| | |
|---|
| | | for d in codes_data: |
|---|
| | | code = d[0] |
|---|
| | | codes.add(code) |
|---|
| | | self.codes_volume_and_price_dict[code] = (d[1], d[2]) |
|---|
| | | self.l2_data_upload_manager.set_order_fileter_condition(code, d[1], float(d[2])) |
|---|
| | | self.codes_volume_and_price_dict[code] = (d[1], d[2], d[3]) |
|---|
| | | self.l2_data_upload_manager.set_order_fileter_condition(code, d[1], float(d[2]), d[3]) |
|---|
| | | add_codes = codes - self.subscripted_codes |
|---|
| | | del_codes = self.subscripted_codes - codes |
|---|
| | | print("add del codes", add_codes, del_codes) |
|---|
| | |
|---|
| | | # self.special_code_volume_for_order_dict[code] = (volume, time.time() + 3) |
|---|
| | | d = self.codes_volume_and_price_dict.get(code) |
|---|
| | | if d: |
|---|
| | | min_volume, limit_up_price = d[0], d[1] |
|---|
| | | self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume, limit_up_price, |
|---|
| | | min_volume, limit_up_price, special_price = d[0], d[1], d[2] |
|---|
| | | self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume, limit_up_price,special_price, |
|---|
| | | {volume, constant.SHADOW_ORDER_VOLUME}, |
|---|
| | | time.time() + 3) |
|---|
| | | huaxin_l2_log.info(logger_local_huaxin_l2_subscript, f"设置下单量监听：{code}-{volume}") |
|---|
