_info[1] // 100
+ if i == real_place_order_index:
+ type_ = 1
+ elif num * float(val['price']) >= 29900:
+ type_ = 2
+
+ fresults.append((val['num'], type_))
+ if len(fresults) > max_count:
+ break
+ return fresults
+
+
+def get_trade_queue_at_near_place_order(code, real_place_order_index, max_count):
+ """
+ 鑾峰彇鐪熷疄涓嬪崟浣嶉檮杩戠殑鎴愪氦闃熷垪
+ @param code:
+ @param real_place_order_index:
+ @param max_count:
+ @return:
+ """
+ total_datas = l2_data_util.local_today_datas.get(code)
+ trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_index is None:
+ trade_index = 0
+ threshold_before_count = max_count // 2
+
+ fresults = __get_trade_queue(code, real_place_order_index, trade_index - 1,real_place_order_index, threshold_before_count, -1)
+ fresults.reverse()
+ fresults.extend(__get_trade_queue(code, real_place_order_index+1, total_datas[-1]['index'] + 1, real_place_order_index, max_count - threshold_before_count, 1))
+ return fresults
+
+
+def get_trade_queue(code, real_place_order_index, max_count):
+ """
+ 鑾峰彇鐪熷疄涓嬪崟浣嶉檮杩戠殑鎴愪氦闃熷垪
+ @param code:
+ @param real_place_order_index:
+ @param max_count:
+ @return:
+ """
+ total_datas = l2_data_util.local_today_datas.get(code)
+ trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_index is None:
+ trade_index = 0
+ # 鍓嶉潰鏈�澶氬彇5鏉℃暟鎹�
+ fresults = []
+ fresults.extend(__get_trade_queue(code, trade_index, total_datas[-1]['index'] + 1,real_place_order_index, max_count, 1))
+ return fresults
+
+
+
+
diff --git a/output/output_util.py b/output/output_util.py
index 2cc5ce8..968c799 100644
--- a/output/output_util.py
+++ b/output/output_util.py
@@ -1,5 +1,5 @@
import time
-
+from l2 import l2_data_util
def money_desc(money):
if abs(money) > 100000000:
@@ -12,3 +12,5 @@
if timestamp:
return time.strftime("%H:%M:%S", time.localtime(int(timestamp)))
return ""
+
+
diff --git a/trade/huaxin/huaxin_trade_server.py b/trade/huaxin/huaxin_trade_server.py
index 3cf48d4..2c4f42a 100644
--- a/trade/huaxin/huaxin_trade_server.py
+++ b/trade/huaxin/huaxin_trade_server.py
@@ -47,6 +47,7 @@
hx_logger_l2_orderdetail, hx_logger_l2_transaction, hx_logger_l2_market_data, logger_l2_g_cancel, logger_debug, \
logger_system, logger_trade, logger_trade_position_api_request, logger_request_api, \
logger_local_huaxin_l1_trade_info, logger_real_place_order_position, logger_l2_trade_buy
+from output import l2_output_util
from third_data import block_info, kpl_data_manager, kpl_util
from third_data.code_plate_key_manager import KPLCodeJXBlockManager, CodePlateKeyBuyManager
from third_data.history_k_data_util import JueJinApi, HistoryKDatasUtils
@@ -1377,6 +1378,7 @@
if int(c["direction"]) != huaxin_util.TORA_TSTP_D_Buy:
continue
code = c["securityID"]
+ orderSysID = c.get("orderSysID")
code_name = gpcode_manager.get_code_name(code)
# 鑾峰彇涓嬪崟浣嶇疆淇℃伅
order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code)
@@ -1553,7 +1555,7 @@
break
except:
pass
- fdata = {"code_info": (code, code_name), "total_num": total_nums,
+ fdata = {"id":orderSysID, "code_info": (code, code_name), "total_num": total_nums,
"finish_num": deal_or_cancel_num,
"buy1_money": output_util.money_desc(buy1_money),
"big_num_count": total_big_count,
@@ -1574,13 +1576,24 @@
total_left_num * float(limit_up_price) * 100 * 100 / buy1_money, 2), # 鎴愪氦杩涘害姣斾緥
"limit_up_price": float(gpcode_manager.get_limit_up_price(code)),
"is_near_big_order": is_near_big_order,
- "block": ''
+ "block": '',
+ "trade_queue": []
}
# 鑾峰彇褰撳墠鏉垮潡
try:
can_buy_result = CodePlateKeyBuyManager.can_buy(code)
if can_buy_result and can_buy_result[0]:
fdata['block'] = ",".join(can_buy_result[0])
+ except:
+ pass
+
+ try:
+ real_place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
+ if real_place_order_index is not None:
+ trade_queue = l2_output_util.get_trade_queue_at_near_place_order(code,
+ real_place_order_index,
+ 11)
+ fdata['trade_queue'] = trade_queue
except:
pass
fdatas.append(fdata)
@@ -1661,6 +1674,14 @@
# 淇浠诲姟
kpl_data_manager.PullTask.repaire_pull_task()
self.send_response({"code": 0, "data": {}}, client_id, request_id)
+ elif ctype == "get_trade_queue":
+ code = data["code"]
+ real_place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
+ if real_place_order_index is not None:
+ trade_queue = l2_output_util.get_trade_queue(code,real_place_order_index, 11)
+ self.send_response({"code": 0, "data": trade_queue}, client_id, request_id)
+ else:
+ raise Exception("娌¤幏鍙栧埌鐪熷疄涓嬪崟浣�")
except Exception as e:
logging.exception(e)
self.send_response({"code": 1, "msg": f"鏁版嵁澶勭悊鍑洪敊锛歿e}"}, client_id, request_id)
--
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