| | |
|---|
| | | # try: |
|---|
| | | print("订阅结果：", pSpecificSecurity["ExchangeID"], pSpecificSecurity["SecurityID"], pRspInfo["ErrorID"], |
|---|
| | | pRspInfo["ErrorMsg"]) |
|---|
| | | logger_local_huaxin_l2_subscript.info( |
|---|
| | | f"订阅结果：{pSpecificSecurity['SecurityID']} {pRspInfo['ErrorID']} {pRspInfo['ErrorMsg']}") |
|---|
| | | async_log_util.info(logger_local_huaxin_l2_subscript, f"订阅结果：{pSpecificSecurity['SecurityID']} {pRspInfo['ErrorID']} {pRspInfo['ErrorMsg']}") |
|---|
| | | if pRspInfo["ErrorID"] == 0: |
|---|
| | | print("订阅成功") |
|---|
| | | self.subscripted_codes.add(pSpecificSecurity['SecurityID']) |
|---|
| | |
|---|
| | | else: |
|---|
| | | self.special_code_volume_for_order_dict.pop(code) |
|---|
| | | if not can_listen: |
|---|
| | | |
|---|
| | | if pOrderDetail['OrderStatus'] == b'D': |
|---|
| | | transaction_big_order_nos = l2_data_manager.get_latest_transaction_order_nos(code) |
|---|
| | | if transaction_big_order_nos and pOrderDetail['OrderNO'] in transaction_big_order_nos: |
|---|
| | | # 正在成交的订单撤单了 |
|---|
| | | l2_data_manager.trading_order_canceled(code, pOrderDetail['OrderNO']) |
|---|
| | | async_log_util.info(logger_local_huaxin_g_cancel, f"G撤撤单：{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 |
|---|
