From 1280d8648047d8f63c815bfa68e94dd45ee20d07 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 04 十二月 2023 13:33:39 +0800
Subject: [PATCH] bug修改
---
huaxin_client/l2_client.py | 13 +++++--------
1 files changed, 5 insertions(+), 8 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index 38aa0c6..4439f92 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -122,7 +122,7 @@
result = self.__api.SubscribeMarketData(sz, lev2mdapi.TORA_TSTP_EXD_SZSE)
logger_local_huaxin_l2_subscript.info(f"甯傚満璁㈤槄缁撴灉sz锛歿result}")
- def __process_codes_data(self, codes_data):
+ def __process_codes_data(self, codes_data, from_cache=False):
if not self.is_login and not constant.TEST:
raise Exception("L2灏氭湭鐧诲綍")
@@ -150,7 +150,7 @@
self.__unsubscribe(del_codes)
if add_codes:
- logger_system.info(f"鏂板L2璁㈤槄浠ｇ爜鏁伴噺:{len(add_codes)}")
+ logger_system.info(f"鏂板L2璁㈤槄浠ｇ爜鏁伴噺({'缂撳瓨' if from_cache else ''}):{len(add_codes)}")
logger_l2_codes_subscript.info("鍗庨懌L2璁㈤槄缁撴潫锛宎dd-{} del-{}", len(add_codes), len(del_codes))
@@ -212,7 +212,8 @@
print("----L2琛屾儏鐧诲綍鎴愬姛----")
self.is_login = True
# 鍒濆璁剧疆鍊�
- t1 = threading.Thread(target=lambda: self.__process_codes_data(self.__get_latest_datas()), daemon=True)
+ t1 = threading.Thread(target=lambda: self.__process_codes_data(self.__get_latest_datas(), from_cache=True),
+ daemon=True)
# 鍚庡彴杩愯
t1.start()
@@ -276,7 +277,7 @@
d = {"dataTimeStamp": pDepthMarketData['DataTimeStamp'], "securityID": pDepthMarketData['SecurityID'],
"lastPrice": pDepthMarketData['LastPrice'],
"totalVolumeTrade": pDepthMarketData['TotalVolumeTrade'],
- "totalValueTrade":pDepthMarketData['TotalValueTrade'],
+ "totalValueTrade": pDepthMarketData['TotalValueTrade'],
"totalAskVolume": pDepthMarketData['TotalAskVolume'],
"avgAskPrice": pDepthMarketData["AvgAskPrice"],
"buy": [(pDepthMarketData['BidPrice1'], pDepthMarketData['BidVolume1']),
@@ -591,7 +592,6 @@
# 'OrderTime': '13000015',
# 'MainSeq': 2, 'SubSeq': 6739148, 'OrderNO': 5512467, 'OrderStatus': 'D'}, 0)
-
logger_system.info("L2杩涚▼ID锛歿}", os.getpid())
logger_system.info(f"l2_client 绾跨▼ID:{tool.get_thread_id()}")
try:
@@ -655,9 +655,6 @@
{'SecurityID': '603002', 'Price': 6.35, 'Volume': 100, 'Side': "1", 'OrderType': '0',
'OrderTime': '13000015',
'MainSeq': 2, 'SubSeq': 6739148, 'OrderNO': 5512467, 'OrderStatus': 'D'}, 0)
-
-
-
queue_r = multiprocessing.Queue()
order_queues = []
--
Gitblit v1.8.0