| | |
| | | "statusMsg": pOrderField.StatusMsg, "volumeCanceled": pOrderField.VolumeCanceled, |
| | | "localUpdateTime": int(time.time() * 1000000)} |
| | | try: |
| | | if huaxin_sinfo_util.is_own_channel(pOrderField.SInfo): |
| | | self.own_order_local_ids.add(pOrderField.OrderLocalID) |
| | | async_log_util.info(logger_local_huaxin_trade_debug, f"添加自有订单号:{pOrderField.OrderLocalID}") |
| | | if huaxin_sinfo_util.is_own_channel(order_data['sinfo']): |
| | | self.own_order_local_ids.add(order_data['orderLocalID']) |
| | | async_log_util.info(logger_local_huaxin_trade_debug, f"添加自有订单号:{order_data['orderLocalID'] }") |
| | | except Exception as e: |
| | | logger_debug.exception(e) |
| | | |
| | | if constant.ENABLE_VIRTUAL_ACCOUNT: |
| | | if order_data['orderLocalID'] not in self.own_order_local_ids: |
| | | return |
| | | async_log_util.info(logger_local_huaxin_trade_debug, |
| | | '[%d] OnRtnOrder: SInfo[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] LimitPrice[%.2f] VolumeTotalOriginal[%d] OrderSysID[%s] OrderStatus[%s] InsertTime[%s]' |
| | | % (round(time.time() * 1000), pOrderField.SInfo, pOrderField.InvestorID, |
| | |
| | | else: |
| | | # logger.info('查询报单结束[%d] ErrorID[%d] ErrorMsg[%s]' |
| | | # % (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg)) |
| | | self.call_back_thread_pool.submit(self.__data_callback, TYPE_LIST_DELEGATE, nRequestID, |
| | | self.__temp_order_list_dict[nRequestID]) |
| | | results = self.__temp_order_list_dict[nRequestID] |
| | | if constant.ENABLE_VIRTUAL_ACCOUNT: |
| | | results = [x for x in results if x['orderLocalID'] in self.own_order_local_ids] |
| | | self.call_back_thread_pool.submit(self.__data_callback, TYPE_LIST_DELEGATE, nRequestID,results) |
| | | |
| | | self.__temp_order_list_dict.pop(nRequestID) |
| | | except: |
| | |
| | | "tradingDay": pTradeField.TradingDay, |
| | | "pbuID": pTradeField.PbuID, "accountID": pTradeField.AccountID}) |
| | | else: |
| | | self.call_back_thread_pool.submit(self.__data_callback, TYPE_LIST_TRADED, nRequestID, |
| | | self.__temp_order_list_dict[nRequestID]) |
| | | results = self.__temp_order_list_dict[nRequestID] |
| | | if constant.ENABLE_VIRTUAL_ACCOUNT: |
| | | results = [x for x in results if x['orderLocalID'] in self.own_order_local_ids] |
| | | self.call_back_thread_pool.submit(self.__data_callback, TYPE_LIST_TRADED, nRequestID, results) |
| | | self.__temp_order_list_dict.pop(nRequestID) |
| | | except: |
| | | pass |