From 2fa1ab8dd2ae6f9596ccd018ef5e8b812347dd8d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 07 三月 2024 17:49:56 +0800
Subject: [PATCH] 精简L2过滤数据/快速成交守护时间修改
---
huaxin_client/l2_client.py | 18 +-----------------
1 files changed, 1 insertions(+), 17 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index 2e96339..003f3c5 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -186,18 +186,6 @@
return data_json[1]
return []
- def set_code_special_watch_volume(self, code, volume):
- # 鏈夋晥鏈熶负3s
- # self.special_code_volume_for_order_dict[code] = (volume, time.time() + 3)
- d = self.codes_volume_and_price_dict.get(code)
- if d:
- min_volume, limit_up_price, special_price, buy_volume = d[0], d[1], d[2], d[3]
- self.l2_data_upload_manager.set_order_fileter_condition(code, min_volume, limit_up_price, special_price,
- buy_volume,
- {volume, constant.SHADOW_ORDER_VOLUME},
- time.time() + 3)
- huaxin_l2_log.info(logger_local_huaxin_l2_subscript, f"璁剧疆涓嬪崟閲忕洃鍚細{code}-{volume}")
-
def OnFrontConnected(self):
print("OnFrontConnected")
logger_system.info(f"l2_client OnFrontConnected 绾跨▼ID:{tool.get_thread_id()}")
@@ -546,11 +534,7 @@
value = value.decode("utf-8")
data = json.loads(value)
_type = data["type"]
- if _type == "listen_volume":
- volume = data["data"]["volume"]
- code = data["data"]["code"]
- spi.set_code_special_watch_volume(code, volume)
- elif _type == "l2_cmd":
+ if _type == "l2_cmd":
__start_time = time.time()
# 绾跨▼姹�
__l2_cmd_thread_pool.submit(
--
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