From aeced89b951065dd5620cc796827b7a6dfda4e43 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 27 六月 2025 15:13:03 +0800
Subject: [PATCH] 增加环境接口
---
huaxin_client/l2_client.py | 78 +++++++++++++++++++++------------------
1 files changed, 42 insertions(+), 36 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index d047315..840eaef 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -235,14 +235,17 @@
logging.exception(e)
def OnRspSubNGTSTick(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
- async_log_util.info(logger_local_huaxin_l2_subscript,
- f"NGTS璁㈤槄缁撴灉锛歿pSpecificSecurity['SecurityID']} {pRspInfo['ErrorID']} {pRspInfo['ErrorMsg']}")
- if pRspInfo["ErrorID"] == 0:
- print("璁㈤槄鎴愬姛")
- self.subscripted_codes.add(pSpecificSecurity['SecurityID'])
- if bIsLast == 1:
- print("璁㈤槄鍝嶅簲缁撴潫", self.subscripted_codes)
- l2_data_manager.add_subscript_codes(self.subscripted_codes)
+ try:
+ async_log_util.info(logger_local_huaxin_l2_subscript,
+ f"NGTS璁㈤槄缁撴灉锛歿pSpecificSecurity['SecurityID']} {pRspInfo['ErrorID']} {pRspInfo['ErrorMsg']}")
+ if pRspInfo["ErrorID"] == 0:
+ print("璁㈤槄鎴愬姛")
+ self.subscripted_codes.add(pSpecificSecurity['SecurityID'])
+ if bIsLast == 1:
+ print("璁㈤槄鍝嶅簲缁撴潫", self.subscripted_codes)
+ l2_data_manager.add_subscript_codes(self.subscripted_codes)
+ except:
+ pass
def OnRspUnSubNGTSTick(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
try:
@@ -256,34 +259,37 @@
logging.exception(e)
def OnRtnTransaction(self, pTransaction):
- # 杈撳嚭閫愮瑪鎴愪氦鏁版嵁
- if pTransaction['ExecType'] == b"2":
- # 鎾ゅ崟
- item = {"SecurityID": pTransaction['SecurityID'], "Price": pTransaction['TradePrice'],
- "Volume": pTransaction['TradeVolume'],
- "OrderType": "2",
- "OrderTime": pTransaction['TradeTime'], "MainSeq": pTransaction['MainSeq'],
- "SubSeq": pTransaction['SubSeq'],
- "OrderStatus": "D"}
- buyNo = pTransaction['BuyNo']
- sellNo = pTransaction['SellNo']
- if buyNo > 0:
- # 涔�
- item["OrderNO"] = buyNo
- item["Side"] = "1"
- elif sellNo > 0:
- # 鍗�
- item["OrderNO"] = sellNo
- item["Side"] = "2"
- self.l2_data_upload_manager.add_l2_order_detail(item, 0, True)
- else:
- item = {"SecurityID": pTransaction['SecurityID'], "TradePrice": pTransaction['TradePrice'],
- "TradeVolume": pTransaction['TradeVolume'],
- "OrderTime": pTransaction['TradeTime'], "MainSeq": pTransaction['MainSeq'],
- "SubSeq": pTransaction['SubSeq'], "BuyNo": pTransaction['BuyNo'],
- "SellNo": pTransaction['SellNo'],
- "ExecType": pTransaction['ExecType'].decode()}
- self.l2_data_upload_manager.add_transaction_detail(item)
+ try:
+ # 杈撳嚭閫愮瑪鎴愪氦鏁版嵁
+ if pTransaction['ExecType'] == b"2":
+ # 鎾ゅ崟
+ item = {"SecurityID": pTransaction['SecurityID'], "Price": pTransaction['TradePrice'],
+ "Volume": pTransaction['TradeVolume'],
+ "OrderType": "2",
+ "OrderTime": pTransaction['TradeTime'], "MainSeq": pTransaction['MainSeq'],
+ "SubSeq": pTransaction['SubSeq'],
+ "OrderStatus": "D"}
+ buyNo = pTransaction['BuyNo']
+ sellNo = pTransaction['SellNo']
+ if buyNo > 0:
+ # 涔�
+ item["OrderNO"] = buyNo
+ item["Side"] = "1"
+ elif sellNo > 0:
+ # 鍗�
+ item["OrderNO"] = sellNo
+ item["Side"] = "2"
+ self.l2_data_upload_manager.add_l2_order_detail(item, 0, True)
+ else:
+ item = {"SecurityID": pTransaction['SecurityID'], "TradePrice": pTransaction['TradePrice'],
+ "TradeVolume": pTransaction['TradeVolume'],
+ "OrderTime": pTransaction['TradeTime'], "MainSeq": pTransaction['MainSeq'],
+ "SubSeq": pTransaction['SubSeq'], "BuyNo": pTransaction['BuyNo'],
+ "SellNo": pTransaction['SellNo'],
+ "ExecType": pTransaction['ExecType'].decode()}
+ self.l2_data_upload_manager.add_transaction_detail(item)
+ except:
+ pass
def OnRtnOrderDetail(self, pOrderDetail):
# 杈撳嚭閫愮瑪濮旀墭鏁版嵁
--
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