From fddfc0e7c3b2938f70637e54d214faab478f7ca4 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 13 十月 2023 12:54:20 +0800
Subject: [PATCH] 测试影子订单
---
l2/huaxin/huaxin_delegate_postion_manager.py | 16 ++++++++++------
huaxin_client/trade_client.py | 16 +++++++++++++++-
utils/huaxin_util.py | 2 +-
3 files changed, 26 insertions(+), 8 deletions(-)
diff --git a/huaxin_client/trade_client.py b/huaxin_client/trade_client.py
index 2999033..d6404da 100644
--- a/huaxin_client/trade_client.py
+++ b/huaxin_client/trade_client.py
@@ -161,7 +161,9 @@
return
# 鎾や拱
- def cancel_buy(self, code, sinfo, order_sys_id=None, order_ref=None, order_action_ref=None):
+ def cancel_buy(self, code, sinfo, order_sys_id=None, order_ref=None, order_action_ref=None, delay_s=0.0):
+ if delay_s > 0:
+ time.sleep(delay_s)
if sinfo in self.__cancel_buy_sinfo_set:
raise Exception(f'鎾ゅ崟璇锋眰宸茬粡鎻愪氦锛歿sinfo}')
async_log_util.info(logger_local_huaxin_trade_debug,
@@ -851,6 +853,18 @@
# threading.Thread(target=lambda: self.__tradeSimpleApi.buy(code, volume, price, sinfo, order_ref),
# daemon=True).start()
self.trade_thread_pool.submit(self.__tradeSimpleApi.buy, code, volume, price, sinfo, order_ref)
+ # 涓嬩竴涓奖瀛愯鍗�
+ shadow_order_ref = order_ref + 1
+ shadow_sinfo = f"s_b_{order_ref}"
+ shadow_price = price - 0.05
+ self.trade_thread_pool.submit(self.__tradeSimpleApi.buy, code, volume, shadow_price, shadow_sinfo,
+ shadow_order_ref)
+ # 鎾ゆ帀褰卞瓙鍗�
+ shadow_cancel_order_ref = shadow_order_ref + 1
+ self.trade_thread_pool.submit(
+ lambda: self.__tradeSimpleApi.cancel_buy(code, f"s_c_{shadow_order_ref}", order_sys_id=None,
+ order_ref=shadow_order_ref,
+ order_action_ref=shadow_cancel_order_ref, delay_s=0.05))
async_log_util.info(logger_trade, f"{code}鍗庨懌鏈湴涓嬪崟绾跨▼缁撴潫")
except Exception as e:
send_response(json.dumps({"code": 1, "msg": str(e)}), TYPE_ORDER, client_id,
diff --git a/l2/huaxin/huaxin_delegate_postion_manager.py b/l2/huaxin/huaxin_delegate_postion_manager.py
index a0d862d..31fa507 100644
--- a/l2/huaxin/huaxin_delegate_postion_manager.py
+++ b/l2/huaxin/huaxin_delegate_postion_manager.py
@@ -13,17 +13,17 @@
# 涓嬪崟
-def place_order(code, price, volume, data):
+def place_order(code, price, volume, data, order_ref):
async_log_util.info(logger_real_place_order_position,
- f"涓嬪崟锛歝ode-{code} price-{price} volume-{volume} exec-index-{data['index']}")
- _place_order_info_dict[code] = (price, volume, data, time.time())
+ f"涓嬪崟锛歝ode-{code} price-{price} volume-{volume} exec-index-{data['index']} order_ref-{order_ref}")
+ _place_order_info_dict[code] = (price, volume, data, time.time(), order_ref)
# 鑾峰彇涓嬪崟淇℃伅
def get_order_info(code):
info = _place_order_info_dict.get(code)
- if info and time.time() - info[3] > 3:
- async_log_util.info(logger_real_place_order_position, "get_order_info 闂撮殧3s浠ヤ笂锛歝ode-{}", code)
+ if info and time.time() - info[3] > 1:
+ async_log_util.info(logger_real_place_order_position, "get_order_info 闂撮殧1s浠ヤ笂锛歝ode-{}", code)
# 闂撮殧3s浠ヤ笂灏辨棤鏁堜簡
info = None
_place_order_info_dict.pop(code)
@@ -39,10 +39,11 @@
price = order_info[0]
volume = order_info[1]
exec_data = order_info[2]
+ order_ref = order_info[4]
# 鑾峰彇閲�
is_sz = code.startswith("00")
# 鎻愪氦鍒颁氦鏄撴墍鐨勬椂闂撮浼�
- min_space_time_ms = 10 if is_sz else 50
+ min_space_time_ms = -1 if is_sz else 50
for d in datas:
if d["val"]["num"] != volume // 100:
continue
@@ -59,6 +60,9 @@
# 鏃堕棿宸笉鑳藉皬浜庨浼颁笅鍗曠敤鏃�
if L2DataUtil.time_sub_as_ms(d['val'], exec_data['val']) <= min_space_time_ms:
continue
+ # 鐪熷疄涓嬪崟浣嶇疆涓庢寕鍗曚綅缃笉鑳界浉宸�1s
+ if L2DataUtil.time_sub_as_ms(d["val"], exec_data['val']) >= 1000:
+ continue
# 鑾峰彇鍒颁簡涓嬪崟浣嶇疆
async_log_util.info(hx_logger_trade_debug, f"鐪熷疄涓嬪崟浣嶇疆锛歿code}-{d['index']}")
async_log_util.info(logger_real_place_order_position, f"鐪熷疄涓嬪崟浣嶇疆锛歿code}-{d['index']}")
diff --git a/utils/huaxin_util.py b/utils/huaxin_util.py
index 6dbef0a..2ce0e45 100644
--- a/utils/huaxin_util.py
+++ b/utils/huaxin_util.py
@@ -64,7 +64,7 @@
__order_ref_lock.acquire()
try:
global __public_order_ref
- __public_order_ref += random.randint(1, 20)
+ __public_order_ref += random.randint(5, 20)
return __public_order_ref
finally:
__order_ref_lock.release()
--
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