From 6fa56a8b50d8600356b7130b75b60dd9fec53c7a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 27 五月 2024 12:55:09 +0800
Subject: [PATCH] bug修改
---
huaxin_client/l2_client_for_cb.py | 22 ++++++++++++++++++++--
1 files changed, 20 insertions(+), 2 deletions(-)
diff --git a/huaxin_client/l2_client_for_cb.py b/huaxin_client/l2_client_for_cb.py
index c9dbd7a..7fe4e02 100644
--- a/huaxin_client/l2_client_for_cb.py
+++ b/huaxin_client/l2_client_for_cb.py
@@ -281,12 +281,12 @@
rate = round(
(pDepthMarketData['LastPrice'] - pDepthMarketData['PreClosePrice']) / pDepthMarketData['PreClosePrice'],
4)
- # 浠ｇ爜, 鏈�杩戠殑浠锋牸, 娑ㄥ箙, 涔�1浠凤紝 涔�1閲�, 鎴愪氦鎬婚噺, 濮旀墭涔板叆鎬婚噺, 濮旀墭鍗栧嚭鎬婚噺
+ # 浠ｇ爜, 鏈�杩戠殑浠锋牸, 娑ㄥ箙, 涔�1浠凤紝 涔�1閲�, 鎴愪氦鎬婚噺, 濮旀墭涔板叆鎬婚噺, 濮旀墭鍗栧嚭鎬婚噺, 鏄ㄦ棩鏀剁洏浠�
market_call_back_queue.put_nowait((pDepthMarketData['SecurityID'], pDepthMarketData['LastPrice'], rate,
pDepthMarketData['BidPrice1'], pDepthMarketData['BidVolume1'],
pDepthMarketData['TotalVolumeTrade'], pDepthMarketData['TotalBidVolume'],
- pDepthMarketData['TotalAskVolume']))
+ pDepthMarketData['TotalAskVolume'], pDepthMarketData['PreClosePrice']))
code = pDepthMarketData['SecurityID']
if code.find("00") == 0 or code.find("60") == 0:
if rate >= 0.05:
@@ -304,6 +304,24 @@
except Exception as e:
logger_debug.exception(e)
+ def OnRtnXTSMarketData(self, pMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum, FirstLevelSellOrderVolumes):
+ d = {"dataTimeStamp": pMarketData['DataTimeStamp'], "securityID": pMarketData['SecurityID'],
+ "preClosePrice": pMarketData['PreClosePrice'],
+ "lastPrice": pMarketData['LastPrice'],
+ "totalBidVolume": pMarketData['TotalBidVolume'],
+ "avgBidPrice": pMarketData['AvgBidPrice'],
+ "totalAskVolume": pMarketData['TotalAskVolume'],
+ "avgAskPrice": pMarketData["AvgAskPrice"]}
+ rate = round(
+ (pMarketData['LastPrice'] - pMarketData['PreClosePrice']) / pMarketData['PreClosePrice'],
+ 4)
+ # 浠ｇ爜, 鏈�杩戠殑浠锋牸, 娑ㄥ箙, 涔�1浠凤紝 涔�1閲�, 鎴愪氦鎬婚噺, 濮旀墭涔板叆鎬婚噺, 濮旀墭鍗栧嚭鎬婚噺, 鏄ㄦ棩鏀剁洏浠�
+
+ market_call_back_queue.put_nowait((pMarketData['SecurityID'], pMarketData['LastPrice'], rate,
+ pMarketData['BidPrice1'], pMarketData['BidVolume1'],
+ pMarketData['TotalVolumeTrade'], pMarketData['TotalBidVolume'],
+ pMarketData['TotalAskVolume'], pMarketData['PreClosePrice']))
+
class MyL2ActionCallback(L2ActionCallback):
--
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