From ca310f014336d93eba73ed5010c1c5645424a1e0 Mon Sep 17 00:00:00 2001
From: admin <weikou2014>
Date: 星期五, 04 八月 2023 16:06:28 +0800
Subject: [PATCH] 交易优化
---
trade_client.py | 99 +++++++++++++++++++++++++++++--------------------
1 files changed, 58 insertions(+), 41 deletions(-)
diff --git a/trade_client.py b/trade_client.py
index 4ed8a27..3aa188e 100644
--- a/trade_client.py
+++ b/trade_client.py
@@ -548,7 +548,7 @@
% (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))
def OnRtnOrder(self, pOrderField: "CTORATstpOrderField") -> "void":
- logger.info(
+ logger_trade_debug.info(
'[%d] OnRtnOrder: SInfo[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] LimitPrice[%.2f] VolumeTotalOriginal[%d] OrderSysID[%s] OrderStatus[%s]'
% (round(time.time() * 1000), pOrderField.SInfo, pOrderField.InvestorID, pOrderField.SecurityID,
pOrderField.OrderRef, pOrderField.OrderLocalID,
@@ -563,7 +563,7 @@
"accountID": pOrderField.AccountID})
def OnRtnTrade(self, pTradeField: "CTORATstpTradeField") -> "void":
- logger.info(
+ logger_trade_debug.info(
'OnRtnTrade: TradeID[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] Price[%.2f] Volume[%d]'
% (pTradeField.TradeID, pTradeField.InvestorID, pTradeField.SecurityID,
pTradeField.OrderRef, pTradeField.OrderLocalID, pTradeField.Price, pTradeField.Volume))
@@ -724,7 +724,7 @@
def OnTrade(self, client_id, request_id, type_, data):
if type_ == 1:
- logger_trade_debug.info(f"璇锋眰涓嬪崟锛歝lient_id-{client_id} request_id-{request_id} data-{data}")
+ logger_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"]
@@ -738,8 +738,8 @@
req_rid_dict[sinfo] = (client_id, request_id)
self.__tradeSimpleApi.buy(code, volume, price, sinfo)
except Exception as e:
- SendResponseSkManager.get_send_response_sk(TYPE_ORDER).sendall(
- json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"))
+ send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), TYPE_ORDER, client_id,
+ request_id)
elif direction == 2:
try:
@@ -749,11 +749,12 @@
print("sell", req_rid_dict)
except Exception as e:
logging.exception(e)
- SendResponseSkManager.get_send_response_sk(TYPE_ORDER).sendall(
- json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"))
+ send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), TYPE_ORDER, client_id,
+ request_id)
elif type_ == 2:
- logger_trade_debug.info(f"璇锋眰鎾ゅ崟锛歝lient_id-{client_id} request_id-{request_id} data-{data}")
+ logger_trade_debug.info(
+ f"---------------------\n璇锋眰鎾ゅ崟锛歝lient_id-{client_id} request_id-{request_id} data-{data}")
# 鎾ゅ崟
direction = data["direction"]
code = data["code"]
@@ -765,8 +766,8 @@
req_rid_dict[sinfo] = (client_id, request_id)
self.__tradeSimpleApi.cancel_buy(code, orderSysID, sinfo)
except Exception as e:
- SendResponseSkManager.get_send_response_sk(TYPE_CANCEL_ORDER).sendall(
- json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"))
+ send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), TYPE_CANCEL_ORDER, client_id,
+ request_id)
elif direction == 2:
# 鎾ゅ崠
@@ -774,8 +775,8 @@
req_rid_dict[sinfo] = (client_id, request_id)
self.__tradeSimpleApi.cancel_sell(code, orderSysID, sinfo)
except Exception as e:
- SendResponseSkManager.get_send_response_sk(TYPE_CANCEL_ORDER).sendall(
- json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"))
+ send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), TYPE_CANCEL_ORDER, client_id,
+ request_id)
def OnDealList(self, client_id, request_id):
logger_trade_debug.info(f"璇锋眰鎴愪氦鍒楄〃锛歝lient_id-{client_id} request_id-{request_id}")
@@ -793,7 +794,8 @@
req_id = self.__tradeSimpleApi.list_delegate_orders(is_cancel)
req_rid_dict[req_id] = (client_id, request_id)
except Exception as e:
- SendResponseSkManager.send_error_response("common", request_id, client_id, str(e))
+ send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), "common", client_id,
+ request_id)
def OnMoney(self, client_id, request_id):
logger_trade_debug.info(f"璇锋眰璐︽埛锛歝lient_id-{client_id} request_id-{request_id}")
@@ -801,7 +803,8 @@
req_id = self.__tradeSimpleApi.get_money_account()
req_rid_dict[req_id] = (client_id, request_id)
