Files
qihuo/modules/trading/pending_order_worker.py
dekun e5a586f903 Restructure into modules/ with single-process CTP and config/ layout.
Move business code under modules/, env template to config/, PM2 single qihuo process, and _legacy shims for old imports.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-01 14:42:16 +08:00

83 lines
3.1 KiB
Python

# Copyright (c) 2025-2026 马建军. All rights reserved.
# 专有软件 — 未经授权禁止复制、传播、转售。
# 严禁用于:带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。
# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
"""开仓挂单超时:后台定期 reconcile,不依赖 SSE 完整刷新。"""
from __future__ import annotations
import logging
import threading
import time
from typing import Callable, Optional
from modules.ctp.vnpy_bridge import ctp_status
logger = logging.getLogger(__name__)
CHECK_INTERVAL_SEC = 10
IDLE_INTERVAL_SEC = 45
DISCONNECTED_SLEEP_SEC = 30
STARTUP_DELAY_SEC = 15
def start_pending_order_worker(
*,
db_path: str,
get_mode_fn: Callable[[], str],
init_tables_fn: Callable | None = None,
get_capital_fn: Callable | None = None,
reconcile_fn: Callable[..., dict],
on_changed_fn: Callable[[], None] | None = None,
interval: int = CHECK_INTERVAL_SEC,
idle_interval: int = IDLE_INTERVAL_SEC,
) -> None:
"""后台线程:存在 pending 开仓监控时定期同步成交/超时撤单。"""
from modules.core.db_conn import connect_db
def _loop() -> None:
time.sleep(STARTUP_DELAY_SEC)
while True:
sleep_sec = max(5, idle_interval)
try:
mode = get_mode_fn()
if not ctp_status(mode).get("connected"):
time.sleep(DISCONNECTED_SLEEP_SEC)
continue
conn = connect_db(db_path)
try:
if init_tables_fn:
init_tables_fn(conn)
pending_n = conn.execute(
"SELECT COUNT(*) AS n FROM trade_order_monitors WHERE status='pending'"
).fetchone()["n"]
if pending_n <= 0:
time.sleep(sleep_sec)
continue
sleep_sec = max(1, interval)
capital = 0.0
if get_capital_fn:
try:
capital = float(get_capital_fn(conn) or 0)
except Exception:
capital = 0.0
stats = reconcile_fn(conn, mode, capital=capital) or {}
if any(int(stats.get(k) or 0) for k in ("promoted", "cancelled", "closed")):
logger.info(
"pending worker reconcile: promoted=%s cancelled=%s closed=%s",
stats.get("promoted", 0),
stats.get("cancelled", 0),
stats.get("closed", 0),
)
if on_changed_fn:
on_changed_fn()
finally:
conn.close()
except Exception as exc:
logger.warning("pending order worker: %s", exc)
time.sleep(sleep_sec)
threading.Thread(target=_loop, daemon=True, name="pending-order-worker").start()