L2接口更新

Administrator

2024-06-17 98f0f9c60a6a3f39af6bc9e2ae66d253f2b42431

L2接口更新

 huaxin_client/l2_client_for_cb.py

@@ -271,6 +271,7 @@

    def OnRtnTransaction(self, pTransaction):
        try:

            # 输出逐笔成交数据
            if pTransaction['ExecType'] != b"2":
                item = {"SecurityID": pTransaction['SecurityID'], "TradePrice": pTransaction['TradePrice'],
@@ -289,6 +290,7 @@

    def OnRtnNGTSTick(self, pTick):
        try:
            logger_debug.info(f"OnRtnNGTSTick: {pTick['TickType']}")
            # 输出逐笔成交数据
            if pTick['TickType'] == b'T':
                item = {"SecurityID": pTick['SecurityID'], "TradePrice": pTick['Price'],