except Exception as e:
- SendResponseSkManager.send_error_response("common", request_id, client_id, str(e))
+ send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), "common", client_id,
+ request_id)
def OnPositionList(self, client_id, request_id):
logger_trade_debug.info(f"璇锋眰鎸佷粨锛歝lient_id-{client_id} request_id-{request_id}")
@@ -809,7 +812,8 @@
req_id = self.__tradeSimpleApi.list_positions()
req_rid_dict[req_id] = (client_id, request_id)
except Exception as e:
- SendResponseSkManager.send_error_response("common", request_id, client_id, str(e))
+ send_response(json.dumps({"code": 1, "msg": str(e)}).encode("utf-8"), "common", client_id,
+ request_id)
def __init_trade_data_server():
@@ -866,35 +870,44 @@
def __send_response(type, data_bytes):
- sk = SendResponseSkManager.get_send_response_sk(type)
- data_bytes = socket_util.load_header(data_bytes)
- sk.sendall(data_bytes)
- result, header_str = socket_util.recv_data(sk)
- result = json.loads(result)
- if result["code"] != 0:
- raise Exception(result['msg'])
+ sk = SendResponseSkManager.create_send_response_sk()
+ try:
+ data_bytes = socket_util.load_header(data_bytes)
+ sk.sendall(data_bytes)
+ result, header_str = socket_util.recv_data(sk)
+ result = json.loads(result)
+ if result["code"] != 0:
+ raise Exception(result['msg'])
+ finally:
+ sk.close()
+
+
+def send_response(data_bytes, type, _client_id, _request_id):
+ for i in range(3):
+ response_client_type = f"{type}#{_client_id}"
+ try:
+ __send_response(response_client_type, data_bytes)
+ print("鍙戦�佹暟鎹垚鍔�")
+ logger_trade_debug.info(f"绗瑊i}娆″彂閫佹暟鎹垚鍔燂細type-{type},request_id-{_request_id}")
+ break
+ except ConnectionResetError:
+ logger_trade_debug.error(f"绗瑊i}娆″彂閫佹暟鎹け璐ワ細type-{type},request_id-{_request_id} 鍘熷洜锛欳onnectionResetError")
+ SendResponseSkManager.del_send_response_sk(response_client_type)
+ except BrokenPipeError:
+ logger_trade_debug.error(f"绗瑊i}娆″彂閫佹暟鎹け璐ワ細type-{type},request_id-{_request_id} 鍘熷洜锛欱rokenPipeError")
+ SendResponseSkManager.del_send_response_sk(response_client_type)
+ except TimeoutError:
+ logger_trade_debug.error(f"绗瑊i}娆″彂閫佹暟鎹け璐ワ細type-{type},request_id-{_request_id} 鍘熷洜锛歍imeoutError")
+ SendResponseSkManager.del_send_response_sk(response_client_type)
+ except Exception as e1:
+ logger_trade_debug.error(f"绗瑊i}娆″彂閫佹暟鎹け璐ワ細type-{type},request_id-{_request_id} 鍘熷洜锛歿str(e1)}")
+ logger_trade_debug.exception(e1)
+ pass
# 浜ゆ槗鍙嶉鍥炶皟
def __traderapi_callback(type, req_id, data):
- def send_response(data_str, _client_id, _request_id):
- for i in range(3):
- try:
- __send_response(f"{type}#{_client_id}", data_str)
- print("鍙戦�佹暟鎹垚鍔�")
- logger_trade_debug.info(f"绗瑊i}娆″彂閫佹暟鎹垚鍔燂細type-{type},request_id-{_request_id}")
- break
- except ConnectionResetError as e:
- SendResponseSkManager.del_send_response_sk(type)
- except BrokenPipeError as e:
- SendResponseSkManager.del_send_response_sk(type)
- except Exception as e:
- logger_trade_debug.info(f"绗瑊i}娆″彂閫佹暟鎹け璐ワ細type-{type},request_id-{_request_id}")
- logger_trade_debug.exception(e)
- pass
-
- print("鍥炶皟", type, req_id, data)
- print("杩涚▼ID", os.getpid())
+ logger_trade_debug.info("鍥炶皟:type-{} req_id-{}", type, req_id)
key = req_id
if type == TYPE_ORDER or type == TYPE_CANCEL_ORDER:
key = data["sinfo"]
@@ -903,16 +916,20 @@
if req_rid_dict and key in req_rid_dict:
print("API鍥炶皟")
client_id, request_id = req_rid_dict.pop(key)
+ logger_trade_debug.info("API鍥炶皟 request_id-{}", request_id)
# 娴嬭瘯
send_response(
json.dumps({"type": "response", "data": {"code": 0, "data": data}, "client_id": client_id,
- "request_id": request_id}).encode('utf-8'), client_id, request_id)
+ "request_id": request_id}).encode('utf-8'), type, client_id, request_id)
+ logger_trade_debug.info("API鍥炶皟缁撴潫 req_id-{} request_id-{}", req_id, request_id)
print("API鍥炶皟缁撴潫")
else:
+ logger_trade_debug.info("闈濧PI鍥炶皟 req_id-{}", req_id)
print("闈濧PI鍥炶皟")
# 闈濧PI鍥炶皟
send_response(
json.dumps({"type": "trade_callback", "data": {"code": 0, "data": data, "type": type}}).encode('utf-8'),
+ type,
None,
req_id)
print("闈濧PI缁撴潫")
--
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