| | |
|---|
| | | for c in codes: |
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| | | self.l2_data_upload_manager.distribute_upload_queue(c) |
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| | | l2_data_manager.add_target_code(c) |
|---|
| | | except Exception as e: |
|---|
| | | # TODO 清除原来还没释放掉的数据 |
|---|
| | | except Exception as e: # TODO 清除原来还没释放掉的数据 |
|---|
| | | logger_system.error(f"L2代码分配上传队列出错:{str(e)}") |
|---|
| | | logger_system.exception(e) |
|---|
| | | self.__subscribe(add_codes) |
|---|
| | |
|---|
| | | # 输出一档价位卖队列前50笔委托数量 |
|---|
| | | for sell_index in range(0, FirstLevelSellNum): |
|---|
| | | print("first level sell [%d] : [%d]" % (sell_index, FirstLevelSellOrderVolumes[sell_index])) |
|---|
| | | |
|---|
| | | def OnRtnXTSTick(self, pTick): |
|---|
| | | # 输出上海债券逐笔数据’ |
|---|
| | | print( |
|---|
| | | "OnXTSTick TickType[%s] SecurityID[%s] Price[%.2f] Volume[%d] TickTime[%d] MainSeq[%d] SubSeq[%d] BuyNo[%d] SellNo[%d]" % ( |
|---|
| | | pTick['TickType'], |
|---|
| | | pTick['SecurityID'], |
|---|
| | | pTick['Price'], |
|---|
| | | pTick['Volume'], |
|---|
| | | pTick['TickTime'], |
|---|
| | | pTick['MainSeq'], |
|---|
| | | pTick['SubSeq'], |
|---|
| | | pTick['BuyNo'], |
|---|
| | | pTick['SellNo'])) |
|---|
| | | |
|---|
| | | def OnRtnNGTSTick(self, pTick): |
|---|
| | | # 输出上海股基逐笔数据’ |
|---|
| | | print( |
|---|
| | | "OnRtnNGTSTick TickType[%s] SecurityID[%s] Price[%.2f] Volume[%d] TickTime[%d] MainSeq[%d] SubSeq[%d] BuyNo[%d] SellNo[%d]" % ( |
|---|
| | | pTick['TickType'], |
|---|
| | | pTick['SecurityID'], |
|---|
| | | pTick['Price'], |
|---|
| | | pTick['Volume'], |
|---|
| | | pTick['TickTime'], |
|---|
| | | pTick['MainSeq'], |
|---|
| | | pTick['SubSeq'], |
|---|
| | | pTick['BuyNo'], |
|---|
| | | pTick['SellNo'])) |
|---|
| | | |
|---|
| | | |
|---|
| | | class MyL2ActionCallback(L2ActionCallback): |
|---|
| | | |
|---|
