313 lines
13 KiB
Python
313 lines
13 KiB
Python
from typing import List, Dict, Any, Tuple
|
||
from loguru import logger
|
||
from sqlalchemy import text
|
||
import time
|
||
|
||
class BatchOrderSync:
|
||
"""订单数据批量同步工具（最高性能）"""
|
||
|
||
def __init__(self, db_manager, batch_size: int = 1000):
|
||
self.db_manager = db_manager
|
||
self.batch_size = batch_size
|
||
|
||
def sync_orders_batch(self, all_orders: List[Dict]) -> Tuple[bool, int]:
|
||
"""批量同步订单数据"""
|
||
if not all_orders:
|
||
return True, 0
|
||
|
||
session = self.db_manager.get_session()
|
||
try:
|
||
start_time = time.time()
|
||
|
||
# 方法1：使用临时表（性能最好）
|
||
processed_count = self._sync_using_temp_table(session, all_orders)
|
||
|
||
elapsed = time.time() - start_time
|
||
logger.info(f"订单批量同步完成: 处理 {processed_count} 条订单，耗时 {elapsed:.2f}秒")
|
||
|
||
return True, processed_count
|
||
|
||
except Exception as e:
|
||
logger.error(f"订单批量同步失败: {e}")
|
||
return False, 0
|
||
finally:
|
||
session.close()
|
||
|
||
def _sync_using_temp_table(self, session, all_orders: List[Dict]) -> int:
|
||
"""使用临时表批量同步订单"""
|
||
try:
|
||
# 1. 创建临时表
|
||
session.execute(text("""
|
||
CREATE TEMPORARY TABLE IF NOT EXISTS temp_orders (
|
||
st_id INT,
|
||
k_id INT,
|
||
asset VARCHAR(32),
|
||
order_id VARCHAR(765),
|
||
symbol VARCHAR(120),
|
||
side VARCHAR(120),
|
||
price FLOAT,
|
||
time INT,
|
||
order_qty FLOAT,
|
||
last_qty FLOAT,
|
||
avg_price FLOAT,
|
||
exchange_id INT,
|
||
UNIQUE KEY idx_unique_order (order_id, symbol, k_id, side)
|
||
)
|
||
"""))
|
||
|
||
# 2. 清空临时表
|
||
session.execute(text("TRUNCATE TABLE temp_orders"))
|
||
|
||
# 3. 批量插入数据到临时表（分块）
|
||
inserted_count = self._batch_insert_to_temp_table(session, all_orders)
|
||
|
||
if inserted_count == 0:
|
||
session.execute(text("DROP TEMPORARY TABLE IF EXISTS temp_orders"))
|
||
return 0
|
||
|
||
# 4. 使用临时表更新主表
|
||
# 更新已存在的记录（只更新需要比较的字段）
|
||
update_result = session.execute(text("""
|
||
UPDATE deh_strategy_order_new main
|
||
INNER JOIN temp_orders temp
|
||
ON main.order_id = temp.order_id
|
||
AND main.symbol = temp.symbol
|
||
AND main.k_id = temp.k_id
|
||
AND main.side = temp.side
|
||
SET main.side = temp.side,
|
||
main.price = temp.price,
|
||
main.time = temp.time,
|
||
main.order_qty = temp.order_qty,
|
||
main.last_qty = temp.last_qty,
|
||
main.avg_price = temp.avg_price
|
||
WHERE main.side != temp.side
|
||
OR main.price != temp.price
|
||
OR main.time != temp.time
|
||
OR main.order_qty != temp.order_qty
|
||
OR main.last_qty != temp.last_qty
|
||
OR main.avg_price != temp.avg_price
|
||
"""))
|
||
updated_count = update_result.rowcount
|
||
|
||
# 插入新记录
|
||
insert_result = session.execute(text("""
|
||
INSERT INTO deh_strategy_order_new
|
||
(st_id, k_id, asset, order_id, symbol, side, price, time,
|
||
order_qty, last_qty, avg_price, exchange_id)
|
||
SELECT
|
||
st_id, k_id, asset, order_id, symbol, side, price, time,
|
||
order_qty, last_qty, avg_price, exchange_id
|
||
FROM temp_orders temp
|
||
WHERE NOT EXISTS (
|
||
SELECT 1 FROM deh_strategy_order_new main
|
||
WHERE main.order_id = temp.order_id
