| | |
|---|
| | | def OnRtnOrderDetail(self, pOrderDetail): |
|---|
| | | can_listen = False |
|---|
| | | code = str(pOrderDetail['SecurityID']) |
|---|
| | | if code in self.special_code_volume_for_order_dict and self.special_code_volume_for_order_dict[code][0] == \ |
|---|
| | | pOrderDetail['Volume']: |
|---|
| | | if self.special_code_volume_for_order_dict[code][1] > time.time(): |
|---|
| | | # 特殊量监听 |
|---|
| | | can_listen = True |
|---|
| | | else: |
|---|
| | | self.special_code_volume_for_order_dict.pop(code) |
|---|
| | | if code in self.special_code_volume_for_order_dict: |
|---|
| | | if self.special_code_volume_for_order_dict[code][0] == pOrderDetail['Volume'] or constant.SHADOW_ORDER_VOLUME == pOrderDetail['Volume']: |
|---|
| | | # 监控目标订单与影子订单 |
|---|
| | | if self.special_code_volume_for_order_dict[code][1] > time.time(): |
|---|
| | | # 特殊量监听 |
|---|
| | | can_listen = True |
|---|
| | | else: |
|---|
| | | self.special_code_volume_for_order_dict.pop(code) |
|---|
| | | if not can_listen: |
|---|
| | | # 暂时注释掉G撤相关数据产生 |
|---|
| | | # if pOrderDetail['OrderStatus'] == b'D': |
|---|
