| | |
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| | | from huaxin_client import socket_util |
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| | | import xmdapi |
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| | | from huaxin_client import constant |
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| | | from log_module.log import logger_system, logger_local_huaxin_l1 |
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| | | from log_module.log import logger_system, logger_local_huaxin_l1, logger_local_huaxin_l1_trade_info |
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| | | |
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| | | ################B类################## |
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| | | ADDRESS = "udp://224.224.1.19:7880" |
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| | |
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| | | if pMarketDataField.SecurityName.find("ST") >= 0: |
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| | | return |
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| | | rate = 0 |
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| | | self.l1_data_queue.append(( |
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| | | item = ( |
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| | | pMarketDataField.SecurityID, pMarketDataField.LastPrice, rate, pMarketDataField.Volume, |
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| | | pMarketDataField.UpdateTime, |
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| | | pMarketDataField.BidPrice1, pMarketDataField.BidVolume1)) |
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| | | pMarketDataField.BidPrice1, pMarketDataField.BidVolume1) |
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| | | self.l1_data_queue.append(item) |
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| | | logger_local_huaxin_l1_trade_info.info(f"获取到L1数据：{item}") |
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| | | |
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| | | # print( |
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| | | # "SecurityID[%s] SecurityName[%s] LastPrice[%.2f] Volume[%d] Turnover[%.2f] BidPrice1[%.2f] BidVolume1[%d] AskPrice1[%.2f] AskVolume1[%d] UpperLimitPrice[%.2f] LowerLimitPrice[%.2f]" |
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| | |
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| | | def test_sub(): |
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| | | time.sleep(5) |
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| | | queue_l1_trade_r_strategy_w.put_nowait( |
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| | | json.dumps({"type": "set_target_codes", "data": ["603825", "603767", "603778"]})) |
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| | | json.dumps({"type": "set_target_codes", "data": ["603990"]})) |
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| | | |
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| | | def read_data(): |
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| | | while True: |
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