1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
| """
| L2数据传输协议
| """
|
|
| class L2DataCallBack:
| # L2委托明细
| def OnL2Order(self, code, datas, timestamp):
| pass
|
| def OnL2Transaction(self, code, datas):
| pass
|
| def OnMarketData(self, code, datas):
| pass
|
| def OnTradingOrderCancel(self, code, buy_no):
| pass
|
|