订阅修改

Administrator

2024-12-04 b190e8942bb9d174a652999faf0e570701d28e2d

 huaxin_client/l2_data_manager.py

@@ -116,8 +116,9 @@

        q: collections.deque = self.temp_order_queue_dict.get(code)
        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))
            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):
@@ -135,7 +136,7 @@
        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']))
                      data['SellNo'], data['ExecType'], time.time()))

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