| | |
| | | from log_module import log, async_log_util |
| | | from log_module.async_log_util import huaxin_l2_log |
| | | from log_module.log import logger_local_huaxin_l2_subscript, logger_system, logger_l2_codes_subscript, \ |
| | | logger_local_huaxin_l2_transaction |
| | | logger_local_huaxin_l2_transaction, logger_local_huaxin_l2_upload |
| | | from utils import tool |
| | | |
| | | ###B类### |
| | |
| | | __last_transaction_keys_dict = {} |
| | | |
| | | limit_up_price_dict = {} |
| | | __is_limit_up_dict = {} |
| | | |
| | | # 买入的大单订单号 |
| | | |
| | |
| | | if pTransaction['TradePrice'] == self.limit_up_price_dict.get(pTransaction['SecurityID']): |
| | | # TODO 成交价是涨停价才输出 |
| | | huaxin_l2_log.info(logger_local_huaxin_l2_transaction, f"{item}") |
| | | if not self.__is_limit_up_dict[ pTransaction['SecurityID']]: |
| | | huaxin_l2_log.info(logger_local_huaxin_l2_upload, f"{pTransaction['TradeTime']} {pTransaction['SecurityID']} 下单") |
| | | self.__is_limit_up_dict[pTransaction['SecurityID']] = True |
| | | else: |
| | | pass |
| | | self.__is_limit_up_dict[ pTransaction['SecurityID']] = False |
| | | |
| | | |
| | | class MyL2ActionCallback(L2ActionCallback): |