From ad3cc1a24c4b413bae3069cc6d1c2a1923540ce3 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 25 七月 2025 15:51:48 +0800
Subject: [PATCH] 开盘啦TCP请求/委托数据持久化异步处理
---
main.py | 99 +++++++++++++++++++++++++++++++++++++++++--------
1 files changed, 83 insertions(+), 16 deletions(-)
diff --git a/main.py b/main.py
index 1a98d6f..e3bac57 100644
--- a/main.py
+++ b/main.py
@@ -1,9 +1,13 @@
"""
GUI绠＄悊
"""
+import math
+
import psutil
+import constant
from code_attribute import gpcode_manager
+from l2.subscript import l2_subscript_manager
from log_module import log
from log_module.log import logger_l2_trade, logger_system
import logging
@@ -12,13 +16,16 @@
import threading
from task import task_manager
+from third_data import hx_qc_value_util
+from third_data.code_plate_key_manager import KPLPlateForbiddenManager
+from utils import shared_memery_util
logger_system.info("绋嬪簭鍚姩Pre锛歿}", os.getpid())
import huaxin_client.trade_client
import huaxin_client.l2_client
import huaxin_client.l1_client
-from huaxin_client import l2_market_client
+from huaxin_client import l2_market_client, l2_client_v2
from servers import server_util, huaxin_trade_server, server
@@ -72,6 +79,54 @@
if __name__ == '__main__1':
huaxin_client.l2_client.test()
+
+def __create_l2_subscript():
+ channel_list = []
+ for i in range(constant.HUAXIN_L2_MAX_CODES_COUNT):
+ # 鍒涘缓濮旀墭/鎴愪氦鐨勫叡浜暟缁勫拰ZMQ閫氫俊閫氶亾
+ delegate_ipc_addr = f"ipc://order_{i}.ipc"
+ deal_ipc_addr = f"ipc://deal_{i}.ipc"
+ delegate = [0, shared_memery_util.create_array(), delegate_ipc_addr]
+ delegate[0] = shared_memery_util.get_number(delegate[1])
+ deal = [0, shared_memery_util.create_array(), deal_ipc_addr]
+ deal[0] = shared_memery_util.get_number(deal[1])
+ channel_list.append((delegate, deal))
+
+ # L2杩涚▼鏁伴噺
+ l2_process_count = 8
+
+ base_channel_count = len(channel_list) // l2_process_count
+ left_count = len(channel_list) % l2_process_count
+ index = 0
+ # ======鍒嗙粍======
+ # 璁板綍姣忎釜鍒嗙粍鐨勬暟閲�
+ channel_count_list = []
+ # 鏁版嵁鍥炶皟闃熷垪
+ data_callback_queue_list = []
+ # 娑堟伅浼犻�掗槦鍒�
+ sub_single_queue_list = []
+
+ for i in range(l2_process_count):
+ channel_count = base_channel_count + (1 if i < left_count else 0)
+ channel_count_list.append(channel_count)
+ # 璇ヨ繘绋嬩笅鐨勯�氶亾
+ channels = channel_list[index:index + channel_count]
+ index += channel_count
+ # 璁㈤槄淇″彿闃熷垪, 鏁版嵁鍥炶皟闃熷垪锛堝洖璋冮娆″皬鐨勬暟鎹�氳繃杩欑鍥炶皟锛�
+ sub_single_queue, data_callback_queue = multiprocessing.Queue(maxsize=1024), multiprocessing.Queue(maxsize=1024)
+ sub_single_queue_list.append(sub_single_queue)
+ data_callback_queue_list.append(data_callback_queue)
+ l2_process = multiprocessing.Process(target=l2_client_v2.run,
+ args=(sub_single_queue, data_callback_queue, channels, i, ))
+ l2_process.start()
+
+ l2_subscript_manager.process_manager = l2_subscript_manager.TargetCodeProcessManager(sub_single_queue_list, channel_count_list)
