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 --- huaxin_client/trade_client.py | 16 +++++++++++++++- 1 files changed, 15 insertions(+), 1 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, -- Gitblit v1.8.0