|
||
AND main.symbol = temp.symbol
|
||
AND main.k_id = temp.k_id
|
||
AND main.side = temp.side
|
||
)
|
||
"""))
|
||
inserted_count = insert_result.rowcount
|
||
|
||
# 5. 删除临时表
|
||
session.execute(text("DROP TEMPORARY TABLE IF EXISTS temp_orders"))
|
||
|
||
session.commit()
|
||
|
||
total_processed = updated_count + inserted_count
|
||
logger.info(f"订单批量同步: 更新 {updated_count} 条，插入 {inserted_count} 条")
|
||
|
||
return total_processed
|
||
|
||
except Exception as e:
|
||
session.rollback()
|
||
logger.error(f"临时表同步订单失败: {e}")
|
||
raise
|
||
|
||
def _batch_insert_to_temp_table(self, session, all_orders: List[Dict]) -> int:
|
||
"""批量插入数据到临时表"""
|
||
total_inserted = 0
|
||
|
||
try:
|
||
# 分块处理
|
||
for i in range(0, len(all_orders), self.batch_size):
|
||
chunk = all_orders[i:i + self.batch_size]
|
||
|
||
values_list = []
|
||
for order in chunk:
|
||
try:
|
||
# 处理NULL值
|
||
price = order.get('price')
|
||
time_val = order.get('time')
|
||
order_qty = order.get('order_qty')
|
||
last_qty = order.get('last_qty')
|
||
avg_price = order.get('avg_price')
|
||
# 转义单引号
|
||
symbol = order.get('symbol').replace("'", "''") if order.get('symbol') else ''
|
||
order_id = order.get('order_id').replace("'", "''") if order.get('order_id') else ''
|
||
|
||
values = (
|
||
f"({order['st_id']}, {order['k_id']}, '{order.get('asset', 'USDT')}', "
|
||
f"'{order_id}', "
|
||
f"'{symbol}', "
|
||
f"'{order['side']}', "
|
||
f"{price if price is not None else 'NULL'}, "
|
||
f"{time_val if time_val is not None else 'NULL'}, "
|
||
f"{order_qty if order_qty is not None else 'NULL'}, "
|
||
f"{last_qty if last_qty is not None else 'NULL'}, "
|
||
f"{avg_price if avg_price is not None else 'NULL'}, "
|
||
"NULL)"
|
||
)
|
||
values_list.append(values)
|
||
|
||
except Exception as e:
|
||
logger.error(f"构建订单值失败: {order}, error={e}")
|
||
continue
|
||
|
||
if values_list:
|
||
values_str = ", ".join(values_list)
|
||
|
||
sql = f"""
|
||
INSERT INTO temp_orders
|
||
(st_id, k_id, asset, order_id, symbol, side, price, time,
|
||
order_qty, last_qty, avg_price, exchange_id)
|
||
VALUES {values_str}
|
||
"""
|
||
|
||
result = session.execute(text(sql))
|
||
total_inserted += len(chunk)
|
||
|
||
return total_inserted
|
||
|
||
except Exception as e:
|
||
logger.error(f"批量插入临时表失败: {e}")
|
||
raise
|
||
|
||
def _batch_insert_to_temp_table1(self, session, all_orders: List[Dict]) -> int:
|
||
"""批量插入数据到临时表（使用参数化查询）temp_orders"""
|
||
total_inserted = 0
|
||
|
||
try:
|
||
# 分块处理
|
||
for i in range(0, len(all_orders), self.batch_size):
|
||
chunk = all_orders[i:i + self.batch_size]
|
||
|
||
# 准备参数化数据
|
||
insert_data = []
|
||
for order in chunk:
|
||
try:
|
||
insert_data.append({
|
||
'st_id': order['st_id'],
|
||
'k_id': order['k_id'],
|
||
'asset': order.get('asset', 'USDT'),
|
||
'order_id': order['order_id'],
|
||
'symbol': order['symbol'],
|
||
'side': order['side'],
|
||
'price': order.get('price'),
|
||
'time': order.get('time'),
|
||
'order_qty': order.get('order_qty'),
|
||
'last_qty': order.get('last_qty'),
|
||
