| | |
| | | logging.exception(e) |
| | | |
| | | def OnRspSubNGTSTick(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast): |
| | | try: |
| | | async_log_util.info(logger_local_huaxin_l2_subscript, |
| | | f"NGTS订阅结果:{pSpecificSecurity['SecurityID']} {pRspInfo['ErrorID']} {pRspInfo['ErrorMsg']}") |
| | | if pRspInfo["ErrorID"] == 0: |
| | |
| | | if bIsLast == 1: |
| | | print("订阅响应结束", self.subscripted_codes) |
| | | l2_data_manager.add_subscript_codes(self.subscripted_codes) |
| | | except: |
| | | pass |
| | | |
| | | def OnRspUnSubNGTSTick(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast): |
| | | try: |
| | |
| | | logging.exception(e) |
| | | |
| | | def OnRtnTransaction(self, pTransaction): |
| | | try: |
| | | # 输出逐笔成交数据 |
| | | if pTransaction['ExecType'] == b"2": |
| | | # 撤单 |
| | |
| | | "SellNo": pTransaction['SellNo'], |
| | | "ExecType": pTransaction['ExecType'].decode()} |
| | | self.l2_data_upload_manager.add_transaction_detail(item) |
| | | except: |
| | | pass |
| | | |
| | | def OnRtnOrderDetail(self, pOrderDetail): |
| | | # 输出逐笔委托数据 |
| | |
| | | time_int = d.get("dataTimeStamp") |
| | | time_str = l2_huaxin_util.convert_time(time_int) |
| | | # 更新环境变量 |
| | | if code not in env_info.l2_market_codes_info: |
| | | env_info.l2_market_codes_info[code] = {} |
| | | env_info.l2_market_codes_info[code] = time_str |
| | | L1DataProcessor.excute_sell_rule(code, buy1[1], buy1[0], "L2") |
| | | except Exception as e: |