网络层测试日志。

exchange/binance_usdt_swap_ws.py

@@ -11,6 +11,7 @@ import traceback
 import random, csv, sys, utils
 import logging, logging.handlers
 import model
+from loguru import logger
 
 def empty_call(msg):
     pass
@@ -199,6 +200,9 @@ class BinanceUsdtSwapWs:
 
     # @timeit
     def _update_depth20(self, msg):
+        # ge = json.loads(msg)['T']
+        # logger.info(int(time.time() * 1000) - ge)
+        # logger.info(msg)
         self.public_update_time = time.time()
         msg = ujson.loads(msg)
         if self._check_update_u(msg['u']):

exchange/kucoin_usdt_swap_rest.py

@@ -18,6 +18,9 @@ import utils
 import logging, logging.handlers
 import model
 
+from loguru import logger
+logger.add("kucoin_limits.log", format="{time} {level} {message}", level="INFO")
+
 def empty_call(msg):
     print(f'空的回调函数 {msg}')
 
@@ -517,6 +520,7 @@ class KucoinUsdtSwapRest:
             for order_name in orders:
                 if 'Limits' in order_name:
                     for i in orders[order_name]:
+                        logger.info(i)
                         asyncio.get_event_loop().create_task(self.take_order(
                             self.symbol,
                             i[0],
@@ -524,6 +528,8 @@ class KucoinUsdtSwapRest:
                             i[2],
                             i[3]
                         ))
+                    if len(orders[order_name]) > 0:
+                        logger.info("")
             for order_name in orders:
                 if 'Check' in order_name:
                     # cid = orders[order_name][0]

exchange/kucoin_usdt_swap_ws.py

@@ -15,6 +15,7 @@ import logging, logging.handlers
 import utils
 import model
 from decimal import Decimal
+from loguru import logger
 
 def empty_call(msg):
     # print(msg)
@@ -353,7 +354,7 @@ class KucoinUsdtSwapWs:
                     for i in channels:
                         sub_str = ujson.dumps({"topic": i, "type": "subscribe"})
                         if "/contractMarket/level2Depth50" not in i and "/contractMarket/execution" not in i:
-                            print(i)
+                            # print(i)
                             sub_str = ujson.dumps({"topic": i, "type": "subscribe", "privateChannel": True, "response": True})
                         await _ws.send_str(sub_str)
                     while True:
@@ -368,7 +369,7 @@ class KucoinUsdtSwapWs:
                         # print(msg)
                         # 处理消息
                         if 'data' in msg:
-                            if 'level2' not in msg['subject']:print(msg)
+                            # if 'level2' not in msg['subject']:print(msg)
 
                             if 'level2' in msg['subject']:self._update_depth(msg)
                             elif "tickerV2" in msg["subject"]:self._update_ticker(msg)

quant.py

@@ -16,6 +16,7 @@ import psutil
 import ujson
 import broker
 from decimal import Decimal
+from loguru import logger
 
 VERSION = utils.VERSION
 
@@ -439,11 +440,11 @@ class Quant:
                             self.strategy.local_time = time.time()
                             orders = self.strategy.onTime(self.tradeMsg)
 
-                            if (('Limits_open' in orders and len(orders['Limits_open']) != 0) or
-                                    ('Limits_close' in orders and len(orders['Limits_close']) != 0)):
-                                self.logger.info("--------------------------------update_local_order订单指令----------------------------")
-                                self.logger.info(orders)
-                                self.logger.info("-------------------------------------------end--------------------------------------")
+                            # if (('Limits_open' in orders and len(orders['Limits_open']) != 0) or
+                            #         ('Limits_close' in orders and len(orders['Limits_close']) != 0)):
+                            #     self.logger.info("--------------------------------update_local_order订单指令----------------------------")
+                            #     self.logger.info(orders)
+                            #     self.logger.info("-------------------------------------------end--------------------------------------")
                             ### 记录指令触发信息
                             if self._not_empty(orders):
                                 self.logger.debug("触发onOrder")
@@ -586,6 +587,7 @@ class Quant:
 
     # @utils.timeit
     async def _update_depth(self, data):
+        # logger.info(data)
         '''
             update orderbook infomation
         '''
@@ -636,11 +638,11 @@ class Quant:
                 self.strategy.local_time = time.time()
                 # 产生交易信号
                 orders = self.strategy.onTime(self.tradeMsg)
-                if (('Limits_open' in orders and len(orders['Limits_open']) != 0) or
-                        ('Limits_close' in orders and len(orders['Limits_close']) != 0)):
-                    self.logger.info("--------------------------------_update_depth订单指令--------------------------------")
-                    self.logger.info(orders)
-                    self.logger.info("-------------------------------------------end--------------------------------------")
+                # if (('Limits_open' in orders and len(orders['Limits_open']) != 0) or
+                #         ('Limits_close' in orders and len(orders['Limits_close']) != 0)):
+                #     self.logger.info("--------------------------------_update_depth订单指令--------------------------------")
+                #     self.logger.info(orders)
+                #     self.logger.info("-------------------------------------------end--------------------------------------")
                 ### 记录指令触发信息
                 if self._not_empty(orders):
                     self.logger.debug("触发onTick")