bug修改

Administrator

2023-12-04 1280d8648047d8f63c815bfa68e94dd45ee20d07

bug修改

 huaxin_client/l2_client.py

@@ -122,7 +122,7 @@
            result = self.__api.SubscribeMarketData(sz, lev2mdapi.TORA_TSTP_EXD_SZSE)
            logger_local_huaxin_l2_subscript.info(f"市场订阅结果sz：{result}")

    def __process_codes_data(self, codes_data):
    def __process_codes_data(self, codes_data, from_cache=False):

        if not self.is_login and not constant.TEST:
            raise Exception("L2尚未登录")
@@ -150,7 +150,7 @@
        self.__unsubscribe(del_codes)

        if add_codes:
            logger_system.info(f"新增L2订阅代码数量:{len(add_codes)}")
            logger_system.info(f"新增L2订阅代码数量({'缓存' if from_cache else ''}):{len(add_codes)}")

        logger_l2_codes_subscript.info("华鑫L2订阅结束，add-{} del-{}", len(add_codes), len(del_codes))

@@ -212,7 +212,8 @@
            print("----L2行情登录成功----")
            self.is_login = True
            # 初始设置值
            t1 = threading.Thread(target=lambda: self.__process_codes_data(self.__get_latest_datas()), daemon=True)
            t1 = threading.Thread(target=lambda: self.__process_codes_data(self.__get_latest_datas(), from_cache=True),
                                  daemon=True)
            # 后台运行
            t1.start()

@@ -276,7 +277,7 @@
            d = {"dataTimeStamp": pDepthMarketData['DataTimeStamp'], "securityID": pDepthMarketData['SecurityID'],
                 "lastPrice": pDepthMarketData['LastPrice'],
                 "totalVolumeTrade": pDepthMarketData['TotalVolumeTrade'],
                 "totalValueTrade":pDepthMarketData['TotalValueTrade'],
                 "totalValueTrade": pDepthMarketData['TotalValueTrade'],
                 "totalAskVolume": pDepthMarketData['TotalAskVolume'],
                 "avgAskPrice": pDepthMarketData["AvgAskPrice"],
                 "buy": [(pDepthMarketData['BidPrice1'], pDepthMarketData['BidVolume1']),
@@ -591,7 +592,6 @@
    #          'OrderTime': '13000015',
    #          'MainSeq': 2, 'SubSeq': 6739148, 'OrderNO': 5512467, 'OrderStatus': 'D'}, 0)


    logger_system.info("L2进程ID：{}", os.getpid())
    logger_system.info(f"l2_client 线程ID:{tool.get_thread_id()}")
    try:
@@ -655,9 +655,6 @@
            {'SecurityID': '603002', 'Price': 6.35, 'Volume': 100, 'Side': "1", 'OrderType': '0',
             'OrderTime': '13000015',
             'MainSeq': 2, 'SubSeq': 6739148, 'OrderNO': 5512467, 'OrderStatus': 'D'}, 0)




    queue_r = multiprocessing.Queue()
    order_queues = []