| | |
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| | | logger_system.info(f"L2行情登录成功") |
|---|
| | | |
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| | | def OnRspSubTransaction(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast): |
|---|
| | | huaxin_l2_log.info(logger_local_huaxin_l2_subscript, |
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| | | f"订阅结果：{pSpecificSecurity['SecurityID']} {pRspInfo['ErrorID']} {pRspInfo['ErrorMsg']}") |
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| | | logger_local_huaxin_l2_subscript.info(f"订阅：{pSpecificSecurity['SecurityID']}") |
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| | | if pRspInfo["ErrorID"] == 0: |
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| | | self.subscripted_codes.add(pSpecificSecurity['SecurityID']) |
|---|
| | | if bIsLast == 1: |
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| | |
|---|
| | | "SellNo": pTransaction['SellNo'], |
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| | | "ExecType": pTransaction['ExecType'].decode()} |
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| | | |
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| | | logger_local_huaxin_l2_transaction.info(f"{item}") |
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| | | |
|---|
| | | if pTransaction['TradePrice'] == self.limit_up_price_dict.get(pTransaction['SecurityID']): |
|---|
| | | # TODO 成交价是涨停价才输出 |
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| | | huaxin_l2_log.info(logger_local_huaxin_l2_transaction, f"{item}") |
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| | | if not self.__is_limit_up_dict.get(pTransaction['SecurityID']): |
|---|
| | | huaxin_l2_log.info(logger_local_huaxin_l2_upload, f"{pTransaction['TradeTime']} {pTransaction['SecurityID']} 下单") |
|---|
| | | huaxin_l2_log.info(logger_local_huaxin_l2_upload, |
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| | | f"{pTransaction['TradeTime']} {pTransaction['SecurityID']} 下单") |
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| | | self.__is_limit_up_dict[pTransaction['SecurityID']] = True |
|---|
| | | else: |
|---|
| | | self.__is_limit_up_dict[ pTransaction['SecurityID']] = False |
|---|
| | | self.__is_limit_up_dict[pTransaction['SecurityID']] = False |
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| | | |
|---|
| | | |
|---|
| | | class MyL2ActionCallback(L2ActionCallback): |
|---|
