From 05c1607c84af32a9cf77a9f47710db76ccbc61ec Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 20 二月 2025 18:40:08 +0800
Subject: [PATCH] 排1准备
---
huaxin_client/l2_market_client.py | 6 ++++--
1 files changed, 4 insertions(+), 2 deletions(-)
diff --git a/huaxin_client/l2_market_client.py b/huaxin_client/l2_market_client.py
index fc874dd..8772e08 100644
--- a/huaxin_client/l2_market_client.py
+++ b/huaxin_client/l2_market_client.py
@@ -169,7 +169,8 @@
limit_up_count = len(self.__limit_up_codes)
# 鑾峰彇鏄惁娑ㄥ仠浠�
limit_up_price = float(
- tool.to_price(decimal.Decimal(str(pDepthMarketData['PreClosePrice'])) * decimal.Decimal(tool.get_limit_up_rate(pDepthMarketData['SecurityID']))))
+ tool.to_price(decimal.Decimal(str(pDepthMarketData['PreClosePrice'])) * decimal.Decimal(
+ tool.get_limit_up_rate(pDepthMarketData['SecurityID']))))
if abs(limit_up_price - pDepthMarketData['LastPrice']) < 0.001 or abs(
limit_up_price - pDepthMarketData['BidPrice1']) < 0.001:
huaxin_l2_log.info(hx_logger_l2_market_data_before_open, f"{d}")
@@ -180,7 +181,8 @@
market_code_dict[pDepthMarketData.SecurityID] = (
pDepthMarketData.SecurityID, pDepthMarketData.BidPrice1, 0.1, pDepthMarketData.TotalBidVolume,
time.time(),
- pDepthMarketData.BidPrice1, pDepthMarketData.BidVolume1)
+ pDepthMarketData.BidPrice1, pDepthMarketData.BidVolume1, pDepthMarketData.BidPrice2,
+ pDepthMarketData.BidVolume2, pDepthMarketData.UpdateTime, pDepthMarketData.PreClosePrice)
else:
if pDepthMarketData.SecurityID in market_code_dict:
market_code_dict.pop(pDepthMarketData.SecurityID)
--
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