fix bug
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@@ -8,6 +8,7 @@ from dataclasses import dataclass
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from datetime import datetime, timedelta
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from threading import Lock
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from typing import Any
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from cachelib import SimpleCache
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from sdk import APIError, ORDER_SIDE_BY_OFFSET, Client, OrderItem
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@@ -33,30 +34,32 @@ class PlaceOrderRequest:
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class OrderBook:
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"""线程安全的活动委托缓存。"""
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def __init__(self, lock_timeout_sec: float = 180, cancel_timeout_sec: float = 10) -> None:
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self.lock_timeout_sec = max(0.0, float(lock_timeout_sec))
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def __init__(self, lock_timeout_sec: int = 180, cancel_timeout_sec: float = 10) -> None:
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self.lock_timeout_sec = max(1, lock_timeout_sec)
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self.cancel_timeout_sec = timedelta(seconds=cancel_timeout_sec)
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self.data: list[OrderItem] = []
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self.lock: dict[str, float] = {}
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self.busy_cache = SimpleCache(threshold=10_000, default_timeout=self.lock_timeout_sec)
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self.mutex = Lock()
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@staticmethod
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def new_order_id(_leg: str) -> str:
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def new_order_id() -> str:
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"""生成 ``trend-xxxxxxxx`` 格式的本地订单号。"""
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return f"trend-{secrets.token_hex(4)}"
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return f"trend-{secrets.token_hex(12)}"
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def busy(self, code: str, side: str) -> bool:
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"""判断证券是否存在仍在处理中的同方向委托。"""
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with self.mutex:
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key = f"{side}-{code}"
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return key in self.lock
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return self.busy_cache.has(self._busy_key(side, code))
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@staticmethod
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def _busy_key(side: str, code: str) -> str:
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return f"{side}-{code}"
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def refresh(self, client: Client, orders: list[OrderItem]) -> None:
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"""用账户快照刷新委托,并撤销超时的活动委托。"""
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current = datetime.now()
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now_timestamp = current.timestamp()
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data: list[OrderItem] = []
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lock: dict[str, float] = {}
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busy_keys: set[str] = set()
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canceled = 0
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for item in orders:
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@@ -78,21 +81,27 @@ class OrderBook:
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data.append(item)
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if item.status in BUSY_STATUSES:
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key = f"{item.side}-{item.code}"
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lock[key] = (
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item.created_at.timestamp()
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if item.created_at is not None
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else now_timestamp
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)
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busy_keys.add(self._busy_key(item.side, item.code))
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with self.mutex:
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self.data = data
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self.lock = lock
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log.info("[Order] 刷新完成,跟踪=%d,处理中=%d,撤销=%d", len(data), len(lock), canceled)
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log.info("[Order] 刷新完成,跟踪=%d,处理中=%d,撤销=%d", len(data), len(busy_keys), canceled)
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def place(self, request: PlaceOrderRequest) -> bool:
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"""按最新价提交委托,并立即写入本地方向锁。"""
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side = ORDER_SIDE_BY_OFFSET.get(str(request.op), "")
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if not side:
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log.warning("[Order] 下单失败,代码=%s,原因=未知买卖方向(%s)", request.code, request.op)
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return False
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key = self._busy_key(side, request.code)
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with self.mutex:
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if self.busy_cache.has(key):
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log.info("[Order] 跳过重复下单,代码=%s,方向=%s", request.code, side)
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return False
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self.busy_cache.set(key, True, timeout=self.lock_timeout_sec)
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try:
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result = request.client.passorder_latest_tagged(
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request.op,
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@@ -112,7 +121,6 @@ class OrderBook:
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log.warning("[Order] 下单被拒绝,代码=%s,本地订单=%s,状态=%s,柜台订单=%s", request.code, request.order_id, result.get("status"), order_ref)
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return False
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side = ORDER_SIDE_BY_OFFSET.get(str(request.op), "")
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pending = OrderItem(
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id=order_ref,
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code=request.code,
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@@ -124,8 +132,6 @@ class OrderBook:
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local_order_id=request.order_id,
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)
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with self.mutex:
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key = f"{side}-{request.code}"
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self.data.append(pending)
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self.lock[key] = pending.created_at.timestamp()
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log.info("[Order] 下单已受理,代码=%s,方向=%s,数量=%d,本地订单=%s,柜台订单=%s", request.code, side, request.volume, request.order_id, order_ref)
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return True
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