From 6fb540dfb5912fc92dd9c4666c712fd2af02561b Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期二, 25 六月 2024 11:09:59 +0800 Subject: [PATCH] 已挂单的数据不能移除L2 --- huaxin_client/l2_data_manager.py | 12 +++++++----- 1 files changed, 7 insertions(+), 5 deletions(-) diff --git a/huaxin_client/l2_data_manager.py b/huaxin_client/l2_data_manager.py index f96acdb..d56ec5f 100644 --- a/huaxin_client/l2_data_manager.py +++ b/huaxin_client/l2_data_manager.py @@ -101,8 +101,9 @@ # log_queue.put_nowait(data) q: collections.deque = self.temp_order_queue_dict.get(code) - q.append((data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'], data['OrderTime'], - data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus'], time.time(), start_time)) + if q is not None: + q.append((data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'], data['OrderTime'], + data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus'], time.time(), start_time)) # 娣诲姞閫愮瑪鎴愪氦 def add_transaction_detail(self, data): @@ -117,9 +118,10 @@ # data['SellNo'], data['ExecType'])) q: collections.deque = self.temp_transaction_queue_dict.get(code) - q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'], - data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'], - data['SellNo'], data['ExecType'])) + if q is not None: + q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'], + data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'], + data['SellNo'], data['ExecType'])) def add_market_data(self, data): # 鍔犲叆涓婁紶闃熷垪 -- Gitblit v1.8.0