L2市场行情单独订阅

Administrator

2024-04-19 e2dfe74c4984375e8d12dbd55bbee2cd722dd3c2

L2市场行情单独订阅

 huaxin_client/l2_market_client.py

@@ -138,9 +138,9 @@
            self.is_login = True
            logger_system.info(f"L2行情登录成功")
            # 初始设置值
            threading.Thread(
                target=lambda: self.__process_codes_data(self.__get_latest_datas(), from_cache=True, delay=6.0),
                daemon=True).start()
            # threading.Thread(
            #     target=lambda: self.__process_codes_data(self.__get_latest_datas()),
            #     daemon=True).start()

    def OnRtnMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum,
                        FirstLevelSellOrderVolumes):