精简L2过滤数据/快速成交守护时间修改

Administrator

2024-03-07 2fa1ab8dd2ae6f9596ccd018ef5e8b812347dd8d

 huaxin_client/l2_client.py

@@ -186,18 +186,6 @@
                    return data_json[1]
        return []

    def set_code_special_watch_volume(self, code, volume):
        # 有效期为3s
        # self.special_code_volume_for_order_dict[code] = (volume, time.time() + 3)
        d = self.codes_volume_and_price_dict.get(code)
        if d:
            min_volume, limit_up_price, special_price, buy_volume = d[0], d[1], d[2], d[3]
            self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume, limit_up_price, special_price,
                                                                    buy_volume,
                                                                    {volume, constant.SHADOW_ORDER_VOLUME},
                                                                    time.time() + 3)
            huaxin_l2_log.info(logger_local_huaxin_l2_subscript, f"设置下单量监听：{code}-{volume}")

    def OnFrontConnected(self):
        print("OnFrontConnected")
        logger_system.info(f"l2_client OnFrontConnected 线程ID:{tool.get_thread_id()}")
@@ -546,11 +534,7 @@
                    value = value.decode("utf-8")
                data = json.loads(value)
                _type = data["type"]
                if _type == "listen_volume":
                    volume = data["data"]["volume"]
                    code = data["data"]["code"]
                    spi.set_code_special_watch_volume(code, volume)
                elif _type == "l2_cmd":
                if _type == "l2_cmd":
                    __start_time = time.time()
                    # 线程池
                    __l2_cmd_thread_pool.submit(