dev 1

go-client/apps/zt/main.go

@@ -0,0 +1,105 @@
+package main
+
+import (
+	"context"
+	"log"
+	"os"
+	"os/signal"
+	"strings"
+	"syscall"
+	"time"
+
+	"big-qmt/go-client/sdk"
+)
+
+func main() {
+	log.SetFlags(log.LstdFlags | log.Lmicroseconds)
+	cfg := loadConfig()
+	client := sdk.New(cfg.QMTBaseURL, cfg.QMTToken, cfg.AccountType, cfg.HTTPTimeout)
+	books := newOrderBook()
+
+	ctx, stop := signal.NotifyContext(context.Background(), os.Interrupt, syscall.SIGTERM)
+	defer stop()
+
+	startup := context.Background()
+	assets, err := client.Assets(startup, cfg.AccountType)
+	if err != nil {
+		logf("ERROR", "启动获取资产失败: %v", err)
+	}
+	positions, err := client.Positions(startup, cfg.AccountType)
+	if err != nil {
+		logf("ERROR", "启动获取持仓失败: %v", err)
+		positions = []sdk.Position{}
+	}
+	overview(cfg, assets, positions)
+	logf("INFO", "[ZT] host_key=%s interval=%s", cfg.HostKey, cfg.LoopInterval)
+	logf("INFO", "[ZT] Init Success, waiting trading session")
+
+	ticker := time.NewTicker(cfg.LoopInterval)
+	defer ticker.Stop()
+	runOnce(ctx, client, books, cfg)
+	for {
+		select {
+		case <-ctx.Done():
+			logf("INFO", "[ZT] 停止")
+			return
+		case <-ticker.C:
+			runOnce(ctx, client, books, cfg)
+		}
+	}
+}
+
+func runOnce(ctx context.Context, client *sdk.Client, books *orderBook, cfg Config) {
+	if !tradingTime(time.Now()) {
+		return
+	}
+	roundCtx, cancel := context.WithTimeout(ctx, cfg.HTTPTimeout*4)
+	defer cancel()
+
+	assets, err := client.Assets(roundCtx, cfg.AccountType)
+	if err != nil {
+		logf("ERROR", "获取资产失败: %v", err)
+		return
+	}
+	positions, err := client.Positions(roundCtx, cfg.AccountType)
+	if err != nil {
+		logf("ERROR", "获取持仓失败: %v", err)
+		return
+	}
+	codes := passCodes(cfg)
+	seen := map[string]struct{}{}
+	stockList := make([]string, 0, len(codes)+len(positions))
+	addCode := func(code string) {
+		n := normalizeCode(code, "")
+		if n == "" {
+			n = strings.ToUpper(strings.TrimSpace(code))
+		}
+		if n == "" {
+			return
+		}
+		if _, ok := seen[n]; ok {
+			return
+		}
+		seen[n] = struct{}{}
+		stockList = append(stockList, n)
+	}
+	for _, code := range codes {
+		addCode(code)
+	}
+	for _, p := range positions {
+		addCode(p.StockCode)
+	}
+	ticks := map[string]sdk.Tick{}
+	if len(stockList) > 0 {
+		raw, err := client.FullTick(roundCtx, stockList)
+		if err != nil {
+			logf("ERROR", "获取行情失败: %v", err)
+			return
+		}
+		for code, tick := range raw {
+			ticks[normalizeCode(code, "")] = tick
+			ticks[code] = tick
+		}
+	}
+	runRound(roundCtx, client, books, cfg, assets, ticks, positions)
+}