| | |
| | | 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" |
| | |
| | | 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: |
| | |
| | | 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: |