From 08adeb202828d464e2b61e9f2e7140a1d9380a00 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 21 八月 2023 18:22:32 +0800
Subject: [PATCH] G撤
---
huaxin_client/l2_client.py | 14 ++++++++++++++
1 files changed, 14 insertions(+), 0 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index 594c330..6c25b1f 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -51,6 +51,8 @@
# 浠ｇ爜鐨勪笂娆℃垚浜ょ殑璁㈠崟鍞竴绱㈠紩
__last_transaction_keys_dict = {}
+ # 涔板叆鐨勫ぇ鍗曡鍗曞彿
+
def __init__(self, api):
lev2mdapi.CTORATstpLev2MdSpi.__init__(self)
self.__api = api
@@ -269,6 +271,10 @@
min_volume, limit_up_price = self.codes_volume_and_price_dict.get(code)
# 杈撳嚭閫愮瑪鎴愪氦鏁版嵁
if pTransaction['ExecType'] == b"2":
+ transaction_big_order_no = l2_data_manager.get_latest_transaction_order_no(code)
+ if transaction_big_order_no == pTransaction['BuyNo']:
+ # 姝ｅ湪鎴愪氦鐨勮鍗曟挙鍗曚簡
+ l2_data_manager.trading_order_canceled(code, pTransaction['BuyNo'])
if min_volume is None:
# 榛樿绛涢��50w
if pTransaction['TradePrice'] * pTransaction['Volume'] < 500000:
@@ -294,6 +300,7 @@
item["Side"] = "2"
# 娣辫瘉鎾ゅ崟
print("閫愮瑪濮旀墭", item)
+
l2_data_manager.add_l2_order_detail(item, True)
else:
if abs(pTransaction['TradePrice'] - limit_up_price) < 0.201:
@@ -336,6 +343,12 @@
else:
self.special_code_volume_for_order_dict.pop(code)
if not can_listen:
+
+ transaction_big_order_no = l2_data_manager.get_latest_transaction_order_no(code)
+ if transaction_big_order_no == pOrderDetail['OrderNO'] and pOrderDetail['OrderStatus'] == b'D':
+ # 姝ｅ湪鎴愪氦鐨勮鍗曟挙鍗曚簡
+ l2_data_manager.trading_order_canceled(code,pOrderDetail['OrderNO'])
+
min_volume, limit_up_price = self.codes_volume_and_price_dict.get(code)
if min_volume is None:
# 榛樿绛涢��50w
@@ -554,6 +567,7 @@
t1.start()
__init_l2()
l2_data_manager.run_upload_common()
+ l2_data_manager.run_upload_trading_canceled()
global l2CommandManager
l2CommandManager = command_manager.L2CommandManager()
l2CommandManager.init(MyL2ActionCallback())
--
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