Administrator
2024-05-09 3d638787338cae7c87246dd64a7a894a3aa340b8
可转债订阅修改
1个文件已修改
14 ■■■■■ 已修改文件
huaxin_client/l2_client_for_cb.py 14 ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史
huaxin_client/l2_client_for_cb.py
@@ -65,10 +65,11 @@
    # 买入的大单订单号
    def __init__(self, api, ):
    def __init__(self, api, codes):
        lev2mdapi.CTORATstpLev2MdSpi.__init__(self)
        self.__api = api
        self.is_login = False
        self.codes = codes
    def __split_codes(self, codes):
        szse_codes = []
@@ -170,6 +171,7 @@
            print("----L2行情登录成功----")
            self.is_login = True
            logger_system.info(f"L2行情登录成功")
            self.set_codes_data(self.codes)
    def OnRspSubTransaction(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        logger_local_huaxin_l2_subscript.info(f"订阅:{pSpecificSecurity['SecurityID']}")
@@ -238,7 +240,7 @@
            logging.exception(e)
def __init_l2():
def __init_l2(codes):
    print(lev2mdapi.CTORATstpLev2MdApi_GetApiVersion())
    # case 1: Tcp方式
    # g_SubMode=lev2mdapi.TORA_TSTP_MST_TCP
@@ -250,7 +252,7 @@
    # case 2非缓存模式
    # api = lev2mdapi.CTORATstpLev2MdApi_CreateTstpLev2MdApi(g_SubMode, False)
    global spi
    spi = Lev2MdSpi(api)
    spi = Lev2MdSpi(api,codes)
    api.RegisterSpi(spi)
    # -------------------正式模式-------------------------------------
    if g_SubMode != lev2mdapi.TORA_TSTP_MST_MCAST:
@@ -380,6 +382,7 @@
                else:
                    limit_up_price = tool.to_price(decimal.Decimal(str(pre_price_dict[k])) * decimal.Decimal("1.2"))
                Lev2MdSpi.limit_up_price_dict[k] = round(float(limit_up_price), 2)
    return codes
def run() -> None:
@@ -388,8 +391,9 @@
    try:
        log.close_print()
        # 初始化
        __init_l2()
        __init_data()
        codes = __init_data()
        __init_l2(codes)
        threading.Thread(target=huaxin_l2_log.run_sync, daemon=True).start()
        # TODO 测试