From ca310f014336d93eba73ed5010c1c5645424a1e0 Mon Sep 17 00:00:00 2001
From: admin <weikou2014>
Date: 星期五, 04 八月 2023 16:06:28 +0800
Subject: [PATCH] 交易优化
---
l2_client.py | 22 +++++++++-------------
1 files changed, 9 insertions(+), 13 deletions(-)
diff --git a/l2_client.py b/l2_client.py
index 30239db..65c6c2f 100644
--- a/l2_client.py
+++ b/l2_client.py
@@ -167,7 +167,7 @@
print("OnRspSubTransaction")
def OnRspSubOrderDetail(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
- print("OnRspSubOrderDetail")
+ print("OnRspSubOrderDetail", pRspInfo)
# try:
print("璁㈤槄缁撴灉锛�", pSpecificSecurity["ExchangeID"], pSpecificSecurity["SecurityID"], pRspInfo["ErrorID"],
pRspInfo["ErrorMsg"])
@@ -177,21 +177,17 @@
print("璁㈤槄鎴愬姛")
self.subscripted_codes.add(pSpecificSecurity['SecurityID'])
if bIsLast == 1:
- t1 = threading.Thread(target=lambda: l2_data_manager.add_subscript_codes(self.subscripted_codes),
- daemon=True)
- # 鍚庡彴杩愯
- t1.start()
+ print("璁㈤槄鍝嶅簲缁撴潫", self.subscripted_codes)
+ l2_data_manager.add_subscript_codes(self.subscripted_codes)
def OnRspUnSubOrderDetail(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
- print("OnRspUnSubOrderDetail")
+ print("OnRspUnSubOrderDetail", bIsLast)
try:
code = pSpecificSecurity['SecurityID']
self.subscripted_codes.discard(code)
if bIsLast == 1:
- t1 = threading.Thread(target=lambda: l2_data_manager.add_subscript_codes(self.subscripted_codes),
- daemon=True)
- # 鍚庡彴杩愯
- t1.start()
+ print("鍙栨秷璁㈤槄鍝嶅簲缁撴潫", self.subscripted_codes)
+ l2_data_manager.add_subscript_codes(self.subscripted_codes)
except Exception as e:
logging.exception(e)
@@ -234,8 +230,7 @@
]}
market_code_dict[pDepthMarketData['SecurityID']] = time.time()
- t1 = threading.Thread(target=lambda: l2_data_manager.add_market_data(d), daemon=True)
- t1.start()
+ l2_data_manager.add_market_data(d)
# 杈撳嚭琛屾儏蹇収鏁版嵁
# print(
@@ -308,7 +303,7 @@
"SubSeq": pTransaction['SubSeq'], "BuyNo": pTransaction['BuyNo'],
"SellNo": pTransaction['SellNo'],
"ExecType": pTransaction['ExecType'].decode()}
- print("閫愮瑪鎴愪氦", item)
+ # print("閫愮瑪鎴愪氦", item)
l2_data_manager.add_transaction_detail(item)
logger_l2_transaction.info(
@@ -541,6 +536,7 @@
# 鍚庡彴杩愯
t1.setDaemon(True)
t1.start()
+ l2_data_manager.run_upload_common()
global l2CommandManager
l2CommandManager = command_manager.L2CommandManager()
l2CommandManager.init(constant.SERVER_IP, constant.SERVER_PORT, MyL2ActionCallback())
--
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