交易优化

admin

2023-08-04 ca310f014336d93eba73ed5010c1c5645424a1e0

 l2_client.py

@@ -167,7 +167,7 @@
        print("OnRspSubTransaction")

    def OnRspSubOrderDetail(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspSubOrderDetail")
        print("OnRspSubOrderDetail", pRspInfo)
        # try:
        print("订阅结果：", pSpecificSecurity["ExchangeID"], pSpecificSecurity["SecurityID"], pRspInfo["ErrorID"],
              pRspInfo["ErrorMsg"])
@@ -177,21 +177,17 @@
            print("订阅成功")
            self.subscripted_codes.add(pSpecificSecurity['SecurityID'])
        if bIsLast == 1:
            t1 = threading.Thread(target=lambda: l2_data_manager.add_subscript_codes(self.subscripted_codes),
                                  daemon=True)
            # 后台运行
            t1.start()
            print("订阅响应结束", self.subscripted_codes)
            l2_data_manager.add_subscript_codes(self.subscripted_codes)

    def OnRspUnSubOrderDetail(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspUnSubOrderDetail")
        print("OnRspUnSubOrderDetail", bIsLast)
        try:
            code = pSpecificSecurity['SecurityID']
            self.subscripted_codes.discard(code)
            if bIsLast == 1:
                t1 = threading.Thread(target=lambda: l2_data_manager.add_subscript_codes(self.subscripted_codes),
                                      daemon=True)
                # 后台运行
                t1.start()
                print("取消订阅响应结束", self.subscripted_codes)
                l2_data_manager.add_subscript_codes(self.subscripted_codes)
        except Exception as e:
            logging.exception(e)

@@ -234,8 +230,7 @@
             ]}
        market_code_dict[pDepthMarketData['SecurityID']] = time.time()

        t1 = threading.Thread(target=lambda: l2_data_manager.add_market_data(d), daemon=True)
        t1.start()
        l2_data_manager.add_market_data(d)

        # 输出行情快照数据
        # print(
@@ -308,7 +303,7 @@
                        "SubSeq": pTransaction['SubSeq'], "BuyNo": pTransaction['BuyNo'],
                        "SellNo": pTransaction['SellNo'],
                        "ExecType": pTransaction['ExecType'].decode()}
                print("逐笔成交", item)
                # print("逐笔成交", item)
                l2_data_manager.add_transaction_detail(item)

        logger_l2_transaction.info(
@@ -541,6 +536,7 @@
        # 后台运行
        t1.setDaemon(True)
        t1.start()
    l2_data_manager.run_upload_common()
    global l2CommandManager
    l2CommandManager = command_manager.L2CommandManager()
    l2CommandManager.init(constant.SERVER_IP, constant.SERVER_PORT, MyL2ActionCallback())