feat dev6

py-client/strategy/trend/order.py

@@ -3,12 +3,13 @@
 from __future__ import annotations
 
 import secrets
+import logging as log
 from dataclasses import dataclass
 from datetime import datetime, timedelta
 from threading import Lock
 from typing import Any
 
-from sdk import ORDER_SIDE_BY_OFFSET, Client, OrderItem
+from sdk import APIError, ORDER_SIDE_BY_OFFSET, Client, OrderItem
 
 # 表示委托仍在处理、可能继续成交的 QMT 状态。
 BUSY_STATUSES = {"48", "49", "50", "51", "52", "55"}
@@ -57,6 +58,7 @@ class OrderBook:
         now_timestamp = current.timestamp()
         data: list[OrderItem] = []
         lock: dict[str, float] = {}
+        canceled = 0
 
         for item in orders:
             # 不处理状态不对的
@@ -69,6 +71,8 @@ class OrderBook:
                 and current - item.created_at > self.cancel_timeout_sec
             ):
                 client.cancel_by_id(item.id)
+                canceled += 1
+                log.info("[订单] 超时撤单，代码=%s，方向=%s，柜台订单=%s", item.code, item.side, item.id)
                 continue
 
             # 缓存本次有效订单
@@ -86,20 +90,27 @@ class OrderBook:
         with self.mutex:
             self.data = data
             self.lock = lock
+        log.info("[订单] 刷新完成，跟踪=%d，处理中=%d，撤销=%d", len(data), len(lock), canceled)
 
     def place(self, request: PlaceOrderRequest) -> bool:
         """按最新价提交委托，并立即写入本地方向锁。"""
-        result = request.client.passorder_latest_tagged(
-            request.op,
-            request.code,
-            request.volume,
-            request.strategy_name,
-            request.order_id,
-        )
+        try:
+            result = request.client.passorder_latest_tagged(
+                request.op,
+                request.code,
+                request.volume,
+                request.strategy_name,
+                request.order_id,
+            )
+        except APIError as exc:
+            log.exception("[订单] 下单失败，代码=%s，本地订单=%s，HTTP状态=%d，错误=%s", request.code, request.order_id, exc.status_code, exc.message or str(exc))
+            return False
         if not isinstance(result, dict):
+            log.warning("[订单] 下单失败，代码=%s，本地订单=%s，原因=响应格式无效", request.code, request.order_id)
             return False
         order_ref = str(result.get("order_ref") or "").strip().lower()
         if result.get("status") != "success" or order_ref in {"", "unknown", "none"}:
+            log.warning("[订单] 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)
             return False
 
         side = ORDER_SIDE_BY_OFFSET.get(str(request.op), "")
@@ -117,4 +128,5 @@ class OrderBook:
             key = f"{side}-{request.code}"
             self.data.append(pending)
             self.lock[key] = pending.created_at.timestamp()
+        log.info("[订单] 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)
         return True