订阅L2 Market

Administrator

2024-11-01 b34317ad4e6cf116449b0209bd6736f62c869e62

订阅L2 Market

 huaxin_client/l2_client.py

@@ -351,7 +351,7 @@
                 "sell": sells}
            huaxin_l2_log.info(logger_local_huaxin_l2_market, f"{d}")
            # market_code_dict[pDepthMarketData['SecurityID']] = time.time()
            # self.l2_data_upload_manager.add_market_data(d)
            self.l2_data_upload_manager.add_market_data(d)
        except:
            pass


 huaxin_client/l2_data_manager.py

@@ -63,6 +63,10 @@
                  data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
                  data['SellNo'], data['ExecType']))

    def add_market_data(self, data):
        code = data["securityID"]
        self.data_callback_distribute_manager.get_distributed_callback(code).OnMarketData(code, [data])

    # 分配上传队列
    def distribute_upload_queue(self, code):
        if not self.data_callback_distribute_manager.get_distributed_callback(code):

 trade/trade_strategy.py

@@ -544,6 +544,9 @@
                logger_debug.exception(e)
                logger_debug.error(f"集合竞价卖撤处理出错：{code} - {str(e)}")

    def OnMarketData(self, code, datas):
        logger_debug.info(f"收到L2Market数据：{datas}")


# 做一些初始化的操作
def __init():