""" 华鑫交易 """ import copy import json import time import constant from l2.huaxin import huaxin_delegate_postion_manager from log_module import async_log_util from log_module.log import logger_juejin_trade, hx_logger_trade_debug, logger_trade from trade.buy_money_count_setting import BuyMoneyUtil from trade.huaxin import huaxin_trade_api from trade.huaxin.huaxin_trade_record_manager import TradeOrderIdManager from utils import tool, huaxin_util from l2 import huaxin, l2_data_util __context_dict = {} __TradeOrderIdManager = TradeOrderIdManager() def init(context): __context_dict["init"] = context # 可用金额 def get_account_left_money(): if "init" in __context_dict: dict_ = __context_dict["init"].account().cash return dict_["available"] return None # 通过量下单,返回(代码，账号ID，订单号) def order_volume(code, price, count, last_data, order_ref=None, exec_index=None, shadow_volume=None): if not shadow_volume: shadow_volume = 100 async_log_util.info(logger_trade, f"{code} trade_huaxin.order_volume 开始") try: price = round(float(price), 2) if not tool.is_can_buy_code(code): raise Exception("只支持00开头与60开头的代码下单") # 保存下单信息 shadow_price = tool.get_shadow_price(price) huaxin.huaxin_delegate_postion_manager.place_order(code, price, count, exec_index, last_data, order_ref, shadow_price=shadow_price, shadow_volume=shadow_volume) if not constant.TRADE_ENABLE: return result = None blocking = False try: async_log_util.info(logger_trade, f"{code}下单开始") result = huaxin_trade_api.order(1, code, count, price, blocking=blocking, order_ref=order_ref, shadow_price=shadow_price, shadow_volume=shadow_volume) async_log_util.info(logger_trade, f"{code}下单结束") except Exception as e: if str(e).find("超时") >= 0: # 此处出现超时，需要通过读取委托列表来设置订单信息 async_log_util.error(hx_logger_trade_debug, f"{code}：下单结果反馈出错-{str(e)}") else: raise e if result: if blocking: if result['code'] == 0: result = result["data"] if result["orderStatus"] == huaxin_util.TORA_TSTP_OST_Rejected: async_log_util.info(hx_logger_trade_debug, f"{code}：下单失败：{result.get('statusMsg')}") raise Exception(result.get('statusMsg')) else: __TradeOrderIdManager.add_order_id(code, result["accountID"], result["orderSysID"]) async_log_util.info(hx_logger_trade_debug, f"{code}：下单成功 orderSysID:{result['orderSysID']}") return result["securityId"], result["accountID"], result["orderSysID"] else: raise Exception(result['msg']) else: order_ref = result["order_ref"] __TradeOrderIdManager.add_order_ref(code, order_ref) async_log_util.info(hx_logger_trade_debug, f"{code}：下单成功 orderRef:{order_ref}") return code, "local", order_ref else: raise Exception("下单失败，无返回") finally: async_log_util.info(logger_trade, f"{code} trade_huaxin.order_volume 结束") # 通过量下单,返回(代码，账号ID，订单号) def order_volume_new(code, price, volume, last_data, exec_index=None): """ 新版下单：拆分为2个订单 @param code: @param price: @param volume: 总股数 @param last_data: 最后一条L2数据 @param exec_index: 执行位 @return: """ async_log_util.info(logger_trade, f"{code} trade_huaxin.order_volume_new 开始") try: price = round(float(price), 2) if not tool.is_can_buy_code(code): raise Exception("只支持00开头与60开头的代码下单") # 拆单 v1, v2 = BuyMoneyUtil.get_possible_buy_volumes_by_total_volume(volume) oredr_info_list = [(v1, price, huaxin_util.create_order_ref()), (v2, price, huaxin_util.create_order_ref())] huaxin.huaxin_delegate_postion_manager.RealDelegateOrderPositionManager.place_order(code, oredr_info_list, exec_index, last_data) if not constant.TRADE_ENABLE: return result = None blocking = False try: async_log_util.info(logger_trade, f"{code}下单开始") result = huaxin_trade_api.order_new(1, code, oredr_info_list, blocking=blocking) async_log_util.info(logger_trade, f"{code}下单结束") except Exception as e: if str(e).find("超时") >= 0: # 此处出现超时，需要通过读取委托列表来设置订单信息 async_log_util.error(hx_logger_trade_debug, f"{code}：下单结果反馈出错-{str(e)}") else: raise e if result: if blocking: if result['code'] == 0: result = result["data"] if result["orderStatus"] == huaxin_util.TORA_TSTP_OST_Rejected: async_log_util.info(hx_logger_trade_debug, f"{code}：下单失败：{result.get('statusMsg')}") raise Exception(result.get('statusMsg')) else: __TradeOrderIdManager.add_order_id(code, result["accountID"], result["orderSysID"]) async_log_util.info(hx_logger_trade_debug, f"{code}：下单成功 orderSysID:{result['orderSysID']}") return result["securityId"], result["accountID"], result["orderSysID"] else: raise Exception(result['msg']) else: order_ref_list = result["order_ref_list"] __TradeOrderIdManager.add_order_refs(code, order_ref_list) async_log_util.info(hx_logger_trade_debug, f"{code}：下单成功 orderRefs:{order_ref_list}") return code, "local", order_ref_list else: raise Exception("下单失败，无返回") finally: async_log_util.info(logger_trade, f"{code} trade_huaxin.order_volume_new 结束") def order_success(code, accountId, orderSysID, orderRef, insertTime): # 加入系统订单号 __TradeOrderIdManager.add_order_id(code, accountId, orderSysID) # 删除临时订单号 __TradeOrderIdManager.remove_order_ref(code, orderRef) # 根据插入时间判断下单位置是否正确 try: place_index = huaxin_delegate_postion_manager.get_place_order_position(code) if place_index and insertTime: # 大致判断是否为真实下单位置 total_datas = l2_data_util.local_today_datas.get(code) if total_datas: if 0 < tool.trade_time_sub(insertTime, total_datas[place_index]["val"]["time"]) < 4: # 4s内才会校验 volume = total_datas[place_index]["val"]["num"] for i in range(place_index + 1, len(total_datas)): if total_datas[i]["val"]["num"] == volume and insertTime == total_datas[i]["val"]["time"]: huaxin_delegate_postion_manager.set_place_order_position(code, i) hx_logger_trade_debug.info("{}校验真实下单成功，{}->{}", code, place_index, i) return i else: raise Exception(f"不满足校验条件，真实下单时间：{insertTime} 预估下单时间：{total_datas[place_index]['val']['time']}") else: raise Exception("未获取到L2数据") else: raise Exception(f"尚未获取到数据（place_index-{place_index} insertTime-{insertTime}）") except Exception as e: hx_logger_trade_debug.warning("{}校验真实下单位置出错:{}", code, str(e)) return None # 撤单 def cancel_order(code, msg=''): if not constant.TRADE_ENABLE: return orders_info = __TradeOrderIdManager.list_order_ids_cache(code) orders_info = copy.deepcopy(orders_info) orders = [] if orders_info: for order in orders_info: order_info = json.loads(order) orders.append({'orderSysID': order_info[1], 'accountId': order_info[0]}) if orders: async_log_util.info(logger_trade, f"{code}：华鑫开始执行撤单 {msg}") huaxin_trade_api.batch_cancel_order(huaxin_trade_api.TRADE_DIRECTION_BUY, code, [('', order["orderSysID"]) for order in orders]) for order in orders: __TradeOrderIdManager.remove_order_id(code, order["accountId"], order["orderSysID"]) async_log_util.info(logger_trade, f"{code}：华鑫撤单结束，撤单数量：{len(orders)}") # 查询是否有本地订单号 order_refs_info = __TradeOrderIdManager.list_order_refs_cache(code) if order_refs_info: order_refs_info = copy.deepcopy(order_refs_info) async_log_util.info(logger_trade, f"{code}：华鑫开始执行撤单 {msg}") huaxin_trade_api.batch_cancel_order(huaxin_trade_api.TRADE_DIRECTION_BUY, code, [(order_ref, '') for order_ref in order_refs_info]) for order_ref in order_refs_info: __TradeOrderIdManager.remove_order_ref(code, order_ref) async_log_util.info(logger_trade, f"{code}：华鑫执行撤单结束") if __name__ == "__main__": pass