可转债买卖修改

Administrator

2024-08-20 7400317119d2894e2568fd292c643e4855dd8753

可转债买卖修改

 huaxin_client/l2_client.py

@@ -20,7 +20,7 @@
from log_module import log, async_log_util
from log_module.async_log_util import huaxin_l2_log
from log_module.log import logger_local_huaxin_l2_subscript, logger_system, logger_local_huaxin_l2_transaction, \
    logger_local_huaxin_g_cancel, logger_l2_codes_subscript, printlog
    logger_local_huaxin_g_cancel, logger_l2_codes_subscript, printlog, logger_debug
from utils import tool

###B类###
@@ -272,27 +272,30 @@
    def OnRtnNGTSTick(self, pTick):
        # logger_debug.info(f"OnRtnNGTSTick: {pTick}")
        # 输出逐笔成交数据
        if pTick['TickType'] == b'T':
            item = {"SecurityID": pTick['SecurityID'], "TradePrice": pTick['Price'],
                    "TradeVolume": pTick['Volume'],
                    "OrderTime": pTick['TickTime'], "MainSeq": pTick['MainSeq'],
                    "SubSeq": pTick['SubSeq'], "BuyNo": pTick['BuyNo'],
                    "SellNo": pTick['SellNo'],
                    "ExecType": '1'}
            self.l2_data_upload_manager.add_transaction_detail(item)
        elif pTick['TickType'] == b'A' or pTick['TickType'] == b'D':
            # 撤单
            item = {"SecurityID": pTick['SecurityID'], "Price": pTick['Price'],
                    "Volume": pTick['Volume'],
                    "Side": pTick['Side'].decode(), "OrderType": pTick['TickType'].decode(),
                    "OrderTime": pTick['TickTime'], "MainSeq": pTick['MainSeq'],
                    "SubSeq": pTick['SubSeq'], "OrderNO": '',
                    "OrderStatus": pTick['TickType'].decode()}
            if pTick['Side'] == b'1':
                item['OrderNO'] = pTick['BuyNo']
            elif pTick['Side'] == b'2':
                item['OrderNO'] = pTick['SellNo']
            self.l2_data_upload_manager.add_l2_order_detail(item, 0)
        try:
            if pTick['TickType'] == b'T':
                item = {"SecurityID": pTick['SecurityID'], "TradePrice": pTick['Price'],
                        "TradeVolume": pTick['Volume'],
                        "OrderTime": pTick['TickTime'], "MainSeq": pTick['MainSeq'],
                        "SubSeq": pTick['SubSeq'], "BuyNo": pTick['BuyNo'],
                        "SellNo": pTick['SellNo'],
                        "ExecType": '1'}
                self.l2_data_upload_manager.add_transaction_detail(item)
            elif pTick['TickType'] == b'A' or pTick['TickType'] == b'D':
                # 撤单
                item = {"SecurityID": pTick['SecurityID'], "Price": pTick['Price'],
                        "Volume": pTick['Volume'],
                        "Side": pTick['Side'].decode(), "OrderType": pTick['TickType'].decode(),
                        "OrderTime": pTick['TickTime'], "MainSeq": pTick['MainSeq'],
                        "SubSeq": pTick['SubSeq'], "OrderNO": '',
                        "OrderStatus": pTick['TickType'].decode()}
                if pTick['Side'] == b'1':
                    item['OrderNO'] = pTick['BuyNo']
                elif pTick['Side'] == b'2':
                    item['OrderNO'] = pTick['SellNo']
                self.l2_data_upload_manager.add_l2_order_detail(item, 0)
        except Exception as e:
            logger_debug.exception(e)


class MyL2ActionCallback(L2ActionCallback):

 lev2mdapi.py

@@ -1,4 +1,3 @@
# -*- coding: utf-8 -*-
# This file was automatically generated by SWIG (http://www.swig.org).
# Version 4.0.2
#