""" 掘金交易 """ import json import logging import time # import gm.api as gmapi # gmapi.set_token(token) import constant from code_attribute import gpcode_manager from db.redis_manager_delegate import RedisManager, RedisUtils from log_module.log import logger_juejin_trade from utils import network_util, tool __context_dict = {} account_id = "77916efb-b856-46ee-9680-71be0fe18a42" token = "38fb624832c1949708c7600abaf1e863d27663b3" # gmapi.set_account_id(account_id) # 交易订单号管理 class TradeOrderIdManager: __redisManager = RedisManager(2) @classmethod def __get_redis(cls): return cls.__redisManager.getRedis() # 添加订单ID @classmethod def add_order_id(cls, code, account_id, order_id): RedisUtils.sadd(cls.__get_redis(),f"juejin_order_id-{code}", json.dumps((account_id, order_id))) RedisUtils.expire(cls.__get_redis(), f"juejin_order_id-{code}", tool.get_expire()) # 删除订单ID @classmethod def remove_order_id(cls, code, account_id, order_id): RedisUtils.srem(cls.__get_redis(), f"juejin_order_id-{code}", json.dumps((account_id, order_id))) # 查询所有的订单号 @classmethod def list_order_ids(cls, code): return RedisUtils.smembers(cls.__get_redis(), f"juejin_order_id-{code}") def init(context): __context_dict["init"] = context print("掘金交易初始化成功") # 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): if not constant.TRADE_ENABLE: return 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") code_str = code if tool.is_sz_code(code): code_str = f"SZSE.{code}" elif tool.is_sh_code(code): code_str = f"SHSE.{code}" start_time = time.time() results = gmapi.order_volume(code_str, count, gmapi.OrderSide_Buy, gmapi.OrderType_Limit, gmapi.PositionEffect_Open, price=price, order_duration=gmapi.OrderDuration_GFD, account=account_id) print("掘金下单耗时", time.time() - start_time) logger_juejin_trade.info(f"{code}：下单耗时{round(time.time() - start_time, 3)}s") if results: print("下单结果", results) result = results[0] if result["ord_rej_reason_detail"]: logger_juejin_trade.info(f"{code}：下单失败：{result['ord_rej_reason_detail']}") raise Exception(result["ord_rej_reason_detail"]) else: TradeOrderIdManager().add_order_id(code, result["account_id"], result["cl_ord_id"]) logger_juejin_trade.info(f"{code}：下单成功 ord_id:{result['cl_ord_id']}") return result["symbol"].split(".")[1], result["account_id"], result["cl_ord_id"] else: raise Exception("下单失败，无返回") # 撤单 def cancel_order(code): orders_info = TradeOrderIdManager().list_order_ids(code) orders = [] if orders_info: for order in orders_info: order_info = json.loads(order) orders.append({'cl_ord_id': order_info[1], 'account_id': order_info[0]}) if orders: logger_juejin_trade.info(f"{code}：开始执行撤单") # 执行3次撤单 for i in range(3): gmapi.order_cancel(orders) logger_juejin_trade.info(f"{code}：撤单成功，撤单数量：{len(orders)}") for order in orders: TradeOrderIdManager().remove_order_id(code, order["account_id"], order["cl_ord_id"]) # 撤单 def __cancel_order(account_id, cl_ord_id): orders = [{'cl_ord_id': cl_ord_id, 'account_id': account_id}] gmapi.order_cancel(orders) def test(): symbols = gpcode_manager.get_gp_list_with_prefix(["002531"]) data = gmapi.get_instruments(symbols=",".join(symbols)) print(data) def run(): if constant.TRADE_WAY == constant.TRADE_WAY_JUEJIN: print("启动读取掘金交易数据") # strategy_id = "e97a257e-1bba-11ed-a1b1-00e070c694ff" # token = "a2eed2b159e9238dc0353fc3e73734d7677f7baf" # gmapi.run(strategy_id, filename="trade.trade_juejin.py", mode=gmapi.MODE_LIVE, token=token) while True: try: if tool.is_trade_time(): datas = get_execution_reports() # 上传数据 fdatas = [] for d in datas: fdatas.append( {"code": d[0], "money": d[4], "num": d[2], "price": d[3], "time": d[7], "trade_num": d[5], "type": d[1] - 1}) if fdatas: network_util.send_socket_msg("127.0.0.1", 9001, {"type": 3, "data": fdatas}) except Exception as e: logging.exception(e) # 2s更新 time.sleep(1.5) # 获取成交列表,返回的内容为:[(代码,买(1)/卖(2),量,价格,成交金额,订单ID,委托客户端ID,成交时间,成交日期)] def get_execution_reports(): gmapi.set_account_id(account_id) reports = gmapi.get_execution_reports() results = [] for r in reports: if not r['ord_rej_reason_detail']: results.append( [r["symbol"].split(".")[1], r["side"], r["volume"], round(r["price"], 2), round(r["amount"], 2), r["order_id"], r["cl_ord_id"], r["created_at"].strftime("%H:%M:%S"), r["created_at"].strftime("%Y-%m-%d")]) # 根据订单号合并数据 temp_dict = {} for r in results: if r[5] not in temp_dict: temp_dict[r[5]] = r else: temp_dict[r[5]][2] += r[2] temp_dict[r[5]][4] += r[4] results = [temp_dict[k] for k in temp_dict] print("获取已成交数量：", len(results)) return results if __name__ == "__main__": datas = get_execution_reports() # 上传数据 fdatas = [] for d in datas: fdatas.append( {"code": d[0], "money": d[4], "num": d[2], "price": d[3], "time": d[7], "trade_num": d[5], "type": d[1] - 1}) print(fdatas) network_util.send_socket_msg("127.0.0.1", 9001, {"type": 3, "data": fdatas}) # print(order_volume("000566", 4.66, 100)) # gmapi.set_token(token) # gmapi.set_account_id(account_id) # cancel_order("000566") # orders=[] # orders.append({'cl_ord_id':"3a691f3d-fdc7-11ed-838e-f4b5203f67bf", 'account_id': "8099a935-a991-4871-977f-206c6d3e04ca"}) # gmapi.order_cancel(orders)