bug修复

Administrator

2023-10-25 91098eedb39f636a0d010e425f53077a283cf9b4

bug修复

 huaxin_client/l2_client.py

@@ -249,9 +249,11 @@
    def OnRtnMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum,
                        FirstLevelSellOrderVolumes):
        # 传入：时间，现价,成交总量,买1，买2，买3,买4,买5,卖1,卖2,卖3,卖4,卖5
        try:
        d = {"dataTimeStamp": pDepthMarketData['DataTimeStamp'], "securityID": pDepthMarketData['SecurityID'],
             "lastPrice": pDepthMarketData['LastPrice'],
             "totalVolumeTrade": pDepthMarketData['TotalVolumeTrade'],
                 "totalAskVolume": pDepthMarketData['TotalAskVolume'],
             "buy": [(pDepthMarketData['BidPrice1'], pDepthMarketData['BidVolume1']),
                     (pDepthMarketData['BidPrice2'], pDepthMarketData['BidVolume2']),
                     (pDepthMarketData['BidPrice3'], pDepthMarketData['BidVolume3']),
@@ -267,25 +269,8 @@
        market_code_dict[pDepthMarketData['SecurityID']] = time.time()

        l2_data_manager.add_market_data(d)

        # 输出行情快照数据
        # print(
        #     "OnRtnMarketData SecurityID[%s] LastPrice[%.2f] TotalVolumeTrade[%d] TotalValueTrade[%.2f] BidPrice1[%.2f] BidVolume1[%d] AskPrice1[%.2f] AskVolume1[%d]" % (
        #         pDepthMarketData['SecurityID'],
        #         pDepthMarketData['LastPrice'],
        #         pDepthMarketData['TotalValueTrade'],
        #         pDepthMarketData['TotalValueTrade'],
        #         pDepthMarketData['BidPrice1'],
        #         pDepthMarketData['BidVolume1'],
        #         pDepthMarketData['AskPrice1'],
        #         pDepthMarketData['AskVolume1']))
        # # 输出一档价位买队列前50笔委托数量
        # for buy_index in range(0, FirstLevelBuyNum):
        #     print("first level buy  [%d] : [%d]" % (buy_index, FirstLevelBuyOrderVolumes[buy_index]))
        #
        # # 输出一档价位卖队列前50笔委托数量
        # for sell_index in range(0, FirstLevelSellNum):
        #     print("first level sell [%d] : [%d]" % (sell_index, FirstLevelSellOrderVolumes[sell_index]))
        except:
            pass

    def OnRtnIndex(self, pIndex):
        # 输出指数行情数据