'avg_price': order.get('avg_price')
|
||
# exchange_id 留空，使用默认值NULL
|
||
})
|
||
except KeyError as e:
|
||
logger.error(f"订单数据缺少必要字段: {order}, missing={e}")
|
||
continue
|
||
except Exception as e:
|
||
logger.error(f"处理订单数据失败: {order}, error={e}")
|
||
continue
|
||
|
||
if insert_data:
|
||
sql = text(f"""
|
||
INSERT INTO {self.temp_table_name}
|
||
(st_id, k_id, asset, order_id, symbol, side, price, time,
|
||
order_qty, last_qty, avg_price)
|
||
VALUES
|
||
(:st_id, :k_id, :asset, :order_id, :symbol, :side, :price, :time,
|
||
:order_qty, :last_qty, :avg_price)
|
||
""")
|
||
|
||
try:
|
||
session.execute(sql, insert_data)
|
||
session.commit()
|
||
total_inserted += len(insert_data)
|
||
logger.debug(f"插入 {len(insert_data)} 条数据到临时表")
|
||
except Exception as e:
|
||
session.rollback()
|
||
logger.error(f"执行批量插入失败: {e}")
|
||
raise
|
||
|
||
logger.info(f"总共插入 {total_inserted} 条数据到临时表")
|
||
return total_inserted
|
||
|
||
except Exception as e:
|
||
logger.error(f"批量插入临时表失败: {e}")
|
||
session.rollback()
|
||
raise
|
||
|
||
|
||
def _sync_using_on_duplicate(self, session, all_orders: List[Dict]) -> int:
|
||
"""使用ON DUPLICATE KEY UPDATE批量同步（简化版）"""
|
||
try:
|
||
total_processed = 0
|
||
|
||
# 分块执行
|
||
for i in range(0, len(all_orders), self.batch_size):
|
||
chunk = all_orders[i:i + self.batch_size]
|
||
|
||
values_list = []
|
||
for order in chunk:
|
||
try:
|
||
# 处理NULL值
|
||
price = order.get('price')
|
||
time_val = order.get('time')
|
||
order_qty = order.get('order_qty')
|
||
last_qty = order.get('last_qty')
|
||
avg_price = order.get('avg_price')
|
||
symbol = order.get('symbol').replace("'", "''") if order.get('symbol') else ''
|
||
order_id = order.get('order_id').replace("'", "''") if order.get('order_id') else ''
|
||
|
||
values = (
|
||
f"({order['st_id']}, {order['k_id']}, '{order.get('asset', 'USDT')}', "
|
||
f"'{order_id}', "
|
||
f"'{symbol}', "
|
||
f"'{order['side']}', "
|
||
f"{price if price is not None else 'NULL'}, "
|
||
f"{time_val if time_val is not None else 'NULL'}, "
|
||
f"{order_qty if order_qty is not None else 'NULL'}, "
|
||
f"{last_qty if last_qty is not None else 'NULL'}, "
|
||
f"{avg_price if avg_price is not None else 'NULL'}, "
|
||
"NULL)"
|
||
)
|
||
values_list.append(values)
|
||
|
||
except Exception as e:
|
||
logger.error(f"构建订单值失败: {order}, error={e}")
|
||
continue
|
||
|
||
if values_list:
|
||
values_str = ", ".join(values_list)
|
||
|
||
sql = f"""
|
||
INSERT INTO deh_strategy_order_new
|
||
(st_id, k_id, asset, order_id, symbol, side, price, time,
|
||
order_qty, last_qty, avg_price, exchange_id)
|
||
VALUES {values_str}
|
||
ON DUPLICATE KEY UPDATE
|
||
side = VALUES(side),
|
||
price = VALUES(price),
|
||
time = VALUES(time),
|
||
order_qty = VALUES(order_qty),
|
||
last_qty = VALUES(last_qty),
|
||
avg_price = VALUES(avg_price)
|
||
"""
|
||
|
||
session.execute(text(sql))
|
||
total_processed += len(chunk)
|
||
|
||
session.commit()
|
||
return total_processed
|
||
|
||
except Exception as e:
|
||
session.rollback()
|
||
logger.error(f"ON DUPLICATE同步订单失败: {e}")
|
||
raise |