Administrator
2023-08-24 dff11f5dd0af74009895f2b56e38ca0d438dbcee
huaxin_client/l2_data_manager.py
@@ -23,12 +23,12 @@
# 买入订单号的字典
buy_order_nos_dict = {}
# 最近的大单成交单号
latest_big_order_transaction_order_dict = {}
latest_big_order_transaction_orders_dict = {}
# 获取最近的大单成交订单号
def get_latest_transaction_order_no(code):
    return latest_big_order_transaction_order_dict.get(code)
def get_latest_transaction_order_nos(code):
    return latest_big_order_transaction_orders_dict.get(code)
# 正在成交的订单撤单了
@@ -79,7 +79,9 @@
    code = data['SecurityID']
    if code in buy_order_nos_dict:
        if data['BuyNo'] in buy_order_nos_dict[code]:
            latest_big_order_transaction_order_dict[code] = data['BuyNo']
            if code not in latest_big_order_transaction_orders_dict:
                latest_big_order_transaction_orders_dict[code] = set()
            latest_big_order_transaction_orders_dict[code].add(data['BuyNo'])
    tmep_transaction_queue_dict[code].put((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
                                           data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
                                           data['SellNo'], data['ExecType']))
@@ -168,7 +170,7 @@
            if udatas:
                start_time = time.time()
                upload_data(code, "l2_order", udatas)
                use_time = int((time.time() - start_time)*1000)
                use_time = int((time.time() - start_time) * 1000)
                if use_time > 20:
                    logger_local_huaxin_l2_upload.info(f"{code}-上传代码耗时:{use_time}ms")