From ed9e2367eea9baa6c8bea82e0f81c209ffb2a56f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 02 一月 2023 17:55:50 +0800
Subject: [PATCH] 撤单策略再次修改
---
server.py | 57 ++++++++++++++++++++++++++++++++++++++++++++++++++++-----
1 files changed, 52 insertions(+), 5 deletions(-)
diff --git a/server.py b/server.py
index e00cf8c..daa7031 100644
--- a/server.py
+++ b/server.py
@@ -26,6 +26,7 @@
import ths_industry_util
import ths_util
import tool
+import trade_data_manager
import trade_gui
import trade_manager
import l2_code_operate
@@ -96,7 +97,8 @@
day, client, channel, code, capture_time, process_time, datas, origin_datas = l2_data_manager.parseL2Data(
_str)
# 闂撮殧1s淇濆瓨涓�鏉2鐨勬渶鍚庝竴鏉℃暟鎹�
- if code not in self.l2_save_time_dict or origin_start_time - self.l2_save_time_dict[code] >= 1000 and len(datas) > 0:
+ if code not in self.l2_save_time_dict or origin_start_time - self.l2_save_time_dict[
+ code] >= 1000 and len(datas) > 0:
self.l2_save_time_dict[code] = origin_start_time
logger_l2_latest_data.info("{}#{}#{}", code, capture_time, datas[-1])
@@ -157,7 +159,7 @@
"l2鏁版嵁澶勭悊鎬昏�楁椂",
True)
except Exception as e:
- logging.exception(e)
+ logger_l2_error.exception(e)
elif type == 1:
# 璁剧疆鑲＄エ浠ｇ爜
data_list, is_add = data_process.parseGPCode(_str)
@@ -219,6 +221,28 @@
# 淇濆瓨濮旀墭淇℃伅
logger_trade_delegate.info(dataList)
try:
+ # 璁剧疆鐢虫姤鏃堕棿
+ for item in dataList:
+ apply_time = item["apply_time"]
+ if apply_time and len(apply_time) >= 8:
+ code = item["code"]
+ trade_state = trade_manager.get_trade_state(code)
+ # 璁剧疆涓嬪崟鐘舵�佺殑浠ｇ爜涓哄凡濮旀墭
+ if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER:
+ origin_apply_time = apply_time
+ apply_time = apply_time[0:6]
+ apply_time = "{}:{}:{}".format(apply_time[0:2], apply_time[2:4], apply_time[4:6])
+ ms = origin_apply_time[6:9]
+ if int(ms) > 500:
+ # 鏃堕棿+1s
+ apply_time = tool.trade_time_add_second(apply_time, 1)
+
+ print(apply_time)
+ l2_data_manager_new.SecondAverageBigNumComputer.set_apply_time(code, apply_time)
+ except Exception as e:
+ logging.exception(e)
+
+ try:
trade_manager.process_trade_delegate_data(dataList)
except Exception as e:
logging.exception(e)
@@ -251,11 +275,12 @@
if self.ths_l2_trade_queue_manager.save_recod(code, data):
if buy_time != "00:00:00":
logger_l2_trade_queue.info("{}-{}", code, data)
+ self.buy1_price_manager.save(code, buy_one_price)
need_sync, need_cancel, cancel_msg = self.buy1_volumn_manager.save(code, buy_time,
int(buy_one_volumn),
buy_one_price)
if need_cancel:
- l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg)
+ l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg, "trade_queue")
if need_sync:
# 鍚屾鏁版嵁
l2_data_manager_new.L2LimitUpMoneyStatisticUtil.verify_num(code, int(buy_one_volumn),
@@ -285,7 +310,6 @@
elif type == 50:
data = data_process.parse(_str)["data"]
if data is not None:
- print(data)
index = data["index"]
code_name = data["codeName"].replace(" ", "")
volumn = data["volumn"]
@@ -309,7 +333,7 @@
need_sync, need_cancel, cancel_msg = self.buy1_volumn_manager.save(code, time_, volumn,
price)
if need_cancel:
- l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg)
+ l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg, "trade_queue")
if need_sync:
# 鍚屾鏁版嵁
l2_data_manager_new.L2LimitUpMoneyStatisticUtil.verify_num(code, volumn, time_)
@@ -332,6 +356,29 @@
data = data_process.parse(_str)["data"]
client_id = data["client"]
print("L2鑷惎鍔ㄦ垚鍔�", client_id)
+ now_str = datetime.datetime.now().strftime("%H:%M:%S")
+ ts = tool.get_time_as_second(now_str)
+ # 9鐐�25鍒�9鐐�28涔嬮棿鐨勮嚜鍚姩灏遍渶瑕佹壒閲忚缃唬鐮�
+ if tool.get_time_as_second("09:24:50") <= ts <= tool.get_time_as_second("09:28:00"):
+ # 鍑嗗鎵归噺璁剧疆浠ｇ爜
+ return_json = {"code": 1, "msg": "绛夊緟鎵归噺璁剧疆浠ｇ爜"}
+ return_str = json.dumps(return_json)
+ # 鑾峰彇鎺掑悕鍓�16浣嶇殑浠ｇ爜
+ codes = trade_data_manager.CodeActualPriceProcessor().get_top_rate_codes(16)
+ codes = sorted(codes)
+ if client_id == 2:
+ codes = codes[:8]
+ else:
+ codes = codes[8:]
+ codes_datas = []
+ for i in range(0, 8):
+ if i >= len(codes):
+ break
+ codes_datas.append((i, codes[i]))
+ l2_code_operate.betch_set_client_codes(client_id, codes_datas)
+ else:
+ return_json = {"code": 0, "msg": "寮�鍚湪绾跨姸鎬�"}
+ return_str = json.dumps(return_json)
# print("蹇冭烦锛�", client_id)
sk.send(return_str.encode())
--
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