| | |
| | | "SellNo": pTransaction['SellNo'], |
| | | "ExecType": pTransaction['ExecType'].decode()} |
| | | if item["SecurityID"] not in l2_transaction_data_dict: |
| | | l2_transaction_data_dict[item["SecurityID"]] = L2TransactionDataManager(item["SecurityID"]) |
| | | l2_transaction_data_dict[item["SecurityID"]].add_transaction_data(item, |
| | | item["SecurityID"] in self.special_codes) |
| | | l2_transaction_data_dict[item["SecurityID"]] = L2TransactionDataManager(item["SecurityID"], item["SecurityID"] in self.special_codes) |
| | | l2_transaction_data_dict[item["SecurityID"]].add_transaction_data(item) |
| | | |
| | | def OnRtnNGTSTick(self, pTick): |
| | | """ |
| | |
| | | "SellNo": pTick['SellNo'], |
| | | "ExecType": '1'} |
| | | if item["SecurityID"] not in l2_transaction_data_dict: |
| | | l2_transaction_data_dict[item["SecurityID"]] = L2TransactionDataManager(item["SecurityID"]) |
| | | l2_transaction_data_dict[item["SecurityID"]].add_transaction_data(item, item[ |
| | | "SecurityID"] in self.special_codes) |
| | | l2_transaction_data_dict[item["SecurityID"]] = L2TransactionDataManager(item["SecurityID"], item["SecurityID"] in self.special_codes) |
| | | l2_transaction_data_dict[item["SecurityID"]].add_transaction_data(item) |
| | | except Exception as e: |
| | | logger_local_huaxin_l2_subscript.exception(e) |
| | | |