| | |
|---|
| | | # 深证撤单 |
|---|
| | | print("逐笔委托", item) |
|---|
| | | |
|---|
| | | l2_data_manager.add_l2_order_detail(item, True) |
|---|
| | | l2_data_manager.add_l2_order_detail(item, 0, True) |
|---|
| | | else: |
|---|
| | | if abs(pTransaction['TradePrice'] - limit_up_price) < 0.201: |
|---|
| | | # 涨停价 |
|---|
| | |
|---|
| | | def OnRtnOrderDetail(self, pOrderDetail): |
|---|
| | | can_listen = False |
|---|
| | | code = str(pOrderDetail['SecurityID']) |
|---|
| | | start_time = 0 |
|---|
| | | if code in self.special_code_volume_for_order_dict: |
|---|
| | | start_time = time.time() |
|---|
| | | if self.special_code_volume_for_order_dict[code][0] == pOrderDetail['Volume'] or constant.SHADOW_ORDER_VOLUME == pOrderDetail['Volume']: |
|---|
| | | # 监控目标订单与影子订单 |
|---|
| | | if self.special_code_volume_for_order_dict[code][1] > time.time(): |
|---|
| | |
|---|
| | | "OrderTime": pOrderDetail['OrderTime'], "MainSeq": pOrderDetail['MainSeq'], |
|---|
| | | "SubSeq": pOrderDetail['SubSeq'], "OrderNO": pOrderDetail['OrderNO'], |
|---|
| | | "OrderStatus": pOrderDetail['OrderStatus'].decode()} |
|---|
| | | l2_data_manager.add_l2_order_detail(item) |
|---|
| | | l2_data_manager.add_l2_order_detail(item, start_time) |
|---|
| | | |
|---|
| | | def OnRtnBondMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum, |
|---|
| | | FirstLevelSellOrderVolumes): |
|---|
