Administrator
2024-05-09 b68dedf8eae3b27f78e0a2ff9b240ec64c15c5f4
可转债订阅修改
1个文件已修改
8 ■■■■ 已修改文件
huaxin_client/l2_client_for_cb.py 8 ●●●● 补丁 | 查看 | 原始文档 | blame | 历史
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:
@@ -190,6 +191,7 @@
            logging.exception(e)
    def OnRtnTransaction(self, pTransaction):
        try:
        # 输出逐笔成交数据
        if pTransaction['ExecType'] == b"2":
            # 撤单
@@ -228,6 +230,8 @@
                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):