From 70a9bc61565e0b2fd9e3d8c26e3fe31fc88a3766 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 14 八月 2025 11:08:55 +0800
Subject: [PATCH] 想买单详细接口
---
l2/l2_transaction_data_processor.py | 10 ++++++++++
1 files changed, 10 insertions(+), 0 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index ca89c48..e7fa00b 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -35,6 +35,8 @@
__TradeBuyQueue = transaction_progress.TradeBuyQueue()
# 闈炴定鍋滄垚浜ゆ椂闂�
__not_limit_up_time_dict = {}
+ # 鏈�杩戞垚浜ゆ暟鎹瓧鍏�
+ __latest_transaction_data_dict = {}
# 璁＄畻鎴愪氦杩涘害
@classmethod
@@ -178,6 +180,8 @@
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
# data['SellNo'], data['ExecType']))
+ if o_datas:
+ cls.__latest_transaction_data_dict[code] = o_datas[-1]
fdatas = [
[d, d[6] > d[7], limit_up_price == d[1], d[1] * d[2], '', '']
for d in o_datas]
@@ -400,6 +404,8 @@
L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}",
cancel_type=trade_constant.CANCEL_TYPE_F)
+ if o_datas:
+ cls.__latest_transaction_data_dict[code] = o_datas[-1]
limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
# =====鏍煎紡鍖栨暟鎹�=====
# 鏁村舰鏁版嵁锛屾牸寮忥細[(鏁版嵁鏈韩, 鏄惁涓诲姩涔�, 鏄惁娑ㄥ仠, 鎬绘垚浜ら, 涓嶅惈ms鏃堕棿锛屽惈ms鏃堕棿)]
@@ -487,3 +493,7 @@
if _start_time - __start_time > 5:
l2_log.info(code, hx_logger_l2_upload,
f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿_start_time - __start_time} 鏁版嵁鏁伴噺锛歿len(fdatas)} 璇︽儏:{use_time_list}")
+
+ @classmethod
+ def get_latest_transaction_data(cls, code):
+ return cls.__latest_transaction_data_dict.get(code)
\ No newline at end of file
--
Gitblit v1.8.0