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###
@@ -272,6 +272,7 @@
    def OnRtnNGTSTick(self, pTick):
        # logger_debug.info(f"OnRtnNGTSTick: {pTick}")
        # 输出逐笔成交数据
        try:
        if pTick['TickType'] == b'T':
            item = {"SecurityID": pTick['SecurityID'], "TradePrice": pTick['Price'],
                    "TradeVolume": pTick['Volume'],
@@ -293,6 +294,8 @@
            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
#