| | |
| | | SERVER_PORT = 10009 |
| | | |
| | | TEST = True |
| | | L1_MIN_RATE = 4.0 |
| | | L1_MIN_RATE = 3.0 |
| | | L2_CODES_INFO_PATH = "/home/userzjj/logs/l2_codes.txt" |
| | | # 影子订单的量 |
| | | SHADOW_ORDER_VOLUME = 100 |
| | |
| | | return |
| | | rate = 0 |
| | | self.l1_data_queue.append(( |
| | | pMarketDataField.SecurityID, pMarketDataField.LastPrice, rate, pMarketDataField.Volume, time.time(), |
| | | pMarketDataField.SecurityID, pMarketDataField.LastPrice, rate, pMarketDataField.Volume, pMarketDataField.UpdateTime, |
| | | pMarketDataField.BidPrice1, pMarketDataField.BidVolume1)) |
| | | |
| | | # print( |
| | |
| | | # 上传代码数据 |
| | | __upload_codes_info(queue_l1_trade_w_strategy_r, temp_datas) |
| | | except Exception as e: |
| | | logging.exception(e) |
| | | logger_local_huaxin_l1.exception(e) |
| | | finally: |
| | | time.sleep(0.01) |
| | | # 释放接口对象 |