bug修改

Administrator

2023-08-18 29015da3d2fc0cdee6b5a2307b87d43f6afc5af8

 huaxin_api/l2_client.py

@@ -307,18 +307,18 @@
                # print("逐笔成交", item)
                l2_data_manager.add_transaction_detail(item)

        logger_local_huaxin_l2_transaction.info(
            "OnRtnTransaction SecurityID[%s] TradePrice[%.2f] TradeVolume[%d] TradeTime[%d] MainSeq[%d] SubSeq[%d] BuyNo[%d] SellNo[%d] ExecType[%s]" % (
                pTransaction['SecurityID'],
                pTransaction['TradePrice'],
                pTransaction['TradeVolume'],
                pTransaction['TradeTime'],
                pTransaction['MainSeq'],
                pTransaction['SubSeq'],
                pTransaction['BuyNo'],
                pTransaction['SellNo'],
                pTransaction['ExecType'],
            ))
        # logger_local_huaxin_l2_transaction.info(
        #     "OnRtnTransaction SecurityID[%s] TradePrice[%.2f] TradeVolume[%d] TradeTime[%d] MainSeq[%d] SubSeq[%d] BuyNo[%d] SellNo[%d] ExecType[%s]" % (
        #         pTransaction['SecurityID'],
        #         pTransaction['TradePrice'],
        #         pTransaction['TradeVolume'],
        #         pTransaction['TradeTime'],
        #         pTransaction['MainSeq'],
        #         pTransaction['SubSeq'],
        #         pTransaction['BuyNo'],
        #         pTransaction['SellNo'],
        #         pTransaction['ExecType'],
        #     ))

    def OnRtnOrderDetail(self, pOrderDetail):
        can_listen = False
@@ -349,22 +349,22 @@
        print("逐笔委托", item)
        l2_data_manager.add_l2_order_detail(item)

        logger_local_huaxin_l2_orderdetail.info(
            "OnRtnOrderDetail SecurityID[%s] Price[%.2f] Volume[%d] Side[%s] OrderType[%s] OrderTime[%d] MainSeq[%d] SubSeq[%d] OrderNO[%s] OrderStatus[%s] Info1[%d] Info2[%d] Info3[%d]" % (
                pOrderDetail['SecurityID'],
                pOrderDetail['Price'],
                pOrderDetail['Volume'],
                pOrderDetail['Side'],
                pOrderDetail['OrderType'],
                pOrderDetail['OrderTime'],
                pOrderDetail['MainSeq'],
                pOrderDetail['SubSeq'],
                pOrderDetail['OrderNO'],
                pOrderDetail['OrderStatus'],
                pOrderDetail['Info1'],
                pOrderDetail['Info2'],
                pOrderDetail['Info3']
            ))
        # logger_local_huaxin_l2_orderdetail.info(
        #     "OnRtnOrderDetail SecurityID[%s] Price[%.2f] Volume[%d] Side[%s] OrderType[%s] OrderTime[%d] MainSeq[%d] SubSeq[%d] OrderNO[%s] OrderStatus[%s] Info1[%d] Info2[%d] Info3[%d]" % (
        #         pOrderDetail['SecurityID'],
        #         pOrderDetail['Price'],
        #         pOrderDetail['Volume'],
        #         pOrderDetail['Side'],
        #         pOrderDetail['OrderType'],
        #         pOrderDetail['OrderTime'],
        #         pOrderDetail['MainSeq'],
        #         pOrderDetail['SubSeq'],
        #         pOrderDetail['OrderNO'],
        #         pOrderDetail['OrderStatus'],
        #         pOrderDetail['Info1'],
        #         pOrderDetail['Info2'],
        #         pOrderDetail['Info3']
        #     ))

    def OnRtnBondMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum,
                            FirstLevelSellOrderVolumes):