可转债订阅修改

Administrator

2024-05-09 b68dedf8eae3b27f78e0a2ff9b240ec64c15c5f4

可转债订阅修改

 huaxin_client/l2_client_for_cb.py

@@ -23,7 +23,7 @@
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_l2_codes_subscript, \
    logger_local_huaxin_l2_transaction, logger_local_huaxin_l2_upload
    logger_local_huaxin_l2_transaction, logger_local_huaxin_l2_upload, logger_local_huaxin_l2_error
from utils import tool

###B类###
@@ -174,11 +174,12 @@
            self.set_codes_data(self.codes)

    def OnRspSubTransaction(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        logger_local_huaxin_l2_subscript.info(f"订阅：{pSpecificSecurity['SecurityID']}")

        if pRspInfo["ErrorID"] == 0:
            self.subscripted_codes.add(pSpecificSecurity['SecurityID'])
        if bIsLast == 1:
            l2_data_manager.add_subscript_codes(self.subscripted_codes)
        logger_local_huaxin_l2_subscript.info(f"订阅成功：{len(self.subscripted_codes)}")

    def OnRspUnSubTransaction(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        try:
@@ -190,44 +191,47 @@
            logging.exception(e)

    def OnRtnTransaction(self, pTransaction):
        # 输出逐笔成交数据
        if pTransaction['ExecType'] == b"2":
            # 撤单
            item = {"SecurityID": pTransaction['SecurityID'], "Price": pTransaction['TradePrice'],
                    "Volume": pTransaction['TradeVolume'],
                    "OrderType": "2",
                    "OrderTime": pTransaction['TradeTime'], "MainSeq": pTransaction['MainSeq'],
                    "SubSeq": pTransaction['SubSeq'],
                    "OrderStatus": "D"}
            buyNo = pTransaction['BuyNo']
            sellNo = pTransaction['SellNo']
            if buyNo > 0:
                # 买
                item["OrderNO"] = buyNo
                item["Side"] = "1"
            elif sellNo > 0:
                # 卖
                item["OrderNO"] = sellNo
                item["Side"] = "2"
        else:
            item = {"SecurityID": pTransaction['SecurityID'], "TradePrice": pTransaction['TradePrice'],
                    "TradeVolume": pTransaction['TradeVolume'],
                    "OrderTime": pTransaction['TradeTime'], "MainSeq": pTransaction['MainSeq'],
                    "SubSeq": pTransaction['SubSeq'], "BuyNo": pTransaction['BuyNo'],
                    "SellNo": pTransaction['SellNo'],
                    "ExecType": pTransaction['ExecType'].decode()}

            logger_local_huaxin_l2_transaction.info(f"{item}")

            if pTransaction['TradePrice'] == self.limit_up_price_dict.get(pTransaction['SecurityID']):
                # TODO 成交价是涨停价才输出
                huaxin_l2_log.info(logger_local_huaxin_l2_transaction, f"{item}")
                if not self.__is_limit_up_dict.get(pTransaction['SecurityID']):
                    huaxin_l2_log.info(logger_local_huaxin_l2_upload,
                                       f"{pTransaction['TradeTime']} {pTransaction['SecurityID']} 下单")
                self.__is_limit_up_dict[pTransaction['SecurityID']] = True
        try:
            # 输出逐笔成交数据
            if pTransaction['ExecType'] == b"2":
                # 撤单
                item = {"SecurityID": pTransaction['SecurityID'], "Price": pTransaction['TradePrice'],
                        "Volume": pTransaction['TradeVolume'],
                        "OrderType": "2",
                        "OrderTime": pTransaction['TradeTime'], "MainSeq": pTransaction['MainSeq'],
                        "SubSeq": pTransaction['SubSeq'],
                        "OrderStatus": "D"}
                buyNo = pTransaction['BuyNo']
                sellNo = pTransaction['SellNo']
                if buyNo > 0:
                    # 买
                    item["OrderNO"] = buyNo
                    item["Side"] = "1"
                elif sellNo > 0:
                    # 卖
                    item["OrderNO"] = sellNo
                    item["Side"] = "2"
            else:
                self.__is_limit_up_dict[pTransaction['SecurityID']] = False
                item = {"SecurityID": pTransaction['SecurityID'], "TradePrice": pTransaction['TradePrice'],
                        "TradeVolume": pTransaction['TradeVolume'],
                        "OrderTime": pTransaction['TradeTime'], "MainSeq": pTransaction['MainSeq'],
                        "SubSeq": pTransaction['SubSeq'], "BuyNo": pTransaction['BuyNo'],
                        "SellNo": pTransaction['SellNo'],
                        "ExecType": pTransaction['ExecType'].decode()}

                logger_local_huaxin_l2_transaction.info(f"{item}")

                if pTransaction['TradePrice'] == self.limit_up_price_dict.get(pTransaction['SecurityID']):
                    # TODO 成交价是涨停价才输出
                    huaxin_l2_log.info(logger_local_huaxin_l2_transaction, f"{item}")
                    if not self.__is_limit_up_dict.get(pTransaction['SecurityID']):
                        huaxin_l2_log.info(logger_local_huaxin_l2_upload,
                                           f"{pTransaction['TradeTime']} {pTransaction['SecurityID']} 下单")
                    self.__is_limit_up_dict[pTransaction['SecurityID']] = True
                else:
                    self.__is_limit_up_dict[pTransaction['SecurityID']] = False
        except Exception as e:
            logger_local_huaxin_l2_error.exception(e)


class MyL2ActionCallback(L2ActionCallback):