订阅日志

Administrator

2023-09-01 f79d8df4fdbb409e93fc13c716383e50b5652f88

订阅日志

 huaxin_client/l1_client.py

@@ -203,7 +203,7 @@
            datas = flist[:200]
            codes = [x[0] for x in datas]
            print("代码数量:", len(datas))
            logger_l2_codes_subscript.info("华鑫L1上传代码：数量-{}",len(datas))
            logger_l2_codes_subscript.info("华鑫L1上传代码：数量-{}", len(datas))
            __upload_codes_info(pipe_l2, datas)
        except Exception as e:
            logging.exception(e)

 huaxin_client/trade_client.py

@@ -573,13 +573,17 @@
                        % (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))

    def OnRtnOrder(self, pOrderField: "CTORATstpOrderField") -> "void":
        logger_local_huaxin_trade_debug.info(
            '[%d] OnRtnOrder: SInfo[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] LimitPrice[%.2f] VolumeTotalOriginal[%d] OrderSysID[%s] OrderStatus[%s]'
            % (round(time.time() * 1000), pOrderField.SInfo, pOrderField.InvestorID, pOrderField.SecurityID,
               pOrderField.OrderRef, pOrderField.OrderLocalID,
               pOrderField.LimitPrice, pOrderField.VolumeTotalOriginal, pOrderField.OrderSysID,
               pOrderField.OrderStatus))
        try:
            logger_local_huaxin_trade_debug.info(
                '[%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, pOrderField.SecurityID,
                   pOrderField.OrderRef, pOrderField.OrderLocalID,
                   pOrderField.LimitPrice, pOrderField.VolumeTotalOriginal, pOrderField.OrderSysID,
                   pOrderField.OrderStatus, pOrderField.InsertTime))
        except:
            pass
        OrderIDManager.set_system_order_id(pOrderField.SecurityID, pOrderField.SInfo, pOrderField.OrderSysID)

        if pOrderField.OrderStatus != traderapi.TORA_TSTP_OST_Unknown:
            threading.Thread(target=lambda: self.__data_callback(TYPE_ORDER, 0, {"sinfo": pOrderField.SInfo,
                                                                                 "securityId": pOrderField.SecurityID,

 trade/current_price_process_manager.py

@@ -134,6 +134,8 @@
                # if dif1 or dif2:
                if True:
                    print("设置L2代码数量：", len(add_code_set))
                    logger_l2_codes_subscript.info(f"预处理新增订阅代码：{add_code_set - latest_add_codes}")
                    global latest_add_codes
                    latest_add_codes = add_code_set
                    add_datas = []
                    for d in add_code_list:

 trade/huaxin/trade_api_server.py

@@ -427,13 +427,13 @@
            _datas = huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.pop()
            if _datas:

                timestamp = _datas[0]
                times = _datas[0]
                datas = _datas[1]
                logger_l2_codes_subscript.info("读取L2代码处理队列：数量-{}", len(datas))
                print("时间戳：", timestamp)
                print("时间戳：", times)
                print("内容：", datas)
                # 只处理20s内的数据
                if time.time() - timestamp < 20 and datas:
                if time.time() - times < 20 and datas:
                    codes = [d[0] for d in datas]
                    for code in codes:
                        block_info.init_code(code)