L前撤修改/华鑫逐笔成交数据处理独立

Administrator

2023-10-16 dfc036d63be5d12261ca14c3abb8959a547ba5ee

 trade/huaxin/huaxin_trade_api.py

@@ -10,6 +10,8 @@
import time
import concurrent.futures

from code_attribute import gpcode_manager
from huaxin_client import constant as huaxin_client_constant
from log_module import async_log_util
from log_module.log import hx_logger_trade_debug, hx_logger_trade_loop, hx_logger_trade_callback, logger_trade, \
    logger_system
@@ -65,11 +67,23 @@
                                acceptTime = data.get("acceptTime")
                                insertDate = data.get("insertDate")
                                direction = data.get("direction")
                                limitPrice = data.get("limitPrice")
                                volume = data.get("volume")

                                order = HuaxinOrderEntity(code, orderStatus, orderRef, accountID, orderSysID,
                                                          insertTime=insertTime, acceptTime=acceptTime,
                                                          insertDate=insertDate, direction=direction)
                                TradeResultProcessor.process_order(order)

                                # 获取涨停价
                                limit_up_price = gpcode_manager.get_limit_up_price(code)

                                if limit_up_price and volume == huaxin_client_constant.SHADOW_ORDER_VOLUME and abs(
                                        float(limitPrice) - float(limit_up_price)) < 0.01:
                                    # 影子订单变化
                                    # 如果是影子订单就不应该更新
                                    pass
                                else:
                                # 订单相关回调
                                # 重新请求委托列表与资金
                                huaxin_trade_data_update.add_delegate_list("来自交易管道")