| | |
| | | for d in codes_data: |
| | | code = d[0] |
| | | codes.add(code) |
| | | self.codes_volume_and_price_dict[code] = (d[1], d[2], d[3], d[4]) |
| | | self.l2_data_upload_manager.set_order_fileter_condition(code, d[1], round(float(d[2]), 2), d[3], d[4]) |
| | | self.codes_volume_and_price_dict[code] = (d[1], d[2], d[3], d[4], d[5]) |
| | | self.l2_data_upload_manager.set_order_fileter_condition(code, d[1], round(float(d[2]), 2), d[3], d[4], d[5]) |
| | | logger_l2_codes_subscript.info("华鑫L2订阅总数:{}", len(codes)) |
| | | add_codes = codes - self.subscripted_codes |
| | | del_codes = self.subscripted_codes - codes |