private static void ThreadProc() { //初始化子线程 int stockNum = CONFIG.STOCK_TRADE_THREAD_NUM; DateTime lastmessage = DateTime.Now; List <Task> TradeThreads = new List <Task>(); log.LogEvent("股票交易控制子线程启动: 初始化交易线程数 :" + stockNum.ToString()); //启动心跳和交易线程 Task.Factory.StartNew(() => HeartBeatThreadProc((object)stockNum)); for (int i = 0; i < stockNum; i++) { TradeParaPackage tpp = new TradeParaPackage(); tpp._threadNo = (i); object para = (object)tpp; TradeThreads.Add(Task.Factory.StartNew(() => StockTradeSubThreadProc(para))); } //此时按照配置,共初始化CONFIG.STOCK_TRADE_THREAD_NUM 数量交易线程 // 交易线程按照方法 StockTradeSubThreadProc 执行 //Loop 完成对于子线程的监控 //每一秒钟执行一次自检 //自检包含任务: // 1. 对每个线程,判断当前交易执行时间,超过 CONFIG.STOCK_TRADE_OVERTIME 仍未收到返回将会按照 该参数备注执行 // 2. 判断当前线程空闲状态,整理可用线程列表 // 3. 若当前存在可用线程,同时消息队列(queue_prdTrade_SH_tradeMonitor,queue_prdTrade_SZ_tradeMonitor) // 也包含新的消息送达,则安排线程处理交易 // 4. 记录每个交易线程目前处理的交易内容,并写入数据库 while (true) { Thread.Sleep(1); String logword = String.Empty; //获取下一笔交易 List <TradeOrderStruct> next_trade = new List <TradeOrderStruct>(); if (QUEUE_SH_TRADE.GetQueueNumber() > 0) { lock (QUEUE_SH_TRADE.GetQueue().SyncRoot) { if (QUEUE_SH_TRADE.GetQueue().Count > 0) { next_trade = (List <TradeOrderStruct>)QUEUE_SH_TRADE.GetQueue().Dequeue(); } if (next_trade.Count > 0) { log.LogEvent("上海交易所出队交易数量:" + next_trade.Count.ToString()); } } } else if (QUEUE_SZ_TRADE.GetQueueNumber() > 0) { lock (QUEUE_SZ_TRADE.GetQueue().SyncRoot) { if (QUEUE_SZ_TRADE.GetQueue().Count > 0) { next_trade = (List <TradeOrderStruct>)QUEUE_SZ_TRADE.GetQueue().Dequeue(); } log.LogEvent("深圳交易所出队交易数量:" + next_trade.Count.ToString()); } } if (next_trade.Count == 0) { if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10) { log.LogEvent("本模块供血不足,线程即将死亡"); KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_STOCK_TRADE_MONITOR", (object)false); queue_system_status.GetQueue().Enqueue((object)message1); break; } if (lastmessage.Second != DateTime.Now.Second) { KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_STOCK_TRADE_MONITOR", (object)true); try { queue_system_status.GetQueue().Enqueue((object)message1); lastmessage = DateTime.Now; } catch { //do nothing } } continue; } else { //此时内存中包含了即将被进行的交易 //按照15个一组分割交易 List <TradeOrderStruct> tradeGroup = new List <TradeOrderStruct>(); foreach (TradeOrderStruct trade in next_trade) { if (tradeGroup.Count < 15) { tradeGroup.Add(trade); if (tradeGroup.Count == 15) { //判断空闲的线程 //利用随机选择,保证线程的平均使用 String para = JsonConvert.SerializeObject(tradeGroup); ThreadPool.QueueUserWorkItem(new WaitCallback(ChooseThread), (object)para); logword += " 发送交易: " + " 时间: " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString() + "\r\n"; tradeGroup.Clear(); } } } if (tradeGroup.Count > 0) { //判断空闲的线程 //利用随机选择,保证线程的平均使用 String para = JsonConvert.SerializeObject(tradeGroup); ThreadPool.QueueUserWorkItem(new WaitCallback(ChooseThread), (object)para); logword += " 发送交易: " + " 时间: " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString() + "\r\n"; tradeGroup.Clear(); } GlobalTestLog.LogInstance.LogEvent(logword); } } Thread.CurrentThread.Abort(); }
