Administrator
2024-05-08 c3454cb0dedd0c5da09aef3a3e3d1b64d387583e
huaxin_client/l2_client_for_cb.py
@@ -23,7 +23,7 @@
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###
@@ -61,6 +61,7 @@
    __last_transaction_keys_dict = {}
    limit_up_price_dict = {}
    __is_limit_up_dict = {}
    # 买入的大单订单号
@@ -218,8 +219,11 @@
            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):