From dacb3898100a1b982d0538f013f9318cd5e9a51c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 30 八月 2023 14:12:26 +0800
Subject: [PATCH] L撤阻断机制
---
huaxin_client/l2_client.py | 9 +++++----
1 files changed, 5 insertions(+), 4 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index eebf0e5..e184b69 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -322,10 +322,11 @@
"SubSeq": pTransaction['SubSeq'], "BuyNo": pTransaction['BuyNo'],
"SellNo": pTransaction['SellNo'],
"ExecType": pTransaction['ExecType'].decode()}
- key = f"{item['SecurityID']}_{item['TradePrice']}_{item['BuyNo']}"
- if self.__last_transaction_keys_dict.get(code) == key:
- return
- self.__last_transaction_keys_dict[code] = key
+ # 鏆傛椂娉ㄩ噴鎺夊悓1鍗曞彿鑷冲涓婁紶1娆�
+ # key = f"{item['SecurityID']}_{item['TradePrice']}_{item['BuyNo']}"
+ # if self.__last_transaction_keys_dict.get(code) == key:
+ # return
+ # self.__last_transaction_keys_dict[code] = key
# print("閫愮瑪鎴愪氦", item)
l2_data_manager.add_transaction_detail(item)
--
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