交易端G撤优化

Administrator

2023-09-14 bd606b6b8dcada45bd61cbced68c7aef5c98679e

交易端G撤优化

 huaxin_client/l2_data_manager.py

@@ -101,6 +101,7 @@
    code = data['SecurityID']
    if code in buy_order_nos_dict:
        if data['BuyNo'] in buy_order_nos_dict[code]:
            try:
            temp_list = latest_big_order_transaction_orders_dict.get(code)
            if not temp_list:
                temp_list = []
@@ -114,6 +115,8 @@
            else:
                temp_list.append(data['BuyNo'])
            latest_big_order_transaction_orders_dict[code] = temp_list
            except:
                pass
    tmep_transaction_queue_dict[code].put((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
                                           data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
                                           data['SellNo'], data['ExecType']))