| | |
|---|
| | | # 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 |
|---|
| | |
|---|
| | | 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'])) |
|---|
