L2订阅大单调整到60w

Administrator

2025-08-13 96fa51d144e530470d7fd83daa5edeadfbbaddb0

 huaxin_client/l2_client_test.py

@@ -171,7 +171,7 @@
            self.__latest_buy_order[3] = order_time
            self.__latest_buy_order[4] = price
        else:
            if self.__latest_buy_order[2] > 1e6:
            if self.__latest_buy_order[2] >= big_order_money_threshold:
                d = (self.__latest_buy_order[0], self.__latest_buy_order[1], self.__latest_buy_order[2],
                     self.__latest_buy_order[3], self.__latest_buy_order[4])
                self.__big_buy_orders.append(d)
@@ -187,7 +187,7 @@
            self.__latest_sell_order[3] = order_time
            self.__latest_sell_order[4] = price
        else:
            if self.__latest_sell_order[2] > 1e6:
            if self.__latest_sell_order[2] > big_order_money_threshold:
                d = (self.__latest_sell_order[0], self.__latest_sell_order[1], self.__latest_sell_order[2],
                     self.__latest_sell_order[3], self.__latest_sell_order[4])
                self.__big_sell_orders.append(d)
@@ -327,7 +327,7 @@
            if item["SecurityID"] not in l2_transaction_data_dict:
                l2_transaction_data_dict[item["SecurityID"]] = L2TransactionDataManager(item["SecurityID"], item[
                    "SecurityID"] in self.special_codes)
            l2_transaction_data_dict[item["SecurityID"]].add_transaction_data(item)
            l2_transaction_data_dict[item["SecurityID"]].add_transaction_data(item, big_order_money_threshold=60e4)

    def OnRtnNGTSTick(self, pTick):
        """
@@ -347,7 +347,7 @@
                if item["SecurityID"] not in l2_transaction_data_dict:
                    l2_transaction_data_dict[item["SecurityID"]] = L2TransactionDataManager(item["SecurityID"], item[
                        "SecurityID"] in self.special_codes)
                l2_transaction_data_dict[item["SecurityID"]].add_transaction_data(item)
                l2_transaction_data_dict[item["SecurityID"]].add_transaction_data(item, big_order_money_threshold=60e4)
        except Exception as e:
            logger_local_huaxin_l2_subscript.exception(e)