From 91098eedb39f636a0d010e425f53077a283cf9b4 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 25 十月 2023 18:49:53 +0800
Subject: [PATCH] bug修复
---
huaxin_client/l2_client.py | 57 +++++++++++++++++++++------------------------------------
1 files changed, 21 insertions(+), 36 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index 7233546..d517ea4 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -249,43 +249,28 @@
def OnRtnMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum,
FirstLevelSellOrderVolumes):
# 浼犲叆锛氭椂闂达紝鐜颁环,鎴愪氦鎬婚噺,涔�1锛屼拱2锛屼拱3,涔�4,涔�5,鍗�1,鍗�2,鍗�3,鍗�4,鍗�5
- d = {"dataTimeStamp": pDepthMarketData['DataTimeStamp'], "securityID": pDepthMarketData['SecurityID'],
- "lastPrice": pDepthMarketData['LastPrice'],
- "totalVolumeTrade": pDepthMarketData['TotalVolumeTrade'],
- "buy": [(pDepthMarketData['BidPrice1'], pDepthMarketData['BidVolume1']),
- (pDepthMarketData['BidPrice2'], pDepthMarketData['BidVolume2']),
- (pDepthMarketData['BidPrice3'], pDepthMarketData['BidVolume3']),
- (pDepthMarketData['BidPrice4'], pDepthMarketData['BidVolume4']),
- (pDepthMarketData['BidPrice5'], pDepthMarketData['BidVolume5'])],
- "sell": [
- (pDepthMarketData['AskPrice1'], pDepthMarketData['AskVolume1']),
- (pDepthMarketData['AskPrice2'], pDepthMarketData['AskVolume2']),
- (pDepthMarketData['AskPrice3'], pDepthMarketData['AskVolume3']),
- (pDepthMarketData['AskPrice4'], pDepthMarketData['AskVolume4']),
- (pDepthMarketData['AskPrice5'], pDepthMarketData['AskVolume5'])
- ]}
- market_code_dict[pDepthMarketData['SecurityID']] = time.time()
+ try:
+ d = {"dataTimeStamp": pDepthMarketData['DataTimeStamp'], "securityID": pDepthMarketData['SecurityID'],
+ "lastPrice": pDepthMarketData['LastPrice'],
+ "totalVolumeTrade": pDepthMarketData['TotalVolumeTrade'],
+ "totalAskVolume": pDepthMarketData['TotalAskVolume'],
+ "buy": [(pDepthMarketData['BidPrice1'], pDepthMarketData['BidVolume1']),
+ (pDepthMarketData['BidPrice2'], pDepthMarketData['BidVolume2']),
+ (pDepthMarketData['BidPrice3'], pDepthMarketData['BidVolume3']),
+ (pDepthMarketData['BidPrice4'], pDepthMarketData['BidVolume4']),
+ (pDepthMarketData['BidPrice5'], pDepthMarketData['BidVolume5'])],
+ "sell": [
+ (pDepthMarketData['AskPrice1'], pDepthMarketData['AskVolume1']),
+ (pDepthMarketData['AskPrice2'], pDepthMarketData['AskVolume2']),
+ (pDepthMarketData['AskPrice3'], pDepthMarketData['AskVolume3']),
+ (pDepthMarketData['AskPrice4'], pDepthMarketData['AskVolume4']),
+ (pDepthMarketData['AskPrice5'], pDepthMarketData['AskVolume5'])
+ ]}
+ market_code_dict[pDepthMarketData['SecurityID']] = time.time()
- l2_data_manager.add_market_data(d)
-
- # 杈撳嚭琛屾儏蹇収鏁版嵁
- # print(
- # "OnRtnMarketData SecurityID[%s] LastPrice[%.2f] TotalVolumeTrade[%d] TotalValueTrade[%.2f] BidPrice1[%.2f] BidVolume1[%d] AskPrice1[%.2f] AskVolume1[%d]" % (
- # pDepthMarketData['SecurityID'],
- # pDepthMarketData['LastPrice'],
- # pDepthMarketData['TotalValueTrade'],
- # pDepthMarketData['TotalValueTrade'],
- # pDepthMarketData['BidPrice1'],
- # pDepthMarketData['BidVolume1'],
- # pDepthMarketData['AskPrice1'],
- # pDepthMarketData['AskVolume1']))
- # # 杈撳嚭涓�妗ｄ环浣嶄拱闃熷垪鍓�50绗斿鎵樻暟閲�
- # for buy_index in range(0, FirstLevelBuyNum):
- # print("first level buy [%d] : [%d]" % (buy_index, FirstLevelBuyOrderVolumes[buy_index]))
- #
- # # 杈撳嚭涓�妗ｄ环浣嶅崠闃熷垪鍓�50绗斿鎵樻暟閲�
- # for sell_index in range(0, FirstLevelSellNum):
- # print("first level sell [%d] : [%d]" % (sell_index, FirstLevelSellOrderVolumes[sell_index]))
+ l2_data_manager.add_market_data(d)
+ except:
+ pass
def OnRtnIndex(self, pIndex):
# 杈撳嚭鎸囨暟琛屾儏鏁版嵁
--
Gitblit v1.8.0