+ # 鐩戝惉L2甯傚満琛屾儏鏁版嵁
+ huaxin_trade_server.run_l2_market_info_reciever(data_callback_queue_list)
+ # 鍚姩ZMQserver锛岄拡瀵瑰鎵橀槦鍒椾笌鎴愪氦闃熷垪杩涜鐩戝惉
+ l2_subscript_manager.L2DataListener(channel_list).create_data_listener(huaxin_trade_server.my_l2_data_callback)
+
+
if __name__ == '__main__':
# 鍙粦瀹�16-31涔嬮棿鐨勬牳
try:
@@ -80,26 +135,34 @@
log.close_print()
# L2璇诲叾浠栧啓
- queue_other_w_l2_r = multiprocessing.Queue()
+ queue_other_w_l2_r = multiprocessing.Queue(maxsize=1000)
# l1
- queue_l1_w_strategy_r = multiprocessing.Queue()
- queue_l1_r_strategy_w = multiprocessing.Queue()
+ queue_l1_w_strategy_r = multiprocessing.Queue(maxsize=1000)
+ queue_l1_r_strategy_w = multiprocessing.Queue(maxsize=1000)
# 浜ゆ槗璇荤瓥鐣ュ啓
- queue_strategy_w_trade_r = multiprocessing.Queue()
- queue_strategy_w_trade_r_for_read = multiprocessing.Queue()
+ queue_strategy_w_trade_r = multiprocessing.Queue(maxsize=1000)
+ queue_strategy_w_trade_r_for_read = multiprocessing.Queue(maxsize=1000)
# 绛栫暐璇讳氦鏄撳啓
- queue_strategy_r_trade_w = multiprocessing.Queue()
+ queue_strategy_r_trade_w = multiprocessing.Queue(maxsize=1000)
# 涓嬪崟,鎾ゅ崟ipc鍦板潃
order_ipc_addr, cancel_order_ipc_addr = "ipc://trade_order.ipc", "ipc://trade_cancel_order.ipc"
logger_system.info("涓昏繘绋婭D锛歿}", os.getpid())
+ fix_codes = set()
+ open_buy_codes = gpcode_manager.BuyOpenLimitUpCodeManager().get_codes()
+ if open_buy_codes:
+ fix_codes |= set(open_buy_codes)
+ # 瑕佺洃鎺х殑楂樻爣
+ high_codes = KPLPlateForbiddenManager().get_watch_high_codes()
+ if high_codes:
+ fix_codes |= set(high_codes)
# L1璁㈤槄鏁版嵁
l1Process = multiprocessing.Process(target=huaxin_client.l1_client.run,
args=(queue_l1_w_strategy_r, queue_l1_r_strategy_w,
- gpcode_manager.BuyOpenLimitUpCodeManager().get_codes(),))
+ fix_codes,))
l1Process.start()
l2MarketProcess = multiprocessing.Process(target=l2_market_client.run,
@@ -113,14 +176,18 @@
queue_strategy_w_trade_r_for_read))
tradeProcess.start()
# 姝ゅ灏哃2鐨勮繘绋嬩笌绛栫暐杩涚▼鍚堝苟
- # L2
- # l2Process = multiprocessing.Process(
- # target=huaxin_client.l2_client.run,
- # args=(queue_other_w_l2_r, order_queues, transaction_queues, market_queue, order_ipc_hosts,huaxin_trade_server.my_l2_data_callback))
- # l2Process.start()
- # 灏哃2鐨勮繘绋嬫敼涓虹嚎绋嬫墽琛�
- threading.Thread(target=huaxin_client.l2_client.run, args=(
- queue_other_w_l2_r, huaxin_trade_server.my_l2_data_callbacks), daemon=True).start()
+
+ # 娴嬭瘯L2鍗曠嫭杩涚▼
+
+ if constant.IS_L2_NEW:
+ __create_l2_subscript()
+ else:
+ # 灏哃2鐨勮繘绋嬫敼涓虹嚎绋嬫墽琛�
+ threading.Thread(target=huaxin_client.l2_client.run, args=(
+ queue_other_w_l2_r, huaxin_trade_server.my_l2_data_callbacks), daemon=True).start()
+
+ # 杩愯鍗庨懌澧炲�兼湇鍔¤繘绋�
+ threading.Thread(target=hx_qc_value_util.run, daemon=True).start()
# 缁戞牳杩愯
# psutil.Process(l1Process.pid).cpu_affinity([20])
--
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