测试NGTS

Administrator

2024-06-15 395177f457b819d46743a98621c9baa6a9c522b9

测试NGTS

 huaxin_client/l2_client.py

@@ -17,7 +17,8 @@
from huaxin_client.l2_data_manager import L2DataUploadManager
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
from log_module.log import logger_local_huaxin_l2_subscript, logger_system, logger_l2_codes_subscript, \
    logger_local_huaxin_l2_transaction
from utils import tool

###B类###
@@ -216,6 +217,8 @@
            print("----L2行情登录成功----")
            self.is_login = True
            logger_system.info(f"L2行情登录成功")
            # TODO 测试
            self.__subscribe(["600355"])
            # 初始设置值
            if tool.trade_time_sub(tool.get_now_time_str(), "09:20:00") > 0:
                threading.Thread(
@@ -258,7 +261,7 @@

    def OnRspSubNGTSTick(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        async_log_util.info(logger_local_huaxin_l2_subscript,
                            f"订阅结果：{pSpecificSecurity['SecurityID']} {pRspInfo['ErrorID']} {pRspInfo['ErrorMsg']}")
                            f"NGTS订阅结果：{pSpecificSecurity['SecurityID']} {pRspInfo['ErrorID']} {pRspInfo['ErrorMsg']}")
        if pRspInfo["ErrorID"] == 0:
            print("订阅成功")
            self.subscripted_codes.add(pSpecificSecurity['SecurityID'])
@@ -269,6 +272,7 @@
    def OnRspUnSubNGTSTick(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        try:
            code = pSpecificSecurity['SecurityID']
            logger_local_huaxin_l2_subscript.info(f"NGTS取消订阅：{code}")
            self.subscripted_codes.discard(code)
            if bIsLast == 1:
                print("取消订阅响应结束", self.subscripted_codes)
@@ -387,6 +391,8 @@
        @return:
        """
        try:
            # TODO:测试
            logger_local_huaxin_l2_transaction.info(f"{pTick}")
            if pTick['TickType'] == b'T':
                # 成交
                item = {"SecurityID": pTick['SecurityID'], "TradePrice": pTick['Price'],