private static void ThreadProc() { //初始化子线程 int stockNum = CONFIG.STOCK_TRADE_THREAD_NUM; DateTime lastmessage = DateTime.Now; List<Task> TradeThreads = new List<Task>(); log.LogEvent("股票交易控制子线程启动: 初始化交易线程数 :" + stockNum.ToString()); //启动心跳和交易线程 Task.Factory.StartNew(() => HeartBeatThreadProc((object)stockNum)); for (int i = 0; i < stockNum; i++) { TradeParaPackage tpp = new TradeParaPackage(); tpp._threadNo = (i); object para = (object)tpp; TradeThreads.Add(Task.Factory.StartNew(() => StockTradeSubThreadProc(para))); } //此时按照配置,共初始化CONFIG.STOCK_TRADE_THREAD_NUM 数量交易线程 // 交易线程按照方法 StockTradeSubThreadProc 执行 //Loop 完成对于子线程的监控 //每一秒钟执行一次自检 //自检包含任务: // 1. 对每个线程,判断当前交易执行时间,超过 CONFIG.STOCK_TRADE_OVERTIME 仍未收到返回将会按照 该参数备注执行 // 2. 判断当前线程空闲状态,整理可用线程列表 // 3. 若当前存在可用线程,同时消息队列(queue_prdTrade_SH_tradeMonitor,queue_prdTrade_SZ_tradeMonitor) // 也包含新的消息送达,则安排线程处理交易 // 4. 记录每个交易线程目前处理的交易内容,并写入数据库 while (true) { Thread.Sleep(10); if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10) { log.LogEvent("本模块供血不足,线程即将死亡"); KeyValuePair<string, object> message1 = new KeyValuePair<string, object>("THREAD_STOCK_TRADE_MONITOR", (object)false); queue_system_status.GetQueue().Enqueue((object)message1); break; } if (lastmessage.Second != DateTime.Now.Second) { KeyValuePair<string, object> message1 = new KeyValuePair<string, object>("THREAD_STOCK_TRADE_MONITOR", (object)true); queue_system_status.GetQueue().Enqueue((object)message1); lastmessage = DateTime.Now; } //获取下一笔交易 List<TradeOrderStruct> next_trade = new List<TradeOrderStruct>(); if (QUEUE_SH_TRADE.GetQueueNumber() > 0) { lock (QUEUE_SH_TRADE.GetQueue().SyncRoot) { if (QUEUE_SH_TRADE.GetQueue().Count > 0) { next_trade = (List<TradeOrderStruct>)QUEUE_SH_TRADE.GetQueue().Dequeue(); } if (next_trade.Count > 0) { log.LogEvent("上海交易所出队交易数量:" + next_trade.Count.ToString()); } } } else if (QUEUE_SZ_TRADE.GetQueueNumber() > 0) { lock (QUEUE_SZ_TRADE.GetQueue().SyncRoot) { if (QUEUE_SZ_TRADE.GetQueue().Count > 0) { next_trade = (List<TradeOrderStruct>)QUEUE_SZ_TRADE.GetQueue().Dequeue(); } log.LogEvent("深圳交易所出队交易数量:" + next_trade.Count.ToString()); } } if (next_trade.Count == 0) { continue; } //此时内存中包含了即将被进行的交易 //判断空闲的线程 //利用随机选择,保证线程的平均使用 Random ran = new Random(); bool _bSearch = true; int _tNo = 0; while (_bSearch) { _tNo = ran.Next(0, stockNum); if (queue_stock_excuteThread.GetThreadIsAvailiable(_tNo)) { _bSearch = false; } } log.LogEvent("安排线程 : " + _tNo + " 执行交易 数量: " + next_trade.Count); //选择第 _tNo 个线程执行交易 queue_stock_excuteThread.GetQueue(_tNo).Enqueue((object)next_trade); queue_stock_excuteThread.SetThreadBusy(_tNo); //************************************ //将交易发送到相应执行线程后需要做的事情 //************************************ } Thread.CurrentThread.Abort(); }
/// <summary> /// 执行交易线程处理逻辑 /// 包含功能: /// 1. 连接股票交易所(上海,深圳) /// 2. 心跳包发送/接收 /// 3. 发送交易,等待响应 /// </summary> private static void StockTradeSubThreadProc(object para) { MCStockLib.managedStockClass _classTradeStock = new managedStockClass(); MCStockLib.managedLogin login = new managedLogin(CommConfig.Stock_ServerAddr, CommConfig.Stock_Port, CommConfig.Stock_Account, CommConfig.Stock_BrokerID, CommConfig.Stock_Password, CommConfig.Stock_InvestorID); string ErrorMsg = string.Empty; bool DebugMark = false; //测试交易标志 StockTradeTest test = new StockTradeTest(); //测试类 //令该线程为前台线程 Thread.CurrentThread.IsBackground = true; TradeParaPackage _tpp = (TradeParaPackage)para; //当前线程编号 int _threadNo = _tpp._threadNo; sublog.LogEvent("线程 :" + _threadNo.ToString() + " 开始执行"); //用作发送心跳包的时间标记 DateTime _markedTime = DateTime.Now; DateTime lastmessagetime = DateTime.Now; //初始化通信 //功能1 _classTradeStock.Init(login, ErrorMsg); while (true) { Thread.Sleep(10); if ((DateTime.Now - GlobalHeartBeat.GetGlobalTime()).TotalMinutes > 10) { sublog.LogEvent("线程 :" + _threadNo.ToString() + "心跳停止 , 最后心跳 : " + GlobalHeartBeat.GetGlobalTime().ToString()); break; } //Thread.CurrentThread.stat if (_markedTime.Minute != DateTime.Now.Minute) { //发送心跳包 //功能2 //_stockTradeAPI.heartBeat(); _classTradeStock.HeartBeat(); _markedTime = DateTime.Now; } if (lastmessagetime.Second != DateTime.Now.Second) { KeyValuePair <string, object> message1 = new KeyValuePair <string, object>("THREAD_STOCK_TRADE_WORKER", (object)_threadNo); try { queue_system_status.GetQueue().Enqueue((object)message1); lastmessagetime = DateTime.Now; } catch { //do nothing } } //if (!_classTradeStock.getConnectStatus()) //{ // _classTradeStock.Init(login, ErrorMsg); //} if (queue_stock_excuteThread.GetQueue(_threadNo).Count < 2) { queue_stock_excuteThread.SetThreadFree(_threadNo); } if (queue_stock_excuteThread.GetQueue(_threadNo).Count > 0) { List <TradeOrderStruct> Queuetrades = (List <TradeOrderStruct>)queue_stock_excuteThread.StockExcuteQueues[_threadNo].Dequeue(); List <TradeOrderStruct> trades = new List <TradeOrderStruct>(); int eni = 0; while (true) { try { TradeOrderStruct trade = Queuetrades[eni]; trades.Add(new TradeOrderStruct() { belongStrategy = trade.belongStrategy, cExhcnageID = trade.cExhcnageID, cOffsetFlag = trade.cOffsetFlag, cOrderexecutedetail = trade.cOrderexecutedetail, cOrderLevel = trade.cOrderLevel, cOrderPriceType = trade.cOrderPriceType, cSecurityCode = trade.cSecurityCode, cSecurityType = trade.cSecurityType, cTradeDirection = trade.cTradeDirection, cUser = trade.cUser, dOrderPrice = trade.dOrderPrice, nSecurityAmount = trade.nSecurityAmount, OrderRef = trade.OrderRef, SecurityName = trade.SecurityName }); eni++; } catch { break; } } Guid tradeuuid = Guid.NewGuid(); if (trades == null || trades.Count == 0) { continue; } if (trades[0].cUser == DebugMode.TestUser) { DebugMark = true; } else { DebugMark = false; } if (trades.Count > 0) { sublog.LogEvent("线程 :" + _threadNo.ToString() + " 执行交易数量 : " + trades.Count); } if (!_classTradeStock.getConnectStatus()) { _classTradeStock.Init(login, ErrorMsg); } //根据消息队列中发来的消息数量判断调用的接口 //当内容大于1 ,调用批量接口 //当内容等于1, 调用单笔接口 queue_stock_excuteThread.SetUpdateTime(_threadNo); List <QueryEntrustOrderStruct_M> entrustorli = new List <QueryEntrustOrderStruct_M>(); if (trades.Count > 1) { //trades Random seed = new Random(); sublog.LogEvent("线程 :" + _threadNo.ToString() + "进入执行环节 , 忙碌状态: " + queue_stock_excuteThread.GetThreadIsAvailiable(_threadNo)); TradeOrderStruct_M[] tradesUnit = new TradeOrderStruct_M[15]; int i = 0; QueryEntrustOrderStruct_M[] entrustUnit = new QueryEntrustOrderStruct_M[15]; string s = string.Empty; foreach (TradeOrderStruct unit in trades) { tradesUnit[i] = CreateTradeUnit(unit); i++; } string user = trades[0].cUser; //GlobalTestLog.LogInstance.LogEvent("线程 :" + _threadNo.ToString() + " 发送交易: " + tradeuuid.ToString() + " 时间: " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString()); if (DebugMark == true) { test.BatchTradeTest(tradesUnit, trades.Count, out entrustUnit, out s); } else { entrustUnit = _classTradeStock.BatchTrade(tradesUnit, trades.Count, s); } //GlobalTestLog.LogInstance.LogEvent("线程 :" + _threadNo.ToString() + " 收到交易回报: " + tradeuuid.ToString() + " 时间: " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString()); if (entrustUnit != null && entrustUnit.ToList().Count() > 0) { i = -1; foreach (QueryEntrustOrderStruct_M unit in entrustUnit.ToList()) { i++; if (unit == null) { continue; } if (unit.OrderSysID != null && unit.OrderSysID != String.Empty && unit.OrderSysID != "0") { entrustorli.Add(unit); } else { //委托失败处理 GlobalErrorLog.LogInstance.LogEvent("获取委托号失败!用户: " + user + ",代码:" + unit.Code); } if (unit.Direction == 49) { //清除风控冷冻金额 //只有股票买入,才需要移除风控列表 accountMonitor.UpdateRiskFrozonAccount(user, unit.Code, tradesUnit[i].SecurityAmount * (-1), tradesUnit[i].SecurityAmount * tradesUnit[i].OrderPrice * (-1), "S", "0"); } } } } else if (trades.Count == 1) { //trades Random seed = new Random(); TradeOrderStruct_M tradesUnit = CreateTradeUnit(trades[0]); QueryEntrustOrderStruct_M entrustUnit = new QueryEntrustOrderStruct_M(); string s = string.Empty; string user = trades[0].cUser; //GlobalTestLog.LogInstance.LogEvent("发送交易: " + tradeuuid.ToString() + " 时间: " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString()); if (DebugMark == true) { test.SingleTradeTest(tradesUnit, out entrustUnit, out s); } else { _classTradeStock.SingleTrade(tradesUnit, entrustUnit, s); } //GlobalTestLog.LogInstance.LogEvent("收到交易回报: " + tradeuuid.ToString() + " 时间: " + DateTime.Now.ToString("yyyy-MM-dd hh-mm-ss") + " : " + DateTime.Now.Millisecond.ToString()); if (entrustUnit.OrderSysID != null && entrustUnit.OrderSysID != String.Empty && entrustUnit.OrderSysID != "0") { entrustorli.Add(entrustUnit); } else { //委托失败处理 GlobalErrorLog.LogInstance.LogEvent("获取委托号失败!用户: " + user + ",代码:" + tradesUnit.SecurityCode); } if (entrustUnit.Direction.ToString() == TradeOrientationAndFlag.StockTradeDirectionBuy) { //清除风控冷冻金额,只有买入需要清除风控列表 accountMonitor.UpdateRiskFrozonAccount(user, tradesUnit.SecurityCode, tradesUnit.SecurityAmount * (-1), tradesUnit.SecurityAmount * tradesUnit.OrderPrice * (-1), "S", tradesUnit.TradeDirection.ToString()); } } //********************************* // 交易成功后执行的特殊处理 // 交易生成委托存入数据库,并将委托送往查询成交线程 //********************************* if (trades.Count != 0) { //存入数据库 if (entrustorli.Count() == 0) { continue; } for (int i = 0; i < trades.Count; i++) { entrustorli[i].Code = trades[i].cSecurityCode; entrustorli[i].StrategyId = trades[0].belongStrategy; entrustorli[i].Direction = Convert.ToInt32(trades[i].cTradeDirection); entrustorli[i].OrderRef = Convert.ToInt32(trades[i].OrderRef); entrustorli[i].OrderPrice = trades[i].dOrderPrice; entrustorli[i].SecurityType = (sbyte)115; entrustorli[i].User = trades[i].cUser; ThreadPool.QueueUserWorkItem(new WaitCallback(DBAccessLayer.CreateERRecord), (object)(entrustorli[i])); queue_query_entrust.GetQueue().Enqueue((object)entrustorli[i]); ERecord record = new ERecord() { UserName = trades[i].cUser, Amount = trades[i].nSecurityAmount, Code = trades[i].cSecurityCode, ExchangeId = trades[i].cExhcnageID, OrderPrice = trades[i].dOrderPrice, OrderRef = trades[i].OrderRef, StrategyNo = trades[i].belongStrategy, SysOrderRef = entrustorli[i].OrderSysID, Direction = trades[i].cTradeDirection }; EntrustRecord.AddEntrustRecord(record); } } } } //线程结束 Thread.CurrentThread.Abort(); }