# -*- coding: utf-8 -*- """ 命令管理器 """ import concurrent.futures import logging import multiprocessing import threading from log_module import async_log_util from log_module.log import logger_local_huaxin_trade_debug, logger_trade, logger_local_huaxin_contact_debug, logger_info MSG_TYPE_HEART = "heart" # 命令信息 MSG_TYPE_CMD = "cmd" CLIENT_TYPE_TRADE = "trade" CLIENT_TYPE_DELEGATE_LIST = "delegate_list" CLIENT_TYPE_DEAL_LIST = "deal_list" CLIENT_TYPE_POSITION_LIST = "position_list" CLIENT_TYPE_MONEY = "money" CLIENT_TYPE_DEAL = "deal" CLIENT_TYPE_CMD_L2 = "l2_cmd" # 心跳时间间隔 HEART_SPACE_TIME = 3 class TradeActionCallback(object): # 交易 def OnTrade(self, client_id, request_id, sk, type_, data): pass # 委托列表 def OnDelegateList(self, client_id, request_id, sk, can_cancel): pass # 成交列表 def OnDealList(self, client_id, request_id, sk): pass # 成交列表 def OnPositionList(self, client_id, request_id, sk): pass # 获取资金信息 def OnMoney(self, client_id, request_id, sk): pass # 测试 def OnTest(self, client_id, request_id, data, sk): pass class L2ActionCallback(object): # 监听L2数据 def OnSetL2Position(self, codes_data): pass # 交易指令管理 class TradeCommandManager: trade_client_dict = {} _instance = None process_command_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=30) def __new__(cls, *args, **kwargs): if not cls._instance: cls._instance = super().__new__(cls, *args, **kwargs) return cls._instance @classmethod def init(cls, trade_action_callback: TradeActionCallback, queue_strategy_trade_read_for_trade: multiprocessing.Queue): cls.action_callback = trade_action_callback cls.queue_strategy_w_trade_r = queue_strategy_trade_read_for_trade @classmethod def process_command(cls, _type, client_id, result_json, sk=None): async_log_util.info(logger_local_huaxin_contact_debug, f"process_command: {result_json}") # 查看是否是设置L2的代码 try: data = result_json["data"] request_id = result_json.get('request_id') if _type == CLIENT_TYPE_TRADE: # 交易 ctype = data["trade_type"] async_log_util.info(logger_trade, f"交易开始:{request_id}") cls.action_callback.OnTrade(client_id, request_id, sk, ctype, data) async_log_util.info(logger_trade, f"交易结束:{request_id}") elif _type == CLIENT_TYPE_MONEY: cls.action_callback.OnMoney(client_id, request_id, sk) elif _type == CLIENT_TYPE_DEAL_LIST: cls.action_callback.OnDealList(client_id, request_id, sk) elif _type == CLIENT_TYPE_DELEGATE_LIST: can_cancel = data["can_cancel"] cls.action_callback.OnDelegateList(client_id, request_id, sk, can_cancel) elif _type == CLIENT_TYPE_POSITION_LIST: cls.action_callback.OnPositionList(client_id, request_id, sk) elif _type == "test": cls.action_callback.OnTest(client_id, request_id, data, sk) except Exception as e: async_log_util.error(logger_local_huaxin_contact_debug, f"process_command出错: {result_json}") # logging.exception(e) # logging.error(result_json) @classmethod def run_process_command(cls, queue_strategy_trade: multiprocessing.Queue): if queue_strategy_trade is None: return # 本地命令接收 try: while True: try: val = queue_strategy_trade.get() if val: _type = val["type"] if _type != "test": async_log_util.info(logger_local_huaxin_contact_debug, f"接受到信息: {val}") logger_info.info(f"接受到信息: {val}") cls.process_command(_type, None, val) except Exception as e: async_log_util.exception(logger_local_huaxin_trade_debug, e) logging.exception(e) except Exception as e: async_log_util.exception(logger_local_huaxin_trade_debug, e) # 维护连接数的稳定 def run(self, blocking=True): if blocking: self.run_process_command(self.queue_strategy_w_trade_r) else: # 接受命令 t1 = threading.Thread(target=lambda: self.run_process_command(self.queue_strategy_w_trade_r), daemon=True) t1.start() # L2指令管理 class L2CommandManager: action_callback = None @classmethod def init(cls, l2_action_callback): cls.action_callback = l2_action_callback @classmethod def process_command(cls, _type, client_id, result_json): data = result_json["data"] ctype = result_json["type"] if ctype == CLIENT_TYPE_CMD_L2: cls.action_callback.OnSetL2Position(data) if __name__ == "__main__": manager = TradeCommandManager("127.0.0.1", 10008, None) manager.run() input()