已挂单的数据不能移除L2

Administrator

2024-06-25 6fb540dfb5912fc92dd9c4666c712fd2af02561b

 huaxin_client/l2_data_manager.py

@@ -101,8 +101,9 @@
        #         log_queue.put_nowait(data)

        q: collections.deque = self.temp_order_queue_dict.get(code)
        q.append((data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'], data['OrderTime'],
                  data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus'], time.time(), start_time))
        if q is not None:
            q.append((data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'], data['OrderTime'],
                      data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus'], time.time(), start_time))

    # 添加逐笔成交
    def add_transaction_detail(self, data):
@@ -117,9 +118,10 @@
        #                           data['SellNo'], data['ExecType']))

        q: collections.deque = self.temp_transaction_queue_dict.get(code)
        q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
                  data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
                  data['SellNo'], data['ExecType']))
        if q is not None:
            q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
                      data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
                      data['SellNo'], data['ExecType']))

    def add_market_data(self, data):
        # 加入上传队列