1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
"""
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
 
    def OnRealTimeBuy1Info(self, code, buy1_info):
        pass