L2测试

Administrator

2023-08-24 28126069ce3e9196e120d20503b6d629231da73b

L2测试

 trade/huaxin/trade_server.py

@@ -347,10 +347,12 @@
                        finally:
                            sk.sendall(socket_util.load_header(json.dumps({"code": 0}).encode(encoding='utf-8')))
                    elif data_json["type"] == "trading_order_canceled":
                        try:
                        logger_l2_g_cancel.info(f"正在成交的订单撤单，data:{data_json}")
                        data = data_json["data"]
                        code = data["code"]
                        order_no = data["data"]
                            is_normal = l2_data_util.load_l2_data(code, load_latest=False)
                        volume_rate = code_volumn_manager.get_volume_rate(code)
                        volume_rate_index = code_volumn_manager.get_volume_rate_index(volume_rate)
                        m_val = L2PlaceOrderParamsManager(code, True, volume_rate, volume_rate_index, None).get_m_val()[
@@ -375,6 +377,8 @@

                        except Exception as e:
                            logger_l2_g_cancel.error(f"{code}-撤单异常：{str(e)}")
                        finally:
                            sk.sendall(socket_util.load_header(json.dumps({"code": 0}).encode(encoding='utf-8')))


                else: