G撤

Administrator

2023-08-21 08adeb202828d464e2b61e9f2e7140a1d9380a00

 huaxin_client/l2_client.py

@@ -51,6 +51,8 @@
    # 代码的上次成交的订单唯一索引
    __last_transaction_keys_dict = {}

    # 买入的大单订单号

    def __init__(self, api):
        lev2mdapi.CTORATstpLev2MdSpi.__init__(self)
        self.__api = api
@@ -269,6 +271,10 @@
        min_volume, limit_up_price = self.codes_volume_and_price_dict.get(code)
        # 输出逐笔成交数据
        if pTransaction['ExecType'] == b"2":
            transaction_big_order_no = l2_data_manager.get_latest_transaction_order_no(code)
            if transaction_big_order_no == pTransaction['BuyNo']:
                # 正在成交的订单撤单了
                l2_data_manager.trading_order_canceled(code, pTransaction['BuyNo'])
            if min_volume is None:
                # 默认筛选50w
                if pTransaction['TradePrice'] * pTransaction['Volume'] < 500000:
@@ -294,6 +300,7 @@
                item["Side"] = "2"
            # 深证撤单
            print("逐笔委托", item)

            l2_data_manager.add_l2_order_detail(item, True)
        else:
            if abs(pTransaction['TradePrice'] - limit_up_price) < 0.201:
@@ -336,6 +343,12 @@
            else:
                self.special_code_volume_for_order_dict.pop(code)
        if not can_listen:

            transaction_big_order_no = l2_data_manager.get_latest_transaction_order_no(code)
            if transaction_big_order_no == pOrderDetail['OrderNO'] and pOrderDetail['OrderStatus'] == b'D':
                # 正在成交的订单撤单了
                l2_data_manager.trading_order_canceled(code,pOrderDetail['OrderNO'])

            min_volume, limit_up_price = self.codes_volume_and_price_dict.get(code)
            if min_volume is None:
                # 默认筛选50w
@@ -554,6 +567,7 @@
        t1.start()
    __init_l2()
    l2_data_manager.run_upload_common()
    l2_data_manager.run_upload_trading_canceled()
    global l2CommandManager
    l2CommandManager = command_manager.L2CommandManager()
    l2CommandManager.init(MyL2ActionCallback())