Administrator
2023-08-24 dff11f5dd0af74009895f2b56e38ca0d438dbcee
huaxin_client/l2_client.py
@@ -12,7 +12,8 @@
import lev2mdapi
from huaxin_client.command_manager import L2ActionCallback
from log_module import log
from log_module.log import logger_local_huaxin_l2_subscript, logger_system
from log_module.log import logger_local_huaxin_l2_subscript, logger_system, logger_local_huaxin_l2_transaction, \
    logger_local_huaxin_g_cancel
Front_Address = "tcp://10.0.1.101:6900"
Multicast_Address = "udp://224.224.2.19:7889"
@@ -271,10 +272,11 @@
        min_volume, limit_up_price = self.codes_volume_and_price_dict.get(code)
        # 输出逐笔成交数据
        if pTransaction['ExecType'] == b"2":
            transaction_big_order_no = l2_data_manager.get_latest_transaction_order_no(code)
            if transaction_big_order_no == pTransaction['BuyNo']:
            transaction_big_order_nos = l2_data_manager.get_latest_transaction_order_nos(code)
            if transaction_big_order_nos and pTransaction['BuyNo'] in transaction_big_order_nos:
                # 正在成交的订单撤单了
                l2_data_manager.trading_order_canceled(code, pTransaction['BuyNo'])
                logger_local_huaxin_g_cancel.info(f"G撤撤单:{code} - {pTransaction['BuyNo']}")
            if min_volume is None:
                # 默认筛选50w
                if pTransaction['TradePrice'] * pTransaction['Volume'] < 500000:
@@ -344,10 +346,12 @@
                self.special_code_volume_for_order_dict.pop(code)
        if not can_listen:
            transaction_big_order_no = l2_data_manager.get_latest_transaction_order_no(code)
            if transaction_big_order_no == pOrderDetail['OrderNO'] and pOrderDetail['OrderStatus'] == b'D':
                # 正在成交的订单撤单了
                l2_data_manager.trading_order_canceled(code,pOrderDetail['OrderNO'])
            if pOrderDetail['OrderStatus'] == b'D':
                transaction_big_order_nos = l2_data_manager.get_latest_transaction_order_nos(code)
                if transaction_big_order_nos and pOrderDetail['OrderNO'] in transaction_big_order_nos:
                    # 正在成交的订单撤单了
                    l2_data_manager.trading_order_canceled(code, pOrderDetail['OrderNO'])
                    logger_local_huaxin_g_cancel.info(f"G撤撤单:{code} - {pOrderDetail['OrderNO']}")
            min_volume, limit_up_price = self.codes_volume_and_price_dict.get(code)
            if min_volume is None: